13F-HR filed by Context Capital Management, LLC
Context Capital Management, LLC filed this 13F-HR for the quarter ended 2019-09-30, filed 2019-11-01, with 91 holding rows worth $176,380,000.
- Accession
- 0001301396-19-000007
- Filer
- CIK 1301396
- Filed
- 2019-11-01
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2019
A holdings report, 91 entries on the cover page, a total value of $176,380,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $176,444,000 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 |
|---|---|---|---|---|---|---|
| PDL BIOPHARMA INC | 69329YAJ3 | NOTE 2.750%12/0 | 10,344,000 | $9,921,000 | thousands by filing date | principal |
| TEAM INC | 878155AE0 | NOTE 5.000% 8/0 | 7,500,000 | $8,288,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAD8 | NOTE 3.250% 6/0 | 9,400,000 | $7,732,000 | thousands by filing date | principal |
| IQIYI INC | G4939KAA4 | DEBT 3.75012/0 | 7,700,000 | $7,671,000 | thousands by filing date | principal |
| OPKO HEALTH INC | 68375NAD5 | NOTE 4.500% 2/1 | 7,500,000 | $6,204,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 8,078,000 | $5,958,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 6,388,000 | $5,853,000 | thousands by filing date | principal |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 6,000,000 | $5,565,000 | thousands by filing date | principal |
| ICPT 2 05 15 26 2 000000 | 45845PAB4 | CONV BD US | 4,985,000 | $4,480,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 5,350,000 | $4,459,000 | thousands by filing date | principal |
| APOLLO COML REAL ESTATE FIN | 03762UAC9 | BOND | 4,335,000 | $4,433,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 3,500,000 | $4,218,000 | thousands by filing date | principal |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 4,000,000 | $4,063,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 3,100,000 | $3,989,000 | thousands by filing date | principal |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 4,000,000 | $3,636,000 | thousands by filing date | principal |
| VEONEER INC | 92336XAA7 | NOTE 4.000% 6/0 | 3,500,000 | $3,450,000 | thousands by filing date | principal |
| INFINERA CORP | 45667GAC7 | BOND | 3,750,000 | $3,253,000 | thousands by filing date | principal |
| FORUM MERGER II CORP | 34985B202 | UNIT 09/30/2025 | 286,115 | $3,061,000 | thousands by filing date | |
| GX ACQUISITION CORP | 36251A206 | UNIT 05/24/2026 | 300,000 | $3,060,000 | thousands by filing date | |
| TUSCAN HLDGS CORP II | 90070A202 | UNIT 04/01/2026 | 300,000 | $3,015,000 | thousands by filing date | |
| SWITCHBACK ENERGY ACQUISTN C | 87105M201 | UNIT 99/99/9999 | 294,105 | $2,941,000 | thousands by filing date | |
| QUDIAN INC | G7314VAA8 | DEBT 1.000% 7/0 | 3,000,000 | $2,882,000 | thousands by filing date | principal |
| NANTHEALTH INC | 630104AB3 | NOTE 5.500%12/1 | 4,140,000 | $2,661,000 | thousands by filing date | principal |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 23,000 | $2,603,000 | thousands by filing date | |
| PURE ACQUISITION CORP | 74621Q205 | UNIT 04/13/2023 | 240,000 | $2,575,000 | thousands by filing date | |
| PINDUODUO INC | G7115TAA4 | DEBT 10/0 | 2,500,000 | $2,549,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AK8 | NOTE 3.250% 3/1 | 2,500,000 | $2,528,000 | thousands by filing date | principal |
| DD3 ACQUISITION CORP | G2692M129 | UNIT 10/12/2023 | 242,100 | $2,513,000 | thousands by filing date | |
| GDS HLDGS LTD | 36165LAB4 | NOTE 2.000% 6/0 | 2,175,000 | $2,255,000 | thousands by filing date | principal |
| TWELVE SEAS INVESTMENT COMPA | G9145A123 | UNIT 06/21/2023 | 206,600 | $2,240,000 | thousands by filing date | |
| IQIYI INC | G4939KAB2 | DEBT 2.000% 4/0 | 2,500,000 | $2,168,000 | thousands by filing date | principal |
| SPLUNK INC | 848637AC8 | NOTE 0.500% 9/1 | 2,000,000 | $2,149,000 | thousands by filing date | principal |
| GIGCAPITAL2 INC | 375036209 | UNIT 02/28/2026 | 198,600 | $2,046,000 | thousands by filing date | |
| LANDCADIA HLDGS II INC | 51476X204 | UNIT 05/09/2026 | 199,900 | $2,019,000 | thousands by filing date | |
| NETFIN ACQUISITION CORP | G6455A123 | UNIT 08/01/2024 | 175,000 | $1,766,000 | thousands by filing date | |
| CLARIVATE ANALYTICS PLC | G21810117 | *W EXP 05/13/202 | 295,633 | $1,741,000 | thousands by filing date | |
| CHURCHILL CAP CORP II | 17143G205 | UNIT 99/99/9999 | 155,713 | $1,637,000 | thousands by filing date | |
| THUNDER BRDG ACQUISTION II L | G8857S124 | UNIT 99/99/9999 | 150,000 | $1,527,000 | thousands by filing date | |
| PIVOTAL INVT CORP II | 72582K209 | UNIT 06/01/2025 | 150,000 | $1,527,000 | thousands by filing date | |
| LF CAP ACQUISITION CORP | 50200K207 | UNIT 06/19/2025 | 137,903 | $1,460,000 | thousands by filing date | |
| ARYA SCIENCES ACQUISITION CO | G3165V117 | UNIT 10/04/2023 | 131,999 | $1,447,000 | thousands by filing date | |
| ALLEGRO MERGER CORP | 01749N301 | UNIT 12/31/2023 | 126,509 | $1,337,000 | thousands by filing date | |
| TIBERIUS ACQUISITION CORP | 88633A206 | UNIT 02/28/2021 | 116,000 | $1,311,000 | thousands by filing date | |
| AMCI ACQUISITION CORP | 00165R200 | UNIT 01/07/2019 | 123,700 | $1,280,000 | thousands by filing date | |
| FELLAZO INC | G3362K104 | UNIT 99/99/9999 | 125,000 | $1,245,000 | thousands by filing date | |
| TKK SYMPHONY ACQUISITION COR | G88950111 | UNIT 08/15/2023 | 116,000 | $1,199,000 | thousands by filing date | |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 1,200,000 | $1,174,000 | thousands by filing date | principal |
| PARATEK PHARMACEUTICALS INC | 699374AB0 | Convertible Bond | 1,600,000 | $1,157,000 | thousands by filing date | principal |
| CSG SYS INTL INC | 126349AF6 | NOTE 4.250% 3/1 | 1,011,000 | $1,143,000 | thousands by filing date | principal |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 50,000 | $1,130,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J114 | WTS | 638,600 | $1,092,000 | thousands by filing date | |
| MFA FINL INC | 55272XAA0 | BOND | 1,043,000 | $1,070,000 | thousands by filing date | principal |
| ACT II GLOBAL ACQUISITION CO | G0080J112 | UNIT 04/30/2026 | 100,000 | $1,038,000 | thousands by filing date | |
| TRINITY MERGER CORP | 89653L106 | COM CL A | 99,068 | $1,034,000 | thousands by filing date | |
| HAYMAKER ACQUISITION CORP II | 42087L200 | UNIT 10/31/2026 | 100,000 | $1,033,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 1,000,000 | $997,000 | thousands by filing date | principal |
| VANGUARD INDEX FDS | 922908637 | LARGE CAP ETF | 7,200 | $982,000 | thousands by filing date | |
| TENZING ACQUISITION CORP | G8708A124 | UNIT 08/24/2024 | 79,300 | $831,000 | thousands by filing date | |
| CHASERG TECHNLGY ACQUISITN C | 16166A202 | UNIT 09/30/2023 | 77,232 | $823,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 6,400 | $816,000 | thousands by filing date | |
| HL ACQUISITIONS CORP | G4603R114 | UNIT 06/21/2023 | 75,073 | $799,000 | thousands by filing date | |
| APEX TECHNOLOGY ACQUISITION | 03768F201 | UNIT 06/11/2026 | 75,000 | $764,000 | thousands by filing date | |
| TILRAY INC | 88688TAA8 | DEBT 5.000%10/0 | 1,150,000 | $745,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329YAG9 | NOTE 2.750%12/0 | 700,000 | $674,000 | thousands by filing date | principal |
| TUSCAN HOLDINGS CORP | 90069K203 | UNIT 99/99/9999 | 59,100 | $632,000 | thousands by filing date | |
| FINTECH ACQUISITION CORP III | 31811A309 | UNIT 12/01/2023 | 55,200 | $590,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 4,000 | $572,000 | thousands by filing date | |
| LONGEVITY ACQUISITION CORP | G56372108 | UNIT 08/29/2024 | 51,500 | $560,000 | thousands by filing date | |
| TATTOOED CHEF INC CL A | 34986F103 | Stock | 45,785 | $463,000 | thousands by filing date | |
| MUDRICK CAP ACQUISITION CORP | 624745204 | UNIT 02/01/2023 | 39,900 | $433,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 500,000 | $430,000 | thousands by filing date | principal |
| VTI | 922908769 | COM | 1,700 | $257,000 | thousands by filing date | |
| RANPAK HLDGS CORP | 75321W111 | *W EXP 06/03/202 | 295,100 | $221,000 | thousands by filing date | |
| PIVOTAL ACQUISITION CORP | 72583A119 | *W EXP 12/01/202 | 160,599 | $215,000 | thousands by filing date | |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 185,000 | $195,000 | thousands by filing date | principal |
| PIVOTAL ACQUISITION CORP | 72583A101 | CL A COM | 12,029 | $122,000 | thousands by filing date | |
| CONCRETE PUMPING HOLDINGS IN | 206704108 | COMMON STOCK | 30,140 | $120,000 | thousands by filing date | |
| KAIXIN AUTO HLDGS | G5223X100 | CMN | 60,290 | $109,000 | thousands by filing date | |
| SENTINEL ENERGY SVCS INC | 81728P113 | *W EXP 11/02/202 | 170,401 | $68,000 | thousands by filing date | |
| ALLIED GAMING & ENTRTNMNT IN | 019170109 | COM | 9,120 | $48,000 | thousands by filing date | |
| GRAF INDL CORP | 384278115 | Stock | 107,500 | $42,000 | thousands by filing date | |
| GORDON POINTE ACQUISITION CO | 382788115 | *W EXP 07/30/202 | 91,600 | $37,000 | thousands by filing date | |
| AKERNA CORP | 00973W110 | WTS | 35,864 | $26,000 | thousands by filing date | |
| AKAZOO SA COM NPV | L0164E108 | COMMON STOCK | 4,000 | $25,000 | thousands by filing date | |
| LF CAP ACQUISITION CORP | 50200K116 | *W EXP 06/22/202 | 59,500 | $19,000 | thousands by filing date | |
| PENSARE ACQUISITION CORP | 70957E121 | RIGHT 99/99/9999 | 51,700 | $16,000 | thousands by filing date | |
| AKAZOO SA | L0164E116 | *W EXP 09/11/202 | 20,000 | $15,000 | thousands by filing date | |
| WRLSW US 08 Aug 22 C11.5 | 70957E113 | W EXP 07/27/202 | 25,850 | $6,000 | thousands by filing date | |
| XYNOMIC PHARMACUTCLS HLDNG I | 98421X110 | *W EXP 05/15/202 | 63,000 | $5,000 | thousands by filing date | |
| TWELVE SEAS INVESTMENT COMPA | G9145A131 | RIGHT 12/22/2019 | 1,400 | $1,000 | thousands by filing date | |
| Brooge Holdings ltd | G9145A115 | *W EXP 12/20/202 | 1,400 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001301396-19-000007 | this filing | 2019-11-01 | acceptance time not in the bulk data set |