Context Capital Management

Context Capital Management as of March 31, 2018

Portfolio Holdings for Context Capital Management

Context Capital Management holds 51 positions in its portfolio as reported in the March 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Pdl Biopharma Inc note 2.750 12/0 7.2 $9.9M 9.7M 1.02
Amag Pharmaceuticals Inc note 2.500% 2/1 5.7 $7.8M 7.6M 1.03
Carriage Svcs Inc note 2.750% 3/1 5.5 $7.6M 5.8M 1.31
Spdr S&p 500 Etf (SPY) 5.3 $7.4M 28k 263.14
Two Hbrs Invt Corp note 6.250% 1/1 5.1 $7.0M 6.8M 1.04
Renewable Energy Group Inc note 4.000% 6/1 4.9 $6.8M 5.0M 1.35
Arbor Realty Trust note 6.500 10/0 4.5 $6.2M 5.7M 1.09
Caesars Entmt Corp note 5.000%10/0 4.4 $6.1M 3.5M 1.75
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 3.9 $5.4M 5.0M 1.08
Microchip Technology Inc Tranche B note 2.2500% 15-feb-2037 3.9 $5.3M 4.4M 1.21
Tesla Motors Inc bond 3.2 $4.5M 4.5M 0.99
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 3.2 $4.5M 4.2M 1.07
Depomed Inc conv 2.7 $3.7M 4.5M 0.82
Encore Cap Group Inc note 3.000% 7/0 2.6 $3.6M 3.1M 1.15
Theravance Biopharma Inc note 3.250%11/0 2.6 $3.6M 3.5M 1.02
Endologix, Inc. 3.25% 11/01/2020 2.6 $3.5M 4.2M 0.85
Encore Cap Group Inc note 3.250% 3/1 2.5 $3.5M 3.0M 1.17
Solarcity Corp note 1.625%11/0 2.5 $3.5M 3.8M 0.92
Pretium Res Inc debt 2.250% 3/1 2.2 $3.1M 3.7M 0.83
Microchip Technology Inc note 1.625% 2/1 1.9 $2.7M 1.5M 1.78
Mtech Acquisition Corp unit 01/19/2023 1.9 $2.5M 250k 10.17
Granite Pt Mtg Tr Inc Note 5.62512/0 1.8 $2.5M 2.5M 0.98
Green Plains Inc conv bnd 1.4 $1.9M 2.0M 0.95
Nanthealth Inc bond 1.3 $1.8M 2.5M 0.71
Vector Group Ltd note 1.75% 4/15 1.2 $1.7M 1.5M 1.10
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.2 $1.6M 14k 117.36
Tiberius Acquisition Corp unit 02/28/2021 1.1 $1.5M 150k 10.09
Black Ridge Acquisition Corp unit 10/05/2022 1.1 $1.5M 140k 10.42
Nxp Semiconductors N V (NXPI) 1.0 $1.4M 12k 117.00
Qualcomm (QCOM) 1.0 $1.4M 25k 55.40
Gordon Pointe Acquisition Co unit 01/18/2023 0.9 $1.3M 125k 10.33
Gsv Cap Corp note 4.750% 3/2 0.9 $1.3M 1.3M 1.01
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.9 $1.2M 1.0M 1.18
New Mountain Finance Corp conv 0.8 $1.1M 1.1M 1.02
Mudrick Cap Acquisition Corp unit 02/01/2023 0.7 $1.0M 100k 10.22
Renewable Energy Group Inc mtnf 2.750% 6/1 0.7 $974k 877k 1.11
Ptc Therapeutics Inc conv bd us 0.7 $940k 1.0M 0.94
Industrea Acquisition Corp unit 07/21/2024 0.6 $832k 80k 10.40
Inseego Corp bond 0.6 $800k 1.0M 0.80
Pensare Acquisition Corp unit 07/27/2022 0.6 $752k 72k 10.43
Modern Media Acquisition unit 99/99/9999 0.5 $637k 60k 10.62
Tesla Inc convertible security 0.4 $525k 500k 1.05
Medicines Company 2.750000 07/15/2023 bond 0.3 $480k 500k 0.96
Gores Hldin-cw20 equity wrt 0.3 $472k 200k 2.36
Insmed Inc convertible security 0.3 $445k 500k 0.89
Pandora Media Inc note 1.750%12/0 0.3 $368k 400k 0.92
Simply Good Foods Co *w exp 07/07/202 0.3 $355k 100k 3.55
Willscot Corp *w exp 09/10/202 0.2 $334k 200k 1.67
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.2 $297k 300k 0.99
Mtech Acquisition Corp 0.2 $287k 30k 9.57
Forum Merger Corp *w exp 06/01/202 0.1 $88k 74k 1.19