Context Capital Management

Context Capital Management as of Sept. 30, 2016

Portfolio Holdings for Context Capital Management

Context Capital Management holds 32 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mentor Graphics 4% 2031 conv 7.8 $8.0M 6.0M 1.34
Endologix, Inc. 3.25% 11/01/2020 7.8 $8.0M 6.1M 1.32
Verisign Inc sdcv 3.250% 8/1 7.6 $7.8M 3.4M 2.29
Albany Molecular Resh Inc note 2.250%11/1 7.6 $7.8M 6.6M 1.18
Lgi Homes Inc conv 7.2 $7.4M 4.2M 1.76
Intercept Pharmas conv 6.2 $6.3M 5.7M 1.12
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 6.2 $6.3M 6.5M 0.97
Weatherford Intl Ltd Note 5.875% 7/0 bond 5.7 $5.9M 5.3M 1.12
Spectrum Pharmaceuticals Inc conv 5.3 $5.4M 6.0M 0.90
On Semiconductor Corp note 2.625%12/1 3.8 $3.9M 3.3M 1.19
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 3.7 $3.8M 3.5M 1.09
Horizon Pharma Plc convertible security 2.8 $2.8M 2.9M 0.97
Ttm Technologies Inc conv 2.8 $2.8M 2.1M 1.32
Encore Cap Group Inc note 3.000% 7/0 2.4 $2.4M 2.9M 0.84
Carriage Svcs Inc note 2.750% 3/1 2.3 $2.4M 2.0M 1.18
Vector Group Ltd note 1.75% 4/15 2.1 $2.1M 1.9M 1.14
Allegheny Technologies Inc note 4.750% 7/0 2.1 $2.1M 1.5M 1.41
Dominion Resource p 2.0 $2.1M 45k 46.26
Tcp Cap Corp note 5.250%12/1 1.9 $2.0M 2.0M 1.00
Aegerion Pharmaceuticals 2% Du cvbond 1.8 $1.8M 2.8M 0.66
Spdr S&p 500 Etf (SPY) 1.6 $1.6M 7.5k 216.27
Vanguard Total Stock Market ETF (VTI) 1.5 $1.6M 14k 111.29
Medicines Company conv 1.5 $1.5M 1.2M 1.29
Accuray 1.3 $1.3M 1.0M 1.29
Exelixis Inc cnv 1.2 $1.2M 500k 2.41
Linkedin Corp 1.0 $1.1M 5.5k 191.09
Endologix Inc note 2.250%12/1 0.8 $836k 871k 0.96
New Mountain Finance Corp conv 0.8 $783k 768k 1.02
Klr Energy Acquisition Corp cl a 0.6 $569k 56k 10.12
Cobalt Intl Energy Inc note 0.5 $510k 1.0M 0.51
Boulder Growth & Income Fund (STEW) 0.2 $195k 23k 8.38
Cobalt Intl Energy Inc note 3.125% 5/1 0.2 $190k 500k 0.38