Context Capital Management

Context Capital Management as of June 30, 2019

Portfolio Holdings for Context Capital Management

Context Capital Management holds 92 positions in its portfolio as reported in the June 2019 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 $9.1M 11M 0.80
Pdl Biopharma Inc note 2.750 12/0 5.2 $8.9M 8.5M 1.05
Opko Health Inc convertible security 3.8 $6.6M 7.5M 0.88
Team Inc note 5.000% 8/0 3.7 $6.3M 6.2M 1.02
Iqiyi Inc bond 3.6 $6.3M 5.7M 1.10
Dish Network Corp note 3.375% 8/1 3.1 $5.3M 5.5M 0.97
Theravance Biopharma Inc note 3.250%11/0 3.0 $5.2M 6.0M 0.86
Veoneer Incorporated Note note 4.000% 6/0 2.7 $4.7M 4.5M 1.04
Aurora Cannabis Inc debt 5.500% 2/2 2.7 $4.6M 4.8M 0.96
Ari 5.375% 10/15/23 2.5 $4.3M 4.3M 1.00
Depomed Inc conv 2.5 $4.3M 5.9M 0.72
Gds Hldgs Ltd note 2.4 $4.1M 4.2M 0.99
Two Hbrs Invt Corp note 6.250% 1/1 2.3 $4.0M 4.0M 1.01
Tesla Inc note 2.000% 5/1 2.3 $3.9M 4.0M 0.98
Microchip Technology Inc sdcv 2.125%12/1 2.1 $3.7M 3.1M 1.18
Forum Merger Ii Corp unit 09/30/2025 2.1 $3.6M 336k 10.61
New York Mtg Tr Inc note 6.250% 1/1 2.0 $3.5M 3.4M 1.01
Csg Sys Intl Inc note 4.250% 3/1 2.0 $3.5M 3.1M 1.11
Qudian Inc debt 1.000% 7/0 1.8 $3.1M 3.0M 1.02
Gx Acquisiton Unt 1.8 $3.0M 300k 10.05
Encore Cap Group Inc note 3.000% 7/0 1.5 $2.6M 2.6M 1.00
iShares Lehman Aggregate Bond (AGG) 1.5 $2.6M 23k 111.35
Pure Acquisition Corp unit 04/13/2023 1.5 $2.6M 240k 10.69
Medicines Company 2.750000 07/15/2023 bond 1.5 $2.5M 2.5M 1.01
Encore Cap Group Inc note 3.250% 3/1 1.5 $2.5M 2.5M 1.01
Endologix, Inc. 3.25% 11/01/2020 1.4 $2.5M 2.7M 0.91
Dd3 Acquisition Corp unit 10/12/2023 1.4 $2.5M 242k 10.24
Iqiyi Inc bond 1.4 $2.5M 2.5M 0.99
Intercept Pharmaceuticals In Note 2.000 5/1 bnd 1.4 $2.5M 2.5M 0.99
Twelve Seas Investment Compa unit 06/21/2023 1.3 $2.2M 207k 10.64
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 1.2 $2.1M 2.0M 1.07
Nanthealth Inc bond 1.2 $2.0M 3.1M 0.65
Mfa Financial note 6.250 6/1 1.2 $2.0M 2.0M 1.01
Gigcapital2 Inc unit 02/28/2026 1.2 $2.0M 199k 10.03
Landcadia Holdings Ii Unt 1.2 $2.0M 200k 10.00
Radius Health Inc note 3.000% 9/0 1.1 $1.8M 2.0M 0.91
Medicines Company conv 1.1 $1.8M 1.5M 1.21
Graf Industrial Red Unt 1.0 $1.7M 164k 10.29
Lf Cap Acquisition Corp unit 06/19/2025 0.8 $1.4M 138k 10.42
Arya Sciences Acquisition Co unit 10/04/2023 0.8 $1.4M 132k 10.69
Clarivate Analytics Plc *w exp 11/09/201 0.8 $1.4M 296k 4.75
Allegro Merger Corp unit 12/31/2023 0.8 $1.3M 127k 10.51
Amci Acquisition Corp unit 01/07/2019 0.7 $1.3M 124k 10.23
Tiberius Acquisition Corp unit 02/28/2021 0.7 $1.2M 116k 10.51
Gores Hldin-cw20 equity wrt 0.7 $1.2M 639k 1.90
Tkk Symphony Acquisition Cor unit 08/15/2023 0.7 $1.2M 116k 10.27
Ligand Pharmaceuticals Inc note 0.750% 5/1 0.7 $1.2M 1.4M 0.87
Invesco Senior Loan Etf otr (BKLN) 0.7 $1.1M 50k 22.66
Churchill Cap Corp Ii unit 99/99/9999 0.7 $1.1M 110k 10.15
Trinity Merger Corp 0.6 $1.1M 99k 10.63
Act Ii Global Acquisition Unt 0.6 $1.0M 100k 10.12
Haymaker Acquisition Unt 0.6 $1.0M 100k 10.21
Yy Inc debt 0.750% 6/1 0.6 $1.0M 1.0M 1.01
Yy Inc debt 1.375% 6/1 0.6 $1.0M 1.0M 1.02
Invacare Corp conv bnd 0.6 $984k 1.2M 0.82
Vanguard Large-Cap ETF (VV) 0.6 $970k 7.2k 134.72
Gordon Pointe Acquisition 0.6 $946k 92k 10.33
Tuscan Holdings Corp unit 99/99/9999 0.6 $953k 90k 10.60
Tilray Inc debt 5.000%10/0 0.5 $932k 1.2M 0.81
Infinera Corporation note 2.125% 9/0 0.5 $850k 1.3M 0.68
Change Healthcare Inc unit 99/99/9999 0.5 $845k 15k 56.33
Tenzing Acquisition Corp unit 08/24/2024 0.5 $826k 79k 10.42
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.5 $796k 6.4k 124.38
Hl Acquisitions Corp unit 06/21/2023 0.5 $791k 75k 10.54
Chaserg Technlgy Acquisitn C unit 09/30/2023 0.5 $790k 77k 10.23
Fintech Acquisition Corp Iii unit 12/01/2023 0.3 $594k 56k 10.70
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.3 $531k 4.0k 132.75
Magnolia Oil & Gas Corp tpg pace energy hold 0.3 $531k 159k 3.34
Longevity Acquisition Corp unit 08/29/2024 0.3 $534k 52k 10.37
Forum Merger Ii Corp cl a 0.3 $461k 46k 10.07
Akerna Corp *w exp 01/30/202 (KERNW) 0.3 $467k 157k 2.97
Mudrick Cap Acquisition Corp unit 02/01/2023 0.2 $423k 40k 10.60
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.2 $312k 300k 1.04
Vanguard Total Stock Market ETF (VTI) 0.1 $255k 1.7k 150.00
Ranpak Hldgs Corp *w exp 06/03/202 0.1 $236k 187k 1.26
Pivotal Acquisition Corp pivotal acquisition co-cw24 0.1 $217k 161k 1.35
Pretium Res Inc debt 2.250% 3/1 0.1 $181k 185k 0.98
Kaixin Auto Hldgs 0.1 $133k 60k 2.21
Sentinel Energy Svcs Inc *w exp 11/02/202 0.1 $119k 170k 0.70
Pivotal Acquisition Cl A Ord 0.1 $122k 12k 10.14
Black Ridge Acquisition Corp *w exp 07/10/202 0.0 $41k 100k 0.41
Black Ridge Acquisition Corp right 07/10/2019 0.0 $38k 91k 0.42
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $31k 92k 0.34
Modern Media Acquisition right 99/99/9999 0.0 $12k 40k 0.30
Pensare Acquisition Corp right 0.0 $8.8k 52k 0.17
Lf Capital Acquisition Corp lf capital acquisition-cw23 0.0 $19k 60k 0.32
Xynomic Pharmacutcls Hldng I *w exp 05/15/202 0.0 $13k 63k 0.21
Modern Media Acquisition w exp 05/17/202 0.0 $4.0k 20k 0.20
Pensare Acquisition Corp *w exp 07/27/202 0.0 $3.9k 26k 0.15
Infra And Energy Altrntive I *w exp 05/20/202 0.0 $0 13k 0.00
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