13F-HR filed by Context Capital Management, LLC
Context Capital Management, LLC filed this 13F-HR for the quarter ended 2018-12-31, filed 2019-02-13, with 80 holding rows worth $177,043,000.
- Accession
- 0001567619-19-003519
- Filer
- CIK 1301396
- Filed
- 2019-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2018
A holdings report, 80 entries on the cover page, a total value of $177,043,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $177,043,000 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 | 69329YAG9 | NOTE 2.750%12/0 | 9,675,000 | $9,846,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAD8 | NOTE 3.250% 6/0 | 8,800,000 | $8,067,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AD2 | NOTE 6/1 | 7,000,000 | $7,833,000 | thousands by filing date | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 7,222,000 | $7,072,000 | thousands by filing date | principal |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 6,500,000 | $6,703,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 5,100,000 | $5,742,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 6,000,000 | $5,639,000 | thousands by filing date | principal |
| SOLARCITY CORP | 83416TAC4 | NOTE 1.625%11/0 | 5,621,000 | $5,276,000 | thousands by filing date | principal |
| TEAM INC | 878155AE0 | NOTE 5.000% 8/0 | 4,500,000 | $4,496,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 6,500,000 | $4,400,000 | thousands by filing date | principal |
| DERMIRA INC | 24983LAB0 | NOTE 3.000% 5/1 | 5,592,000 | $4,335,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 4,400,000 | $4,325,000 | thousands by filing date | principal |
| IQIYI INC | G4939KAA4 | DEBT 3.75012/0 | 4,500,000 | $4,307,000 | thousands by filing date | principal |
| GPMT 5.625 22 | 38741LAB3 | Bond 30/360P2 U | 3,750,000 | $3,708,000 | thousands by filing date | principal |
| EVERBRIDGE INC | 29978AAA2 | NOTE 1.500%11/0 | 2,000,000 | $3,538,000 | thousands by filing date | principal |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 3,892,000 | $3,530,000 | thousands by filing date | principal |
| APOLLO COML REAL ESTATE FIN | 03762UAC9 | BOND | 3,520,000 | $3,389,000 | thousands by filing date | principal |
| PURE ACQUISITION CORP | 74621Q205 | UNIT 04/13/2023 | 309,000 | $3,214,000 | thousands by filing date | |
| MOMO INC | G6200PAA0 | DEBT 1.250 7/0 | 3,928,000 | $3,064,000 | thousands by filing date | principal |
| SEA LTD | G7948TAA7 | DEBT 2.250 7/0 | 3,500,000 | $3,043,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 4,000,000 | $3,035,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 3,000,000 | $3,021,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AK8 | NOTE 3.250% 3/1 | 3,500,000 | $2,878,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 3,000,000 | $2,786,000 | thousands by filing date | principal |
| GDS HLDGS LTD | G3902LAA7 | DEBT 2.000 6/0 | 3,500,000 | $2,532,000 | thousands by filing date | principal |
| NEW MTN FIN CORP | 647551AC4 | BOND | 2,505,000 | $2,485,000 | thousands by filing date | principal |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 23,000 | $2,449,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 2,000,000 | $2,432,000 | thousands by filing date | principal |
| DD3 ACQUISITION CORP | G2692M129 | UNIT 10/12/2023 | 227,000 | $2,275,000 | thousands by filing date | |
| TILRAY INC | U8961EAA4 | DEBT 5.00010/0 | 3,000,000 | $2,156,000 | thousands by filing date | principal |
| MTECH ACQUISITION CORP | 55378W206 | UNIT 01/19/2023 | 203,446 | $2,154,000 | thousands by filing date | |
| TWELVE SEAS INVESTMENT COMPA | G9145A123 | UNIT 06/21/2023 | 207,600 | $2,131,000 | thousands by filing date | |
| GRAF INDUSTRIAL CORP | 384278206 | COM | 200,000 | $2,000,000 | thousands by filing date | |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 2,745,000 | $1,963,000 | thousands by filing date | principal |
| ARYA SCIENCES ACQUISITION CO | G3165V117 | UNIT 10/04/2023 | 180,699 | $1,868,000 | thousands by filing date | |
| TKK SYMPHONY ACQUISITION COR | G88950111 | UNIT 08/15/2023 | 180,000 | $1,816,000 | thousands by filing date | |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 2,000,000 | $1,726,000 | thousands by filing date | principal |
| GSV CAP CORP | 36191JAC5 | NOTE 4.750% 3/2 | 1,937,000 | $1,696,000 | thousands by filing date | principal |
| TIBERIUS ACQUISITION CORP | 88633A206 | UNIT 02/28/2021 | 151,000 | $1,542,000 | thousands by filing date | |
| THUNDER BRIDGE ACQUISITION L | G8857R118 | UNIT 01/01/2025 | 150,000 | $1,527,000 | thousands by filing date | |
| AMCI ACQUISITION CORP | 00165R200 | UNIT 01/07/2019 | 150,000 | $1,493,000 | thousands by filing date | |
| LF CAP ACQUISITION CORP | 50200K207 | UNIT 06/19/2025 | 139,090 | $1,409,000 | thousands by filing date | |
| GORDON POINTE ACQUISITION CO | 382788206 | UNIT 01/18/2023 | 125,000 | $1,297,000 | thousands by filing date | |
| ALLEGRO MERGER CORP | 01749N301 | UNIT 12/31/2023 | 125,509 | $1,295,000 | thousands by filing date | |
| TRINITY MERGER CORP | 89653L205 | UNIT 05/11/2025 | 121,868 | $1,259,000 | thousands by filing date | |
| NANTHEALTH INC | 630104AB3 | NOTE 5.500%12/1 | 2,140,000 | $1,239,000 | thousands by filing date | principal |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 2,000,000 | $1,225,000 | thousands by filing date | principal |
| SPDR SER TR | 78464A508 | PRTFLO S&P500 VL | 45,000 | $1,222,000 | thousands by filing date | |
| AEGERION PHARMACEUTICALS INC | 00767EAB8 | NOTE 2.000 8/1 | 1,500,000 | $1,138,000 | thousands by filing date | principal |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 50,000 | $1,089,000 | thousands by filing date | |
| NEW YORK MTG TRUST | 649604AD7 | NOTE 6.250% 1/1 | 1,090,000 | $1,076,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AC4 | NOTE 1.250% 5/0 | 1,500,000 | $1,054,000 | thousands by filing date | principal |
| BLACK RIDGE ACQUISITION CORP | 09216T206 | UNIT 10/05/2022 | 100,900 | $1,054,000 | thousands by filing date | |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 1,119,000 | $1,015,000 | thousands by filing date | principal |
| TENZING ACQUISITION CORP | G8708A124 | UNIT 08/24/2024 | 100,000 | $1,007,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 8,000 | $972,000 | thousands by filing date | |
| CHASERG TECHNLGY ACQUISITN C | 16166A202 | UNIT 09/30/2023 | 94,000 | $939,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 1,000,000 | $926,000 | thousands by filing date | principal |
| VTI | 922908769 | COM | 6,800 | $868,000 | thousands by filing date | |
| VANGUARD INDEX FDS | 922908637 | LARGE CAP ETF | 7,200 | $827,000 | thousands by filing date | |
| FINTECH ACQUISITION CORP III | 31811A309 | UNIT 12/01/2023 | 80,000 | $800,000 | thousands by filing date | |
| HL ACQUISITIONS CORP | G4603R114 | UNIT 06/21/2023 | 74,600 | $772,000 | thousands by filing date | |
| MAGNOLIA OIL & GAS CORP | 559663117 | *W EXP 07/31/202 | 252,100 | $764,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 6,400 | $722,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 8,600 | $697,000 | thousands by filing date | |
| TATTOOED CHEF INC CL A | 34986F103 | Stock | 69,385 | $670,000 | thousands by filing date | |
| LONGEVITY ACQUISITION CORP | G56372108 | UNIT 08/29/2024 | 65,000 | $661,000 | thousands by filing date | |
| MTECH ACQUISITION CORP | 55378W107 | COM CLASS A | 63,394 | $640,000 | thousands by filing date | |
| PENSARE ACQUISITION CORP | 70957E204 | UNIT 07/27/2022 | 51,700 | $545,000 | thousands by filing date | |
| MUDRICK CAP ACQUISITION CORP | 624745204 | UNIT 02/01/2023 | 50,000 | $515,000 | thousands by filing date | |
| MODERN MEDIA ACQUISITION | 60765P202 | UNIT 99/99/9999 | 40,000 | $415,000 | thousands by filing date | |
| INFINERA CORP | 45667GAC7 | BOND | 500,000 | $364,000 | thousands by filing date | principal |
| CF FIN ACQUISITION CORP | 12528N206 | UNIT 04/30/2025 | 36,400 | $364,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 1,200 | $300,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAC4 | NOTE 4.750% 3/1 | 300,000 | $298,000 | thousands by filing date | principal |
| NOVELION THERAPEUTICS INC | 67001K202 | COM NEW | 63,734 | $54,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 30,000 | $30,000 | thousands by filing date | principal |
| BISON CAP ACQUISITION CORP | G1142P112 | *W EXP 06/20/202 | 100,000 | $20,000 | thousands by filing date | |
| MTECH ACQUISITION CORP | 55378W115 | *W EXP 08/01/202 | 9,500 | $6,000 | thousands by filing date | |
| BLACK RIDGE ACQUISITION CORP | 09216T115 | *W EXP 07/10/202 | 10,000 | $3,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-19-003519 | this filing | 2019-02-13 | acceptance time not in the bulk data set |