Context Capital Management

Context Capital Management as of June 30, 2020

Portfolio Holdings for Context Capital Management

Context Capital Management holds 105 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Inovio Pharmaceuticals Note 6.500% 3/0 (Principal) 12.8 $33M 6.6M 4.98
Opko Health Note 4.500% 2/1 (Principal) 5.5 $14M 14M 1.04
Intercept Pharmaceuticals In Note 3.250% 7/0 (Principal) 4.5 $12M 15M 0.75
Cytokinetics Note 4.000%11/1 (Principal) 4.2 $11M 4.5M 2.38
Sea Debt 2.375%12/0 (Principal) 3.8 $9.7M 7.0M 1.39
Nanthealth Note 5.500%12/1 (Principal) 3.5 $9.1M 10M 0.90
Bilibili Note 1.375% 4/0 (Principal) 2.6 $6.7M 3.5M 1.91
Ishares Tr Core Us Aggbd Et (AGG) 2.5 $6.5M 55k 118.21
Radius Health Note 3.000% 9/0 (Principal) 2.5 $6.3M 8.7M 0.73
Omeros Corp Note 6.250%11/1 (Principal) 2.4 $6.2M 6.0M 1.04
Infinera Corporation Note 2.125% 9/0 (Principal) 2.4 $6.2M 7.3M 0.85
Ligand Pharmaceuticals Note 0.750% 5/1 (Principal) 2.2 $5.6M 6.4M 0.88
Nevro Corp Note 2.750% 4/0 (Principal) 2.1 $5.4M 4.0M 1.36
Iqiyi Debt 3.750%12/0 (Principal) 2.0 $5.2M 4.7M 1.10
Veoneer Incorporated Note 4.000% 6/0 (Principal) 2.0 $5.1M 6.2M 0.82
Microchip Technology Note 2.250% 2/1 (Principal) 1.8 $4.5M 3.1M 1.46
Retrophin Note 2.500% 9/1 (Principal) 1.6 $4.1M 5.0M 0.82
Gossamer Bio Note 5.000% 6/0 (Principal) 1.6 $4.0M 4.0M 1.00
Encore Cap Group Note 3.250% 3/1 (Principal) 1.5 $3.9M 4.0M 0.97
Yy Debt 1.375% 6/1 (Principal) 1.5 $3.9M 3.5M 1.10
Spirit Airls Note 4.750% 5/1 (Principal) 1.5 $3.8M 2.5M 1.50
Merida Merger Corp I 1.4 $3.7M 374k 9.79
Seacor Holdings Note 2.500%12/1 (Principal) 1.3 $3.5M 4.0M 0.86
Xeris Pharmaceuticals Note 5.000% 7/1 (Principal) 1.2 $3.2M 3.3M 0.99
Gx Acquisition Corp Unit 05/24/2026 1.2 $3.1M 300k 10.39
Fusion Acquisition Corp Unit 99/99/9999 1.2 $3.0M 300k 10.16
Tuscan Hldgs Corp Ii Unit 04/01/2026 1.2 $3.0M 300k 10.10
Switchback Energy Acquistn C Unit 99/99/9999 1.2 $3.0M 294k 10.28
Evolent Health Note 2.000%12/0 (Principal) 1.2 $3.0M 3.4M 0.87
Dish Network Corp Note 2.375% 3/1 (Principal) 1.0 $2.7M 3.0M 0.90
Dish Network Corp Note 3.375% 8/1 (Principal) 1.0 $2.6M 2.8M 0.92
Gigcapital2 Unit 02/28/2026 0.8 $2.1M 199k 10.75
Applied Optoelectronics Note 5.000% 3/1 (Principal) 0.8 $2.1M 2.5M 0.85
Priceline Grp Note 0.900% 9/1 (Principal) 0.8 $2.1M 2.0M 1.06
PDL BioPharma 0.8 $2.0M 700k 2.91
Csg Sys Intl Note 4.250% 3/1 (Principal) 0.8 $2.0M 2.0M 1.02
Dmy Technology Group Unit 99/99/9999 0.8 $1.9M 184k 10.58
Exact Sciences Corp Note 0.375% 3/0 (Principal) 0.7 $1.9M 2.0M 0.96
Churchill Cap Corp Ii Unit 99/99/9999 0.7 $1.9M 156k 12.18
Liv Cap Acquisition Corp Unit 99/99/9999 0.7 $1.8M 180k 10.25
Galileo Acquisition Corp Unit 99/99/9999 0.7 $1.8M 175k 10.34
Churchill Cap Corp Ii Unit 03/01/2027 0.7 $1.7M 150k 11.31
Theravance Biopharma Note 3.250%11/0 (Principal) 0.7 $1.7M 1.8M 0.96
Thunder Brdg Acquistion Ii L Unit 99/99/9999 0.6 $1.6M 150k 10.50
Landcadia Hldgs Ii Cl A 0.6 $1.6M 96k 16.35
Nio Note 4.500% 2/0 (Principal) 0.6 $1.5M 1.5M 0.98
Interprivate Acquisition Cor Unit 10/29/2024 0.6 $1.5M 144k 10.16
Insmed Note 1.750% 1/1 (Principal) 0.6 $1.5M 1.5M 0.97
Intercept Pharmaceuticals In Note 2.000% 5/1 (Principal) 0.6 $1.4M 2.0M 0.72
Agba Acquisition Unit 05/10/2024 0.5 $1.4M 130k 10.68
American Airls Group Note 6.500% 7/0 (Principal) 0.5 $1.4M 1.5M 0.94
Seacor Holdings Note 3.250% 5/1 (Principal) 0.5 $1.3M 1.8M 0.75
Western Asset Mtg Cap Corp Note 6.750%10/0 (Principal) 0.5 $1.3M 1.8M 0.71
Haymaker Acquisition Corp Ii Unit 10/31/2026 0.4 $1.1M 100k 10.95
Nuvasive Note 2.250% 3/1 (Principal) 0.4 $1.1M 1.0M 1.09
Realpage Note 1.500% 5/1 (Principal) 0.4 $1.1M 1.0M 1.07
Finserv Acquisition Corp Unit 12/31/2026 0.4 $1.1M 100k 10.50
Ironwood Pharmaceuticals DBCV 2.250% 6/1 (Principal) 0.4 $1.0M 1.0M 1.05
Scvx Corp Unit 99/99/9999 (SCVXU) 0.4 $1.0M 100k 10.36
Union Acquisition Corp Ii Unit 99/99/9999 0.4 $1.0M 100k 10.23
Vertiv Holdings *w Exp 06/12/202 0.4 $998k 250k 3.99
Iqiyi Debt 2.000% 4/0 (Principal) 0.4 $992k 1.0M 0.99
Netfin Acquisition Corp Unit 08/01/2024 0.4 $944k 75k 12.59
Evolent Health Note 1.500%10/1 (Principal) 0.4 $936k 1.5M 0.62
Amag Pharmaceuticals Note 3.250% 6/0 (Principal) 0.3 $899k 1.2M 0.78
Apex Technology Acquisitn Unit 06/11/2026 0.3 $861k 75k 11.48
Healthcare Merger Corp Unit 12/17/2021 0.3 $788k 75k 10.51
Fintech Acquisition Corp Iii Unit 12/01/2023 0.3 $694k 55k 12.57
Qudian Debt 1.000% 7/0 (Principal) 0.3 $661k 1.0M 0.66
Tuscan Holdings Corp Unit 99/99/9999 0.2 $632k 59k 10.69
Hostess Brands *w Exp 11/04/202 0.2 $592k 689k 0.86
Tilray Debt 5.000%10/0 (Principal) 0.2 $588k 1.3M 0.45
Zillow Group Note 2.750% 5/1 (Principal) 0.2 $581k 500k 1.16
Proptech Acquisition Corpora Unit 10/01/2026 0.2 $530k 50k 10.60
Stable Rd Acquisition Corp Unit 05/15/2026 0.2 $512k 50k 10.24
Amplitude Hlthcre Aqustin Unit 12/01/2026 0.2 $510k 50k 10.20
Pae *w Exp 09/11/202 0.2 $509k 211k 2.41
Forum Merger Ii Corp *w Exp 09/30/202 0.2 $428k 91k 4.70
Landcadia Hldgs Ii *w Exp 05/09/202 0.1 $360k 67k 5.40
Flying Eagle Acquisition Cor Unit 99/99/9999 0.1 $350k 30k 11.67
Ranpak Hldgs Corp *w Exp 06/03/202 0.1 $331k 225k 1.47
Lf Cap Acquisition Corp *w Exp 06/22/202 0.1 $278k 197k 1.41
Sunpower Corp DBCV 4.000% 1/1 (Principal) 0.1 $272k 339k 0.80
Graf Indl Corp *w Exp 12/31/202 0.1 $245k 108k 2.28
Grid Dynamics Hldgs *w Exp 03/05/202 0.1 $234k 146k 1.60
Evofem Biosciences 0.1 $175k 62k 2.83
Collective Growth Corp Unit 04/29/2025 0.1 $159k 17k 9.53
Kaleyra *w Exp 12/12/202 0.1 $129k 198k 0.65
Gordon Pointe Acquisition *w Exp 07/30/202 0.0 $112k 52k 2.17
Hl Acquisitions Corp *w Exp 06/21/202 0.0 $102k 45k 2.26
Merida Merger Corp I *w Exp 11/07/202 0.0 $101k 201k 0.50
Brooge Hldgs *w Exp 12/20/202 (BROGW) 0.0 $77k 158k 0.49
Hl Acquisitions Corp Right 07/17/2023 0.0 $71k 75k 0.95
Amci Acquisition Corp *w Exp 05/20/202 0.0 $68k 124k 0.55
Hycroft Mining Holding Corp *w Exp 02/12/202 (HYMCW) 0.0 $57k 46k 1.25
Gs Acquisition Hldgs Corp Ii Unit 99/99/9999 0.0 $53k 5.0k 10.60
Theratechnologies Note 5.750% 6/3 (Principal) 0.0 $50k 69k 0.72
Pivotal Invt Corp Ii *w Exp 06/01/202 0.0 $40k 50k 0.80
Aegerion Pharmaceuticals Note 5.000% 4/0 (Principal) 0.0 $30k 33k 0.91
Whole Earth Brands *w Exp 06/25/202 (FREEW) 0.0 $19k 17k 1.13
Tenzing Acquisition Corp Unit 08/24/2024 0.0 $18k 39k 0.46
Longevity Acquisition Corp *w Exp 07/31/202 0.0 $10k 51k 0.20
Longevity Acquisition Corp Right 07/31/2020 0.0 $10k 51k 0.20
Lf Cap Acquisition Corp Unit 06/19/2025 0.0 $0 12.00 0.00
Akazoo Sa *w Exp 09/11/202 0.0 $0 20k 0.00