Context Capital Management

Context Capital Management as of Dec. 31, 2018

Portfolio Holdings for Context Capital Management

Context Capital Management holds 80 positions in its portfolio as reported in the December 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 5.6 $9.9M 9.7M 1.02
Amag Pharmaceuticals Inc note 2.500% 2/1 4.6 $8.1M 8.8M 0.92
Restoration Hardware Hldgs I note 6/1 4.4 $7.8M 7.0M 1.12
Two Hbrs Invt Corp note 6.250% 1/1 4.0 $7.1M 7.2M 0.98
Theravance Biopharma Inc note 3.250%11/0 3.8 $6.7M 6.5M 1.03
Tesla Motors Inc bond 3.2 $5.8M 5.1M 1.13
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 3.2 $5.6M 6.0M 0.94
Solarcity Corp note 1.625%11/0 3.0 $5.3M 5.6M 0.94
Team Inc note 5.000% 8/0 2.5 $4.5M 4.5M 1.00
Depomed Inc conv 2.5 $4.4M 6.5M 0.68
Dermira Inc note 3.000% 5/1 2.5 $4.4M 5.6M 0.78
Iqiyi Inc bond 2.4 $4.3M 4.5M 0.96
Microchip Technology Inc sdcv 2.125%12/1 2.4 $4.3M 4.4M 0.98
Granite Pt Mtg Tr Inc Note 5.62512/0 2.1 $3.7M 3.8M 0.99
Everbridge Inc bond 2.0 $3.5M 2.0M 1.77
Pretium Res Inc debt 2.250% 3/1 2.0 $3.5M 3.9M 0.91
Ari 5.375% 10/15/23 1.9 $3.4M 3.5M 0.96
Pure Acquisition Corp unit 04/13/2023 1.8 $3.2M 309k 10.40
Momo Inc debt 1.250% 7/0 1.7 $3.1M 3.9M 0.78
Medicines Company 2.750000 07/15/2023 bond 1.7 $3.0M 4.0M 0.76
Sea Ltd debt 2.250% 7/0 1.7 $3.0M 3.5M 0.87
Vector Group Ltd note 1.75% 4/15 1.7 $3.0M 3.0M 1.01
Encore Cap Group Inc note 3.250% 3/1 1.6 $2.9M 3.5M 0.82
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 1.6 $2.8M 3.0M 0.93
Gds Hldgs Ltd debt 2.000% 6/0 1.4 $2.5M 3.5M 0.72
New Mtn Fin Corp note 5.750% 8/1 1.4 $2.5M 2.5M 0.99
iShares Lehman Aggregate Bond (AGG) 1.4 $2.4M 23k 106.48
Tesla Inc convertible security 1.4 $2.4M 2.0M 1.22
Dd3 Acquisition Corp unit 10/12/2023 1.3 $2.3M 227k 10.02
Mtech Acquisition Corp unit 01/19/2023 1.2 $2.2M 203k 10.59
Tilray Inc debt 5.000%10/0 1.2 $2.2M 3.0M 0.72
Twelve Seas Investment Compa unit 06/21/2023 1.2 $2.1M 208k 10.26
Graf Industrial Red Unt 1.1 $2.0M 200k 10.00
Endologix, Inc. 3.25% 11/01/2020 1.1 $2.0M 2.7M 0.72
Arya Sciences Acquisition Co unit 10/04/2023 1.1 $1.9M 181k 10.34
Tkk Symphony Acquisition Cor unit 08/15/2023 1.0 $1.8M 180k 10.09
Medicines Company conv 1.0 $1.7M 2.0M 0.86
Gsv Cap Corp note 4.750% 3/2 1.0 $1.7M 1.9M 0.88
Tiberius Acquisition Corp unit 02/28/2021 0.9 $1.5M 151k 10.21
Thunder Bridge Acquisition L unit 01/01/2025 0.9 $1.5M 150k 10.18
Amci Acquisition Corp unit 01/07/2019 0.8 $1.5M 150k 9.95
Lf Cap Acquisition Corp unit 06/19/2025 0.8 $1.4M 139k 10.13
Gordon Pointe Acquisition Co unit 01/18/2023 0.7 $1.3M 125k 10.38
Allegro Merger Corp unit 12/31/2023 0.7 $1.3M 126k 10.32
Trinity Merger Corp 0.7 $1.3M 122k 10.33
Nanthealth Inc bond 0.7 $1.2M 2.1M 0.58
SPDR DJ Wilshire Large Cap Value (SPYV) 0.7 $1.2M 45k 27.16
Novavax Inc note 3.750% 2/0 0.7 $1.2M 2.0M 0.61
Aegerion Pharmaceuticals 2% Du cvbond 0.6 $1.1M 1.5M 0.76
New York Mtg Tr Inc note 6.250% 1/1 0.6 $1.1M 1.1M 0.99
Invesco Senior Loan Etf otr (BKLN) 0.6 $1.1M 50k 21.78
Black Ridge Acquisition Corp unit 10/05/2022 0.6 $1.1M 101k 10.45
Clovis Oncology Inc note 1.250% 5/0 0.6 $1.1M 1.5M 0.70
Encore Cap Group Inc note 3.000% 7/0 0.6 $1.0M 1.1M 0.91
Tenzing Acquisition Corp unit 08/24/2024 0.6 $1.0M 100k 10.07
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.6 $972k 8.0k 121.50
Chaserg Technlgy Acquisitn C unit 09/30/2023 0.5 $939k 94k 9.99
Intercept Pharmas conv 0.5 $930k 1.0M 0.93
Vanguard Total Stock Market ETF (VTI) 0.5 $868k 6.8k 127.65
Vanguard Large-Cap ETF (VV) 0.5 $827k 7.2k 114.86
Fintech Acquisition Corp Iii unit 12/01/2023 0.5 $800k 80k 10.00
Hl Acquisitions Corp unit 06/21/2023 0.4 $772k 75k 10.35
Magnolia Oil & Gas Corp tpg pace energy hold 0.4 $764k 252k 3.03
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.4 $722k 6.4k 112.81
iShares iBoxx $ High Yid Corp Bond (HYG) 0.4 $697k 8.6k 81.05
Forum Merger Ii Corp cl a 0.4 $670k 69k 9.66
Longevity Acquisition Corp unit 08/29/2024 0.4 $661k 65k 10.17
Mtech Acquisition Corp 0.4 $640k 63k 10.10
Pensare Acquisition Corp unit 07/27/2022 0.3 $545k 52k 10.54
Mudrick Cap Acquisition Corp unit 02/01/2023 0.3 $515k 50k 10.30
Modern Media Acquisition unit 99/99/9999 0.2 $415k 40k 10.38
Infinera Corporation note 2.125% 9/0 0.2 $365k 500k 0.73
Cf Fin Acquisition Corp unit 04/30/2025 0.2 $364k 36k 10.00
Spdr S&p 500 Etf (SPY) 0.2 $300k 1.2k 250.00
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.2 $297k 300k 0.99
Noveliontherapeuti.. 0.0 $54k 64k 0.85
Spirit Realty Capital Inc convertible cor 0.0 $30k 30k 1.00
Bison Cap Acquisition Corp *w exp 06/20/202 0.0 $20k 100k 0.20
Black Ridge Acquisition Corp *w exp 07/10/202 0.0 $3.0k 10k 0.30
Mtech Acquisition Corp warrants 0.0 $6.0k 9.5k 0.63