13F-HR filed by Context Capital Management, LLC
Context Capital Management, LLC filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-15, with 39 holding rows worth $96,882,000.
- Accession
- 0001140361-16-076761
- Filer
- CIK 1301396
- Filed
- 2016-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 51 entries on the cover page, a total value of $96,882,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $96,882,000 with VALUE read as thousands by filing date, 13F file number 028-10965. A later restatement replaced it, so the quarter does not use it. 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 |
|---|---|---|---|---|---|---|
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 7,500,000 | $8,245,000 | thousands by filing date | principal |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 7,250,000 | $7,917,000 | thousands by filing date | principal |
| WINTRUST FINL CORP COM | 97650W108 | Stock | 5,866 | $7,691,000 | thousands by filing date | |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 5,125,000 | $6,690,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 7,025,000 | $6,663,000 | thousands by filing date | principal |
| AMRI 2.25 11/18 | 012423AB5 | Bond 30/360P2 U | 5,625,000 | $5,815,000 | thousands by filing date | principal |
| LGI HOMES INC | 50187TAB2 | NOTE 4.25011/1 | 3,250,000 | $5,053,000 | thousands by filing date | principal |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 3,250,000 | $3,827,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 3,000,000 | $3,557,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 3,750,000 | $3,510,000 | thousands by filing date | principal |
| SQNM 5 1/1/18 | 817337AC2 | Bond 30/360P2 U | 5,000,000 | $2,869,000 | thousands by filing date | principal |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 3,120,000 | $2,850,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 2,504,000 | $2,793,000 | thousands by filing date | principal |
| SPECTRUM PHARMACEUTICALS INC | 84763AAB4 | NOTE 2.750%12/1 | 2,999,000 | $2,774,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845P108 | COM | 2,650,000 | $2,650,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 2,230,000 | $2,230,000 | thousands by filing date | principal |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 2,038,000 | $2,050,000 | thousands by filing date | principal |
| VTI | 922908769 | COM | 19,000 | $2,036,000 | thousands by filing date | |
| NRG YIELD INC | 62942XAA6 | NOTE 3.500% 2/0 | 2,000,000 | $1,954,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAA4 | NOTE 2.250%12/1 | 1,971,000 | $1,828,000 | thousands by filing date | principal |
| ACCURAY INC | 004397AF2 | NOTE 3.500% 2/0 | 1,500,000 | $1,690,000 | thousands by filing date | principal |
| SOLARCITY CORP | 83416TAC4 | NOTE 1.625%11/0 | 2,415,000 | $1,585,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 7,500 | $1,571,000 | thousands by filing date | |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 1,700,000 | $1,400,000 | thousands by filing date | principal |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 1,560,000 | $1,184,000 | thousands by filing date | principal |
| ARAY 3.5 02/18 | 004397AD7 | Bond 30/360P2 U | 1,000,000 | $1,127,000 | thousands by filing date | principal |
| AEGERION PHARMACEUTICALS INC | 00767EAB8 | NOTE 2.000 8/1 | 1,760,000 | $982,000 | thousands by filing date | principal |
| KLR ENERGY ACQUISITION CORP | 49877M207 | UNIT 12/31/2020 | 79,472 | $806,000 | thousands by filing date | |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 808,000 | $800,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 5,900 | $564,000 | thousands by filing date | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 2,000 | $515,000 | thousands by filing date | |
| Emergent Capital | 29102N105 | Com | 469,000 | $469,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 1,000,000 | $365,000 | thousands by filing date | principal |
| ECPG 3 11/27/17 | 292554AD4 | Bond 30/360P2 U | 300,000 | $296,000 | thousands by filing date | principal |
| SRH TOTAL RETURN FUND INC | 101507101 | COM | 23,278 | $189,000 | thousands by filing date | |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 500,000 | $167,000 | thousands by filing date | principal |
| GSV CAP CORP | 36191JAB7 | NOTE 5.250% 9/1 | 108,000 | $99,000 | thousands by filing date | principal |
| GARNERO GROUP ACQUISITION CO | G5866L132 | RIGHT 06/25/2016 | 264,585 | $46,000 | thousands by filing date | |
| GARNERO GROUP ACQUISITION CO | G5866L116 | *W EXP 06/24/201 | 296,725 | $25,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-16-076761 | this filing | 2016-08-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001140361-16-077122 | base | 2016-08-18 | acceptance time not in the bulk data set |