Context Capital Management

Context Capital Management as of June 30, 2018

Portfolio Holdings for Context Capital Management

Context Capital Management holds 44 positions in its portfolio as reported in the June 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Amag Pharmaceuticals Inc note 2.500% 2/1 7.7 $9.0M 8.8M 1.02
Renewable Energy Group Inc note 4.000% 6/1 7.7 $9.0M 5.0M 1.79
Pdl Biopharma Inc note 2.750 12/0 6.5 $7.5M 8.2M 0.92
Theravance Biopharma Inc note 3.250%11/0 4.7 $5.4M 5.5M 0.99
Vector Group Ltd note 1.75% 4/15 4.6 $5.3M 5.0M 1.06
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 4.5 $5.3M 5.0M 1.05
Microchip Technology Inc sdcv 2.125%12/1 4.5 $5.2M 4.4M 1.19
Tesla Motors Inc bond 4.4 $5.1M 4.5M 1.13
Depomed Inc conv 3.9 $4.5M 5.5M 0.82
Caesars Entmt Corp note 5.000%10/0 3.6 $4.2M 2.5M 1.71
Endologix, Inc. 3.25% 11/01/2020 3.3 $3.8M 4.2M 0.92
Solarcity Corp note 1.625%11/0 3.0 $3.5M 3.8M 0.93
Encore Cap Group Inc note 3.000% 7/0 2.7 $3.2M 3.1M 1.01
Pretium Res Inc debt 2.250% 3/1 2.7 $3.1M 3.6M 0.87
Encore Cap Group Inc note 3.250% 3/1 2.6 $3.1M 3.0M 1.02
Medicines Company 2.750000 07/15/2023 bond 2.6 $3.0M 3.0M 1.01
Microchip Technology Inc note 1.625% 2/1 2.3 $2.6M 1.5M 1.76
Mtech Acquisition Corp unit 01/19/2023 2.2 $2.6M 250k 10.45
Tesla Inc convertible security 2.1 $2.4M 2.0M 1.22
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.1 $2.4M 21k 114.57
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 2.0 $2.3M 2.2M 1.07
Dermira Inc note 3.000% 5/1 1.8 $2.1M 2.5M 0.83
Lf Cap Acquisition Corp unit 06/19/2025 1.7 $2.0M 200k 10.07
Chart Industries 2% conv 1.6 $1.9M 1.9M 1.01
Mudrick Cap Acquisition Corp unit 02/01/2023 1.3 $1.5M 140k 10.85
Tiberius Acquisition Corp unit 02/28/2021 1.3 $1.5M 150k 10.07
Nanthealth Inc bond 1.3 $1.5M 2.2M 0.67
Nxp Semiconductors N V (NXPI) 1.1 $1.3M 12k 109.25
Gordon Pointe Acquisition Co unit 01/18/2023 1.1 $1.3M 125k 10.17
Trinity Merger Corp 1.1 $1.2M 122k 10.06
Black Ridge Acquisition Corp unit 10/05/2022 0.9 $1.1M 101k 10.45
Gsv Cap Corp note 4.750% 3/2 0.8 $960k 1.0M 0.96
Rovi Corp Note 0.500% 3/0 bond 0.8 $950k 1.0M 0.95
Calamp Corp convertible security 0.8 $956k 893k 1.07
Clovis Oncology Inc note 1.250% 5/0 0.8 $920k 1.0M 0.92
Spdr S&p 500 Etf (SPY) 0.8 $882k 3.3k 271.38
Industrea Acquisition Corp unit 07/21/2024 0.7 $834k 80k 10.42
Pensare Acquisition Corp unit 07/27/2022 0.5 $548k 52k 10.60
Intercept Pharmas conv 0.4 $495k 5.5M 0.09
Willscot Corp *w exp 09/10/202 0.4 $452k 200k 2.26
Simply Good Foods Co *w exp 07/07/202 0.4 $415k 100k 4.15
Gores Hldin-cw20 equity wrt 0.3 $340k 200k 1.70
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.2 $294k 300k 0.98
Mtech Acquisition Corp 0.2 $293k 30k 9.77