Context Capital Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
AMAG PHARMACEUTICALS INC	NOTE 3.250% 6/0	00163UAD8	12,630	14,068,000	PRN		SOLE		14,068,000	0	0
AMCI ACQUISITION CORP	*W EXP 05/20/202	00165R119	84	123,700	SH		SOLE		123,700	0	0
AEGERION PHARMACEUTICALS INC	NOTE 5.000% 4/0	00767EAC6	564	472,000	PRN		SOLE		472,000	0	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	3,221	4,000,000	PRN		SOLE		4,000,000	0	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	1,337	1,450,000	PRN		SOLE		1,450,000	0	0
AMPLITUDE HLTHCRE AQUSTIN CO	COM CL A	03212A105	496	50,000	SH		SOLE		50,000	0	0
AMPLITUDE HLTHCRE AQUSTIN CO	*W EXP 12/01/202	03212A113	30	25,000	SH		SOLE		25,000	0	0
AMRYT PHARMA PLC	SPONSORED ADS	03217L106	858	69,437	SH		SOLE		69,437	0	0
APEX TECHNOLOGY ACQUISITN CO	UNIT 06/11/2026	03768F201	885	75,000	SH		SOLE		75,000	0	0
APPLIED OPTOELECTRONICS INC	NOTE 5.000% 3/1	03823UAB8	4,588	5,000,000	PRN		SOLE		5,000,000	0	0
ARTIUS ACQUISITION INC	UNIT 99/99/9999	04316G204	31	3,000	SH		SOLE		3,000	0	0
BILIBILI INC	NOTE 1.375% 4/0	090040AB2	6,176	3,500,000	PRN		SOLE		3,500,000	0	0
CF FIN ACQUISITION CORP	COM CL A	12528N107	520	50,000	SH		SOLE		50,000	0	0
CF FIN ACQUISITION CORP	*W EXP 04/30/202	12528N115	271	276,304	SH		SOLE		276,304	0	0
CIIG MERGER CORP	UNIT 12/31/2026	12559C202	747	70,171	SH		SOLE		70,171	0	0
CF FINANCE ACQUISITION CORP	UNIT 08/01/2027	15725Q203	11,626	1,160,000	SH		SOLE		1,160,000	0	0
CHURCHILL CAPITAL CORP IV	UNIT 99/99/9999	171439201	11,626	890,000	SH		SOLE		890,000	0	0
CHURCHILL CAP CORP II	CL A	17143G106	2,167	205,392	SH		SOLE		205,392	0	0
CHURCHILL CAP CORP II	*W EXP 07/02/202	17143G114	109	50,104	SH		SOLE		50,104	0	0
CHURCHILL CAP CORP II	*W EXP 03/01/202	17144C112	745	372,598	SH		SOLE		372,598	0	0
CLIMATE CHANGE CRISIS REAL I	UNIT 99/99/9999	18716C209	50	5,000	SH		SOLE		5,000	0	0
CM LIFE SCIENCES INC	UNIT 09/01/2025	18978W208	2,094	200,000	SH		SOLE		200,000	0	0
COLLECTIVE GROWTH CORP	COM CL A	19424L101	165	16,693	SH		SOLE		16,693	0	0
COLLECTIVE GROWTH CORP	*W EXP 04/30/202	19424L119	5	8,346	SH		SOLE		8,346	0	0
DMY TECHNOLOGY GROUP INC	*W EXP 02/21/202	233253111	255	84,949	SH		SOLE		84,949	0	0
DMY TECHNOLOGY GROUP INC	UNIT 99/99/9999	233277201	802	78,400	SH		SOLE		78,400	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	4,590	5,000,000	PRN		SOLE		5,000,000	0	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	7,356	8,174,000	PRN		SOLE		8,174,000	0	0
E MERGE TECHNOLOGY ACQUISITI	UNIT 07/30/2025	26873Y203	5,746	570,000	SH		SOLE		570,000	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	19,424	20,876,000	PRN		SOLE		20,876,000	0	0
ENCORE CAP GROUP INC	NOTE 3.250% 3/1	292554AK8	4,334	4,016,000	PRN		SOLE		4,016,000	0	0
ENCORE CAP GROUP INC	NOTE 3.250%10/0	292554AM4	2,845	2,500,000	PRN		SOLE		2,500,000	0	0
ENCORE CAP GROUP INC	NOTE 4.500% 9/0	29260UAA5	817	750,000	PRN		SOLE		750,000	0	0
EQUITY DISTR ACQUISITION COR	UNIT 99/99/9999	29465E205	3,090	300,000	SH		SOLE		300,000	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	1,135	1,500,000	PRN		SOLE		1,500,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	3,511	3,000,000	PRN		SOLE		3,000,000	0	0
EXPERIENCE INVT CORP	COM CL A	30217C109	1,779	176,984	SH		SOLE		176,984	0	0
FALCON CAPITAL ACQUISITN COR	UNIT 08/20/2027	30606L207	3,087	300,000	SH		SOLE		300,000	0	0
FINSERV ACQUISITION CORP	CL A	318085107	1,003	100,000	SH		SOLE		100,000	0	0
FINSERV ACQUISITION CORP	*W EXP 12/31/202	318085115	50	50,000	SH		SOLE		50,000	0	0
FINTECH ACQUISITION CORP III	COM CL A	31811A101	784	76,000	SH		SOLE		76,000	0	0
FINTECH ACQUISITION CORP III	*W EXP 12/01/202	31811A119	43	27,600	SH		SOLE		27,600	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	10,283	13,000,000	PRN		SOLE		13,000,000	0	0
FOLEY TRASIMENE ACQUISITION	UNIT 99/99/9999	344328208	3,060	300,000	SH		SOLE		300,000	0	0
FORUM MERGER II CORP	*W EXP 09/30/202	34986F111	2,833	319,421	SH		SOLE		319,421	0	0
FORUM MERGER III CORP	UNIT 08/24/2027	349885202	6,370	610,200	SH		SOLE		610,200	0	0
FUSION ACQUISITION CORP	UNIT 99/99/9999	36118H204	4,069	395,000	SH		SOLE		395,000	0	0
GO ACQUISITION CORP	UNIT 08/31/2027	362019200	50	5,000	SH		SOLE		5,000	0	0
GX ACQUISITION CORP	COM CL A	36251A107	3,150	300,000	SH		SOLE		300,000	0	0
GX ACQUISITION CORP	*W EXP 05/24/202	36251A115	240	150,000	SH		SOLE		150,000	0	0
GS ACQUISITION HLDGS CORP II	UNIT 99/99/9999	36258Q204	56	5,000	SH		SOLE		5,000	0	0
GIGCAPITAL2 INC	COM	375036100	2,018	198,600	SH		SOLE		198,600	0	0
GIGCAPITAL2 INC	*W EXP 02/28/202	375036118	181	198,600	SH		SOLE		198,600	0	0
GIGCAPITAL2 INC	RIGHT 02/28/2026	375036126	66	198,600	SH		SOLE		198,600	0	0
GOSSAMER BIO INC	NOTE 5.000% 6/0	38341PAA0	7,399	7,250,000	SH		SOLE		7,250,000	0	0
GRID DYNAMICS HLDGS INC	*W EXP 03/05/202	39813G117	260	146,124	SH		SOLE		146,124	0	0
HALL OF FAME RESORT & ENTMT	*W EXP 07/01/202	40619L110	13	51,600	SH		SOLE		51,600	0	0
HAYMAKER ACQUISITION CORP II	COM CL A	42087L101	1,000	100,000	SH		SOLE		100,000	0	0
HAYMAKER ACQUISITION CORP II	*W EXP 10/31/202	42087L119	33	33,333	SH		SOLE		33,333	0	0
HEALTHCARE MERGER CORP	COM CL A	42227L102	761	75,000	SH		SOLE		75,000	0	0
HEALTHCARE MERGER CORP	*W EXP 12/17/202	42227L110	67	37,500	SH		SOLE		37,500	0	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	999	1,000,000	PRN		SOLE		1,000,000	0	0
HOLICITY INC	UNIT 08/05/2025	435063201	259	25,000	SH		SOLE		25,000	0	0
HOSTESS BRANDS INC	*W EXP 11/04/202	44109J114	360	438,600	SH		SOLE		438,600	0	0
HYCROFT MINING HOLDING CORP	*W EXP 02/12/202	44862P117	71	45,500	SH		SOLE		45,500	0	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	10,843	11,750,000	PRN		SOLE		11,750,000	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	1,628	1,500,000	PRN		SOLE		1,500,000	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	12,702	15,799,000	PRN		SOLE		15,799,000	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 2.000% 5/1	45845PAB4	5,145	7,485,000	PRN		SOLE		7,485,000	0	0
INTERPRIVATE ACQUISITION COR	COM	46064A103	38	3,800	SH		SOLE		3,800	0	0
INTERPRIVATE ACQUISITION COR	*W EXP 10/24/202	46064A111	59	71,900	SH		SOLE		71,900	0	0
IQIYI INC	DEBT 3.750%12/0	46267XAB4	8,740	8,250,000	PRN		SOLE		8,250,000	0	0
IQIYI INC	DEBT 2.000% 4/0	46267XAD0	5,812	6,126,000	PRN		SOLE		6,126,000	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	1,034	1,000,000	PRN		SOLE		1,000,000	0	0
ISHARES TR	CORE US AGGBD ET	464287226	6,446	54,600	SH		SOLE		54,600	0	0
KALEYRA INC	*W EXP 12/12/202	483379111	489	344,031	SH		SOLE		344,031	0	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	355	197,403	SH		SOLE		197,403	0	0
LANDCADIA HLDGS II INC	*W EXP 05/09/202	51476X113	293	66,632	SH		SOLE		66,632	0	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	3,376	3,743,000	PRN		SOLE		3,743,000	0	0
LIONHEART ACQUISITION CORP I	UNIT 08/13/2025	53625R203	2,997	300,900	SH		SOLE		300,900	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	5,569	5,000,000	PRN		SOLE		5,000,000	0	0
MERIDA MERGER CORP I	COM	58953M106	3,696	373,902	SH		SOLE		373,902	0	0
MERIDA MERGER CORP I	*W EXP 11/07/202	58953M114	111	201,150	SH		SOLE		201,150	0	0
MESA LABS INC	NOTE 1.375% 8/1	59064RAA7	1,089	1,000,000	PRN		SOLE		1,000,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 2.250% 2/1	595017AH7	4,627	3,100,000	PRN		SOLE		3,100,000	0	0
NANTHEALTH INC	NOTE 5.500%12/1	630104AB3	11,322	12,240,000	PRN		SOLE		12,240,000	0	0
NAVSIGHT HLDGS INC	UNIT 99/99/9999	639358209	8,908	885,447	SH		SOLE		885,447	0	0
NESCO HLDGS INC	*W EXP 01/01/202	64083J112	88	293,036	SH		SOLE		293,036	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	4,125	3,000,000	PRN		SOLE		3,000,000	0	0
NEVRO CORP	NOTE 2.750% 4/0	64157FAC7	768	500,000	PRN		SOLE		500,000	0	0
NORTHERN GENESIS ACQUISITION	UNIT 07/31/2027	66516T203	1,495	149,600	SH		SOLE		149,600	0	0
NOVAVAX INC	NOTE 3.750% 2/0	670002AB0	2,991	2,500,000	PRN		SOLE		2,500,000	0	0
OMEROS CORP	NOTE 6.250%11/1	682143AE2	8,508	9,000,000	PRN		SOLE		9,000,000	0	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	5,073	4,287,000	PRN		SOLE		4,287,000	0	0
PAE INC	*W EXP 09/11/202	69290Y117	465	211,187	SH		SOLE		211,187	0	0
PDL BIOPHARMA INC	COM	69329Y104	1,465	465,172	SH		SOLE		465,172	0	0
PRA GROUP INC	NOTE 3.500% 6/0	69354NAB2	10,717	9,800,000	PRN		SOLE		9,800,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	2,818	2,500,000	PRN		SOLE		2,500,000	0	0
PERSHING SQUARE TONTINE HLDG	COM CL A	71531R109	454	20,000	SH		SOLE		20,000	0	0
PERSHING SQUARE TONTINE HLDG	*W EXP 07/24/202	71531R117	16	2,220	SH		SOLE		2,220	0	0
PIVOTAL INVT CORP II	*W EXP 06/01/202	72582K118	185	50,000	SH		SOLE		50,000	0	0
PROPERTY SOLUTIONS ACQUISITI	UNIT 03/30/2027	74348Q207	6,054	599,990	SH		SOLE		599,990	0	0
PURPLE INNOVATION INC	*W EXP 02/02/202	74640Y114	2,328	344,388	SH		SOLE		344,388	0	0
QUDIAN INC	DEBT 1.000% 7/0	G7314VAA8	740	1,000,000	PRN		SOLE		1,000,000	0	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	2,124	2,592,000	PRN		SOLE		2,592,000	0	0
RETROPHIN INC	NOTE 2.500% 9/1	761299AB2	8,782	10,233,000	PRN		SOLE		10,233,000	0	0
SPDR GOLD TR	GOLD SHS	78463V107	453	2,560	SH		SOLE		2,560	0	0
SEA LTD	DEBT 2.375%12/0	G7948TAE9	13,086	7,000,000	PRN		SOLE		7,000,000	0	0
SEACOR HOLDINGS INC	NOTE 2.500%12/1	811904AM3	8,766	9,900,000	PRN		SOLE		9,900,000	0	0
SEACOR HOLDINGS INC	NOTE 3.250% 5/1	811904AN1	2,440	3,250,000	PRN		SOLE		3,250,000	0	0
SPIRIT AIRLS INC	NOTE 4.750% 5/1	848577AA0	726	500,000	PRN		SOLE		500,000	0	0
STABLE RD ACQUISITION CORP	COM CL A	85236Q109	504	50,000	SH		SOLE		50,000	0	0
STABLE RD ACQUISITION CORP	*W EXP 05/15/202	85236Q117	29	25,000	SH		SOLE		25,000	0	0
STAR PEAK ENERGY TRANSITION	UNIT 99/99/9999	855185203	1,538	150,000	SH		SOLE		150,000	0	0
SWITCHBACK ENERGY ACQUISTN C	*W EXP 07/25/202	87105M110	460	98,035	SH		SOLE		98,035	0	0
TAILWIND ACQUISITION CORP	UNIT 09/07/2027	87403Q201	5,025	500,000	SH		SOLE		500,000	0	0
THERATECHNOLOGIES INC	NOTE 5.750% 6/3	88338HAA8	62	69,000	PRN		SOLE		69,000	0	0
THERAVANCE BIOPHARMA INC	NOTE 3.250%11/0	88339KAA0	6,345	7,250,000	PRN		SOLE		7,250,000	0	0
TILRAY INC	DEBT 5.000%10/0	88688TAB6	520	1,300,000	PRN		SOLE		1,300,000	0	0
TUSCAN HOLDINGS CORP	COM	90069K104	602	59,100	SH		SOLE		59,100	0	0
TUSCAN HOLDINGS CORP	*W EXP 04/01/202	90069K112	30	59,100	SH		SOLE		59,100	0	0
TUSCAN HLDGS CORP II	COM	90070A103	2,994	300,000	SH		SOLE		300,000	0	0
TUSCAN HLDGS CORP II	*W EXP 99/99/999	90070A111	68	150,000	SH		SOLE		150,000	0	0
UTZ BRANDS INC	*W EXP 08/28/202	918090119	4,287	655,503	SH		SOLE		655,503	0	0
VELODYNE LIDAR INC	*W EXP 09/29/202	92259F119	379	77,500	SH		SOLE		77,500	0	0
VEONEER INCORPORATED	NOTE 4.000% 6/0	92336XAA7	12,760	12,946,000	PRN		SOLE		12,946,000	0	0
VESPER HEALTHCARE ACQSTN COR	UNIT 99/99/9999	92538T203	3,078	300,000	SH		SOLE		300,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	7,004	7,270,000	PRN		SOLE		7,270,000	0	0
XERIS PHARMACEUTICALS INC	NOTE 5.000% 7/1	98422LAA5	6,256	3,240,000	PRN		SOLE		3,240,000	0	0
YY INC	DEBT 1.375% 6/1	G9887YAC1	3,760	3,500,000	PRN		SOLE		3,500,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	864	500,000	PRN		SOLE		500,000	0	0
ACE CONVERGENCE ACQU CORP	UNIT 99/99/9999	G0083D112	5,873	572,936	SH		SOLE		572,936	0	0
ARCLIGHT CLEAN TRANSITION CO	UNIT 09/21/2025	G04561117	1,004	100,000	SH		SOLE		100,000	0	0
ASCENDANT DIGITAL ACQUISITIO	UNIT 99/99/9999	G05155125	4,734	450,000	SH		SOLE		450,000	0	0
Cohn Robbins Holdings Corp	UNIT 08/11/2025	G23726121	5,045	500,000	SH		SOLE		500,000	0	0
D8 Holdings Corp	UNIT 99/99/9999	G2614K102	1,577	156,649	SH		SOLE		156,649	0	0
ARYA SCIENCES ACQUISITION CO	*W EXP 06/09/202	G31655106	162	90,000	SH		SOLE		90,000	0	0
ARYA SCIENCES ACQUISITION CO	COM CL A	G31655122	2,822	270,000	SH		SOLE		270,000	0	0
Ftac Olympus Acquisition Cor	UNIT 08/24/2025	G37288118	6,000	600,000	SH		SOLE		600,000	0	0
GALILEO ACQUISITION CORP	shs	G3770A102	1,733	175,000	SH		SOLE		175,000	0	0
GALILEO ACQUISITION CORP	*W EXP 10/31/202	G3770A110	108	175,000	SH		SOLE		175,000	0	0
Horizon Acquisition Corp	UNIT 99/99/9999	G46049121	2,601	250,000	SH		SOLE		250,000	0	0
LIV Capital Acquisition Corp	CL A	G5510C108	1,773	180,000	SH		SOLE		180,000	0	0
LIV Capital Acquisition Corp	UNIT 99/99/9999	G5510C124	85	180,000	SH		SOLE		180,000	0	0
Prime Impac Acquisition I	UNIT 10/01/2030	G61074111	6,012	600,000	SH		SOLE		600,000	0	0
Qell Acquisition Corp	UNIT 10/01/2025	G7307X121	916	90,152	SH		SOLE		90,152	0	0
RedBall Acquisition Corp	UNIT 99/99/9999	G7417R121	5,165	488,600	SH		SOLE		488,600	0	0
SCVX Corp	*W EXP 01/24/202	G79448117	75	50,000	SH		SOLE		50,000	0	0
SCVX Corp	COM	G79448208	1,000	100,000	SH		SOLE		100,000	0	0
THUNDER BRDG ACQUISTION II L	*W EXP 11/30/202	G8857S108	101	75,000	SH		SOLE		75,000	0	0
THUNDER BRDG ACQUISTION II L	CL A SHS	G8857S116	1,530	150,000	SH		SOLE		150,000	0	0
Tortoise Acquisition II Corp	UNIT 06/14/2027	G89554110	3,264	300,000	SH		SOLE		300,000	0	0
Brooge Holdings ltd	*W EXP 12/20/202	G1611B115	54	108,000	SH		SOLE		108,000	0	0
Union Acquisition Corp II	SHS	G9402Q100	993	100,000	SH		SOLE		100,000	0	0
Union Acquisition Corp II	*W EXP 04/01/202	G9402Q126	75	100,000	SH		SOLE		100,000	0	0
VPC Impact Acquisition Hold	UNIT 09/22/2025	G9441E126	4,000	400,000	SH		SOLE		400,000	0	0
AKAZOO SA	*W EXP 09/11/202	L0164E116	0	20,000	SH		SOLE		20,000	0	0
AGBA ACQUISITION LTD	SHS	G0120M109	1,349	130,000	SH		SOLE		130,000	0	0
AGBA ACQUISITION LTD	*W EXP 05/10/202	G0120M117	42	130,000	SH		SOLE		130,000	0	0
AGBA ACQUISITION LTD	RIGHT 05/10/2024	G0120M125	30	130,000	SH		SOLE		130,000	0	0
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	93	45,073	SH		SOLE		45,073	0	0
LONGEVITY ACQUISITION CORP	RIGHT 07/31/2020	G56372124	12	51,200	SH		SOLE		51,200	0	0
TENZING ACQUISITION CORP	UNIT 08/24/2024	G8708A124	20	39,300	SH		SOLE		39,300	0	0
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	79	75,073	SH		SOLE		75,073	0	0
HL ACQUISITIONS CORP	RIGHT 07/17/2023	G4603R130	13	51,200	SH		SOLE		51,200	0	0