Context Capital Management

Context Capital Management as of June 30, 2017

Portfolio Holdings for Context Capital Management

Context Capital Management holds 40 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ttm Technologies Inc conv 8.0 $11M 6.0M 1.88
Lgi Homes Inc conv 7.0 $9.9M 5.2M 1.91
Pdl Biopharma Inc note 2.750 12/0 5.2 $7.3M 8.1M 0.90
Tesla Motors Inc bond 5.0 $7.0M 6.0M 1.16
Solarcity Corp note 1.625%11/0 4.9 $6.9M 7.3M 0.95
Encore Cap Group Inc note 3.000% 7/0 4.8 $6.8M 6.4M 1.07
Carriage Svcs Inc note 2.750% 3/1 4.6 $6.5M 5.0M 1.30
Two Hbrs Invt Corp note 6.250% 1/1 4.2 $5.9M 5.7M 1.05
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 4.1 $5.8M 5.0M 1.16
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 4.0 $5.7M 5.2M 1.10
Renewable Energy Group Inc note 4.000% 6/1 3.9 $5.5M 4.0M 1.37
Spectrum Pharmaceuticals Inc conv 3.7 $5.2M 5.0M 1.04
Teligent Inc note 3.750 12/1 3.4 $4.8M 4.5M 1.07
Theravance Biopharma Inc note 3.250%11/0 3.4 $4.7M 3.5M 1.35
Endologix, Inc. 3.25% 11/01/2020 3.3 $4.7M 5.6M 0.84
Arbor Realty Trust note 6.500 10/0 3.1 $4.4M 4.2M 1.06
Depomed Inc conv 2.8 $4.0M 4.5M 0.88
Chesapeake Energy Corp conv 2.7 $3.8M 4.0M 0.94
Silver Standard Resources Inc note 2.875 2/0 2.3 $3.2M 3.3M 0.98
Acorda Therap note 1.75% 6/15 2.2 $3.1M 3.6M 0.86
Keyw Holding Corp conv bd us 2.2 $3.0M 3.1M 0.97
Pandora Media Inc note 1.750%12/0 1.5 $2.2M 2.3M 0.96
Titan Machy Inc note 3.750% 5/0 1.4 $2.0M 2.0M 0.98
Sucampo Pharmaceuticals Inc dbcv 3.250%12/1 1.4 $2.0M 2.0M 0.98
Vanguard Total Stock Market ETF (VTI) 1.2 $1.7M 14k 124.43
Seacor Holdings Inc note 2.500%12/1 1.1 $1.5M 1.5M 1.00
Toll Bros Finance Corp. convertible bond 0.9 $1.3M 1.3M 1.00
Apple (AAPL) 0.9 $1.3M 8.7k 144.02
Aegerion Pharmaceuticals 2% Du cvbond 0.9 $1.2M 1.5M 0.81
Albany Molecular Resh Inc note 2.250%11/1 0.8 $1.2M 825k 1.43
Dermira Inc note 3.000% 5/1 0.8 $1.1M 1.0M 1.11
Becton Dickinson & Co pfd shs conv a 0.8 $1.1M 20k 54.80
New Mountain Finance Corp conv 0.7 $1.0M 1.0M 1.04
Amag Pharmaceuticals Inc note 2.500% 2/1 0.7 $960k 1.0M 0.96
Forum Merger Corp unit 06/01/2024 0.7 $924k 91k 10.19
Tesla Inc convertible security 0.5 $630k 500k 1.26
Modern Media Acquisition unit 99/99/9999 0.4 $616k 60k 10.27
Bison Cap Acquisition Corp unit 99/99/9999t 0.2 $357k 35k 10.20
Nanthealth 0.1 $119k 28k 4.23
Saexploration Holdings 0.1 $103k 32k 3.23