Context Capital Management, LLC — Q1 2018 13F 持股

Name: Context Capital Management, LLC — 13F Holdings, Q1 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001301396

申报总市值

US$43.3亿

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本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	PDLI 2.75 12-01-21	Pdl Biopharma INC	股票-其他	7.24%	—	+11.45%
2	COVPHA 3.25 06-01-22	Covis Finco Sarl	股票-其他	5.66%	—	+43.81%
3	CSV 2.75 03-15-21	Carriage Services INC	股票-其他	5.55%	—	—
4	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股与成长	5.35%	—	—
5	TWO 6.25 01-15-22	Two Harbors Inv CORP	股票-其他	5.11%	—	-6.90%
6	REGI 4 06-15-36	Renewable Energy Group I	股票-其他	4.91%	—	—
7	ABR 6.5 10-01-19	Arbor Realty Trust INC	股票-房地产	4.49%	—	—
8	CZR 5 10-01-24	Caesars Holdings INC	股票-周期性消费	4.40%	—	-4.83%
9	TCOM 1 07-01-20	Trip.com Group LTD	股票-周期性消费	3.92%	—	—
10	✓	Microchip Technology Inc Tranche B	股票-其他	3.86%	—	—
11	TSLA 1.25 03-01-21	Tesla INC	股票-周期性消费	3.24%	—	—
12	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	股票-其他	3.24%	—	—
13	ASRT 2.5 09-01-21	Assertio Therapeutics In	股票-其他	2.68%	—	-18.18%
14	ECPG 3 07-01-20	Encore Capital Group INC	股票-其他	2.60%	—	+8.71%
15	TBPH 3.25 11-01-23	Theravance Biopharma INC	股票-其他	2.59%	—	—
16	ELGX 3.25 11-01-20	Endologix INC	股票-其他	2.57%	—	+6.41%
17	ECPG 3.25 03-15-22	Encore Capital Group INC	股票-其他	2.55%	—	—
18	TSLAEN 1.625 11-01-19	Tesla Energy Operations	股票-其他	2.50%	—	-12.63%
19	PVGCN 2.25 03-15-22	Pretium Resources INC	股票-其他	2.24%	—	—
20	MCHP 1.625 02-15-25	Microchip Technology INC	股票-科技	1.93%	—	—
21	✓	Mtech Acquisition CORP	股票-其他	1.85%	—	—
22	GPMT 5.625 12-01-22	Granite Point Mtge Trst	股票-其他	1.78%	—	—
23	GPRE 4.125 09-01-22	Green Plains INC	股票-其他	1.41%	—	+1.50%
24	NH 5.5 12-15-21	Nanthealth INC	股票-其他	1.28%	—	—
25	VGR V1.75 04-15-20	Vector Group LTD	股票-其他	1.20%	—	—
26	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-投资级公司债	1.19%	—	—
27	✓	Tiberius Acquisition CORP	股票-其他	1.10%	—	—
28	✓	Black Ridge Acquisition CORP	股票-其他	1.06%	—	—
29	NXPI	NXP Semiconductors N.V.	股票-科技	1.02%	—	—
30	QCOM	Qualcomm INC	股票-科技	1.01%	—	—
31	✓	Gordon Pointe Acquisition Co	股票-其他	0.94%	—	—
32	SSSS 4.75 03-28-23	Suro Capital CORP	股票-其他	0.92%	—	—
33	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	股票-其他	0.86%	—	—
34	NMFC 5 06-15-19	New Mountain Finance Cor	股票-其他	0.84%	—	-30.77%
35	✓	Mudrick Cap Acquisition CORP	股票-其他	0.74%	—	—
36	REGI 2.75 06-15-19	Renewable Energy Group I	股票-其他	0.71%	—	—
37	PTCT 3 08-15-22	Ptc Therapeutics INC	股票-医疗保健	0.68%	—	-50.00%
38	✓	Industrea Acquisition CORP	股票-其他	0.60%	—	—
39	INSG 5.5 06-15-22	Inseego CORP	股票-其他	0.58%	—	—
40	✓	Pensare Acquisition CORP	股票-其他	0.55%	—	—
41	✓	Modern Media Acquisition	股票-其他	0.46%	—	—
42	TSLA 2.375 03-15-22	Tesla INC	股票-周期性消费	0.38%	—	—
43	MDCO 2.75 07-15-23	Medicines Company	股票-其他	0.35%	—	—
44	✓	Gores Hldin-cw20	股票-其他	0.34%	—	—
45	INSM 1.75 01-15-25	Insmed INC	股票-医疗保健	0.32%	—	—
46	P 1.75 12-01-20	Pandora Media LLC	股票-科技	0.27%	—	-80.00%
47	✓	Simply Good Foods Co	股票-其他	0.26%	—	—
48	✓	Double Eagle-cw	股票-其他	0.24%	—	+100.00%
49	BXMT 4.75 03-15-23	Blackstone Mortgage Tr	股票-房地产	0.21%	—	—
50	✓	Mtech Acquisition CORP	股票-其他	0.21%	—	—

1–50 of 51

本季持股变动

Context Capital Management, LLC 于截至 Q1 2018 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	COVPHA 3.25 06-01-22	Covis Finco Sarl	+3%	+43.81%	加仓
2	PDLI 2.75 12-01-21	Pdl Biopharma INC	+2.2%	+11.45%	加仓
3	CSV 2.75 03-15-21	Carriage Services INC	+1.2%	—	不变
4	REGI 4 06-15-36	Renewable Energy Group I	+1.1%	—	不变
5	ECPG 3 07-01-20	Encore Capital Group INC	+0.7%	+8.71%	加仓
6	TWO 6.25 01-15-22	Two Harbors Inv CORP	+0.5%	-6.90%	减仓
7	TSLA 1.25 03-01-21	Tesla INC	+0.4%	—	不变
8	CZR 5 10-01-24	Caesars Holdings INC	+0.2%	-4.83%	减仓
9	TSLAEN 1.625 11-01-19	Tesla Energy Operations	+0.1%	-12.63%	减仓
10	ASRT 2.5 09-01-21	Assertio Therapeutics In	-0.1%	-18.18%	减仓
11	NMFC 5 06-15-19	New Mountain Finance Cor	-0.2%	-30.77%	减仓
12	PTCT 3 08-15-22	Ptc Therapeutics INC	-0.2%	-50.00%	减仓
13	P 1.75 12-01-20	Pandora Media LLC	-0.8%	-80.00%	减仓
14	LGIH 4.25 11-15-19	Lgi Homes INC	—	EXIT	清仓
15	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	新建仓
16	TTMI 1.75 12-15-20	Ttm Technologies INC	—	EXIT	清仓
17	TLGT 3.75 12-15-19	Teligent INC	—	EXIT	清仓
18	✓	Microchip Technology Inc Tranche B	—	NEW	新建仓
19	SCMP 3.25 12-15-21	Sucampo Pharmaceuticals	—	EXIT	清仓
20	ACOR 1.75 06-15-21	Acorda Therapeutics INC	—	EXIT	清仓
21	MHO 3 03-01-18	M/i Homes INC	—	EXIT	清仓
22	ECPG 3.25 03-15-22	Encore Capital Group INC	—	NEW	新建仓
23	PVGCN 2.25 03-15-22	Pretium Resources INC	—	NEW	新建仓
24	✓	Teladoc INC	—	EXIT	清仓
25	✓	Mtech Acquisition CORP	—	NEW	新建仓
26	RDUS 3 09-01-24	Radius Health INC	—	EXIT	清仓
27	SSRMCN 2.875 02-01-33	Ssr Mining INC	—	EXIT	清仓
28	TPC 2.875 06-15-21	Tutor Perini CORP	—	EXIT	清仓
29	NH 5.5 12-15-21	Nanthealth INC	—	NEW	新建仓
30	VGR V1.75 04-15-20	Vector Group LTD	—	NEW	新建仓
31	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	NEW	新建仓
32	✓	Tiberius Acquisition CORP	—	NEW	新建仓
33	NXPI	NXP Semiconductors N.V.	—	NEW	新建仓
34	QCOM	Qualcomm INC	—	NEW	新建仓
35	✓	Gordon Pointe Acquisition Co	—	NEW	新建仓
36	SSSS 4.75 03-28-23	Suro Capital CORP	—	NEW	新建仓
37	LAYN 8 05-01-19	Layne Christensen Co	—	EXIT	清仓
38	IVC 5 02-15-21	Invacare CORP	—	EXIT	清仓
39	AEGR 2 08-15-19	Aegerion Pharmaceuticals	—	EXIT	清仓
40	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	—	NEW	新建仓
41	✓	Forum Merger CORP	—	EXIT	清仓
42	✓	Mudrick Cap Acquisition CORP	—	NEW	新建仓
43	JEF	Jefferies Group LLC	—	EXIT	清仓
44	INSG 5.5 06-15-22	Inseego CORP	—	NEW	新建仓
45	KEYW 2.5 07-15-19	Keyw Holding CORP	—	EXIT	清仓
46	MDCO 2.75 07-15-23	Medicines Company	—	NEW	新建仓
47	INSM 1.75 01-15-25	Insmed INC	—	NEW	新建仓
48	✓	Simply Good Foods Co	—	NEW	新建仓
49	BXMT 4.75 03-15-23	Blackstone Mortgage Tr	—	NEW	新建仓
50	✓	Mtech Acquisition CORP	—	NEW	新建仓