Context Capital Management

Context Capital Management as of Dec. 31, 2019

Portfolio Holdings for Context Capital Management

Context Capital Management holds 100 positions in its portfolio as reported in the December 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 5.0 $10M 12M 0.84
Iqiyi Inc convertible security 4.8 $9.7M 8.7M 1.11
Theravance Biopharma Inc note 3.250%11/0 4.0 $7.9M 7.5M 1.05
Opko Health Inc convertible security 3.5 $7.0M 9.0M 0.78
Depomed Inc conv 3.5 $7.0M 9.3M 0.75
Medicines Company 2.750000 07/15/2023 bond 3.5 $7.0M 4.0M 1.74
Dish Network Corp note 3.375% 8/1 3.1 $6.1M 6.4M 0.96
Tesla Inc note 2.000% 5/1 3.0 $6.0M 4.0M 1.51
Team Inc note 5.000% 8/0 2.6 $5.2M 5.0M 1.04
Pinduoduo Inc debt 10/0 2.6 $5.2M 4.5M 1.15
Radius Health Inc note 3.000% 9/0 2.4 $4.9M 5.7M 0.85
Intercept Pharmaceuticals In Note 2.000 5/1 bnd 2.3 $4.6M 3.5M 1.32
Microchip Technology Inc sdcv 2.125%12/1 2.2 $4.5M 3.1M 1.45
Ari 5.375% 10/15/23 2.2 $4.4M 4.4M 1.01
Nanthealth Inc bond 2.2 $4.4M 6.5M 0.68
Infinera Corporation note 2.125% 9/0 2.0 $4.0M 3.8M 1.06
Merida Merger Corp I 2.0 $3.9M 402k 9.74
Veoneer Incorporated Note note 4.000% 6/0 1.8 $3.6M 3.5M 1.02
Iqiyi Inc bond 1.7 $3.5M 3.5M 0.99
Evolent Health Inc convertible security 1.7 $3.4M 4.8M 0.70
Gx Acquisiton Unt 1.6 $3.1M 300k 10.35
Forum Merger Corp unit 06/01/2024 1.5 $3.1M 286k 10.67
Tuscan Hldgs Corp Ii unit 04/01/2026 1.5 $3.0M 300k 10.09
Switchback Energy acquisitio unit 1.5 $3.0M 294k 10.06
Gds Hldgs Ltd note 1.3 $2.6M 2.2M 1.21
Dd3 Acquisition Corp unit 10/12/2023 1.3 $2.6M 242k 10.80
iShares Lehman Aggregate Bond (AGG) 1.3 $2.6M 23k 112.39
Pure Acquisition Corp unit 04/13/2023 1.3 $2.6M 240k 10.80
Encore Cap Group Inc note 3.250% 3/1 1.3 $2.6M 2.5M 1.03
PDL BioPharma 1.2 $2.3M 714k 3.24
Qudian Inc debt 1.000% 7/0 1.1 $2.2M 3.0M 0.74
Gigcapital2 Inc unit 02/28/2026 1.1 $2.1M 199k 10.52
Landcadia Holdings Ii Unt 1.0 $2.0M 200k 10.13
Western Asset Mtg Cap Corp note 6.750%10/0 1.0 $2.0M 2.0M 1.01
Ligand Pharmaceuticals Inc note 0.750% 5/1 1.0 $2.0M 2.4M 0.86
Clarivate Analytics Plc *w exp 11/09/201 0.9 $1.8M 296k 6.25
Liv Cap Acquisition Corp unit 99/99/9999 0.9 $1.8M 180k 10.06
Yy Inc debt 1.375% 6/1 0.9 $1.8M 2.0M 0.90
Churchill Cap Corp Ii unit 99/99/9999 0.8 $1.7M 156k 10.78
Sea Ltd debt 1.000%12/0 0.8 $1.6M 1.5M 1.09
Thunder Brdg Acquistion Ii L unit 99/99/9999 0.8 $1.6M 150k 10.45
Quotient Technology Inc convertible security 0.8 $1.6M 1.6M 0.98
Wayfair Inc convertible security 0.8 $1.6M 1.5M 1.04
Pivotal Invt Corp Ii unit 06/01/2025 0.8 $1.5M 150k 10.20
Galileo Acquisition Corp unit 99/99/9999 0.8 $1.5M 150k 10.28
Arya Sciences Acquisition Co unit 10/04/2023 0.8 $1.5M 132k 11.50
Lf Cap Acquisition Corp unit 06/19/2025 0.7 $1.5M 138k 10.60
Intelsat S A note 4.500% 6/1 0.7 $1.4M 2.1M 0.66
Tiberius Acquisition Corp unit 02/28/2021 0.7 $1.4M 116k 11.64
Agba Acquistion 0.7 $1.3M 130k 10.29
Amci Acquisition Corp unit 01/07/2019 0.6 $1.3M 124k 10.39
Gores Hldin-cw20 equity wrt 0.6 $1.3M 639k 1.97
Fellazo 0.6 $1.3M 125k 10.10
Encore Capital Group Inc note 0.6 $1.2M 1.2M 0.98
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.6 $1.2M 1.0M 1.16
Invesco Senior Loan Etf otr (BKLN) 0.6 $1.1M 50k 22.82
Vanguard Large-Cap ETF (VV) 0.5 $1.1M 7.2k 147.78
Act Ii Global Acquisition Unt 0.5 $1.1M 100k 10.60
Haymaker Acquisition Unt 0.5 $1.1M 100k 10.50
Tilray Inc convertible security 0.5 $1.0M 2.0M 0.52
Finserv Acquisition Corp unit 12/31/2026 0.5 $1.0M 100k 10.23
Union Acquisition Corp Ii unit 99/99/9999 0.5 $1.0M 100k 10.19
Chaserg Technlgy Acquisitn C unit 09/30/2023 0.5 $923k 77k 11.95
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.4 $819k 6.4k 127.97
Tenzing Acquisition Corp unit 08/24/2024 0.4 $817k 79k 10.30
Apex Technology Acquisitn Co unit 06/11/2026 0.4 $785k 75k 10.47
Healthcare Merger Corp unit 12/17/2021 0.4 $776k 75k 10.35
Netfin Acquisition Corp unit 08/01/2024 0.4 $764k 75k 10.19
Tuscan Holdings Corp unit 99/99/9999 0.3 $621k 59k 10.51
Fintech Acquisition Corp Iii unit 12/01/2023 0.3 $597k 55k 10.82
Intercept Pharmas conv 0.3 $559k 553k 1.01
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.3 $542k 4.0k 135.50
Longevity Acquisition Corp unit 08/29/2024 0.3 $534k 52k 10.37
Proptech Acquisition Corpora unit 10/01/2026 0.3 $512k 50k 10.24
Stable Rd Acquisition Corp unit 05/15/2026 0.3 $515k 50k 10.30
Amplitude Hlthcre Aqustin Co unit 12/01/2026 0.2 $503k 50k 10.06
Aegerion Pharmaceuticals Inc note 5.000% 4/0 0.2 $473k 498k 0.95
Forum Merger Ii Corp cl a 0.2 $467k 46k 10.20
Mudrick Cap Acquisition Corp unit 02/01/2023 0.2 $432k 40k 10.83
Kaleyra Inc *w exp 12/12/202 0.2 $372k 329k 1.13
Ranpak Hldgs Corp *w exp 06/03/202 0.2 $336k 295k 1.14
Vanguard Total Stock Market ETF (VTI) 0.1 $278k 1.7k 163.53
Concrete Pumping Hldgs (BBCP) 0.1 $165k 30k 5.47
Kaixin Auto Hldgs 0.1 $98k 52k 1.87
Merida Merger Corp I *w exp 11/07/202 0.1 $101k 201k 0.50
Allegro Merger Corp right 12/31/2023 0.0 $63k 195k 0.32
Theratechnologies Inc note 5.750% 6/3 0.0 $55k 69k 0.80
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $33k 92k 0.36
Allegro Merger Corp *w exp 01/06/202 0.0 $34k 191k 0.18
Graf Indl Corp *w exp 12/31/202 0.0 $47k 108k 0.44
Pensare Acquisition Corp right 0.0 $15k 52k 0.29
Lf Capital Acquisition Corp lf capital acquisition-cw23 0.0 $28k 60k 0.47
Hl Acquisitions Corp *w exp 06/21/202 0.0 $26k 75k 0.35
Hl Acquisitions Corp right 07/17/2023 0.0 $19k 75k 0.25
Tkk Symphony Acquisition Cor right 02/20/2020 0.0 $23k 91k 0.25
Akazoo Sa 0.0 $21k 4.0k 5.25
Allied Esports Entmt (AGAE) 0.0 $24k 9.1k 2.63
Akazoo Sa *w exp 09/11/202 0.0 $10k 20k 0.50
Pensare Acquisition Corp *w exp 07/27/202 0.0 $8.0k 26k 0.31
Tkk Symphony Acquisition Cor unit 08/15/2023 0.0 $7.0k 116k 0.06