Context Capital Management

Context Capital Management as of March 31, 2019

Portfolio Holdings for Context Capital Management

Context Capital Management holds 86 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Tiberius Acquisition Corp unit 02/28/2021 7.4 $12M 116k 104.50
Pdl Biopharma Inc note 2.750 12/0 6.6 $11M 9.5M 1.15
Amag Pharmaceuticals Inc note 2.500% 2/1 5.2 $8.6M 9.9M 0.87
Iqiyi Inc bond 4.1 $6.8M 5.7M 1.19
Theravance Biopharma Inc note 3.250%11/0 3.5 $5.8M 6.0M 0.97
Opko Health Inc convertible security 2.9 $4.8M 5.0M 0.95
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 2.7 $4.4M 4.0M 1.10
Depomed Inc conv 2.6 $4.2M 5.5M 0.77
Gds Hldgs Ltd debt 2.000% 6/0 2.5 $4.0M 4.2M 0.97
Encore Cap Group Inc note 3.250% 3/1 2.4 $4.0M 4.5M 0.89
Team Inc note 5.000% 8/0 2.4 $4.0M 3.7M 1.08
Aurora Cannabis Inc debt 5.500% 2/2 2.2 $3.6M 3.8M 0.96
Two Hbrs Invt Corp note 6.250% 1/1 2.1 $3.5M 3.5M 1.01
Sea Ltd debt 2.250% 7/0 2.1 $3.5M 2.5M 1.39
Forum Merger Ii Corp unit 09/30/2025 2.1 $3.5M 336k 10.35
Microchip Technology Inc sdcv 2.125%12/1 2.1 $3.4M 3.1M 1.10
Ari 5.375% 10/15/23 2.0 $3.3M 3.4M 0.98
Restoration Hardware Hldgs I note 6/1 1.9 $3.1M 3.1M 1.01
New York Mtg Tr Inc note 6.250% 1/1 1.9 $3.1M 3.1M 1.00
Medicines Company 2.750000 07/15/2023 bond 1.8 $3.0M 3.5M 0.85
Cm Seven Star Acquisition 1.8 $3.0M 288k 10.33
Pure Acquisition Corp unit 04/13/2023 1.6 $2.5M 240k 10.58
iShares Lehman Aggregate Bond (AGG) 1.5 $2.5M 23k 109.09
Encore Cap Group Inc note 3.000% 7/0 1.5 $2.5M 2.6M 0.96
Tilray Inc debt 5.000%10/0 1.5 $2.5M 3.0M 0.84
Dermira Inc note 3.000% 5/1 1.4 $2.3M 2.6M 0.89
Twelve Seas Investment Compa unit 06/21/2023 1.3 $2.2M 208k 10.55
Prospect Capital Corporation note 1.3 $2.1M 2.2M 0.99
New Mtn Fin Corp note 5.750% 8/1 1.3 $2.1M 2.1M 1.01
Tuscan Holdings Corp unit 99/99/9999 1.3 $2.1M 200k 10.43
Iqiyi Inc bond 1.3 $2.1M 2.0M 1.04
Mtech Acquisition Corp unit 01/19/2023 1.2 $1.9M 176k 10.82
Dd3 Acquisition Corp unit 10/12/2023 1.2 $1.9M 188k 10.14
Momo Inc debt 1.250% 7/0 1.1 $1.9M 1.9M 0.97
Graf Industrial Red Unt 1.0 $1.7M 164k 10.12
Thunder Bridge Acquisition L unit 01/01/2025 1.0 $1.6M 150k 10.83
Tkk Symphony Acquisition Cor unit 08/15/2023 0.9 $1.5M 143k 10.30
First Majestic Silver Corp note 1.875% 3/0 0.9 $1.5M 1.5M 0.97
Lf Cap Acquisition Corp unit 06/19/2025 0.9 $1.4M 139k 10.37
Arya Sciences Acquisition Co unit 10/04/2023 0.8 $1.4M 132k 10.35
Nanthealth Inc bond 0.8 $1.3M 2.1M 0.63
Allegro Merger Corp unit 12/31/2023 0.8 $1.3M 126k 10.48
Amci Acquisition Corp unit 01/07/2019 0.8 $1.2M 123k 10.12
Invesco Senior Loan Etf otr (BKLN) 0.7 $1.1M 50k 22.64
Aegerion Pharmaceuticals 2% Du cvbond 0.7 $1.1M 1.5M 0.71
Cheniere Energy 0.6 $1.0M 1.0M 1.04
Trinity Merger Corp 0.6 $1.0M 98k 10.50
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.6 $1.0M 8.0k 126.50
Black Ridge Acquisition Corp unit 10/05/2022 0.6 $977k 90k 10.86
Gordon Pointe Acquisition Co unit 01/18/2023 0.6 $979k 93k 10.50
Pivotal Acquisition Cl A Red Unt 0.6 $950k 93k 10.19
Vanguard Large-Cap ETF (VV) 0.6 $935k 7.2k 129.86
Endologix, Inc. 3.25% 11/01/2020 0.5 $878k 2.7M 0.32
Tenzing Acquisition Corp unit 08/24/2024 0.5 $810k 79k 10.21
Chaserg Technlgy Acquisitn C unit 09/30/2023 0.5 $787k 78k 10.10
Hl Acquisitions Corp unit 06/21/2023 0.5 $777k 75k 10.42
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.5 $762k 6.4k 119.06
Gores Hldin-cw20 equity wrt 0.4 $700k 539k 1.30
Magnolia Oil & Gas Corp tpg pace energy hold 0.4 $708k 209k 3.39
Fintech Acquisition Corp Iii unit 12/01/2023 0.3 $566k 56k 10.20
Pensare Acquisition Corp unit 07/27/2022 0.3 $550k 52k 10.64
Mtech Acquisition Corp 0.3 $530k 53k 10.10
Longevity Acquisition Corp unit 08/29/2024 0.3 $526k 52k 10.21
Mudrick Cap Acquisition Corp unit 02/01/2023 0.3 $454k 43k 10.58
Forum Merger Ii Corp cl a 0.3 $454k 46k 9.92
Novavax Inc note 3.750% 2/0 0.2 $360k 1.0M 0.36
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.2 $303k 300k 1.01
Vector Group Ltd note 1.75% 4/15 0.2 $265k 2.6k 101.92
Vanguard Total Stock Market ETF (VTI) 0.1 $246k 1.7k 144.71
Concrete Pumping Hldgs Inc *w exp 08/01/202 0.1 $229k 191k 1.20
Pretium Res Inc debt 2.250% 3/1 0.1 $174k 185k 0.94
Black Ridge Acquisition Corp *w exp 07/10/202 0.1 $131k 2.4k 54.58
Sentinel Energy Svcs Inc *w exp 11/02/202 0.1 $116k 170k 0.68
Tesla Motors Inc bond 0.1 $103k 100k 1.03
Cm Seven Star Acquisition Co right 08/21/2022 0.1 $95k 288k 0.33
Noveliontherapeuti.. 0.0 $52k 43k 1.22
Spirit Realty Capital Inc convertible cor 0.0 $30k 30k 1.00
Modern Media Acquisition right 99/99/9999 0.0 $13k 40k 0.32
Bison Cap Acquisition Corp *w exp 06/20/202 0.0 $17k 83k 0.21
Cm Seven Star Acquisition Co *w exp 08/21/202 0.0 $24k 144k 0.17
Modern Media Acquisition w exp 05/17/202 0.0 $6.0k 20k 0.30
Black Ridge Acquisition Corp *w exp 07/10/202 0.0 $2.0k 8.3k 0.24
Infra And Energy Altrntive I *w exp 05/20/202 0.0 $8.1k 19k 0.43
Mtech Acquisition Corp warrants 0.0 $2.0k 2.7k 0.74
Twelve Seas Investment Compa right 12/22/2019 0.0 $0 1.4k 0.00
Twelve Seas Investment Compa *w exp 12/22/202 0.0 $0 1.4k 0.00