Context Capital Management, LLC — Q3 2018 13F Holdings

Name: Context Capital Management, LLC — 13F Holdings, Q3 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	5.34%	—	—
2	RH 0 06-15-19	Rh	Stock-Consumer Disc	4.91%	—	—
3	TWO 6.25 01-15-22	Two Harbors Inv CORP	Stock-Other	4.64%	—	—
4	TBPH 3.25 11-01-23	Theravance Biopharma INC	Stock-Other	4.48%	—	+18.18%
5	PDLI 2.75 12-01-21	Pdl Biopharma INC	Stock-Other	4.09%	—	-12.23%
6	REGI 4 06-15-36	Renewable Energy Group I	Stock-Other	3.96%	—	-50.00%
7	TSLA 1.25 03-01-21	Tesla INC	Stock-Consumer Disc	2.84%	—	+13.33%
8	TCOM 1 07-01-20	Trip.com Group LTD	Stock-Consumer Disc	2.84%	—	—
9	ICPT 3.25 07-01-23	Intercept Pharmas	Stock-Other	2.82%	—	-12.73%
10	TSLAEN 1.625 11-01-19	Tesla Energy Operations	Stock-Other	2.77%	—	+45.87%
11	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	2.70%	—	—
12	DERM 3 05-15-22	Dermira INC	Stock-Other	2.49%	—	+103.56%
13	✓	Forum Merger Ii CORP	Stock-Other	2.39%	—	—
14	CZR 5 10-01-24	Caesars Holdings INC	Stock-Consumer Disc	2.34%	—	—
15	TISI 5 08-01-23	Team INC	Stock-Other	2.21%	—	—
16	MDCO 2.75 07-15-23	Medicines Company	Stock-Other	2.13%	—	+33.33%
17	✓	Sea LTD	Stock-Other	2.01%	—	—
18	PVGCN 2.25 03-15-22	Pretium Resources INC	Stock-Other	1.94%	—	+5.31%
19	✓	Gds Hldgs LTD	Stock-Other	1.88%	—	—
20	✓	Cm Seven Star Acquisition Co	Stock-Other	1.84%	—	—
21	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	1.83%	—	+30.48%
22	ECPG 3 07-01-20	Encore Capital Group INC	Stock-Other	1.82%	—	—
23	✓	Pure Acquisition CORP	Stock-Other	1.80%	—	—
24	ECPG 3.25 03-15-22	Encore Capital Group INC	Stock-Other	1.75%	—	—
25	NXPI 1 12-01-19	Nxp Semiconductor NV	Stock-Tech	1.72%	—	—
26	✓	Momo INC	Stock-Other	1.70%	—	—
27	ELGX 3.25 11-01-20	Endologix INC	Stock-Other	1.67%	—	—
28	✓	Mtech Acquisition CORP	Stock-Other	1.49%	—	-14.10%
29	NMFC 5.75 08-15-23	New Mountain Finance Cor	Stock-Other	1.46%	—	—
30	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	1.32%	—	—
31	✓	Twelve Seas Investment Compa	Stock-Other	1.26%	—	—
32	TSLA 2.375 03-15-22	Tesla INC	Stock-Consumer Disc	1.19%	—	—
33	INFN 2.125 09-01-24	Infinera CORP	Stock-Other	1.18%	—	—
34	NMFC 5 06-15-19	New Mountain Finance Cor	Stock-Other	1.17%	—	—
35	✓	TKK Symphony Acquisition Corp	Stock-Other	1.06%	—	—
36	✓	Tiberius Acquisition CORP	Stock-Other	0.89%	—	—
37	✓	Thunder Bridge Acquisition L	Stock-Other	0.89%	—	—
38	✓	Lf Cap Acquisition CORP	Stock-Other	0.82%	—	-30.52%
39	SSSS 4.75 03-28-23	Suro Capital CORP	Stock-Other	0.78%	—	+39.20%
40	NH 5.5 12-15-21	Nanthealth INC	Stock-Other	0.76%	—	-4.55%
41	✓	Gordon Pointe Acquisition Co	Stock-Other	0.76%	—	—
42	ACOR 1.75 06-15-21	Acorda Therapeutics INC	Stock-Other	0.76%	—	—
43	✓	Allegro Merger CORP	Stock-Other	0.75%	—	—
44	✓	Trinity Merger CORP	Stock-Other	0.73%	—	—
45	NVAX 3.75 02-01-23	Novavax INC	Stock-Healthcare	0.72%	—	—
46	AEGR 2 08-15-19	Aegerion Pharmaceuticals	Stock-Other	0.66%	—	—
47	✓	Black Ridge Acquisition CORP	Stock-Other	0.65%	—	—
48	ECPG 4.5 09-01-23	Encore Cap Eur Finance	Stock-Other	0.60%	—	—
49	BRS 4.5 06-01-23	Bristow Group INC	Stock-Other	0.59%	—	—
50	✓	Tenzing Acquisition CORP	Stock-Other	0.59%	—	—

1–50 of 69

Holding changes this quarter

Position changes disclosed by Context Capital Management, LLC for the quarter ending Q3 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	ICPT 3.25 07-01-23	Intercept Pharmas	+2.4%	-12.73%	Trim
2	DERM 3 05-15-22	Dermira INC	+0.7%	+103.56%	Add
3	TBPH 3.25 11-01-23	Theravance Biopharma INC	-0.2%	+18.18%	Add
4	TSLAEN 1.625 11-01-19	Tesla Energy Operations	-0.2%	+45.87%	Add
5	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	-0.2%	+30.48%	Add
6	MDCO 2.75 07-15-23	Medicines Company	-0.5%	+33.33%	Add
7	✓	Lf Cap Acquisition CORP	-0.9%	-30.52%	Trim
8	✓	Mudrick Cap Acquisition CORP	-1%	-64.29%	Trim
9	ELGX 3.25 11-01-20	Endologix INC	-1.6%	—	Unchanged
10	TCOM 1 07-01-20	Trip.com Group LTD	-1.7%	—	Unchanged
11	MCHP 2.25 02-15-37	Microchip Technology INC	-1.8%	—	Unchanged
12	PDLI 2.75 12-01-21	Pdl Biopharma INC	-2.4%	-12.23%	Trim
13	REGI 4 06-15-36	Renewable Energy Group I	-3.7%	-50.00%	Trim
14	VGR V1.75 04-15-20	Vector Group LTD	-4.4%	-99.94%	Trim
15	RH 0 06-15-19	Rh	—	NEW	New buy
16	TWO 6.25 01-15-22	Two Harbors Inv CORP	—	NEW	New buy
17	ASRT 2.5 09-01-21	Assertio Therapeutics In	—	EXIT	Sold out
18	✓	Forum Merger Ii CORP	—	NEW	New buy
19	TISI 5 08-01-23	Team INC	—	NEW	New buy
20	✓	Sea LTD	—	NEW	New buy
21	✓	Gds Hldgs LTD	—	NEW	New buy
22	✓	Cm Seven Star Acquisition Co	—	NEW	New buy
23	✓	Pure Acquisition CORP	—	NEW	New buy
24	NXPI 1 12-01-19	Nxp Semiconductor NV	—	NEW	New buy
25	✓	Momo INC	—	NEW	New buy
26	NMFC 5.75 08-15-23	New Mountain Finance Cor	—	NEW	New buy
27	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	—	EXIT	Sold out
28	✓	Twelve Seas Investment Compa	—	NEW	New buy
29	INFN 2.125 09-01-24	Infinera CORP	—	NEW	New buy
30	NMFC 5 06-15-19	New Mountain Finance Cor	—	NEW	New buy
31	GTLS 2 08-01-18	Chart Industries INC	—	EXIT	Sold out
32	✓	TKK Symphony Acquisition Corp	—	NEW	New buy
33	✓	Thunder Bridge Acquisition L	—	NEW	New buy
34	NXPI	NXP Semiconductors N.V.	—	EXIT	Sold out
35	ACOR 1.75 06-15-21	Acorda Therapeutics INC	—	NEW	New buy
36	✓	Allegro Merger CORP	—	NEW	New buy
37	NVAX 3.75 02-01-23	Novavax INC	—	NEW	New buy
38	AEGR 2 08-15-19	Aegerion Pharmaceuticals	—	NEW	New buy
39	ECPG 4.5 09-01-23	Encore Cap Eur Finance	—	NEW	New buy
40	BRS 4.5 06-01-23	Bristow Group INC	—	NEW	New buy
41	✓	Tenzing Acquisition CORP	—	NEW	New buy
42	CLVS 1.25 05-01-25	Clovis Oncology INC	—	EXIT	Sold out
43	ADAM 6.25 01-15-22	New York Mortgage Trust	—	NEW	New buy
44	✓	Hl Acquisitions CORP	—	NEW	New buy
45	RDUS 3 09-01-24	Radius Health INC	—	NEW	New buy
46	✓	Longevity Acquisition CORP	—	NEW	New buy
47	✓	Forum Merger Ii CORP	—	NEW	New buy
48	✓	Double Eagle-cw	—	EXIT	Sold out
49	✓	Modern Media Acquisition	—	NEW	New buy
50	✓	Simply Good Foods Co	—	EXIT	Sold out