13F-HR filed by Context Capital Management, LLC
Context Capital Management, LLC filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-17, with 37 holding rows worth $54,896,000.
- Accession
- 0001140361-15-042050
- Filer
- CIK 1301396
- Filed
- 2015-11-17
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 48 entries on the cover page, a total value of $54,896,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $54,896,000 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.
Other managers
- included managerSPRINGBOK CAPITAL MANAGEMENT, LLC028-12257
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 |
|---|---|---|---|---|---|---|
| AFFYMETRIX INC | 00826TAH1 | NOTE 4.000% 7/0 | 3,870,000 | $6,052,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 5,250,000 | $5,888,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 4,000,000 | $3,858,000 | thousands by filing date | principal |
| SQNM 5 1/1/18 | 817337AC2 | Bond 30/360P2 U | 4,500,000 | $3,808,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 4,000,000 | $3,490,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 3,335,000 | $3,329,000 | thousands by filing date | principal |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 3,000,000 | $3,323,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 2,700,000 | $2,555,000 | thousands by filing date | principal |
| RAMCO-GERSHENSON PPTYS TR | 751452608 | PERP PFD-D CV | 43,556 | $2,428,000 | thousands by filing date | |
| GARNERO GROUP ACQUISITION CO | G5866L108 | SHS | 197,500 | $1,957,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 10,000 | $1,916,000 | thousands by filing date | |
| IMPERIAL HLDGS INC | 452834AE4 | NOTE 8.500% 2/1 | 1,769,000 | $1,880,000 | thousands by filing date | principal |
| VTI | 922908769 | COM | 16,200 | $1,599,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 1,600,000 | $1,544,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 1,250,000 | $1,162,000 | thousands by filing date | principal |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 1,163,000 | $1,148,000 | thousands by filing date | principal |
| ACCURAY INC | 004397AF2 | NOTE 3.500% 2/0 | 1,000,000 | $1,101,000 | thousands by filing date | principal |
| HORSEHEAD HLDG CORP | 440694AB3 | NOTE 3.800% 7/0 | 1,775,000 | $1,003,000 | thousands by filing date | principal |
| AEGERION PHARMACEUTICALS INC | 00767EAB8 | NOTE 2.000 8/1 | 1,250,000 | $941,000 | thousands by filing date | principal |
| SPECTRUM PHARMACEUTICALS INC | 84763AAB4 | NOTE 2.750%12/1 | 1,000,000 | $897,000 | thousands by filing date | principal |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 9,400 | $782,000 | thousands by filing date | |
| ILLUMINA INC | 452327109 | COM | 3,900 | $685,000 | thousands by filing date | |
| AAR CORP 2.25% CB 03/01/2016-REGISTERED | 000361AM7 | Bond | 601,000 | $602,000 | thousands by filing date | principal |
| ARAY 3.5 02/18 | 004397AD7 | Bond 30/360P2 U | 500,000 | $551,000 | thousands by filing date | principal |
| ECPG 3 11/27/17 | 292554AD4 | Bond 30/360P2 U | 300,000 | $378,000 | thousands by filing date | principal |
| FRONTIER COMMUNICATIONS CORP | 35906A207 | PFD CONV SER-A | 3,766 | $351,000 | thousands by filing date | |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 500,000 | $319,000 | thousands by filing date | principal |
| WESTERN ASST INFLTN LKD INM | 95766Q106 | COM SH BEN INT | 29,900 | $315,000 | thousands by filing date | |
| BLACKROCK LIMITED DURATION INC | 09249W101 | COM SHS | 19,592 | $283,000 | thousands by filing date | |
| SRH TOTAL RETURN FUND INC | 101507101 | COM | 23,278 | $173,000 | thousands by filing date | |
| FIBROCELL SCIENCE INC | 315721209 | COM NEW | 31,010 | $119,000 | thousands by filing date | |
| ROYCE VALUE TRUST | 780910105 | COM | 10,000 | $115,000 | thousands by filing date | |
| FIFTH STREET FIN CORP COM | 31678A103 | COM | 18,700 | $115,000 | thousands by filing date | |
| NEXPOINT RESIDENTIAL TR INC | 65341D102 | COM | 6,519 | $87,000 | thousands by filing date | |
| NEXPOINT CR STRATEGIES FD | 65340G106 | COM | 11,357 | $64,000 | thousands by filing date | |
| GARNERO GROUP ACQUISITION CO | G5866L132 | RIGHT 06/25/2016 | 211,600 | $46,000 | thousands by filing date | |
| GARNERO GROUP ACQUISITION CO | G5866L116 | *W EXP 06/24/201 | 246,765 | $32,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-15-042050 | this filing | 2015-11-17 | acceptance time not in the bulk data set |