Context Capital Management

Context Capital Management as of March 31, 2017

Portfolio Holdings for Context Capital Management

Context Capital Management holds 38 positions in its portfolio as reported in the March 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ttm Technologies Note 1.750%12/1 (Principal) 8.5 $11M 6.0M 1.77
Lgi Homes Note 4.250%11/1 (Principal) 7.5 $9.4M 5.7M 1.65
Pdl Biopharma Note 2.750%12/0 (Principal) 6.0 $7.5M 8.6M 0.88
Carriage Svcs Note 2.750% 3/1 (Principal) 5.2 $6.5M 5.0M 1.30
Solarcity Corp Note 1.625%11/0 (Principal) 5.1 $6.4M 7.2M 0.89
Apollo Coml Real Est Fin Note 5.500% 3/1 (Principal) 5.0 $6.2M 5.7M 1.10
Tesla Note 1.250% 3/0 (Principal) 4.7 $5.9M 6.0M 0.98
Endologix Note 3.250%11/0 (Principal) 4.4 $5.5M 5.6M 0.99
Spectrum Pharmaceuticals Note 2.750%12/1 (Principal) 3.6 $4.6M 4.5M 1.02
Toll Bros Fin Corp Note 0.500% 9/1 (Principal) 3.4 $4.3M 4.3M 0.99
Chesapeake Energy Corp Note 5.500% 9/1 (Principal) 3.3 $4.2M 4.0M 1.04
Ctrip Com Intl Note 1.000% 7/0 (Principal) 3.1 $3.9M 3.5M 1.11
Encore Cap Group Note 3.000% 7/0 (Principal) 2.9 $3.7M 3.9M 0.95
Albany Molecular Resh Note 2.250%11/1 (Principal) 2.9 $3.6M 3.3M 1.09
Theravance Biopharma Note 3.250%11/0 (Principal) 2.5 $3.2M 2.5M 1.27
Pandora Media Note 1.750%12/0 (Principal) 2.4 $3.0M 3.0M 1.00
Convergys Corp SDCV 5.750% 9/1 (Principal) 2.4 $3.0M 1.5M 1.98
Keyw Hldg Corp Note 2.500% 7/1 (Principal) 2.3 $2.9M 3.0M 0.97
Intercept Pharmaceuticals In Note 3.250% 7/0 (Principal) 2.2 $2.8M 3.0M 0.93
Verisign SDCV 3.250% 8/1 (Principal) 2.0 $2.6M 1.0M 2.55
Acorda Therapeutics Note 1.750% 6/1 (Principal) 2.0 $2.5M 3.0M 0.85
Silver Std Res Note 2.875% 2/0 (Principal) 1.8 $2.2M 2.3M 0.98
Vector Group Note 1.750% 4/1 (Principal) 1.6 $2.1M 1.8M 1.13
Igi Laboratories Note 3.750%12/1 (Principal) 1.6 $2.0M 2.0M 1.00
Depomed Note 2.500% 9/0 (Principal) 1.5 $1.9M 2.0M 0.94
Two Hbrs Invt Corp Note 6.250% 1/1 (Principal) 1.4 $1.8M 1.8M 1.03
Spdr S&p 500 Etf Tr Tr Unit (SPY) 1.4 $1.8M 7.5k 235.73
Vanguard Index Fds Total Stk Mkt (VTI) 1.4 $1.7M 14k 121.29
Arbor Rlty Tr Note 6.500%10/0 (Principal) 1.3 $1.6M 1.5M 1.05
Seacor Holdings Note 2.500%12/1 (Principal) 1.2 $1.5M 1.5M 1.02
Allegheny Technologies Note 4.750% 7/0 (Principal) 1.0 $1.3M 850k 1.49
Apple (AAPL) 1.0 $1.3M 8.7k 143.68
Aegerion Pharmaceuticals Note 2.000% 8/1 (Principal) 1.0 $1.2M 1.5M 0.81
New Mtn Fin Corp Note 5.000% 6/1 (Principal) 0.7 $836k 808k 1.03
Klr Energy Acquisition Corp Cl A 0.6 $724k 70k 10.32
Tesla Note 2.375% 3/1 (Principal) 0.4 $519k 500k 1.04
Cobalt Intl Energy Note 2.625%12/0 (Principal) 0.3 $340k 1.0M 0.34
Cobalt Intl Energy Note 3.125% 5/1 (Principal) 0.1 $119k 500k 0.24