13F-HR filed by Context Capital Management, LLC
Context Capital Management, LLC filed this 13F-HR for the quarter ended 2018-06-30, filed 2018-08-13, with 44 holding rows worth $116,302,000.
- Accession
- 0001567619-18-000545
- Filer
- CIK 1301396
- Filed
- 2018-08-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2018
A holdings report, 48 entries on the cover page, a total value of $116,302,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $116,302,000 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 |
|---|---|---|---|---|---|---|
| AMAG PHARMACEUTICALS INC | 00163UAD8 | NOTE 3.250% 6/0 | 8,800,000 | $9,006,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 5,000,000 | $8,928,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329YAG9 | NOTE 2.750%12/0 | 8,175,000 | $7,546,000 | thousands by filing date | principal |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 5,500,000 | $5,466,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 5,000,000 | $5,281,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 5,000,000 | $5,272,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 4,400,000 | $5,247,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 4,500,000 | $5,082,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 5,500,000 | $4,514,000 | thousands by filing date | principal |
| CAESARS ENTMT CORP | 127686AA1 | NOTE | 2,469,000 | $4,229,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 4,150,000 | $3,814,000 | thousands by filing date | principal |
| SOLARCITY CORP | 83416TAC4 | NOTE 1.625%11/0 | 3,756,000 | $3,504,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 3,119,000 | $3,146,000 | thousands by filing date | principal |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 3,577,000 | $3,125,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AK8 | NOTE 3.250% 3/1 | 3,000,000 | $3,049,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 3,000,000 | $3,031,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 1,500,000 | $2,645,000 | thousands by filing date | principal |
| MTECH ACQUISITION CORP | 55378W206 | UNIT 01/19/2023 | 250,000 | $2,612,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 2,000,000 | $2,432,000 | thousands by filing date | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 21,000 | $2,406,000 | thousands by filing date | |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 2,170,000 | $2,321,000 | thousands by filing date | principal |
| DERMIRA INC | 24983LAB0 | NOTE 3.000% 5/1 | 2,525,000 | $2,085,000 | thousands by filing date | principal |
| LF CAP ACQUISITION CORP | 50200K207 | UNIT 06/19/2025 | 200,190 | $2,016,000 | thousands by filing date | |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 1,874,000 | $1,898,000 | thousands by filing date | principal |
| TIBERIUS ACQUISITION CORP | 88633A206 | UNIT 02/28/2021 | 150,000 | $1,510,000 | thousands by filing date | |
| NANTHEALTH INC | 630104AB3 | NOTE 5.500%12/1 | 2,200,000 | $1,482,000 | thousands by filing date | principal |
| MUDRICK CAP ACQUISITION CORP | 624745204 | UNIT 02/01/2023 | 140,000 | $1,456,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 12,000 | $1,311,000 | thousands by filing date | |
| GORDON POINTE ACQUISITION CO | 382788206 | UNIT 01/18/2023 | 125,000 | $1,271,000 | thousands by filing date | |
| TRINITY MERGER CORP | 89653L205 | UNIT 05/11/2025 | 121,868 | $1,226,000 | thousands by filing date | |
| BLACK RIDGE ACQUISITION CORP | 09216T206 | UNIT 10/05/2022 | 100,900 | $1,054,000 | thousands by filing date | |
| GSV CAP CORP | 36191JAC5 | NOTE 4.750% 3/2 | 1,000,000 | $964,000 | thousands by filing date | principal |
| CALAMP CORP | 128126AB5 | NOTE 1.625% 5/1 | 893,000 | $954,000 | thousands by filing date | principal |
| ROVI CORP | 779376AD4 | NOTE 0.500% 3/0 | 1,000,000 | $954,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AC4 | NOTE 1.250% 5/0 | 1,000,000 | $924,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 3,250 | $882,000 | thousands by filing date | |
| INDUSTREA ACQUISITION CORP | 45579J203 | UNIT 07/21/2024 | 80,000 | $834,000 | thousands by filing date | |
| PENSARE ACQUISITION CORP | 70957E204 | UNIT 07/27/2022 | 51,700 | $548,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 5,500,000 | $484,000 | thousands by filing date | principal |
| WILLSCOT CORP | 971375118 | *W EXP 09/10/202 | 200,000 | $452,000 | thousands by filing date | |
| SIMPLY GOOD FOODS CO | 82900L110 | *W EXP 07/07/202 | 100,000 | $415,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J114 | WTS | 200,000 | $340,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAC4 | NOTE 4.750% 3/1 | 300,000 | $293,000 | thousands by filing date | principal |
| MTECH ACQUISITION CORP | 55378W107 | COM CLASS A | 30,000 | $293,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-18-000545 | this filing | 2018-08-13 | acceptance time not in the bulk data set |