13F-HR filed by Context Capital Management, LLC
Context Capital Management, LLC filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-08-14, with 40 holding rows worth $140,616,000.
- Accession
- 0001140361-17-031984
- Filer
- CIK 1301396
- Filed
- 2017-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 47 entries on the cover page, a total value of $140,616,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $140,616,000 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 managerPRELUDE 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 |
|---|---|---|---|---|---|---|
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 6,020,000 | $11,321,000 | thousands by filing date | principal |
| LGI HOMES INC | 50187TAB2 | NOTE 4.25011/1 | 5,193,000 | $9,914,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329YAG9 | NOTE 2.750%12/0 | 8,075,000 | $7,257,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 6,000,000 | $6,943,000 | thousands by filing date | principal |
| SOLARCITY CORP | 83416TAC4 | NOTE 1.625%11/0 | 7,299,000 | $6,903,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 6,369,000 | $6,831,000 | thousands by filing date | principal |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 5,000,000 | $6,519,000 | thousands by filing date | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 5,650,000 | $5,957,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 5,000,000 | $5,776,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 5,170,000 | $5,669,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 4,000,000 | $5,470,000 | thousands by filing date | principal |
| SPECTRUM PHARMACEUTICALS INC | 84763AAB4 | NOTE 2.750%12/1 | 4,969,000 | $5,168,000 | thousands by filing date | principal |
| IGI LABORATORIES INC | 449575AB5 | NOTE 3.75012/1 | 4,500,000 | $4,821,000 | thousands by filing date | principal |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 3,500,000 | $4,734,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 5,575,000 | $4,660,000 | thousands by filing date | principal |
| ARBOR RLTY TR INC | 038923AA6 | NOTE 6.50010/0 | 4,187,000 | $4,446,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 4,500,000 | $3,964,000 | thousands by filing date | principal |
| Chesapeake Energy | 165167CR6 | CONV BOND | 4,000,000 | $3,750,000 | thousands by filing date | principal |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 3,250,000 | $3,172,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 3,586,000 | $3,076,000 | thousands by filing date | principal |
| KEYW HLDG CORP | 493723AA8 | NOTE 2.500 7/1 | 3,135,000 | $3,035,000 | thousands by filing date | principal |
| PANDORA MEDIA INC | 698354AB3 | NOTE 1.750%12/0 | 2,250,000 | $2,152,000 | thousands by filing date | principal |
| SCMP 3.25 12/21 | 864909AA4 | Bond 30/360P2 U | 2,000,000 | $1,961,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 2,000,000 | $1,950,000 | thousands by filing date | principal |
| VTI | 922908769 | COM | 14,000 | $1,742,000 | thousands by filing date | |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 1,500,000 | $1,504,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 1,323,000 | $1,323,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 8,700 | $1,253,000 | thousands by filing date | |
| AEGERION PHARMACEUTICALS INC | 00767EAB8 | NOTE 2.000 8/1 | 1,500,000 | $1,208,000 | thousands by filing date | principal |
| AMRI 2.25 11/18 | 012423AB5 | Bond 30/360P2 U | 825,000 | $1,179,000 | thousands by filing date | principal |
| DERMIRA INC | 24983LAA2 | NOTE 3.000% 5/1 | 1,000,000 | $1,108,000 | thousands by filing date | principal |
| BECTON DICKINSON & CO | 075887208 | PFD SHS CONV A | 20,000 | $1,096,000 | thousands by filing date | |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 1,000,000 | $1,040,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAD8 | NOTE 3.250% 6/0 | 1,000,000 | $965,000 | thousands by filing date | principal |
| FORUM MERGER II CORP | 34985B202 | UNIT 09/30/2025 | 90,700 | $924,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 500,000 | $630,000 | thousands by filing date | principal |
| MODERN MEDIA ACQUISITION | 60765P202 | UNIT 99/99/9999 | 60,000 | $616,000 | thousands by filing date | |
| BISON CAP ACQUISITION CORP | G1142P120 | UNIT 99/99/9999T | 35,000 | $357,000 | thousands by filing date | |
| NANTHEALTH INC | 630104107 | CMN | 28,100 | $119,000 | thousands by filing date | |
| SAEXPLORATION HLDGS INC | 78636X204 | COM NEW | 31,897 | $103,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-031984 | this filing | 2017-08-14 | acceptance time not in the bulk data set |