Context Capital Management, LLC — Q1 2021 13F Holdings

Name: Context Capital Management, LLC — 13F Holdings, Q1 2021
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001301396

Total reported value

$4.3B

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Full holdings list this quarter

Showing top 200 holdings (of 462 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	INFN 2.125 09-01-24	Infinera CORP	Stock-Other	2.99%	—	-99.86%
2	RVNC 1.75 02-15-27	Revance Therapeutics INC	Stock-Other	2.71%	—	—
3	TVTX 2.5 09-15-25	Travere Therapeutics INC	Stock-Other	2.38%	—	-99.80%
4	GVA 2.75 11-01-24	Granite Construction INC	Stock-Industrials	2.38%	—	-99.91%
5	DISH 2.375 03-15-24	Dish Network CORP	Stock-Other	2.21%	—	-99.44%
6	VG 1.75 06-01-24	Vonage Holdings CORP	Stock-Energy	1.91%	—	-99.67%
7	VNE 4 06-01-24	Veoneer INC	Stock-Other	1.87%	—	-99.91%
8	✓	Sea LTD	Stock-Other	1.75%	—	—
9	CKH 3.25 05-15-30	Seacor Holdings INC	Stock-Other	1.74%	—	-99.85%
10	FLXN 3.375 05-01-24	Flexion Therapeutics INC	Stock-Other	1.70%	—	-99.92%
11	DISH 3.375 08-15-26	Dish Network CORP	Stock-Other	1.67%	—	-99.65%
12	AERI 1.5 10-01-24	Aerie Pharmaceuticals	Stock-Other	1.55%	—	-99.88%
13	BILI 1.375 04-01-26	Bilibili INC	Stock-Other	1.49%	—	-99.90%
14	GOSS 5 06-01-27	Gossamer Bio INC	Stock-Other	1.43%	—	-99.84%
15	EVH 1.5 10-15-25	Evolent Health INC	Stock-Other	1.42%	—	-98.99%
16	IQ 3.75 12-01-23	Iqiyi INC	Stock-Other	1.36%	—	-99.87%
17	LGND 0.75 05-15-23	Ligand Pharmaceuticals I	Stock-Healthcare	1.27%	—	+232.27%
18	OMER 6.25 11-15-23	Omeros CORP	Stock-Other	1.24%	—	-99.88%
19	CKH 2.5 12-15-27	Seacor Holdings INC	Stock-Other	1.20%	—	-99.90%
20	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	1.19%	—	-99.89%
21	EGHT 0.5 02-01-24	8x8 INC	Stock-Other	1.18%	—	-99.96%
22	NH 5.5 12-15-21	Nanthealth INC	Stock-Other	1.15%	—	-99.90%
23	PRAA 3.5 06-01-23	Pra Group INC	Stock-Other	1.14%	—	-99.94%
24	ICPT 3.25 07-01-23	Intercept Pharmas	Stock-Other	1.10%	—	-99.86%
25	NEO 0.25 01-15-28	Neogenomics INC	Stock-Healthcare	1.10%	—	—
26	KPTI 3 10-15-25	Karyopharm Therapeutics	Stock-Other	1.07%	—	—
27	✓	Nio INC	Stock-Other	1.01%	—	—
28	TBPH 3.25 11-01-23	Theravance Biopharma INC	Stock-Other	0.94%	—	-99.93%
29	✓	Cf Acquisition CORP Iv	Stock-Other	0.94%	—	+0.28%
30	TRHC 1.75 02-15-26	Tabula Rasa Hlthcr INC	Stock-Other	0.80%	—	—
31	AAOI 5 03-15-24	Applied Optoelectronics	Stock-Tech	0.76%	—	-99.87%
32	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	0.69%	—	-99.90%
33	✓	Gigcapital4 INC	Stock-Other	0.68%	—	—
34	LUV 1.25 05-01-25	Southwest Airlines Co	Stock-Industrials	0.68%	—	-99.92%
35	CCXI	Churchill Capital Corp XI	Stock-Other	0.67%	—	—
36	IONS 0.125 12-15-24	Ionis Pharmaceuticals In	Stock-Healthcare	0.64%	—	—
37	✓	Nio INC	Stock-Other	0.62%	—	—
38	✓	Tailwind Internatnal Acq Cor	Stock-Other	0.56%	—	—
39	✓	Austerlitz Acquisition CORP	Stock-Other	0.54%	—	—
40	IDCC 2 06-01-24	Interdigital INC	Stock-Tech	0.52%	—	—
41	NSHEUR	Spire Global INC	Stock-Other	0.51%	—	-21.43%
42	ICPT 2 05-15-26	Intercept Pharmas	Stock-Other	0.51%	—	-99.89%
43	LCIN 4.5 10-01-26	Lannett Co INC	Stock-Other	0.51%	—	-99.81%
44	✓	Prospector Capital CORP	Stock-Other	0.51%	—	—
45	X 5 11-01-26	United States Steel CORP	Stock-Other	0.49%	—	—
46	IQ 2 04-01-25	Iqiyi INC	Stock-Other	0.49%	—	-99.94%
47	✓	Itiquira Acquisition CORP	Stock-Other	0.49%	—	—
48	✓	Ascendant Digital Acquisitio	Stock-Other	0.49%	—	+25.03%
49	✓		Stock-Other	0.48%	—	—
50	✓	Tailwind Two Acquisition Cor	Stock-Other	0.48%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Context Capital Management, LLC for the quarter ending Q1 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	DISH 2.375 03-15-24	Dish Network CORP	+1.7%	-99.44%	Trim
2	EVH 1.5 10-15-25	Evolent Health INC	+1.2%	-98.99%	Trim
3	VG 1.75 06-01-24	Vonage Holdings CORP	+1.1%	-99.67%	Trim
4	DISH 3.375 08-15-26	Dish Network CORP	+1%	-99.65%	Trim
5	LGND 0.75 05-15-23	Ligand Pharmaceuticals I	+0.8%	+232.27%	Add
6	TVTX 2.5 09-15-25	Travere Therapeutics INC	+0.7%	-99.80%	Trim
7	GOSS 5 06-01-27	Gossamer Bio INC	+0.2%	-99.84%	Trim
8	CKH 3.25 05-15-30	Seacor Holdings INC	+0.1%	-99.85%	Trim
9	INFN 2.125 09-01-24	Infinera CORP	-0.1%	-99.86%	Trim
10	✓	Social Capital Hedosopha Hld	-0.6%	-98.88%	Trim
11	✓	Ace Convergence Acqu CORP	-0.6%	-95.93%	Trim
12	✓	Carney Technology Acqu CORP	-0.6%	-90.68%	Trim
13	✓	Ig Acquisition CORP	-1%	-61.18%	Trim
14	CCXI	Churchill Capital Corp XI	-1%	-88.28%	Trim
15	✓	L&f Acquisition CORP	-1%	-70.41%	Trim
16	✓	Mudrick Capital Acqu CORP Ii	-1.1%	-77.39%	Trim
17	PRAA 3.5 06-01-23	Pra Group INC	-1.5%	-99.94%	Trim
18	LYV 2.5 03-15-23	Live Nation Entertainmen	-1.6%	-99.99%	Trim
19	EGHT 0.5 02-01-24	8x8 INC	-2.8%	-99.96%	Trim
20	RVNC 1.75 02-15-27	Revance Therapeutics INC	—	NEW	New buy
21	✓	Sea LTD	—	NEW	New buy
22	✓	Sea Limited	—	EXIT	Sold out
23	NEO 0.25 01-15-28	Neogenomics INC	—	NEW	New buy
24	KPTI 3 10-15-25	Karyopharm Therapeutics	—	NEW	New buy
25	✓	Nio INC	—	NEW	New buy
26	TLRY 5 10-01-23	Tilray Brands INC	—	EXIT	Sold out
27	TRHC 1.75 02-15-26	Tabula Rasa Hlthcr INC	—	NEW	New buy
28	✓	Gigcapital4 INC	—	NEW	New buy
29	CCXI	Churchill Capital Corp XI	—	NEW	New buy
30	IONS 0.125 12-15-24	Ionis Pharmaceuticals In	—	NEW	New buy
31	✓	Nio INC	—	NEW	New buy
32	✓	Tailwind Internatnal Acq Cor	—	NEW	New buy
33	✓	Austerlitz Acquisition CORP	—	NEW	New buy
34	IDCC 2 06-01-24	Interdigital INC	—	NEW	New buy
35	✓	Prospector Capital CORP	—	NEW	New buy
36	X 5 11-01-26	United States Steel CORP	—	NEW	New buy
37	✓	Itiquira Acquisition CORP	—	NEW	New buy
38	AGG	Ishares Core U.s. Aggregate	—	EXIT	Sold out
39	✓		—	NEW	New buy
40	✓	Tailwind Two Acquisition Cor	—	NEW	New buy
41	✓	Switchback Energy Acquisitio	—	EXIT	Sold out
42	TWO 6.25 01-15-26	Two Harbors Inv CORP	—	NEW	New buy
43	OMER 5.25 02-15-26	Omeros CORP	—	NEW	New buy
44	✓		—	NEW	New buy
45	✓	G Squared Ascend I INC	—	NEW	New buy
46	✓	Cf Fin Acquisition CORP Iii	—	EXIT	Sold out
47	✓	Corner Growth Acquisition Co	—	EXIT	Sold out
48	✓	Cf Acquisition CORP Vi	—	NEW	New buy
49	✓	Dd3 Acquisition CORP Ii	—	EXIT	Sold out
50	✓	Plum Acquisition CORP I	—	NEW	New buy