Context Capital Management

Context Capital Management as of June 30, 2016

Portfolio Holdings for Context Capital Management

Context Capital Management holds 39 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mentor Graphics 4% 2031 conv 8.5 $8.3M 7.5M 1.10
Weatherford Intl Ltd Note 5.875% 7/0 bond 8.1 $7.9M 7.3M 1.09
Wintrust Financial Corporation (WTFC) 7.9 $7.7M 5.9k 1311.11
Endologix, Inc. 3.25% 11/01/2020 6.9 $6.7M 5.1M 1.31
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 6.9 $6.7M 7.0M 0.95
Albany Molecular Resh Inc note 2.250%11/1 6.0 $5.8M 5.6M 1.03
Lgi Homes Inc conv 5.2 $5.0M 3.3M 1.55
Carriage Svcs Inc note 2.750% 3/1 3.9 $3.8M 3.3M 1.18
Medicines Company conv 3.7 $3.6M 3.0M 1.19
Quidel Corp note 3.250%12/1 3.6 $3.5M 3.8M 0.94
Sequenom Inc conv 2.9 $2.9M 5.0M 0.57
Horizon Pharma Plc convertible security 2.9 $2.8M 3.1M 0.91
Vector Group Ltd note 1.75% 4/15 2.9 $2.8M 2.5M 1.12
Spectrum Pharmaceuticals Inc conv 2.9 $2.8M 3.0M 0.93
Intercept Pharmaceuticals In 2.7 $2.7M 2.7M 1.00
Encore Cap Group Inc note 3.000% 7/0 2.6 $2.6M 2.2M 1.15
New Mountain Finance Corp conv 2.1 $2.1M 2.0M 1.01
Vanguard Total Stock Market ETF (VTI) 2.1 $2.0M 19k 107.16
Nrg Yield Inc-class A bond 2.0 $2.0M 2.0M 0.98
Endologix Inc note 2.250%12/1 1.9 $1.8M 2.0M 0.93
Accuray Inc debt 3.500% 2/0 1.7 $1.7M 1.5M 1.13
Solarcity Corp note 1.625%11/0 1.6 $1.6M 2.4M 0.66
Spdr S&p 500 Etf (SPY) 1.6 $1.6M 7.5k 209.47
Tesla Motors Inc bond 1.4 $1.4M 1.7M 0.82
Solarcity Corp note 2.750%11/0 1.2 $1.2M 1.6M 0.76
Accuray 1.2 $1.1M 1.0M 1.13
Aegerion Pharmaceuticals 2% Du cvbond 1.0 $986k 1.8M 0.56
Klr Energy Acquisition Corp unit 0.8 $806k 80k 10.14
Ttm Technologies Inc conv 0.8 $800k 808k 0.99
Apple (AAPL) 0.6 $564k 5.9k 95.59
iShares NASDAQ Biotechnology Index (IBB) 0.5 $515k 2.0k 257.50
Emergent Cap 0.5 $469k 469k 1.00
Cobalt Intl Energy Inc note 0.4 $360k 1.0M 0.36
Encore Cap Group Inc note 3.000%11/2 0.3 $297k 300k 0.99
Boulder Growth & Income Fund (STEW) 0.2 $189k 23k 8.12
Cobalt Intl Energy Inc note 3.125% 5/1 0.2 $170k 500k 0.34
Gsv Capital Corp. note 5.250 9/1 0.1 $99k 108k 0.92
Garnero Group Acquition Rts right 06/25/2016 0.1 $45k 265k 0.17
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.0 $24k 297k 0.08