Context Capital Management, LLC Quant / Systematic

Location: Lajolla, CA

CIK: 0001301396 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 4, 2016

Total Value: $64.2M (10.5% shares, 89.5% debt)

Holdings (41)

SEACOR HOLDINGS INC 8.8%
Value $5.647M Shares 6,000,000 Est. Cost $0.99 Unrealized
VECTOR GROUP LTD 7.1%
Value $4.587M Shares 4,004,000 Est. Cost $1.08 Unrealized
AFFYMETRIX INC 6.7%
Value $4.324M Shares 2,400,000 Est. Cost $1.82 Unrealized
ENDOLOGIX INC 5.9%
Value $3.793M Shares 3,500,000 Est. Cost $1.08 Unrealized
SEQUENOM INC 5.6%
Value $3.616M Shares 4,500,000 Est. Cost $0.97 Unrealized
CARRIAGE SERVICES INC 5.5%
Value $3.558M Shares 3,000,000 Est. Cost $1.11 Unrealized
PDL BIOPHARMA INC 5.5%
Value $3.547M Shares 4,420,000 Est. Cost $0.94 Unrealized
ALBANY MOLECULAR RESEARCH 5.5%
Value $3.527M Shares 2,625,000 Est. Cost $1.34 Unrealized
ENCORE CAPITAL GROUP INC 4.4%
Value $2.826M Shares 3,335,000 Est. Cost $1.10 Unrealized
RAMCO-GERSHENSON PPTYS TR 4.1%
Value $2.659M Shares 43,556 Est. Cost $55.74 Unrealized
TESLA MOTORS INC 3.9%
Value $2.485M Shares 2,700,000 Est. Cost $0.92 Unrealized
NEW MOUNTAIN FINANCE CORP 3.1%
Value $1.995M Shares 2,038,000 Est. Cost $1.00 Unrealized
GARNERO GROUP ACQUISITION 3.0%
Value $1.937M Shares 197,500 Est. Cost $9.55 Unrealized
SOLARCITY CORP 3.0%
Value $1.925M Shares 2,385,000 Est. Cost $0.81 Unrealized
TWITTER INC 2.6%
Value $1.7M Shares 2,000,000 Est. Cost $0.85 Unrealized
IMPERIAL HOLDINGS INC 2.4%
Value $1.547M Shares 1,769,000 Est. Cost $1.13 Unrealized
TESLA MOTORS INC 2.3%
Value $1.503M Shares 1,600,000 Est. Cost $0.93 Unrealized
ACCURAY INC 2.1%
Value $1.359M Shares 1,000,000 Est. Cost $1.37 Unrealized
SPECTRUM PHARMACEUTICALS INC 2.1%
Value $1.324M Shares 1,500,000 Est. Cost $0.91 Unrealized
XILINX INC 1.9%
Value $1.22M Shares 750,000 Est. Cost $1.63 Unrealized
QUIDEL CORP 1.9%
Value $1.217M Shares 1,250,000 Est. Cost $1.11 Unrealized
MONSTER WORLDWIDE INC 1.7%
Value $1.073M Shares 845,000 Est. Cost $1.27 Unrealized
CEPHEID INC 1.4%
Value $894K Shares 1,000,000 Est. Cost $0.89 Unrealized
AEGERION PHARMACEUTICALS INC 1.3%
Value $836K Shares 1,250,000 Est. Cost $0.75 Unrealized
ACCURAY INC 1.1%
Value $678K Shares 500,000 Est. Cost $1.37 Unrealized
FIFTH STREET FINANCE CORP 1.0%
Value $670K Shares 670,000 Est. Cost $1.00 Unrealized
COBALT INTERNATIONAL ENERGY 0.9%
Value $577K Shares 1,000,000 Est. Cost $0.58 Unrealized
YAHOO 0.8%
Value $532K Shares 16,000 Est. Cost $33.25 Unrealized
HORSEHEAD HOLDING CORP 0.7%
Value $459K Shares 1,775,000 Est. Cost $1.16 Unrealized
FRONTIER COMMUNICATIONS 0.5%
Value $344K Shares 3,766 Est. Cost $99.47 Unrealized
ENCORE CAPITAL GROUP INC 0.5%
Value $313K Shares 300,000 Est. Cost $1.45 Unrealized
BLACKROCK LTD DURATION INC 0.4%
Value $285K Shares 19,592 Est. Cost $14.44 Unrealized
COBALT INTERNATIONAL ENERGY 0.4%
Value $261K Shares 500,000 Est. Cost $0.68 Unrealized
WHITING PETROLEUM CORP 0.3%
Value $188K Shares 20,000 Est. Cost $9.40 Unrealized
BOULDER GROWTH & INCOME FD 0.3%
Value $180K Shares 23,278 Est. Cost $8.55 Unrealized
FIBROCELL SCIENCE INC 0.2%
Value $157K Shares 26,710 Est. Cost $3.95 Unrealized
WESTERN ASSET CLYM INFL SEC 0.2%
Value $153K Shares 14,485 Est. Cost $10.54 Unrealized
ROYCE VALUE TR INC 0.2%
Value $117K Shares 10,000 Est. Cost $11.50 Unrealized
NXRT NEXPOINT RESIDENTIAL TR INC 0.1%
Value $85,000 Shares 6,519 Est. Cost $13.42 Unrealized
GARNERO GROUP ACQUISITION RIGHT 0.1%
Value $65,000 Shares 272,385 Est. Cost $0.28 Unrealized
GARNERO GROUP ACQUISITION WRNT 0.1%
Value $38,000 Shares 296,765 Est. Cost $80.03 Unrealized