Context Capital Management

Context Capital Management as of Sept. 30, 2019

Portfolio Holdings for Context Capital Management

Context Capital Management holds 91 positions in its portfolio as reported in the September 2019 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 10M 0.96
Team Inc note 5.000% 8/0 4.7 $8.3M 7.5M 1.11
Amag Pharmaceuticals Inc note 2.500% 2/1 4.4 $7.7M 9.4M 0.82
Iqiyi Inc bond 4.4 $7.7M 7.7M 1.00
Opko Health Inc convertible security 3.5 $6.2M 7.5M 0.83
Depomed Inc conv 3.4 $6.0M 8.1M 0.74
Dish Network Corp note 3.375% 8/1 3.3 $5.9M 6.4M 0.92
Theravance Biopharma Inc note 3.250%11/0 3.2 $5.6M 6.0M 0.93
Intercept Pharmaceuticals In Note 2.000 5/1 bnd 2.5 $4.5M 5.0M 0.90
Ligand Pharmaceuticals Inc note 0.750% 5/1 2.5 $4.4M 5.4M 0.83
Ari 5.375% 10/15/23 2.5 $4.4M 4.3M 1.02
Medicines Company 2.750000 07/15/2023 bond 2.4 $4.2M 3.5M 1.21
Tesla Inc note 2.000% 5/1 2.3 $4.1M 4.0M 1.02
Microchip Technology Inc sdcv 2.125%12/1 2.3 $4.0M 3.1M 1.29
Radius Health Inc note 3.000% 9/0 2.1 $3.6M 4.0M 0.91
Veoneer Incorporated Note note 4.000% 6/0 2.0 $3.5M 3.5M 0.99
Infinera Corporation note 2.125% 9/0 1.9 $3.3M 3.8M 0.87
Forum Merger Corp unit 06/01/2024 1.7 $3.1M 286k 10.70
Gx Acquisiton Unt 1.7 $3.1M 300k 10.20
Tuscan Hldgs Corp Ii unit 04/01/2026 1.7 $3.0M 300k 10.05
Switchback Energy acquisitio unit 1.7 $2.9M 294k 10.00
Qudian Inc debt 1.000% 7/0 1.6 $2.9M 3.0M 0.96
Nanthealth Inc bond 1.5 $2.6M 4.1M 0.64
iShares Lehman Aggregate Bond (AGG) 1.5 $2.6M 23k 113.17
Pure Acquisition Corp unit 04/13/2023 1.5 $2.6M 240k 10.73
Pinduoduo Inc debt 10/0 1.4 $2.6M 2.5M 1.02
Encore Cap Group Inc note 3.250% 3/1 1.4 $2.5M 2.5M 1.01
Dd3 Acquisition Corp unit 10/12/2023 1.4 $2.5M 242k 10.38
Gds Hldgs Ltd note 1.3 $2.3M 2.2M 1.04
Twelve Seas Investment Compa unit 06/21/2023 1.3 $2.2M 207k 10.84
Iqiyi Inc bond 1.2 $2.2M 2.5M 0.87
Splunk Inc note 0.500% 9/1 1.2 $2.1M 2.0M 1.07
Gigcapital2 Inc unit 02/28/2026 1.2 $2.0M 199k 10.30
Landcadia Holdings Ii Unt 1.1 $2.0M 200k 10.10
Netfin Acquisition Corp unit 08/01/2024 1.0 $1.8M 175k 10.09
Clarivate Analytics Plc *w exp 11/09/201 1.0 $1.7M 296k 5.89
Churchill Cap Corp Ii unit 99/99/9999 0.9 $1.6M 156k 10.51
Pivotal Invt Corp Ii unit 06/01/2025 0.9 $1.5M 150k 10.18
Thunder Brdg Acquistion Ii L unit 99/99/9999 0.9 $1.5M 150k 10.18
Lf Cap Acquisition Corp unit 06/19/2025 0.8 $1.5M 138k 10.59
Arya Sciences Acquisition Co unit 10/04/2023 0.8 $1.4M 132k 10.96
Allegro Merger Corp unit 12/31/2023 0.8 $1.3M 127k 10.57
Tiberius Acquisition Corp unit 02/28/2021 0.7 $1.3M 116k 11.30
Amci Acquisition Corp unit 01/07/2019 0.7 $1.3M 124k 10.35
Fellazo 0.7 $1.2M 125k 9.96
Tkk Symphony Acquisition Cor unit 08/15/2023 0.7 $1.2M 116k 10.34
Encore Capital Group Inc note 0.7 $1.2M 1.2M 0.98
Csg Sys Intl Inc note 4.250% 3/1 0.7 $1.1M 1.0M 1.13
Paratek Pharmaceuticals Inc note 4.750% 5/0 0.7 $1.2M 1.6M 0.72
Invesco Senior Loan Etf otr (BKLN) 0.6 $1.1M 50k 22.60
Gores Hldin-cw20 equity wrt 0.6 $1.1M 639k 1.71
Mfa Financial note 6.250 6/1 0.6 $1.1M 1.0M 1.03
Trinity Merger Corp 0.6 $1.0M 99k 10.44
Act Ii Global Acquisition Unt 0.6 $1.0M 100k 10.38
Haymaker Acquisition Unt 0.6 $1.0M 100k 10.33
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.6 $1.0M 1.0M 1.00
Vanguard Large-Cap ETF (VV) 0.6 $982k 7.2k 136.39
Tenzing Acquisition Corp unit 08/24/2024 0.5 $831k 79k 10.48
Chaserg Technlgy Acquisitn C unit 09/30/2023 0.5 $823k 77k 10.66
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.5 $816k 6.4k 127.50
Hl Acquisitions Corp unit 06/21/2023 0.5 $799k 75k 10.64
Apex Technology Acquisitn Co unit 06/11/2026 0.4 $764k 75k 10.19
Tilray Inc debt 5.000%10/0 0.4 $748k 1.2M 0.65
Pdl Biopharma Inc note 2.750 12/0 0.4 $672k 700k 0.96
Tuscan Holdings Corp unit 99/99/9999 0.4 $632k 59k 10.69
Fintech Acquisition Corp Iii unit 12/01/2023 0.3 $590k 55k 10.69
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.3 $572k 4.0k 143.00
Longevity Acquisition Corp unit 08/29/2024 0.3 $560k 52k 10.87
Forum Merger Ii Corp cl a 0.3 $463k 46k 10.11
Mudrick Cap Acquisition Corp unit 02/01/2023 0.2 $433k 40k 10.85
Intercept Pharmas conv 0.2 $430k 500k 0.86
Vanguard Total Stock Market ETF (VTI) 0.1 $257k 1.7k 151.18
Ranpak Hldgs Corp *w exp 06/03/202 0.1 $221k 295k 0.75
Pivotal Acquisition Corp pivotal acquisition co-cw24 0.1 $215k 161k 1.34
Pretium Res Inc debt 2.250% 3/1 0.1 $194k 185k 1.05
Concrete Pumping Hldgs (BBCP) 0.1 $120k 30k 3.98
Pivotal Acquisition Cl A Ord 0.1 $122k 12k 10.14
Kaixin Auto Hldgs 0.1 $109k 60k 1.81
Sentinel Energy Svcs Inc *w exp 11/02/202 0.0 $68k 170k 0.40
Allied Esports Entmt (AGAE) 0.0 $48k 9.1k 5.26
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $37k 92k 0.40
Graf Indl Corp *w exp 12/31/202 0.0 $42k 108k 0.39
Pensare Acquisition Corp right 0.0 $16k 52k 0.31
Lf Capital Acquisition Corp lf capital acquisition-cw23 0.0 $19k 60k 0.32
Akerna Corp *w exp 01/30/202 (KERNW) 0.0 $26k 36k 0.72
Akazoo Sa 0.0 $25k 4.0k 6.25
Akazoo Sa *w exp 09/11/202 0.0 $15k 20k 0.75
Pensare Acquisition Corp *w exp 07/27/202 0.0 $5.9k 26k 0.23
Twelve Seas Investment Compa right 12/22/2019 0.0 $994.000000 1.4k 0.71
Twelve Seas Investment Compa *w exp 12/22/202 0.0 $0 1.4k 0.00
Xynomic Pharmacutcls Hldng I *w exp 05/15/202 0.0 $5.0k 63k 0.08