Compliance Officer

0001301396-19-000006.txt : 20190814 0001301396-19-000006.hdr.sgml : 20190814 20190814161157 ACCESSION NUMBER: 0001301396-19-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190814 DATE AS OF CHANGE: 20190814 EFFECTIVENESS DATE: 20190814 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: 191026472 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 06-30-2019 06-30-2019 Context Capital Management, LLC

2223 AVENIDA DE LA PLAYA SUITE 300 LA JOLLA CA 92037

13F HOLDINGS REPORT 028-10965 N GRACE M BRESCIA Compliance Officer 8455161946 GRACE M BRESCIA Hopewell Junction NY 08-14-2019 0 92 172413 false INFORMATION TABLE 2 13fversiontwo2q19.xml AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 9153 11400000 PRN SOLE 11400000 0 0 AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 1265 123700 SH SOLE 123700 0 0 AKERNA CORP *W EXP 01/30/202 00973W110 467 157055 SH SOLE 157055 0 0 ALLEGRO MERGER CORP UNIT 12/31/2023 01749N301 1329 126509 SH SOLE 126509 0 0 APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 4338 4335000 PRN SOLE 4335000 0 0 AURORA CANNABIS INC DEBT 5.500% 2/2 C0534LAA3 4632 4800000 PRN SOLE 4800000 0 0 BLACK RIDGE ACQUISITION CORP UNIT 10/05/2022 09216T115 41 99500 SH SOLE 99500 0 0 BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 38 91200 SH SOLE 91200 0 0 BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 311 300000 PRN SOLE 300000 0 0 CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 3457 3111000 PRN SOLE 3111000 0 0 CHANGE 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300000 0 0 GIGCAPITAL2 INC UNIT 02/28/2026 375036209 1992 198600 SH SOLE 198600 0 0 GORDON POINTE ACQUISITION CO COM CLASS A 382788107 946 91600 SH SOLE 91600 0 0 GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 31 91600 SH SOLE 91600 0 0 GRAF INDL CORP UNIT 12/31/2025 384278206 1683 163600 SH SOLE 163600 0 0 HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 1021 100000 SH SOLE 100000 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 1213 638600 SH SOLE 638600 0 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 855 1250000 PRN SOLE 1250000 0 0 INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 0 13264 SH SOLE 13264 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 2486 2500000 PRN SOLE 2500000 0 0 INVACARE CORP NOTE 5.000% 2/1 461203AF8 981 1200000 PRN SOLE 1200000 0 0 INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 1133 50000 SH SOLE 50000 0 0 IQIYI INC DEBT 3.750%12/0 G4939KAA4 6288 5700000 PRN SOLE 5700000 0 0 IQIYI INC DEBT 2.000% 4/0 G4939KAB2 2470 2500000 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