0001301396-19-000005.txt : 20190513 0001301396-19-000005.hdr.sgml : 20190513 20190510174448 ACCESSION NUMBER: 0001301396-19-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190513 DATE AS OF CHANGE: 20190510 EFFECTIVENESS DATE: 20190513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Context Capital Management, LLC CENTRAL INDEX KEY: 0001301396 IRS NUMBER: 330972042 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10965 FILM NUMBER: 19816248 BUSINESS ADDRESS: STREET 1: 2223 AVENIDA DE LA PLAYA STREET 2: SUITE 300 CITY: LA JOLLA STATE: CA ZIP: 92037 BUSINESS PHONE: 858 481 3666 MAIL ADDRESS: STREET 1: 2223 AVENIDA DE LA PLAYA STREET 2: SUITE 300 CITY: LA JOLLA STATE: CA ZIP: 92037 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001301396 XXXXXXXX 03-31-2019 03-31-2019 Context Capital Management, LLC

2223 AVENIDA DE LA PLAYA SUITE 300 LA JOLLA CA 92037

13F HOLDINGS REPORT 028-10965 N GRACE M BRESCIA 8455161946 GRACE M BRESCIA Hopewell Junction NY 05-10-2019 0 86 164004 false INFORMATION TABLE 2 13ffinal1q19.xml AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 8638 9900000 PRN SOLE 9900000 0 0 AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 1242 122700 SH SOLE 122700 0 0 AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 1058 1500000 PRN SOLE 1500000 0 0 NOVELION THERAPEUTICS INC COM NEW 67001K202 52 42534 SH SOLE 42534 0 0 ALLEGRO MERGER CORP UNIT 12/31/2023 01749N301 1315 125509 SH SOLE 125509 0 0 APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 3318 3385000 PRN SOLE 3385000 0 0 AURORA CANNABIS INC DEBT 5.500% 2/2 C0534LAA3 3629 3800000 PRN SOLE 3800000 0 0 BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 05337YAA6 131 2400 SH SOLE 2400 0 0 BLACK RIDGE ACQUISITION CORP UNIT 10/05/2022 09216T115 2 8300 SH SOLE 8300 0 0 CANOPY GROWTH CORP COM 09216T206 977 90000 SH SOLE 90000 0 0 BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 302 300000 PRN SOLE 300000 0 0 CHASERG TECHNLGY ACQUISITN C UNIT 09/30/2023 16166A202 787 77900 SH SOLE 77900 0 0 CHENIERE ENERGY INC DEBT 4.875% 5/2 U16344AB6 1044 1000000 PRN SOLE 1000000 0 0 CONCRETE PUMPING HLDGS INC *W EXP 08/01/202 206704116 229 190700 SH SOLE 190700 0 0 DERMIRA INC NOTE 3.000% 5/1 24983LAB0 2301 2592000 PRN SOLE 2592000 0 0 ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 4238 5500000 PRN SOLE 5500000 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 2507 2619000 PRN SOLE 2619000 0 0 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 4006 4500000 PRN SOLE 4500000 0 0 ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 892 2745000 PRN SOLE 2745000 0 0 FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 566 55500 SH SOLE 55500 0 0 FIRST MAJESTIC SILVER CORP NOTE 1.875% 3/0 32076VAB9 1458 1500000 PRN SOLE 1500000 0 0 FORUM MERGER II CORP UNIT 09/30/2025 34986F202 3479 336115 SH SOLE 336115 0 0 FORUM MERGER II CORP CL A 34986F103 454 45785 SH SOLE 45785 0 0 GDS HLDGS LTD DEBT 2.000% 6/0 36165LAA6 4046 4175000 PRN SOLE 4175000 0 0 GORDON POINTE ACQUISITION CO UNIT 01/18/2023 382788206 979 93200 SH SOLE 93200 0 0 GRAF INDL CORP UNIT 12/31/2025 384278206 1655 163600 SH SOLE 163600 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 700 538600 SH SOLE 538600 0 0 INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 8 18764 SH SOLE 18764 0 0 INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 1132 50000 SH SOLE 50000 0 0 IQIYI INC DEBT 3.750%12/0 G4939KAA4 6801 5700000 PRN SOLE 5700000 0 0 IQIYI INC DEBT 2.000% 4/0 G4939KAB2 2090 2000000 PRN SOLE 2000000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 4419 4000000 PRN SOLE 4000000 0 0 ISHARES TR CORE US AGGBD ET 464287226 2509 23000 SH SOLE 23000 0 0 ISHARES TR IBOXX INV CP ETF 464287242 762 6400 SH SOLE 6400 0 0 ISHARES TR 20 YR TR BD ETF 464287432 1012 8000 SH SOLE 8000 0 0 LF CAP ACQUISITION CORP UNIT 06/19/2025 50200K207 1442 139090 SH SOLE 139090 0 0 MTECH ACQUISITION CORP COM CLASS A 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10/04/2023 G3165V117 1361 131499 SH SOLE 131499 0 0 THUNDER BRIDGE ACQUISITION L UNIT 01/01/2025 G8857R118 1624 150000 SH SOLE 150000 0 0 TKK SYMPHONY ACQUISITION COR UNIT 08/15/2023 G88950111 1471 142800 SH SOLE 142800 0 0 TWELVE SEAS INVESTMENT COMPA *W EXP 12/22/202 G9145A115 0 1400 SH SOLE 1400 0 0 TWELVE SEAS INVESTMENT COMPA UNIT 06/21/2023 G9145A123 2190 207600 SH SOLE 207600 0 0 TWELVE SEAS INVESTMENT COMPA RIGHT 12/22/2019 G9145A131 0 1400 SH SOLE 1400 0 0 BISON CAP ACQUISITION CORP *W EXP 06/20/202 G1142P112 17 82900 SH SOLE 82900 0 0 DD3 ACQUISITION CORP UNIT 10/12/2023 G2692M129 1907 188100 SH SOLE 188100 0 0 HL ACQUISITIONS CORP UNIT 06/21/2023 G4603R114 777 74600 SH SOLE 74600 0 0 LONGEVITY ACQUISITION CORP UNIT 08/29/2024 G56372108 526 51500 SH SOLE 51500 0 0 TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 810 79300 SH SOLE 79300 0 0