Context Capital Management, LLC

Q1 2018 13F Holdings Report, Stock Holdings

Signature - Title
Michael S. Rosen - Managing Member
Location
Lajolla, CA
Holdings as of
March 31, 2018
Value $
$138M
Num holdings
51
Date filed
5/14/2018, 04:35 PM
Form type
13F-HR
Description
All US holdings of this investor are reported in this report. Top holdings included SPY, MTECU, LQD, TIBRU, and BRACU.
Previous filing
Q4 2017 - Feb 13, 2018
Filing 2018 Q1 compared to 2017 Q4 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Michael S. Rosen Managing Member La Jolla, California 5/14/2018

Other Included Managers (1):

Num Name Location File Number
1 Prelude Capital Management, Llc New York, NY 028-12257