Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q1 2021
Holdings as of Mar 31, 2021, filed May 17, 2021. Long positions only.
- Positions
- 462
- No 13F data for Q4 2020
- Portfolio value
- $1.02B
- No 13F data for Q4 2020
Livermore's 13F data starts with Q1 2021, so this quarter has no previous quarter to compare with and changes are not shown.
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Infinera Corp45667GAC7 | NOTE 2.125% 9/0 | – | $30.5M | 3.0% | – | – | – |
| Revance Therapeutics, Inc.761330AB5 | NOTE 1.750% 2/1 | – | $27.7M | 2.7% | – | – | – |
| Retrophin Inc761299AB2 | NOTE 2.500% 9/1 | – | $24.3M | 2.4% | – | – | – |
| Granite Constr Inc387328AB3 | NOTE 2.750%11/0 | – | $24.3M | 2.4% | – | – | – |
| DISH Network CORP25470MAD1 | NOTE 2.375% 3/1 | – | $22.6M | 2.2% | – | – | – |
| Vonage Hldgs Corp92886TAJ1 | NOTE 1.750% 6/0 | – | $19.5M | 1.9% | – | – | – |
| Veoneer Inc92336XAA7 | NOTE 4.000% 6/0 | – | $19.1M | 1.9% | – | – | – |
| Sea LtdG7948TAE9 | DEBT 2.375%12/0 | – | $17.9M | 1.8% | – | – | – |
| Seacor Holdings Inc811904AN1 | NOTE 3.250% 5/1 | – | $17.8M | 1.7% | – | – | – |
| Flexion Therapeutics Inc33938JAB2 | NOTE 3.375% 5/0 | – | $17.4M | 1.7% | – | – | – |
| DISH Network CORP25470MAB5 | NOTE 3.375% 8/1 | – | $17.1M | 1.7% | – | – | – |
| Aerie Pharmaceuticals Inc00771VAB4 | NOTE 1.500%10/0 | – | $15.8M | 1.5% | – | – | – |
| Bilibili Inc.090040AB2 | NOTE 1.375% 4/0 | – | $15.2M | 1.5% | – | – | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $14.6M | 1.4% | – | – | – |
| Evolent Health, Inc.30050BAD3 | NOTE 1.500%10/1 | – | $14.5M | 1.4% | – | – | – |
| iQIYI, Inc.46267XAB4 | NOTE 3.750%12/0 | – | $13.9M | 1.4% | – | – | – |
| Ligand Pharmaceuticals Inc53220KAF5 | NOTE 0.750% 5/1 | – | $13.0M | 1.3% | – | – | – |
| Omeros Corp682143AE2 | NOTE 6.250%11/1 | – | $12.7M | 1.2% | – | – | – |
| Seacor Holdings Inc811904AM3 | CONVERTIBLE BOND | – | $12.3M | 1.2% | – | – | – |
| Theravance Inc88338TAB0 | NOTE 2.125% 1/1 | – | $12.1M | 1.2% | – | – | – |
| 8X8 Inc282914AB6 | NOTE 0.500% 2/0 | – | $12.1M | 1.2% | – | – | – |
| NantHealth, Inc.630104AB3 | NOTE 5.500%12/1 | – | $11.8M | 1.2% | – | – | – |
| Pra Group Inc69354NAB2 | NOTE 3.500% 6/0 | – | $11.7M | 1.1% | – | – | – |
| Intercept Pharmaceuticals IN45845PAA6 | NOTE 3.250% 7/0 | – | $11.2M | 1.1% | – | – | – |
| Neogenomics Inc64049MAB6 | NOTE 0.250% 1/1 | – | $11.2M | 1.1% | – | – | – |
| Karyopharm Therapeutics Inc.48576UAA4 | NOTE 3.000%10/1 | – | $10.9M | 1.1% | – | – | – |
| NIO Inc.62914VAC0 | DEBT 2/0 | – | $10.3M | 1.0% | – | – | – |
| Theravance Biopharma, Inc.88339KAA0 | NOTE 3.250%11/0 | – | $9.64M | 0.9% | – | – | – |
| CF Acquisition Corp. IV12520T201 | UNIT 12/31/2027 | 952,700 | $9.56M | 0.9% | – | – | – |
| Tabula Rasa HealthCare, Inc.873379AA9 | NOTE 1.750% 2/1 | – | $8.15M | 0.8% | – | – | – |
| Applied Optoelectronics, Inc.03823UAB8 | NOTE 5.000% 3/1 | – | $7.74M | 0.8% | – | – | – |
| Microchip Technology Inc595017AH7 | NOTE 2.250% 2/1 | – | $7.09M | 0.7% | – | – | – |
| GIGCAPITAL4 Inc37518G200 | UNIT 99/99/9999 | 699,697 | $6.91M | 0.7% | – | – | – |
| Southwest Airls Co844741BG2 | NOTE 1.250% 5/0 | – | $6.89M | 0.7% | – | – | – |
| Churchill Capital Corp VII17144M201 | UNIT 99/99/9999 | 688,239 | $6.86M | 0.7% | – | – | – |
| Ionis Pharmaceuticals Inc462222AB6 | NOTE 0.125%12/1 | – | $6.56M | 0.6% | – | – | – |
| NIO Inc.62914VAD8 | DEBT 0.500% 2/0 | – | $6.37M | 0.6% | – | – | – |
| Tailwind Internatnal Acq CorG8662F127 | UNIT 99/99/9999 | 577,449 | $5.71M | 0.6% | – | – | – |
| Austerlitz Acquisition CorpG0633D117 | UNIT 99/99/9999 | 547,964 | $5.50M | 0.5% | – | – | – |
| InterDigital, Inc.45867GAB7 | NOTE 2.000% 6/0 | – | $5.33M | 0.5% | – | – | – |
| Navsight Hldgs Inc639358100 | CL A | 523,624 | $5.25M | 0.5% | – | – | – |
| Intercept Pharmaceuticals IN45845PAB4 | NOTE 2.000% 5/1 | – | $5.24M | 0.5% | – | – | – |
| Lannett Co Inc51602UAC2 | NOTE 4.500%10/0 | – | $5.20M | 0.5% | – | – | – |
| Prospector Capital CorpG7273A121 | UNIT 01/01/2030 | 514,605 | $5.18M | 0.5% | – | – | – |
| United States STL Corp New912909AT5 | NOTE 5.000%11/0 | – | $5.01M | 0.5% | – | – | – |
| iQIYI, Inc.46267XAD0 | NOTE 2.000% 4/0 | – | $4.99M | 0.5% | – | – | – |
| Itiquira Acquisition CorpG49773123 | UNIT 02/03/2026 | 500,000 | $4.97M | 0.5% | – | – | – |
| Ascendant Digital AcquisitioG05155109 | COM CL A | 500,130 | $4.95M | 0.5% | – | – | – |
| Adit Edtech Acquisition Corp007024201 | UNIT 99/99/9999 | 496,021 | $4.89M | 0.5% | – | – | – |
| Tailwind Two Acquisition CorG86613117 | UNIT 03/01/2028 | 494,550 | $4.89M | 0.5% | – | – | – |
| Cytokinetics Inc23282WAA8 | NOTE 4.000%11/1 | – | $4.77M | 0.5% | – | – | – |
| Ironwood Pharmaceuticals Inc46333XAH1 | NOTE 1.500% 6/1 | – | $4.46M | 0.4% | – | – | – |
| Opko Health, Inc.68375NAD5 | NOTE 4.500% 2/1 | – | $4.41M | 0.4% | – | – | – |
| E Merge Technology Acquisiti26873Y104 | COM CL A | 450,219 | $4.39M | 0.4% | – | – | – |
| Two HBRS Invt Corp90187BAB7 | NOTE 6.250% 1/1 | – | $4.38M | 0.4% | – | – | – |
| Omeros Corp682143AG7 | NOTE 5.250% 2/1 | – | $4.37M | 0.4% | – | – | – |
| Khosla Ventures Acquisition482504107 | CL A | 430,437 | $4.35M | 0.4% | – | – | – |
| G Squared Ascend I IncG4204R125 | UNIT 99/99/9999 | 433,093 | $4.33M | 0.4% | – | – | – |
| CF Acquisition Corp VI12521J202 | UNIT 99/99/9999 | 425,601 | $4.22M | 0.4% | – | – | – |
| Plum Acquisition Corp IG7134L100 | UNIT 03/15/2026 | 420,000 | $4.18M | 0.4% | – | – | – |
| Forum Merger IV Corp349875203 | UNIT 03/15/2028 | 413,802 | $4.10M | 0.4% | – | – | – |
| DDMXCodere Online U.S. Corp. | COM CL A | 410,863 | $4.01M | 0.4% | – | – | History |
| Live Oak Mobility Acquisi Co538126202 | UNIT 03/01/2028 | 400,000 | $3.99M | 0.4% | – | – | – |
| Joff Fintech Acquisition Cor46592C209 | UNIT 02/03/2026 | 373,393 | $3.71M | 0.4% | – | – | – |
| Alkuri Global Acquisition Corp.66981N202 | UNIT 01/01/2028 | 375,188 | $3.71M | 0.4% | – | – | – |
| IG Acquisition Corp.449534106 | COM CL A | 368,553 | $3.64M | 0.4% | – | – | – |
| Sports Entertainment Acqu Co84918M106 | COM CL A | 359,235 | $3.51M | 0.3% | – | – | – |
| Climate Real Impact Slutins187171202 | UNIT 99/99/9999 | 346,685 | $3.47M | 0.3% | – | – | – |
| Insu Acquisition Corp III457817302 | UNIT 12/31/2026 | 338,482 | $3.42M | 0.3% | – | – | – |
| VPC Impact Acquisition HldgG9460L100 | UNIT 03/05/2026 | 345,000 | $3.40M | 0.3% | – | – | – |
| Okta, Inc.679295AD7 | NOTE 0.125% 9/0 | – | $3.39M | 0.3% | – | – | – |
| Lazard Growth Acquisition CoG54035129 | UNIT 99/99/9999 | 332,827 | $3.33M | 0.3% | – | – | – |
| Fusion Acquisition Corp. II36118N201 | UNIT 02/29/2028 | 327,870 | $3.26M | 0.3% | – | – | – |
| Bespoke Cap Acquisition Corp086344108 | CL A REST VTG | 310,200 | $3.10M | 0.3% | – | – | – |
| Nevro Corp64157FAC7 | NOTE 2.750% 4/0 | – | $3.08M | 0.3% | – | – | – |
| Nuburu, Inc.87403Q102 | COM CL A | 308,306 | $3.06M | 0.3% | – | – | – |
| LIDRAEye, Inc. | CL A | 300,213 | $3.00M | 0.3% | – | – | History |
| Archimedes Tech Spac Partnr039562202 | UNIT 03/10/2026 | 300,000 | $2.97M | 0.3% | – | – | – |
| Ares Acquisition CorporationG33032114 | UNIT 99/99/9999 | 295,900 | $2.96M | 0.3% | – | – | – |
| Goal Acquisitions Corp38021H206 | UNIT 99/99/9999 | 295,000 | $2.95M | 0.3% | – | – | – |
| Redball Acquisition CorpG7417R105 | COM CL A | 295,944 | $2.94M | 0.3% | – | – | – |
| Adara Acquisition Corp00653H201 | UNIT 99/99/9999 | 291,974 | $2.90M | 0.3% | – | – | – |
| TLG Acquisition One Corp87257M207 | UNIT 99/99/9999 | 291,499 | $2.89M | 0.3% | – | – | – |
| Empowerment & Inclusion Capi29248N209 | UNIT 99/99/9999 | 289,639 | $2.86M | 0.3% | – | – | – |
| Empower LtdG3R39W102 | CL A COM | 284,109 | $2.83M | 0.3% | – | – | – |
| L&F Acquisition CorpG53702125 | UNIT 99/99/9999 | 270,699 | $2.76M | 0.3% | – | – | – |
| COVA Acquisition Corp.G2554Y112 | UNIT 04/01/2021 | 274,861 | $2.73M | 0.3% | – | – | – |
| Proptech Investment Corp II743497208 | UNIT 99/99/9999 | 270,800 | $2.71M | 0.3% | – | – | – |
| Epiphany Technology Acquisit29429X208 | UNIT 99/99/9999 | 268,528 | $2.69M | 0.3% | – | – | – |
| Ironwood Pharmaceuticals Inc46333XAD0 | DBCV 2.250% 6/1 | – | $2.69M | 0.3% | – | – | – |
| Eq Health Acquisition Corp26886A200 | UNIT 02/02/2028 | 270,000 | $2.68M | 0.3% | – | – | – |
| Fortress Value Acquisi Corp34964K207 | UNIT 03/31/2028 | 270,000 | $2.67M | 0.3% | – | – | – |
| Healthcare Capital Corp42228C200 | UNIT 12/31/2025 | 270,000 | $2.67M | 0.3% | – | – | – |
| COOLCorner Growth Acquisition Corp. | CL A SHS | 269,721 | $2.64M | 0.3% | – | – | History |
| Dmy Technology Group Inc IV23344K201 | UNIT 99/99/9999 | 261,270 | $2.62M | 0.3% | – | – | – |
| VPC Impact Acqu Holdi III IN91835J207 | UNIT 99/99/9999 | 265,100 | $2.62M | 0.3% | – | – | – |
| Merida Merger Corp I58953M106 | COM | 263,526 | $2.60M | 0.3% | – | – | – |
| Legato Merger Corp.52473X205 | UNIT 12/31/2025 | 255,457 | $2.59M | 0.3% | – | – | – |
| Healthcare Services Acqu Cor42227K104 | COM CL A | 259,766 | $2.52M | 0.2% | – | – | – |
| FAST Acquisition Corp. II311874200 | UNIT 03/16/2026 | 250,000 | $2.48M | 0.2% | – | – | – |