Context Capital Management, LLC — Q3 2019 13F Holdings

Name: Context Capital Management, LLC — 13F Holdings, Q3 2019
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	PDLI 2.75 12-01-24	Pdl Biopharma INC	Stock-Other	5.62%	—	—
2	TISI 5 08-01-23	Team INC	Stock-Other	4.70%	—	+20.97%
3	COVPHA 3.25 06-01-22	Covis Finco Sarl	Stock-Other	4.38%	—	-17.54%
4	✓	Iqiyi INC	Stock-Other	4.35%	—	+35.09%
5	OPK 4.5 02-15-25	Opko Health INC	Stock-Other	3.52%	—	—
6	ASRT 2.5 09-01-21	Assertio Therapeutics In	Stock-Other	3.38%	—	+36.31%
7	DISH 3.375 08-15-26	Dish Network CORP	Stock-Other	3.32%	—	+16.15%
8	TBPH 3.25 11-01-23	Theravance Biopharma INC	Stock-Other	3.15%	—	—
9	ICPT 2 05-15-26	Intercept Pharmas	Stock-Other	2.54%	—	+99.40%
10	LGND 0.75 05-15-23	Ligand Pharmaceuticals I	Stock-Healthcare	2.53%	—	+296.30%
11	ARI 5.375 10-15-23	Apollo Cmmrl Real Est Fi	Stock-Other	2.51%	—	—
12	MDCO 2.75 07-15-23	Medicines Company	Stock-Other	2.39%	—	+40.00%
13	TSLA 2 05-15-24	Tesla INC	Stock-Consumer Disc	2.30%	—	—
14	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	2.26%	—	—
15	RDUS 3 09-01-24	Radius Health INC	Stock-Other	2.06%	—	+100.00%
16	VNE 4 06-01-24	Veoneer INC	Stock-Other	1.96%	—	-22.22%
17	INFN 2.125 09-01-24	Infinera CORP	Stock-Other	1.84%	—	+200.00%
18	✓	Forum Merger CORP	Stock-Other	1.73%	—	—
19	✓	Gx Acquisition CORP	Stock-Other	1.73%	—	—
20	✓	Tuscan Hldgs CORP Ii	Stock-Other	1.71%	—	—
21	SBE-U	Chargepoint Holdings INC	Stock-Other	1.67%	—	—
22	✓	Qudian INC	Stock-Other	1.63%	—	—
23	NH 5.5 12-15-21	Nanthealth INC	Stock-Other	1.51%	—	+31.85%
24	AGG	Ishares Core U.s. Aggregate	ETF-Other	1.48%	—	—
25	✓	Pure Acquisition CORP	Stock-Other	1.46%	—	—
26	✓	Pinduoduo INC	Stock-Other	1.44%	—	—
27	ECPG 3.25 03-15-22	Encore Capital Group INC	Stock-Other	1.43%	—	—
28	✓	Dd3 Acquisition CORP	Stock-Other	1.42%	—	—
29	GDSHDG 2 06-01-25	Gds Holdings Limited	Stock-Other	1.28%	—	-47.90%
30	✓	Twelve Seas Investment Compa	Stock-Other	1.27%	—	—
31	✓	Iqiyi INC	Stock-Other	1.23%	—	—
32	SPLK 0.5 09-15-23	Splunk INC	Stock-Other	1.22%	—	—
33	GIX-U	Gigcapital2 INC	Stock-Other	1.16%	—	—
34	✓	Landcadia Hldgs Ii INC	Stock-Other	1.14%	—	—
35	✓	Netfin Acquisition CORP	Stock-Other	1.00%	—	—
36	✓	Cbl & Assoc Pptys INC	Stock-Other	0.99%	—	—
37	CCX-U	Churchill Capital CORP Ii	Stock-Other	0.93%	—	+41.17%
38	✓	Thunder Brdg Acquistion Ii L	Stock-Other	0.87%	—	—
39	PIC-U	Pivotal Investment CORP Ii	Stock-Other	0.87%	—	—
40	✓	Lf Cap Acquisition CORP	Stock-Other	0.83%	—	—
41	✓	Arya Sciences Acquisition Co	Stock-Other	0.82%	—	—
42	✓	Allegro Merger CORP	Stock-Other	0.76%	—	—
43	✓	Tiberius Acquisition CORP	Stock-Other	0.74%	—	—
44	✓	Amci Acquisition CORP	Stock-Other	0.73%	—	—
45	✓	Fellazo INC	Stock-Other	0.71%	—	—
46	✓	TKK Symphony Acquisition Corp	Stock-Other	0.68%	—	—
47	ECPG 2.875 03-15-21	Encore Capital Group INC	Stock-Other	0.67%	—	—
48	PRTK 4.75 05-01-24	Paratek Pharmaceuticals	Stock-Other	0.66%	—	—
49	CSGS 4.25 03-15-36	Csg Systems Internationa	Stock-Other	0.65%	—	-67.50%
50	BKLN	Invesco Senior Loan ETF	ETF-Other	0.64%	—	—

1–50 of 91

Holding changes this quarter

Position changes disclosed by Context Capital Management, LLC for the quarter ending Q3 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	LGND 0.75 05-15-23	Ligand Pharmaceuticals I	+1.9%	+296.30%	Add
2	INFN 2.125 09-01-24	Infinera CORP	+1.3%	+200.00%	Add
3	ICPT 2 05-15-26	Intercept Pharmas	+1.1%	+99.40%	Add
4	TISI 5 08-01-23	Team INC	+1%	+20.97%	Add
5	RDUS 3 09-01-24	Radius Health INC	+1%	+100.00%	Add
6	MDCO 2.75 07-15-23	Medicines Company	+0.9%	+40.00%	Add
7	ASRT 2.5 09-01-21	Assertio Therapeutics In	+0.9%	+36.31%	Add
8	✓	Iqiyi INC	+0.7%	+35.09%	Add
9	NH 5.5 12-15-21	Nanthealth INC	+0.3%	+31.85%	Add
10	CCX-U	Churchill Capital CORP Ii	+0.3%	+41.17%	Add
11	DISH 3.375 08-15-26	Dish Network CORP	+0.2%	+16.15%	Add
12	✓	Akerna CORP	-0.3%	-77.16%	Trim
13	MFA 6.25 06-15-24	Mfa Financial INC	-0.6%	-47.85%	Trim
14	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	-0.7%	-50.00%	Trim
15	VNE 4 06-01-24	Veoneer INC	-0.8%	-22.22%	Trim
16	COVPHA 3.25 06-01-22	Covis Finco Sarl	-0.9%	-17.54%	Trim
17	GDSHDG 2 06-01-25	Gds Holdings Limited	-1.1%	-47.90%	Trim
18	CSGS 4.25 03-15-36	Csg Systems Internationa	-1.4%	-67.50%	Trim
19	PDLI 2.75 12-01-21	Pdl Biopharma INC	-4.8%	-91.72%	Trim
20	PDLI 2.75 12-01-24	Pdl Biopharma INC	—	NEW	New buy
21	✓	Aurora Cannabis INC	—	EXIT	Sold out
22	TWO 6.25 01-15-22	Two Harbors Inv CORP	—	EXIT	Sold out
23	✓	Forum Merger Ii CORP	—	EXIT	Sold out
24	ADAM 6.25 01-15-22	New York Mortgage Trust	—	EXIT	Sold out
25	✓	Forum Merger CORP	—	NEW	New buy
26	✓	Tuscan Hldgs CORP Ii	—	NEW	New buy
27	SBE-U	Chargepoint Holdings INC	—	NEW	New buy
28	ECPG 3 07-01-20	Encore Capital Group INC	—	EXIT	Sold out
29	✓	Pinduoduo INC	—	NEW	New buy
30	ELGX 3.25 11-01-20	Endologix INC	—	EXIT	Sold out
31	SPLK 0.5 09-15-23	Splunk INC	—	NEW	New buy
32	MDCO 2.5 01-15-22	Medicines Company	—	EXIT	Sold out
33	✓	Netfin Acquisition CORP	—	NEW	New buy
34	✓	Graf Indl CORP	—	EXIT	Sold out
35	PIC-U	Pivotal Investment CORP Ii	—	NEW	New buy
36	✓	Thunder Brdg Acquistion Ii L	—	NEW	New buy
37	✓	Fellazo INC	—	NEW	New buy
38	ECPG 2.875 03-15-21	Encore Capital Group INC	—	NEW	New buy
39	PRTK 4.75 05-01-24	Paratek Pharmaceuticals	—	NEW	New buy
40	✓	Trinity Merger CORP	—	EXIT	Sold out
41	TMCX	Trinity Merger Corp-class A	—	NEW	New buy
42	✓	Yy INC	—	EXIT	Sold out
43	✓	Yy INC	—	EXIT	Sold out
44	IVC 5 02-15-21	Invacare CORP	—	EXIT	Sold out
45	✓	Gordon Pointe Acquisition Co	—	EXIT	Sold out
46	✓	Tilray INC	—	EXIT	Sold out
47	CHNG 6 06-30-22	Change Healthcare INC	—	EXIT	Sold out
48	✓	Apex Technology Acquisitn Co	—	NEW	New buy
49	✓	Tilray Inc	—	NEW	New buy
50	✓	Tpg Pace Energy Hold	—	EXIT	Sold out