Context Capital Management, LLC — Q2 2018 13F Holdings

Name: Context Capital Management, LLC — 13F Holdings, Q2 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001301396

Total reported value

$4.3B

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	COVPHA 3.25 06-01-22	Covis Finco Sarl	Stock-Other	7.74%	—	+16.56%
2	REGI 4 06-15-36	Renewable Energy Group I	Stock-Other	7.68%	—	—
3	PDLI 2.75 12-01-21	Pdl Biopharma INC	Stock-Other	6.49%	—	-16.02%
4	TBPH 3.25 11-01-23	Theravance Biopharma INC	Stock-Other	4.70%	—	+57.14%
5	VGR V1.75 04-15-20	Vector Group LTD	Stock-Other	4.54%	—	+233.33%
6	TCOM 1 07-01-20	Trip.com Group LTD	Stock-Consumer Disc	4.53%	—	—
7	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	4.51%	—	—
8	TSLA 1.25 03-01-21	Tesla INC	Stock-Consumer Disc	4.37%	—	—
9	ASRT 2.5 09-01-21	Assertio Therapeutics In	Stock-Other	3.88%	—	+22.22%
10	CZR 5 10-01-24	Caesars Holdings INC	Stock-Consumer Disc	3.64%	—	-28.83%
11	ELGX 3.25 11-01-20	Endologix INC	Stock-Other	3.28%	—	—
12	TSLAEN 1.625 11-01-19	Tesla Energy Operations	Stock-Other	3.01%	—	—
13	ECPG 3 07-01-20	Encore Capital Group INC	Stock-Other	2.71%	—	—
14	PVGCN 2.25 03-15-22	Pretium Resources INC	Stock-Other	2.69%	—	-3.32%
15	ECPG 3.25 03-15-22	Encore Capital Group INC	Stock-Other	2.62%	—	—
16	MDCO 2.75 07-15-23	Medicines Company	Stock-Other	2.61%	—	+500.00%
17	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	2.27%	—	—
18	✓	Mtech Acquisition CORP	Stock-Other	2.25%	—	—
19	TSLA 2.375 03-15-22	Tesla INC	Stock-Consumer Disc	2.09%	—	+300.00%
20	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	2.07%	—	+50.00%
21	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	Stock-Other	2.00%	—	-47.96%
22	DERM 3 05-15-22	Dermira INC	Stock-Other	1.79%	—	—
23	✓	Lf Cap Acquisition CORP	Stock-Other	1.73%	—	—
24	GTLS 2 08-01-18	Chart Industries INC	Stock-Industrials	1.63%	—	—
25	✓	Tiberius Acquisition CORP	Stock-Other	1.30%	—	—
26	NH 5.5 12-15-21	Nanthealth INC	Stock-Other	1.27%	—	-12.00%
27	✓	Mudrick Cap Acquisition CORP	Stock-Other	1.25%	—	+40.00%
28	NXPI	NXP Semiconductors N.V.	Stock-Tech	1.13%	—	—
29	✓	Gordon Pointe Acquisition Co	Stock-Other	1.09%	—	—
30	✓	Trinity Merger CORP	Stock-Other	1.05%	—	—
31	✓	Black Ridge Acquisition CORP	Stock-Other	0.91%	—	-27.93%
32	SSSS 4.75 03-28-23	Suro Capital CORP	Stock-Other	0.83%	—	-20.00%
33	CAMP 1.625 05-15-20	Calamp CORP	Stock-Other	0.82%	—	—
34	TIVO 0.5 03-01-20	Rovi CORP	Stock-Other	0.82%	—	—
35	CLVS 1.25 05-01-25	Clovis Oncology INC	Stock-Other	0.79%	—	—
36	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	0.76%	—	-88.39%
37	✓	Industrea Acquisition CORP	Stock-Other	0.72%	—	—
38	✓	Pensare Acquisition CORP	Stock-Other	0.47%	—	-28.29%
39	ICPT 3.25 07-01-23	Intercept Pharmas	Stock-Other	0.42%	—	—
40	✓	Double Eagle-cw	Stock-Other	0.39%	—	—
41	✓	Simply Good Foods Co	Stock-Other	0.36%	—	—
42	✓	Gores Hldin-cw20	Stock-Other	0.29%	—	—
43	BXMT 4.75 03-15-23	Blackstone Mortgage Tr	Stock-Real Estate	0.25%	—	—
44	✓	Mtech Acquisition CORP	Stock-Other	0.25%	—	—

Holding changes this quarter

Position changes disclosed by Context Capital Management, LLC for the quarter ending Q2 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VGR V1.75 04-15-20	Vector Group LTD	+3.3%	+233.33%	Add
2	REGI 4 06-15-36	Renewable Energy Group I	+2.8%	—	Unchanged
3	MDCO 2.75 07-15-23	Medicines Company	+2.3%	+500.00%	Add
4	TBPH 3.25 11-01-23	Theravance Biopharma INC	+2.1%	+57.14%	Add
5	COVPHA 3.25 06-01-22	Covis Finco Sarl	+2.1%	+16.56%	Add
6	TSLA 2.375 03-15-22	Tesla INC	+1.7%	+300.00%	Add
7	ASRT 2.5 09-01-21	Assertio Therapeutics In	+1.2%	+22.22%	Add
8	TSLA 1.25 03-01-21	Tesla INC	+1.1%	—	Unchanged
9	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	+0.9%	+50.00%	Add
10	ELGX 3.25 11-01-20	Endologix INC	+0.7%	—	Unchanged
11	TCOM 1 07-01-20	Trip.com Group LTD	+0.6%	—	Unchanged
12	✓	Mudrick Cap Acquisition CORP	+0.5%	+40.00%	Add
13	✓	Double Eagle-cw	+0.2%	—	Unchanged
14	NXPI	NXP Semiconductors N.V.	+0.1%	—	Unchanged
15	ECPG 3 07-01-20	Encore Capital Group INC	+0.1%	—	Unchanged
16	ECPG 3.25 03-15-22	Encore Capital Group INC	+0.1%	—	Unchanged
17	NH 5.5 12-15-21	Nanthealth INC	0%	-12.00%	Trim
18	✓	Gores Hldin-cw20	-0.1%	—	Unchanged
19	✓	Pensare Acquisition CORP	-0.1%	-28.29%	Trim
20	SSSS 4.75 03-28-23	Suro Capital CORP	-0.1%	-20.00%	Trim
21	✓	Black Ridge Acquisition CORP	-0.2%	-27.93%	Trim
22	PDLI 2.75 12-01-21	Pdl Biopharma INC	-0.8%	-16.02%	Trim
23	CZR 5 10-01-24	Caesars Holdings INC	-0.8%	-28.83%	Trim
24	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	-1.2%	-47.96%	Trim
25	SPY	Ss Spdr S&p 500 ETF Trust-us	-4.6%	-88.39%	Trim
26	CSV 2.75 03-15-21	Carriage Services INC	—	EXIT	Sold out
27	TWO 6.25 01-15-22	Two Harbors Inv CORP	—	EXIT	Sold out
28	ABR 6.5 10-01-19	Arbor Realty Trust INC	—	EXIT	Sold out
29	✓	Microchip Technology Inc Tranche B	—	EXIT	Sold out
30	MCHP 2.25 02-15-37	Microchip Technology INC	—	NEW	New buy
31	GPMT 5.625 12-01-22	Granite Point Mtge Trst	—	EXIT	Sold out
32	DERM 3 05-15-22	Dermira INC	—	NEW	New buy
33	✓	Lf Cap Acquisition CORP	—	NEW	New buy
34	GPRE 4.125 09-01-22	Green Plains INC	—	EXIT	Sold out
35	GTLS 2 08-01-18	Chart Industries INC	—	NEW	New buy
36	QCOM	Qualcomm INC	—	EXIT	Sold out
37	✓	Trinity Merger CORP	—	NEW	New buy
38	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	—	EXIT	Sold out
39	NMFC 5 06-15-19	New Mountain Finance Cor	—	EXIT	Sold out
40	REGI 2.75 06-15-19	Renewable Energy Group I	—	EXIT	Sold out
41	TIVO 0.5 03-01-20	Rovi CORP	—	NEW	New buy
42	CAMP 1.625 05-15-20	Calamp CORP	—	NEW	New buy
43	PTCT 3 08-15-22	Ptc Therapeutics INC	—	EXIT	Sold out
44	CLVS 1.25 05-01-25	Clovis Oncology INC	—	NEW	New buy
45	INSG 5.5 06-15-22	Inseego CORP	—	EXIT	Sold out
46	✓	Modern Media Acquisition	—	EXIT	Sold out
47	ICPT 3.25 07-01-23	Intercept Pharmas	—	NEW	New buy
48	INSM 1.75 01-15-25	Insmed INC	—	EXIT	Sold out
49	P 1.75 12-01-20	Pandora Media LLC	—	EXIT	Sold out
50	✓	Forum Merger CORP	—	EXIT	Sold out