13F-HR filed by Context Capital Management, LLC
Context Capital Management, LLC filed this 13F-HR for the quarter ended 2020-06-30, filed 2020-08-11, with 105 holding rows worth $257,029,000.
- Accession
- 0001301396-20-000003
- Filer
- CIK 1301396
- Filed
- 2020-08-11
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2020
A holdings report, 105 entries on the cover page, a total value of $257,029,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $257,130,000 with VALUE read as thousands by filing date, 13F file number 028-10965. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| INOVIO PHARMACEUTICALS INC | 45773HAB8 | NOTE | 6,625,000 | $32,980,000 | thousands by filing date | principal |
| OPKO HEALTH INC | 68375NAD5 | NOTE 4.500% 2/1 | 13,593,000 | $14,168,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 15,359,000 | $11,558,000 | thousands by filing date | principal |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 4,500,000 | $10,689,000 | thousands by filing date | principal |
| SEA LTD | G7948TAE9 | DEBT 2.375%12/0 | 7,000,000 | $9,698,000 | thousands by filing date | principal |
| NANTHEALTH INC | 630104AB3 | NOTE 5.500%12/1 | 10,090,000 | $9,092,000 | thousands by filing date | principal |
| BILIBILI INC | 090040AB2 | NOTE 1.375% 4/0 | 3,500,000 | $6,700,000 | thousands by filing date | principal |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 54,600 | $6,454,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 8,675,000 | $6,346,000 | thousands by filing date | principal |
| Omeros Corp | 682143AE2 | NOTE 6.250%11/1 | 6,000,000 | $6,216,000 | thousands by filing date | principal |
| INFINERA CORP | 45667GAC7 | BOND | 7,250,000 | $6,167,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 6,350,000 | $5,569,000 | thousands by filing date | principal |
| NEVRO CORP | 64157FAC7 | NOTE 2.750% 4/0 | 4,000,000 | $5,426,000 | thousands by filing date | principal |
| IQIYI INC | 46267XAB4 | NOTE 3.750%12/0 | 4,700,000 | $5,154,000 | thousands by filing date | principal |
| VEONEER INC | 92336XAA7 | NOTE 4.000% 6/0 | 6,246,000 | $5,112,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 3,100,000 | $4,517,000 | thousands by filing date | principal |
| TRAVERE THERAPEUTICS INC | 761299AB2 | NOTE 2.500% 9/1 | 5,000,000 | $4,124,000 | thousands by filing date | principal |
| GOSSAMER BIO INC | 38341PAA0 | NOTE 5.000% 6/0 | 4,000,000 | $4,004,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AK8 | NOTE 3.250% 3/1 | 4,000,000 | $3,862,000 | thousands by filing date | principal |
| YY INC | G9887YAC1 | DEBT 1.375% 6/1 | 3,500,000 | $3,854,000 | thousands by filing date | principal |
| SPIRIT AIRLS INC | 848577AA0 | NOTE 4.750% 5/1 | 2,500,000 | $3,755,000 | thousands by filing date | principal |
| MERIDA MERGER CORP I | 58953M106 | COM | 373,902 | $3,661,000 | thousands by filing date | |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 4,000,000 | $3,455,000 | thousands by filing date | principal |
| XERIS PHARMACEUTICALS INC | 98422LAA5 | NOTE 5.000% 7/1 | 3,250,000 | $3,202,000 | thousands by filing date | principal |
| GX ACQUISITION CORP | 36251A206 | UNIT 05/24/2026 | 300,000 | $3,117,000 | thousands by filing date | |
| FUSION ACQUISITION CORP | 36118H204 | UNIT 99/99/9999 | 300,000 | $3,048,000 | thousands by filing date | |
| TUSCAN HLDGS CORP II | 90070A202 | UNIT 04/01/2026 | 300,000 | $3,030,000 | thousands by filing date | |
| SWITCHBACK ENERGY ACQUISTN C | 87105M201 | UNIT 99/99/9999 | 294,105 | $3,023,000 | thousands by filing date | |
| EVOLENT HEALTH INC | 30050BAB7 | NOTE 2.000%12/0 | 3,408,000 | $2,967,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 3,000,000 | $2,685,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 2,788,000 | $2,561,000 | thousands by filing date | principal |
| GIGCAPITAL2 INC | 375036209 | UNIT 02/28/2026 | 198,600 | $2,135,000 | thousands by filing date | |
| APPLIED OPTOELECTRONICS INC | 03823UAB8 | NOTE 5.000% 3/1 | 2,500,000 | $2,130,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 2,000,000 | $2,125,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329Y104 | COM | 700,172 | $2,038,000 | thousands by filing date | |
| CSG SYS INTL INC | 126349AF6 | NOTE 4.250% 3/1 | 1,969,000 | $2,001,000 | thousands by filing date | principal |
| DMY TECHNOLOGY GROUP INC | 233253202 | UNIT 99/99/9999 | 184,000 | $1,947,000 | thousands by filing date | |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 2,000,000 | $1,912,000 | thousands by filing date | principal |
| CHURCHILL CAP CORP II | 17143G205 | UNIT 99/99/9999 | 155,713 | $1,897,000 | thousands by filing date | |
| LIV CAP ACQUISITION CORP | G5510C124 | UNIT 99/99/9999 | 180,000 | $1,845,000 | thousands by filing date | |
| GALILEO ACQUISITION CORP | G3770A128 | UNIT 99/99/9999 | 175,000 | $1,810,000 | thousands by filing date | |
| CHURCHILL CAP CORP III | 17144C203 | UNIT 03/01/2027 | 150,000 | $1,697,000 | thousands by filing date | |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 1,750,000 | $1,685,000 | thousands by filing date | principal |
| THUNDER BRDG ACQUISTION II L | G8857S124 | UNIT 99/99/9999 | 150,000 | $1,575,000 | thousands by filing date | |
| LANDCADIA HLDGS II INC | 51476X105 | CL A | 95,922 | $1,568,000 | thousands by filing date | |
| NIO INC | 62914VAB2 | NOTE 4.500% 2/0 | 1,500,000 | $1,466,000 | thousands by filing date | principal |
| INTERPRIVATE ACQUISITION COR | 46064A202 | UNIT 10/29/2024 | 143,800 | $1,461,000 | thousands by filing date | |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 1,500,000 | $1,458,000 | thousands by filing date | principal |
| ICPT 2 05 15 26 2 000000 | 45845PAB4 | CONV BD US | 1,985,000 | $1,424,000 | thousands by filing date | principal |
| AGBA ACQUISITION LTD | G0120M133 | UNIT 05/10/2024 | 130,000 | $1,388,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 1,450,000 | $1,363,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AN1 | NOTE 3.250% 5/1 | 1,750,000 | $1,310,000 | thousands by filing date | principal |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 1,800,000 | $1,278,000 | thousands by filing date | principal |
| HAYMAKER ACQUISITION CORP II | 42087L200 | UNIT 10/31/2026 | 100,000 | $1,095,000 | thousands by filing date | |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 1,000,000 | $1,091,000 | thousands by filing date | principal |
| REALPAGE INC | 75606NAC3 | NOTE 1.500% 5/1 | 1,000,000 | $1,075,000 | thousands by filing date | principal |
| FINSERV ACQUISITION CORP | 318085206 | UNIT 12/31/2026 | 100,000 | $1,050,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 1,000,000 | $1,047,000 | thousands by filing date | principal |
| SCVX CORP U | G79448109 | COM | 100,000 | $1,036,000 | thousands by filing date | |
| UNION ACQUISITION CORP II | G9402Q118 | UNIT 99/99/9999 | 100,000 | $1,023,000 | thousands by filing date | |
| VERTIV HOLDINGS LLC | 92537N116 | *W EXP 06/12/202 | 250,000 | $998,000 | thousands by filing date | |
| IQIYI INC | 46267XAD0 | NOTE 2.000% 4/0 | 1,000,000 | $992,000 | thousands by filing date | principal |
| NETFIN ACQUISITION CORP | G6455A123 | UNIT 08/01/2024 | 75,000 | $944,000 | thousands by filing date | |
| EVOLENT HEALTH INC | 30050BAD3 | NOTE 1.500%10/1 | 1,500,000 | $936,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAD8 | NOTE 3.250% 6/0 | 1,150,000 | $899,000 | thousands by filing date | principal |
| APEX TECHNOLOGY ACQUISITION | 03768F201 | UNIT 06/11/2026 | 75,000 | $861,000 | thousands by filing date | |
| HEALTHCARE MERGER CORP | 42227L201 | UNIT 12/17/2021 | 75,000 | $788,000 | thousands by filing date | |
| FINTECH ACQUISITION CORP III | 31811A309 | UNIT 12/01/2023 | 55,200 | $694,000 | thousands by filing date | |
| QUDIAN INC | G7314VAA8 | DEBT 1.000% 7/0 | 1,000,000 | $661,000 | thousands by filing date | principal |
| TUSCAN HOLDINGS CORP | 90069K203 | UNIT 99/99/9999 | 59,100 | $632,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J114 | WTS | 688,600 | $592,000 | thousands by filing date | |
| TILRAY BRANDS INC | 88688TAB6 | NOTE 5.000%10/0 | 1,300,000 | $588,000 | thousands by filing date | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 500,000 | $581,000 | thousands by filing date | principal |
| PROPTECH ACQUISITION CORP | 74349F200 | UNIT 10/01/2026 | 50,000 | $530,000 | thousands by filing date | |
| STABLE RD ACQUISITION CORP | 85236Q208 | UNIT 05/15/2026 | 50,000 | $512,000 | thousands by filing date | |
| Amplitude Inc | 03212A204 | Class A Common | 50,000 | $510,000 | thousands by filing date | |
| PAE INC | 69290Y117 | *W EXP 09/11/202 | 211,187 | $509,000 | thousands by filing date | |
| FORUM MERGER II CORP | 34986F111 | W EXP 09/30/202 | 91,115 | $428,000 | thousands by filing date | |
| LANDCADIA HLDGS II INC | 51476X113 | *W EXP 05/09/202 | 66,632 | $360,000 | thousands by filing date | |
| FLYING EAGLE ACQUISITION COR | 34407Y202 | UNIT 99/99/9999 | 30,000 | $350,000 | thousands by filing date | |
| RANPAK HLDGS CORP | 75321W111 | *W EXP 06/03/202 | 225,100 | $331,000 | thousands by filing date | |
| LF CAP ACQUISITION CORP | 50200K116 | *W EXP 06/22/202 | 197,403 | $278,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 339,000 | $272,000 | thousands by filing date | principal |
| GRAF INDL CORP | 384278115 | Stock | 107,500 | $245,000 | thousands by filing date | |
| GRID DYNAMICS HLDGS INC | 39813G117 | *W EXP 03/05/202 | 146,124 | $234,000 | thousands by filing date | |
| EVOFEM BIOSCIENCES INC | 30048L104 | COM | 61,883 | $175,000 | thousands by filing date | |
| COLLECTIVE GROWTH CORP | 19424L200 | UNIT 04/29/2025 | 16,693 | $159,000 | thousands by filing date | |
| KALEYRA INC | 483379111 | *W EXP 11/25/202 | 197,831 | $129,000 | thousands by filing date | |
| GORDON POINTE ACQUISITION CO | 382788115 | *W EXP 07/30/202 | 51,600 | $112,000 | thousands by filing date | |
| HL ACQUISITIONS CORP | G4603R122 | W EXP 06/21/202 | 45,073 | $102,000 | thousands by filing date | |
| MERIDA MERGER CORP I | 58953M114 | *W EXP 11/07/202 | 201,150 | $101,000 | thousands by filing date | |
| BROOGE ENERGY LTD | G1611B115 | *W EXP 12/20/202 | 158,000 | $77,000 | thousands by filing date | |
| HL ACQUISITIONS CORP | G4603R130 | RIGHT 07/17/2023 | 75,073 | $71,000 | thousands by filing date | |
| ADVENT TECHNOLOGIES HOLDNG INC WT EXP 020326 | 00165R119 | Stock | 123,700 | $68,000 | thousands by filing date | |
| HYCROFT MINING HOLDING CORP | 44862P117 | *W EXP 05/29/202 | 45,500 | $57,000 | thousands by filing date | |
| GS ACQUISITION HLDGS CORP II | 36258Q204 | Cmn | 5,000 | $53,000 | thousands by filing date | |
| THERATECHNOLOGIES INC | 88338HAA8 | NOTE 5.750% 6/3 | 69,000 | $50,000 | thousands by filing date | principal |
| PIVOTAL INVT CORP II | 72582K118 | *W EXP 06/01/202 | 50,000 | $40,000 | thousands by filing date | |
| AEGERION PHARMACEUTICALS INC | 00767EAC6 | NOTE 5.000% 4/0 | 33,000 | $30,000 | thousands by filing date | principal |
| WHOLE EARTH BRANDS INC | 96684W126 | WARRANT | 16,800 | $19,000 | thousands by filing date | |
| TENZING ACQUISITION CORP | G8708A124 | UNIT 08/24/2024 | 39,300 | $18,000 | thousands by filing date | |
| LONGEVITY ACQUISITION CORP | G56372116 | *W EXP 07/31/202 | 51,200 | $10,000 | thousands by filing date | |
| LONGEVITY ACQUISITION CORP | G56372124 | RIGHT 11/30/2020 | 51,200 | $10,000 | thousands by filing date | |
| LF CAP ACQUISITION CORP | 50200K207 | UNIT 06/19/2025 | 12 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AKAZOO SA | L0164E116 | *W EXP 09/11/202 | 20,000 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001301396-20-000003 | this filing | 2020-08-11 | acceptance time not in the bulk data set |