Context Capital Management, LLC Quant / Systematic

CIK: 0001301396 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 13, 2019

Total Value ($000): $164,006 (35.2% shares, 64.8% debt)

Holdings (86)

TIBERIUS ACQUISITION CORP 7.4%
Value ($000) $12,122 Shares 116,000 Est. Cost $10.09 Unrealized
PDL BIOPHARMA INC 6.6%
Value ($000) $10,832 Shares 9,450,000 Est. Cost $0.89 Unrealized
AMAG PHARMACEUTICALS INC 5.3%
Value ($000) $8,638 Shares 9,900,000 Est. Cost $0.96 Unrealized
IQ 3.75 12/01/23 REGS IQIYI INC 4.1%
Value ($000) $6,801 Shares 5,700,000 Est. Cost $1.01 Unrealized
THERAVANCE BIOPHARMA INC 3.6%
Value ($000) $5,827 Shares 6,000,000 Est. Cost $1.16 Unrealized
OPKO HEALTH INC 2.9%
Value ($000) $4,730 Shares 5,000,000 Est. Cost $0.95 Unrealized
IRONWOOD PHARMACEUTICALS INC 2.7%
Value ($000) $4,419 Shares 4,000,000 Est. Cost $0.94 Unrealized
ASSERTIO THERAPEUTICS INC 2.6%
Value ($000) $4,238 Shares 5,500,000 Est. Cost $0.68 Unrealized
GDS HLDGS LTD 2.5%
Value ($000) $4,046 Shares 4,175,000 Est. Cost $0.97 Unrealized
TEAM INC 2.4%
Value ($000) $4,012 Shares 3,700,000 Est. Cost $1.18 Unrealized
ENCORE CAP GROUP INC 2.4%
Value ($000) $4,006 Shares 4,500,000 Est. Cost $1.07 Unrealized
ACBCN 5.5 02/28/24 REGS AURORA CANNABIS INC 2.2%
Value ($000) $3,629 Shares 3,800,000 Est. Cost $0.95 Unrealized
TWO HBRS INVT CORP 2.2%
Value ($000) $3,540 Shares 3,497,000 Est. Cost $1.03 Unrealized
FORUM MERGER II CORP 2.1%
Value ($000) $3,479 Shares 336,115 Est. Cost $10.35 Unrealized
SEALTD 2.25 07/01/23 * SEA LTD 2.1%
Value ($000) $3,470 Shares 2,500,000 Est. Cost $0.99 Unrealized
MICROCHIP TECHNOLOGY INC 2.1%
Value ($000) $3,424 Shares 3,100,000 Est. Cost $1.19 Unrealized
APOLLO COML REAL EST FIN INC 2.0%
Value ($000) $3,318 Shares 3,385,000 Est. Cost $0.96 Unrealized
RESTORATION HARDWARE HLDGS I 1.9%
Value ($000) $3,126 Shares 3,100,000 Est. Cost $1.21 Unrealized
NEW YORK MTG TR INC 1.9%
Value ($000) $3,116 Shares 3,111,000 Est. Cost $1.00 Unrealized
CM SEVEN STAR ACQUISITION CO 1.8%
Value ($000) $2,970 Shares 287,500 Est. Cost $10.33 Unrealized
MEDICINES CO 1.8%
Value ($000) $2,962 Shares 3,500,000 Est. Cost $0.98 Unrealized
PURE ACQUISITION CORP 1.5%
Value ($000) $2,539 Shares 240,000 Est. Cost $10.38 Unrealized
AGG ISHARES TR 1.5%
Value ($000) $2,509 Shares 23,000 Est. Cost $106.48 Unrealized
ENCORE CAP GROUP INC 1.5%
Value ($000) $2,507 Shares 2,619,000 Est. Cost $0.99 Unrealized
TILRAY INC 1.5%
Value ($000) $2,478 Shares 2,950,000 Est. Cost $0.72 Unrealized
DERMIRA INC 1.4%
Value ($000) $2,301 Shares 2,592,000 Est. Cost $0.83 Unrealized
TWELVE SEAS INVESTMENT COMPA 1.3%
Value ($000) $2,190 Shares 207,600 Est. Cost $10.35 Unrealized
PROSPECT CAPITAL CORPORATION 1.3%
Value ($000) $2,143 Shares 2,170,000 Est. Cost $0.99 Unrealized
IQ 2 04/01/25 REGS IQIYI INC 1.3%
Value ($000) $2,090 Shares 2,000,000 Est. Cost $1.04 Unrealized
TUSCAN HOLDINGS CORP 1.3%
Value ($000) $2,086 Shares 200,000 Est. Cost $10.43 Unrealized
NEW MTN FIN CORP 1.3%
Value ($000) $2,066 Shares 2,055,000 Est. Cost $1.01 Unrealized
DD3 ACQUISITION CORP 1.2%
Value ($000) $1,907 Shares 188,100 Est. Cost $10.02 Unrealized
MTECH ACQUISITION CORP 1.2%
Value ($000) $1,901 Shares 175,685 Est. Cost $10.17 Unrealized
MOMO 1.25 07/01/25 REGS MOMO INC 1.1%
Value ($000) $1,867 Shares 1,928,000 Est. Cost $0.93 Unrealized
GRAF INDL CORP 1.0%
Value ($000) $1,655 Shares 163,600 Est. Cost $10.00 Unrealized
THUNDER BRIDGE ACQUISITION L 1.0%
Value ($000) $1,624 Shares 150,000 Est. Cost $10.16 Unrealized
TKK SYMPHONY ACQUISITION COR 0.9%
Value ($000) $1,471 Shares 142,800 Est. Cost $10.10 Unrealized
FIRST MAJESTIC SILVER CORP 0.9%
Value ($000) $1,458 Shares 1,500,000 Est. Cost $0.97 Unrealized
LF CAP ACQUISITION CORP 0.9%
Value ($000) $1,442 Shares 139,090 Est. Cost $10.07 Unrealized
ARYA SCIENCES ACQUISITION CO 0.8%
Value ($000) $1,361 Shares 131,499 Est. Cost $10.34 Unrealized
NANTHEALTH INC 0.8%
Value ($000) $1,338 Shares 2,140,000 Est. Cost $0.70 Unrealized
ALLEGRO MERGER CORP 0.8%
Value ($000) $1,315 Shares 125,509 Est. Cost $10.27 Unrealized
AMCI ACQUISITION CORP 0.8%
Value ($000) $1,242 Shares 122,700 Est. Cost $9.95 Unrealized
BKLN INVESCO EXCHNG TRADED FD TR 0.7%
Value ($000) $1,132 Shares 50,000 Est. Cost $21.78 Unrealized
AEGERION PHARMACEUTICALS INC 0.6%
Value ($000) $1,058 Shares 1,500,000 Est. Cost $0.76 Unrealized
LNG 4.875 05/28/21 REGS CHENIERE ENERGY INC 0.6%
Value ($000) $1,044 Shares 1,000,000 Est. Cost $1.04 Unrealized
TRINITY MERGER CORP 0.6%
Value ($000) $1,028 Shares 97,868 Est. Cost $10.06 Unrealized
TLT ISHARES TR 0.6%
Value ($000) $1,012 Shares 8,000 Est. Cost $121.50 Unrealized
GORDON POINTE ACQUISITION CO 0.6%
Value ($000) $979 Shares 93,200 Est. Cost $10.33 Unrealized
CANOPY GROWTH CORP 0.6%
Value ($000) $977 Shares 90,000 Est. Cost $10.14 Unrealized
PIVOTAL ACQUISITION CORP 0.6%
Value ($000) $950 Shares 93,200 Est. Cost $10.19 Unrealized
VV VANGUARD INDEX FDS 0.6%
Value ($000) $935 Shares 7,200 Est. Cost $114.86 Unrealized
ENDOLOGIX INC 0.5%
Value ($000) $892 Shares 2,745,000 Est. Cost $0.98 Unrealized
TENZING ACQUISITION CORP 0.5%
Value ($000) $810 Shares 79,300 Est. Cost $10.06 Unrealized
CHASERG TECHNLGY ACQUISITN C 0.5%
Value ($000) $787 Shares 77,900 Est. Cost $9.99 Unrealized
HL ACQUISITIONS CORP 0.5%
Value ($000) $777 Shares 74,600 Est. Cost $10.27 Unrealized
LQD ISHARES TR 0.5%
Value ($000) $762 Shares 6,400 Est. Cost $116.08 Unrealized
MAGNOLIA OIL & GAS CORP 0.4%
Value ($000) $708 Shares 208,900 Est. Cost $3.03 Unrealized
HOSTESS BRANDS INC 0.4%
Value ($000) $700 Shares 538,600 Est. Cost $1.30 Unrealized
FINTECH ACQUISITION CORP III 0.3%
Value ($000) $566 Shares 55,500 Est. Cost $10.00 Unrealized
PENSARE ACQUISITION CORP 0.3%
Value ($000) $550 Shares 51,700 Est. Cost $10.33 Unrealized
MTECH ACQUISITION CORP 0.3%
Value ($000) $530 Shares 52,494 Est. Cost $10.10 Unrealized
LONGEVITY ACQUISITION CORP 0.3%
Value ($000) $526 Shares 51,500 Est. Cost $10.25 Unrealized
FORUM MERGER II CORP 0.3%
Value ($000) $454 Shares 45,785 Est. Cost $9.56 Unrealized
MUDRICK CAP ACQUISITION CORP 0.3%
Value ($000) $454 Shares 42,900 Est. Cost $10.27 Unrealized
NOVAVAX INC 0.2%
Value ($000) $365 Shares 1,000,000 Est. Cost $0.62 Unrealized
BLACKSTONE MTG TR INC 0.2%
Value ($000) $302 Shares 300,000 Est. Cost $0.99 Unrealized
VECTOR GROUP LTD 0.2%
Value ($000) $265 Shares 2,600 Est. Cost $1.01 Unrealized
VTI VANGUARD INDEX FDS 0.1%
Value ($000) $246 Shares 1,700 Est. Cost $127.65 Unrealized
CONCRETE PUMPING HLDGS INC 0.1%
Value ($000) $229 Shares 190,700 Est. Cost $1.20 Unrealized
PRETIUM RES INC 0.1%
Value ($000) $174 Shares 185,000 Est. Cost $0.84 Unrealized
BLACK RIDGE ACQUISITION CORP 0.1%
Value ($000) $131 Shares 2,400 Est. Cost $54.58 Unrealized
SENTINEL ENERGY SVCS INC 0.1%
Value ($000) $116 Shares 170,401 Est. Cost $0.68 Unrealized
TESLA INC 0.1%
Value ($000) $103 Shares 100,000 Est. Cost $0.98 Unrealized
CM SEVEN STAR ACQUISITION CO 0.1%
Value ($000) $95 Shares 287,500 Est. Cost $0.33 Unrealized
NOVELION THERAPEUTICS INC 0.0%
Value ($000) $52 Shares 42,534 Est. Cost $2.97 Unrealized
SPIRIT RLTY CAP INC NEW 0.0%
Value ($000) $30 Shares 30,000 Est. Cost $1.00 Unrealized
CM SEVEN STAR ACQUISITION CO 0.0%
Value ($000) $24 Shares 143,750 Est. Cost $0.17 Unrealized
BISON CAP ACQUISITION CORP 0.0%
Value ($000) $17 Shares 82,900 Est. Cost $0.52 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value ($000) $13 Shares 40,000 Est. Cost $0.33 Unrealized
INFRA AND ENERGY ALTRNTIVE I 0.0%
Value ($000) $8 Shares 18,764 Est. Cost $0.43 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value ($000) $6 Shares 20,000 Est. Cost $0.30 Unrealized
MTECH ACQUISITION CORP 0.0%
Value ($000) $2 Shares 2,700 Est. Cost $0.94 Unrealized
BLACK RIDGE ACQUISITION CORP 0.0%
Value ($000) $2 Shares 8,300 Est. Cost $0.30 Unrealized
TWELVE SEAS INVESTMENT COMPA 0.0%
Value ($000) $0 Shares 1,400 Est. Cost Unrealized
TWELVE SEAS INVESTMENT COMPA 0.0%
Value ($000) $0 Shares 1,400 Est. Cost Unrealized