Context Capital Management, LLC Quant / Systematic

Location: Lajolla, CA

CIK: 0001301396 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value: $460M (42.4% shares, 57.6% debt)

Holdings (164)

8X8 INC NEW 4.2%
Value $19.42M Shares 20,876,000 Est. Cost $0.93 Unrealized
SEALTD 2.375 12/01/25 REGS SEA LTD 2.8%
Value $13.09M Shares 7,000,000 Est. Cost $1.39 Unrealized
VEONEER INCORPORATED 2.8%
Value $12.76M Shares 12,946,000 Est. Cost $0.91 Unrealized
INTERCEPT PHARMACEUTICALS IN 2.8%
Value $12.7M Shares 15,799,000 Est. Cost $0.78 Unrealized
AMAG PHARMACEUTICALS INC 2.7%
Value $12.63M Shares 14,068,000 Est. Cost $0.90 Unrealized
CF FINANCE ACQUISITION CORP 2.5%
Value $11.63M Shares 1,160,000 Est. Cost $10.02 Unrealized
CHURCHILL CAPITAL CORP IV 2.5%
Value $11.63M Shares 890,000 Est. Cost $13.06 Unrealized
NANTHEALTH INC 2.5%
Value $11.32M Shares 12,240,000 Est. Cost $0.78 Unrealized
INFINERA CORPORATION 2.4%
Value $10.84M Shares 11,750,000 Est. Cost $0.88 Unrealized
PRA GROUP INC 2.3%
Value $10.72M Shares 9,800,000 Est. Cost $1.09 Unrealized
FLEXION THERAPEUTICS INC 2.2%
Value $10.28M Shares 13,000,000 Est. Cost $0.79 Unrealized
NAVSIGHT HLDGS INC 1.9%
Value $8.908M Shares 885,447 Est. Cost $10.06 Unrealized
RETROPHIN INC 1.9%
Value $8.782M Shares 10,233,000 Est. Cost $0.83 Unrealized
SEACOR HOLDINGS INC 1.9%
Value $8.766M Shares 9,900,000 Est. Cost $0.88 Unrealized
IQIYI INC 1.9%
Value $8.74M Shares 8,250,000 Est. Cost $1.09 Unrealized
OMEROS CORP 1.8%
Value $8.508M Shares 9,000,000 Est. Cost $0.92 Unrealized
GOSSAMER BIO INC 1.6%
Value $7.399M Shares 7,250,000 Est. Cost $1.01 Unrealized
DISH NETWORK CORP 1.6%
Value $7.356M Shares 8,174,000 Est. Cost $0.89 Unrealized
VONAGE HLDGS CORP 1.5%
Value $7.004M Shares 7,270,000 Est. Cost $0.96 Unrealized
AGG ISHARES TR 1.4%
Value $6.446M Shares 54,600 Est. Cost $118.21 Unrealized
FORUM MERGER III CORP 1.4%
Value $6.37M Shares 610,200 Est. Cost $10.44 Unrealized
THERAVANCE BIOPHARMA INC 1.4%
Value $6.345M Shares 7,250,000 Est. Cost $0.94 Unrealized
XERIS PHARMACEUTICALS INC 1.4%
Value $6.256M Shares 3,240,000 Est. Cost $0.99 Unrealized
BILIBILI INC 1.3%
Value $6.176M Shares 3,500,000 Est. Cost $1.91 Unrealized
PROPERTY SOLUTIONS ACQUISITI 1.3%
Value $6.054M Shares 599,990 Est. Cost $10.09 Unrealized
Prime Impac Acquisition I 1.3%
Value $6.012M Shares 600,000 Est. Cost $10.02 Unrealized
Ftac Olympus Acquisition Cor 1.3%
Value $6M Shares 600,000 Est. Cost $10.00 Unrealized
ACE CONVERGENCE ACQU CORP 1.3%
Value $5.873M Shares 572,936 Est. Cost $10.25 Unrealized
IQIYI INC 1.3%
Value $5.812M Shares 6,126,000 Est. Cost $0.96 Unrealized
E MERGE TECHNOLOGY ACQUISITI 1.2%
Value $5.746M Shares 570,000 Est. Cost $10.08 Unrealized
LIVE NATION ENTERTAINMENT IN 1.2%
Value $5.569M Shares 5,000,000 Est. Cost $1.11 Unrealized
RedBall Acquisition Corp 1.1%
Value $5.165M Shares 488,600 Est. Cost $10.57 Unrealized
INTERCEPT PHARMACEUTICALS IN 1.1%
Value $5.145M Shares 7,485,000 Est. Cost $0.73 Unrealized
OPKO HEALTH INC 1.1%
Value $5.073M Shares 4,287,000 Est. Cost $0.89 Unrealized
Cohn Robbins Holdings Corp 1.1%
Value $5.045M Shares 500,000 Est. Cost $10.09 Unrealized
TAILWIND ACQUISITION CORP 1.1%
Value $5.025M Shares 500,000 Est. Cost $10.05 Unrealized
ACND/U ASCENDANT DIGITAL ACQUISITIO 1.0%
Value $4.734M Shares 450,000 Est. Cost $10.52 Unrealized
MICROCHIP TECHNOLOGY INC 1.0%
Value $4.627M Shares 3,100,000 Est. Cost $1.19 Unrealized
DISH NETWORK CORP 1.0%
Value $4.59M Shares 5,000,000 Est. Cost $0.94 Unrealized
APPLIED OPTOELECTRONICS INC 1.0%
Value $4.588M Shares 5,000,000 Est. Cost $0.88 Unrealized
ENCORE CAP GROUP INC 0.9%
Value $4.334M Shares 4,016,000 Est. Cost $1.03 Unrealized
UTZ BRANDS INC 0.9%
Value $4.287M Shares 655,503 Est. Cost $6.54 Unrealized
NEUROCRINE BIOSCIENCES INC 0.9%
Value $4.125M Shares 3,000,000 Est. Cost $1.38 Unrealized
FUSION ACQUISITION CORP 0.9%
Value $4.069M Shares 395,000 Est. Cost $10.19 Unrealized
VPC Impact Acquisition Hold 0.9%
Value $4M Shares 400,000 Est. Cost $10.00 Unrealized
JOYY 1.375 06/15/26 REGs YY INC 0.8%
Value $3.76M Shares 3,500,000 Est. Cost $0.90 Unrealized
MERIDA MERGER CORP I 0.8%
Value $3.696M Shares 373,902 Est. Cost $9.74 Unrealized
EXACT SCIENCES CORP 0.8%
Value $3.511M Shares 3,000,000 Est. Cost $1.17 Unrealized
LIGAND PHARMACEUTICALS INC 0.7%
Value $3.376M Shares 3,743,000 Est. Cost $0.86 Unrealized
Tortoise Acquisition II Corp 0.7%
Value $3.264M Shares 300,000 Est. Cost $10.88 Unrealized
AERIE PHARMACEUTICALS INC 0.7%
Value $3.221M Shares 4,000,000 Est. Cost $0.81 Unrealized
GX ACQUISITION CORP 0.7%
Value $3.15M Shares 300,000 Est. Cost $10.50 Unrealized
EQUITY DISTR ACQUISITION COR 0.7%
Value $3.09M Shares 300,000 Est. Cost $10.30 Unrealized
FALCON CAPITAL ACQUISITN COR 0.7%
Value $3.087M Shares 300,000 Est. Cost $10.29 Unrealized
VESPER HEALTHCARE ACQSTN COR 0.7%
Value $3.078M Shares 300,000 Est. Cost $10.26 Unrealized
FOLEY TRASIMENE ACQUISITION 0.7%
Value $3.06M Shares 300,000 Est. Cost $10.20 Unrealized
LIONHEART ACQUISITION CORP I 0.7%
Value $2.997M Shares 300,900 Est. Cost $9.96 Unrealized
TUSCAN HLDGS CORP II 0.7%
Value $2.994M Shares 300,000 Est. Cost $9.98 Unrealized
NOVAVAX INC 0.7%
Value $2.991M Shares 2,500,000 Est. Cost $1.20 Unrealized
ENCORE CAP GROUP INC 0.6%
Value $2.845M Shares 2,500,000 Est. Cost $1.14 Unrealized
FORUM MERGER II CORP 0.6%
Value $2.833M Shares 319,421 Est. Cost $6.40 Unrealized
ARYA SCIENCES ACQUISITION CO 0.6%
Value $2.822M Shares 270,000 Est. Cost $10.45 Unrealized
PALO ALTO NETWORKS INC 0.6%
Value $2.818M Shares 2,500,000 Est. Cost $1.13 Unrealized
Horizon Acquisition Corp 0.6%
Value $2.601M Shares 250,000 Est. Cost $10.40 Unrealized
SEACOR HOLDINGS INC 0.5%
Value $2.44M Shares 3,250,000 Est. Cost $0.75 Unrealized
PURPLE INNOVATION INC 0.5%
Value $2.328M Shares 344,388 Est. Cost $6.76 Unrealized
CHURCHILL CAP CORP II 0.5%
Value $2.167M Shares 205,392 Est. Cost $10.55 Unrealized
RADIUS HEALTH INC 0.5%
Value $2.124M Shares 2,592,000 Est. Cost $0.83 Unrealized
CM LIFE SCIENCES INC 0.5%
Value $2.094M Shares 200,000 Est. Cost $10.47 Unrealized
GIGCAPITAL2 INC 0.4%
Value $2.018M Shares 198,600 Est. Cost $10.16 Unrealized
EXPERIENCE INVT CORP 0.4%
Value $1.779M Shares 176,984 Est. Cost $10.05 Unrealized
AGILQ LIV Capital Acquisition Corp 0.4%
Value $1.773M Shares 180,000 Est. Cost $9.85 Unrealized
GALILEO ACQUISITION CORP 0.4%
Value $1.733M Shares 175,000 Est. Cost $9.90 Unrealized
INSMED INC 0.4%
Value $1.628M Shares 1,500,000 Est. Cost $0.97 Unrealized
D8 Holdings Corp 0.3%
Value $1.577M Shares 156,649 Est. Cost $10.07 Unrealized
STAR PEAK ENERGY TRANSITION 0.3%
Value $1.538M Shares 150,000 Est. Cost $10.25 Unrealized
THBR THUNDER BRDG ACQUISTION II L 0.3%
Value $1.53M Shares 150,000 Est. Cost $10.20 Unrealized
NORTHERN GENESIS ACQUISITION 0.3%
Value $1.495M Shares 149,600 Est. Cost $9.99 Unrealized
PDL BIOPHARMA INC 0.3%
Value $1.465M Shares 465,172 Est. Cost $2.91 Unrealized
AGBA ACQUISITION LTD 0.3%
Value $1.349M Shares 130,000 Est. Cost $10.38 Unrealized
AMERICAN AIRLS GROUP INC 0.3%
Value $1.337M Shares 1,450,000 Est. Cost $0.94 Unrealized
EVOLENT HEALTH INC 0.2%
Value $1.135M Shares 1,500,000 Est. Cost $0.70 Unrealized
MESA LABS INC 0.2%
Value $1.089M Shares 1,000,000 Est. Cost $1.09 Unrealized
IRONWOOD PHARMACEUTICALS INC 0.2%
Value $1.034M Shares 1,000,000 Est. Cost $0.94 Unrealized
ARCLIGHT CLEAN TRANSITION CO 0.2%
Value $1.004M Shares 100,000 Est. Cost $10.04 Unrealized
FINSERV ACQUISITION CORP 0.2%
Value $1.003M Shares 100,000 Est. Cost $10.03 Unrealized
SCVX Corp 0.2%
Value $1M Shares 100,000 Est. Cost $10.00 Unrealized
HAYMAKER ACQUISITION CORP II 0.2%
Value $1M Shares 100,000 Est. Cost $10.00 Unrealized
HERBALIFE LTD 0.2%
Value $999K Shares 1,000,000 Est. Cost $1.00 Unrealized
Union Acquisition Corp II 0.2%
Value $993K Shares 100,000 Est. Cost $9.93 Unrealized
Qell Acquisition Corp 0.2%
Value $916K Shares 90,152 Est. Cost $10.16 Unrealized
APEX TECHNOLOGY ACQUISITN CO 0.2%
Value $885K Shares 75,000 Est. Cost $10.19 Unrealized
ZILLOW GROUP INC 0.2%
Value $864K Shares 500,000 Est. Cost $1.16 Unrealized
AMRYT PHARMA PLC 0.2%
Value $858K Shares 69,437 Est. Cost $12.36 Unrealized
ENCORE CAP GROUP INC 0.2%
Value $817K Shares 750,000 Est. Cost $1.09 Unrealized
DMY TECHNOLOGY GROUP INC 0.2%
Value $802K Shares 78,400 Est. Cost $10.23 Unrealized
FINTECH ACQUISITION CORP III 0.2%
Value $784K Shares 76,000 Est. Cost $10.32 Unrealized
NEVRO CORP 0.2%
Value $768K Shares 500,000 Est. Cost $1.36 Unrealized
HEALTHCARE MERGER CORP 0.2%
Value $761K Shares 75,000 Est. Cost $10.15 Unrealized
CIIG MERGER CORP 0.2%
Value $747K Shares 70,171 Est. Cost $10.65 Unrealized
CHURCHILL CAP CORP II 0.2%
Value $745K Shares 372,598 Est. Cost $2.00 Unrealized
QD 1 07/01/26 REGS QUDIAN INC 0.2%
Value $740K Shares 1,000,000 Est. Cost $1.02 Unrealized
SPIRIT AIRLS INC 0.2%
Value $726K Shares 500,000 Est. Cost $1.50 Unrealized
TUSCAN HOLDINGS CORP 0.1%
Value $602K Shares 59,100 Est. Cost $10.19 Unrealized
AEGERION PHARMACEUTICALS INC 0.1%
Value $564K Shares 472,000 Est. Cost $1.18 Unrealized
TILRAY INC 0.1%
Value $520K Shares 1,300,000 Est. Cost $0.52 Unrealized
CF FIN ACQUISITION CORP 0.1%
Value $520K Shares 50,000 Est. Cost $10.40 Unrealized
STABLE RD ACQUISITION CORP 0.1%
Value $504K Shares 50,000 Est. Cost $10.08 Unrealized
AMPLITUDE HLTHCRE AQUSTIN CO 0.1%
Value $496K Shares 50,000 Est. Cost $9.92 Unrealized
KALEYRA INC 0.1%
Value $489K Shares 344,031 Est. Cost $1.25 Unrealized
PAE INC 0.1%
Value $465K Shares 211,187 Est. Cost $2.41 Unrealized
SWITCHBACK ENERGY ACQUISTN C 0.1%
Value $460K Shares 98,035 Est. Cost $4.69 Unrealized
PERSHING SQUARE TONTINE HLDG 0.1%
Value $454K Shares 20,000 Est. Cost $22.70 Unrealized
GLD SPDR GOLD TR 0.1%
Value $453K Shares 2,560 Est. Cost $176.95 Unrealized
VELODYNE LIDAR INC 0.1%
Value $379K Shares 77,500 Est. Cost $4.89 Unrealized
HOSTESS BRANDS INC 0.1%
Value $360K Shares 438,600 Est. Cost $1.34 Unrealized
LF CAP ACQUISITION CORP 0.1%
Value $355K Shares 197,403 Est. Cost $1.08 Unrealized
LANDCADIA HLDGS II INC 0.1%
Value $293K Shares 66,632 Est. Cost $5.40 Unrealized
CF FIN ACQUISITION CORP 0.1%
Value $271K Shares 276,304 Est. Cost $0.98 Unrealized
GRID DYNAMICS HLDGS INC 0.1%
Value $260K Shares 146,124 Est. Cost $1.78 Unrealized
HOLICITY INC 0.1%
Value $259K Shares 25,000 Est. Cost $10.36 Unrealized
DMY TECHNOLOGY GROUP INC 0.1%
Value $255K Shares 84,949 Est. Cost $3.00 Unrealized
GX ACQUISITION CORP 0.1%
Value $240K Shares 150,000 Est. Cost $1.60 Unrealized
PIVOTAL INVT CORP II 0.0%
Value $185K Shares 50,000 Est. Cost $0.70 Unrealized
GIGCAPITAL2 INC 0.0%
Value $181K Shares 198,600 Est. Cost $0.91 Unrealized
HL ACQUISITIONS CORP 0.0%
Value $172K Shares 120,146 Est. Cost $1.02 Unrealized
COLLECTIVE GROWTH CORP 0.0%
Value $165K Shares 16,693 Est. Cost $9.88 Unrealized
ARYA SCIENCES ACQUISITION CO 0.0%
Value $162K Shares 90,000 Est. Cost $1.80 Unrealized
MERIDA MERGER CORP I 0.0%
Value $111K Shares 201,150 Est. Cost $0.50 Unrealized
CHURCHILL CAP CORP II 0.0%
Value $109K Shares 50,104 Est. Cost $2.18 Unrealized
SHPSQ GALILEO ACQUISITION CORP 0.0%
Value $108K Shares 175,000 Est. Cost $0.62 Unrealized
THUNDER BRDG ACQUISTION II L 0.0%
Value $101K Shares 75,000 Est. Cost $1.35 Unrealized
NESCO HLDGS INC 0.0%
Value $88,000 Shares 293,036 Est. Cost $0.30 Unrealized
LIV Capital Acquisition Corp 0.0%
Value $85,000 Shares 180,000 Est. Cost $10.06 Unrealized
AMCI ACQUISITION CORP 0.0%
Value $84,000 Shares 123,700 Est. Cost $0.55 Unrealized
SCVX Corp 0.0%
Value $75,000 Shares 50,000 Est. Cost $1.50 Unrealized
Union Acquisition Corp II 0.0%
Value $75,000 Shares 100,000 Est. Cost $0.75 Unrealized
HYCROFT MINING HOLDING CORP 0.0%
Value $71,000 Shares 45,500 Est. Cost $1.25 Unrealized
TUSCAN HLDGS CORP II 0.0%
Value $68,000 Shares 150,000 Est. Cost $0.45 Unrealized
HEALTHCARE MERGER CORP 0.0%
Value $67,000 Shares 37,500 Est. Cost $1.79 Unrealized
GIGCAPITAL2 INC 0.0%
Value $66,000 Shares 198,600 Est. Cost $0.33 Unrealized
THERATECHNOLOGIES INC 0.0%
Value $62,000 Shares 69,000 Est. Cost $0.80 Unrealized
INTERPRIVATE ACQUISITION COR 0.0%
Value $59,000 Shares 71,900 Est. Cost $0.82 Unrealized
GS ACQUISITION HLDGS CORP II 0.0%
Value $56,000 Shares 5,000 Est. Cost $10.60 Unrealized
Brooge Holdings ltd 0.0%
Value $54,000 Shares 108,000 Est. Cost $0.66 Unrealized
GO ACQUISITION CORP 0.0%
Value $50,000 Shares 5,000 Est. Cost $10.00 Unrealized
CLIMATE CHANGE CRISIS REAL I 0.0%
Value $50,000 Shares 5,000 Est. Cost $10.00 Unrealized
FINSERV ACQUISITION CORP 0.0%
Value $50,000 Shares 50,000 Est. Cost $1.00 Unrealized
FINTECH ACQUISITION CORP III 0.0%
Value $43,000 Shares 27,600 Est. Cost $1.56 Unrealized
AGBA ACQUISITION LTD 0.0%
Value $42,000 Shares 130,000 Est. Cost $0.32 Unrealized
INTERPRIVATE ACQUISITION COR 0.0%
Value $38,000 Shares 3,800 Est. Cost $10.00 Unrealized
HAYMAKER ACQUISITION CORP II 0.0%
Value $33,000 Shares 33,333 Est. Cost $0.99 Unrealized
ARTIUS ACQUISITION INC 0.0%
Value $31,000 Shares 3,000 Est. Cost $10.33 Unrealized
TUSCAN HOLDINGS CORP 0.0%
Value $30,000 Shares 59,100 Est. Cost $0.51 Unrealized
AMPLITUDE HLTHCRE AQUSTIN CO 0.0%
Value $30,000 Shares 25,000 Est. Cost $1.20 Unrealized
AGBA ACQUISITION LTD 0.0%
Value $30,000 Shares 130,000 Est. Cost $0.23 Unrealized
STABLE RD ACQUISITION CORP 0.0%
Value $29,000 Shares 25,000 Est. Cost $1.16 Unrealized
TENZING ACQUISITION CORP 0.0%
Value $20,000 Shares 39,300 Est. Cost $10.06 Unrealized
PERSHING SQUARE TONTINE HLDG 0.0%
Value $16,000 Shares 2,220 Est. Cost $7.21 Unrealized
HALL OF FAME RESORT & ENTMT 0.0%
Value $13,000 Shares 51,600 Est. Cost $0.25 Unrealized
HL ACQUISITIONS CORP 0.0%
Value $13,000 Shares 51,200 Est. Cost $0.25 Unrealized
LONGEVITY ACQUISITION CORP 0.0%
Value $12,000 Shares 51,200 Est. Cost $0.20 Unrealized
COLLECTIVE GROWTH CORP 0.0%
Value $5,000 Shares 8,346 Est. Cost $0.60 Unrealized
AKAZOO SA 0.0%
Value $0 Shares 20,000 Est. Cost $0.75 Unrealized