Context Capital Management

Context Capital Management as of Sept. 30, 2018

Portfolio Holdings for Context Capital Management

Context Capital Management holds 69 positions in its portfolio as reported in the September 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 5.3 $9.2M 8.8M 1.04
Restoration Hardware Hldgs I note 6/1 4.9 $8.5M 7.0M 1.21
Two Hbrs Invt Corp note 6.250% 1/1 4.6 $8.0M 7.8M 1.03
Theravance Biopharma Inc note 3.250%11/0 4.5 $7.7M 6.5M 1.18
Pdl Biopharma Inc note 2.750 12/0 4.1 $7.0M 7.2M 0.98
Renewable Energy Group Inc note 4.000% 6/1 4.0 $6.8M 2.5M 2.73
Tesla Motors Inc bond 2.9 $4.9M 5.1M 0.96
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 2.9 $4.9M 5.0M 0.98
Intercept Pharmas conv 2.8 $4.8M 4.8M 1.01
Solarcity Corp note 1.625%11/0 2.8 $4.8M 5.5M 0.87
Microchip Technology Inc sdcv 2.125%12/1 2.7 $4.7M 4.4M 1.06
Dermira Inc note 3.000% 5/1 2.5 $4.3M 5.1M 0.83
Forum Merger Ii Corp unit 09/30/2025 2.4 $4.1M 406k 10.11
Caesars Entmt Corp note 5.000%10/0 2.3 $4.0M 2.5M 1.63
Team Inc note 5.000% 8/0 2.2 $3.8M 3.0M 1.27
Medicines Company 2.750000 07/15/2023 bond 2.1 $3.7M 4.0M 0.92
Sea Ltd debt 2.250% 7/0 2.0 $3.5M 3.5M 0.99
Pretium Res Inc debt 2.250% 3/1 1.9 $3.3M 3.8M 0.88
Gds Hldgs Ltd debt 2.000% 6/0 1.9 $3.2M 3.5M 0.92
Cm Seven Star Acquisition Co unit 08/21/2022 1.8 $3.2M 288k 11.00
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.8 $3.1M 27k 114.93
Encore Cap Group Inc note 3.000% 7/0 1.8 $3.1M 3.1M 1.00
Pure Acquisition Corp unit 04/13/2023 1.8 $3.1M 299k 10.37
Encore Cap Group Inc note 3.250% 3/1 1.7 $3.0M 3.0M 1.00
Nxp Semiconductors N V dbcv 1.000% 12/0 1.7 $3.0M 2.9M 1.04
Momo Inc debt 1.250% 7/0 1.7 $2.9M 3.0M 0.97
Endologix, Inc. 3.25% 11/01/2020 1.7 $2.9M 4.2M 0.69
Mtech Acquisition Corp unit 01/19/2023 1.5 $2.6M 215k 11.90
New Mtn Fin Corp note 5.750% 8/1 1.5 $2.5M 2.5M 1.01
Microchip Technology Inc note 1.625% 2/1 1.3 $2.3M 1.5M 1.52
Twelve Seas Investment Compa unit 06/21/2023 1.3 $2.2M 209k 10.35
Tesla Inc convertible security 1.2 $2.1M 2.0M 1.03
Infinera Corporation note 2.125% 9/0 1.2 $2.0M 2.0M 1.02
New Mountain Finance Corp conv 1.2 $2.0M 2.0M 1.01
Tkk Symphony Acquisition Cor unit 08/15/2023 1.1 $1.8M 180k 10.10
Tiberius Acquisition Corp unit 02/28/2021 0.9 $1.5M 150k 10.25
Thunder Bridge Acquisition L unit 01/01/2025 0.9 $1.5M 150k 10.16
Lf Cap Acquisition Corp unit 06/19/2025 0.8 $1.4M 139k 10.12
Gsv Cap Corp note 4.750% 3/2 0.8 $1.4M 1.4M 0.97
Nanthealth Inc bond 0.8 $1.3M 2.1M 0.63
Acorda Therap note 1.75% 6/15 0.8 $1.3M 1.5M 0.85
Gordon Pointe Acquisition Co unit 01/18/2023 0.8 $1.3M 125k 10.50
Allegro Merger Corp unit 12/31/2023 0.8 $1.3M 126k 10.27
Trinity Merger Corp 0.7 $1.3M 122k 10.28
Novavax Inc note 3.750% 2/0 0.7 $1.2M 2.0M 0.62
Aegerion Pharmaceuticals 2% Du cvbond 0.7 $1.1M 1.5M 0.76
Black Ridge Acquisition Corp unit 10/05/2022 0.7 $1.1M 101k 11.16
Encore Cap Europe Fin Ltd note 4.500% 9/0 0.6 $1.0M 1.0M 1.03
Bristow Group Inc note 4.500% 6/0 0.6 $1.0M 1.0M 1.02
Tenzing Acquisition Corp unit 08/24/2024 0.6 $1.0M 100k 10.06
Rovi Corp Note 0.500% 3/0 bond 0.6 $960k 1.0M 0.96
Spdr S&p 500 Etf (SPY) 0.6 $945k 3.3k 290.77
Calamp Corp convertible security 0.6 $938k 893k 1.05
Industrea Acquisition Corp unit 07/21/2024 0.5 $890k 80k 11.12
New York Mtg Tr Inc note 6.250% 1/1 0.5 $819k 827k 0.99
Radius Health Inc note 3.000% 9/0 0.5 $770k 1.0M 0.77
Hl Acquisitions Corp unit 06/21/2023 0.5 $770k 75k 10.27
Forum Merger Ii Corp cl a 0.4 $663k 69k 9.56
Longevity Acquisition Corp unit 08/29/2024 0.4 $666k 65k 10.25
Pensare Acquisition Corp unit 07/27/2022 0.3 $553k 52k 10.70
Mudrick Cap Acquisition Corp unit 02/01/2023 0.3 $515k 50k 10.30
Modern Media Acquisition unit 99/99/9999 0.2 $434k 40k 10.85
Vector Group Ltd note 1.75% 4/15 0.2 $313k 3.0k 104.33
Gores Hldin-cw20 equity wrt 0.2 $318k 300k 1.06
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.2 $300k 300k 1.00
Simply Good Foods (SMPL) 0.1 $198k 10k 19.41
Noveliontherapeuti.. 0.1 $189k 64k 2.97
Bison Cap Acquisition Corp *w exp 06/20/202 0.0 $52k 100k 0.52
Mtech Acquisition Corp warrants 0.0 $7.0k 6.5k 1.08