Context Capital Management

Context Capital Management as of March 31, 2020

Portfolio Holdings for Context Capital Management

Context Capital Management holds 101 positions in its portfolio as reported in the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Inovio Pharmaceuticals Inc note 6.500% 3/0 6.3 $11M 7.8M 1.43
iShares iBoxx $ High Yid Corp Bond (HYG) 5.4 $9.6M 125k 76.69
Nanthealth Inc bond 4.7 $8.2M 9.4M 0.87
Iqiyi Inc convertible security 4.2 $7.3M 7.2M 1.02
Opko Health Inc convertible security 4.1 $7.3M 11M 0.66
Cytokinetics Inc note 4.000%11/1 4.1 $7.3M 5.5M 1.32
Tesla Inc note 2.000% 5/1 3.7 $6.4M 3.5M 1.84
Radius Health Inc note 3.000% 9/0 3.6 $6.4M 8.7M 0.73
Omeros Corp note 6.250%11/1 3.1 $5.5M 6.0M 0.91
Intercept Pharmas conv 2.7 $4.8M 5.9M 0.81
Merida Merger Corp I 2.2 $3.9M 402k 9.69
Forum Merger Ii Corp cl a 1.9 $3.4M 332k 10.29
Theravance Biopharma Inc note 3.250%11/0 1.9 $3.4M 3.5M 0.97
Yy Inc debt 1.375% 6/1 1.8 $3.1M 3.5M 0.90
Evolent Health Inc convertible security 1.7 $3.1M 4.8M 0.63
Gx Acquisiton Unt 1.7 $3.0M 300k 10.10
Tuscan Hldgs Corp Ii unit 04/01/2026 1.7 $3.0M 300k 10.00
Microchip Technology Inc sdcv 2.125%12/1 1.7 $2.9M 3.1M 0.94
Palo Alto Networks I note 0.750% 7/0 1.6 $2.9M 3.0M 0.96
Switchback Energy acquisitio unit 1.6 $2.9M 294k 9.75
Veoneer Incorporated Note note 4.000% 6/0 1.5 $2.7M 3.7k 710.36
Pure Acquisition Corp unit 04/13/2023 1.4 $2.5M 240k 10.39
Retrophin Inc note 2.500% 9/1 1.3 $2.3M 3.0M 0.78
Iqiyi Inc bond 1.2 $2.2M 2.5M 0.88
Encore Cap Group Inc note 3.250% 3/1 1.2 $2.2M 2.5M 0.88
Gigcapital2 Inc unit 02/28/2026 1.2 $2.0M 199k 10.30
Ligand Pharmaceuticals Inc note 0.750% 5/1 1.1 $2.0M 2.4M 0.84
Landcadia Holdings Ii Unt 1.1 $2.0M 200k 9.80
Avadel Fin Cayman Ltd note 4.500% 1.1 $1.9M 1.9k 1013.16
Csg Sys Intl Inc note 4.250% 3/1 1.1 $1.9M 1.9M 1.02
Dish Network Corp note 3.375% 8/1 1.0 $1.8M 2.3M 0.80
Dmy Technology Group Inc unit 99/99/9999 1.0 $1.8M 184k 9.83
Liv Cap Acquisition Corp unit 99/99/9999 1.0 $1.8M 180k 9.80
Pure Storage Inc note 0.125% 4/1 1.0 $1.7M 2.0M 0.87
Churchill Cap Corp Ii unit 99/99/9999 0.9 $1.6M 156k 10.34
Thunder Brdg Acquistion Ii L unit 99/99/9999 0.9 $1.5M 150k 10.19
Churchill Capital Iii Corp 0.9 $1.5M 150k 10.00
Arya Sciences Acquisition Co unit 10/04/2023 0.8 $1.5M 132k 11.00
Galileo Acquisition Corp unit 99/99/9999 0.8 $1.4M 150k 9.60
Yunhong Intl unit 99/99/9999 0.8 $1.4M 150k 9.50
Interprivate Acquisition Cor unit 10/29/2024 0.8 $1.4M 144k 9.89
Lf Cap Acquisition Corp unit 06/19/2025 0.8 $1.4M 138k 10.27
Agba Acquistion 0.8 $1.3M 130k 10.22
Amci Acquisition Corp unit 01/07/2019 0.7 $1.3M 124k 10.30
Fellazo 0.7 $1.3M 125k 10.15
Exact Sciences Corp note 0.375% 3/0 0.7 $1.2M 1.5M 0.79
Nextera Energy Inc unit 99/99/9999 0.6 $1.1M 25k 43.60
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.6 $1.1M 1.0M 1.06
Act Ii Global Acquisition Unt 0.6 $1.1M 100k 10.59
Colony Starwood Homes convertible security 0.6 $1.1M 1.0M 1.05
Nuvasive Inc note 2.250% 3/1 0.6 $1.0M 1.0M 1.05
Haymaker Acquisition Unt 0.6 $1.0M 100k 10.10
Finserv Acquisition Corp unit 12/31/2026 0.6 $1.0M 100k 10.08
Scvx Corp unit 99/99/9999 (SCVXU) 0.6 $997k 100k 9.97
Union Acquisition Corp Ii unit 99/99/9999 0.6 $976k 100k 9.76
Amag Pharmaceuticals Inc note 2.500% 2/1 0.5 $878k 1.2M 0.76
Intercept Pharmaceuticals In Note 2.000 5/1 bnd 0.5 $863k 985k 0.88
Invesco Senior Loan Etf otr (BKLN) 0.5 $818k 40k 20.45
Dish Network Corp note 2.375% 3/1 0.5 $817k 1.0M 0.82
Healthcare Merger Corp unit 12/17/2021 0.4 $773k 75k 10.31
Apex Technology Acquisitn Co unit 06/11/2026 0.4 $761k 75k 10.15
Netfin Acquisition Corp unit 08/01/2024 0.4 $755k 75k 10.07
Jazz Investments I Ltd note 1.500% 8/1 0.4 $701k 800k 0.88
Nio Inc note 4.500% 2/0 0.4 $696k 1.5M 0.46
Western Asset Mtg Cap Corp note 6.750%10/0 0.4 $667k 1.8M 0.38
Infinera Corporation note 2.125% 9/0 0.4 $638k 750k 0.85
Tuscan Holdings Corp unit 99/99/9999 0.3 $598k 59k 10.12
Fintech Acquisition Corp Iii unit 12/01/2023 0.3 $565k 55k 10.24
Longevity Acquisition Corp unit 08/29/2024 0.3 $548k 51k 10.70
Qudian Inc debt 1.000% 7/0 0.3 $543k 1.0M 0.54
Vertiv Holdings Llc vertiv holdings-cw23 0.3 $526k 250k 2.10
Stable Rd Acquisition Corp unit 05/15/2026 0.3 $503k 50k 10.06
Flying Eagle Acquisition Cor unit 99/99/9999 0.3 $499k 50k 9.98
Proptech Acquisition Corpora unit 10/01/2026 0.3 $497k 50k 9.94
Amplitude Hlthcre Aqustin Co unit 12/01/2026 0.3 $476k 50k 9.52
Aegerion Pharmaceuticals Inc note 5.000% 4/0 0.2 $423k 498k 0.85
Gores Hldin-cw20 equity wrt 0.2 $419k 689k 0.61
Tilray Inc convertible security 0.2 $396k 1.3M 0.30
Grid Dynamics Hldgs Inc *w exp 03/05/202 0.1 $260k 146k 1.78
Kaleyra Inc *w exp 12/12/202 0.1 $242k 251k 0.96
Ranpak Hldgs Corp *w exp 06/03/202 0.1 $240k 225k 1.07
Vanguard Total Stock Market ETF (VTI) 0.1 $219k 1.7k 128.82
Brooge Hldgs Ltd *w exp 12/20/202 (BROGW) 0.1 $104k 158k 0.66
Merida Merger Corp I *w exp 11/07/202 0.0 $72k 201k 0.36
Forum Merger Ii Corp warrant 0.0 $60k 286k 0.21
Theratechnologies Inc note 5.750% 6/3 0.0 $52k 69k 0.75
Pivotal Invt Corp Ii *w exp 06/01/202 0.0 $35k 50k 0.70
Kaixin Auto Hldgs 0.0 $20k 23k 0.88
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $20k 92k 0.22
Graf Indl Corp *w exp 12/31/202 0.0 $20k 108k 0.19
Lf Capital Acquisition Corp lf capital acquisition-cw23 0.0 $18k 60k 0.30
Allegro Merger Corp right 12/31/2023 0.0 $18k 195k 0.09
Allied Esports Entmt (AGAE) 0.0 $14k 9.1k 1.54
Allegro Merger Corp *w exp 01/06/202 0.0 $13k 191k 0.07
Hl Acquisitions Corp *w exp 06/21/202 0.0 $11k 75k 0.15
Mudrick Cap Acquisition Corp *w exp 02/12/202 0.0 $10k 37k 0.27
Tenzing Acquisition Corp unit 08/24/2024 0.0 $7.0k 39k 0.18
Pensare Acquisition Corp right 0.0 $6.0k 52k 0.12
Hl Acquisitions Corp right 07/17/2023 0.0 $6.0k 75k 0.08
Akazoo Sa *w exp 09/11/202 0.0 $5.0k 20k 0.25
Pensare Acquisition Corp *w exp 07/27/202 0.0 $4.0k 26k 0.15