Context Capital Management

Context Capital Management as of Sept. 30, 2017

Portfolio Holdings for Context Capital Management

Context Capital Management holds 41 positions in its portfolio as reported in the September 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Lgi Homes Inc conv 11.6 $17M 7.6M 2.27
Ttm Technologies Inc conv 6.2 $9.3M 5.5M 1.69
Pdl Biopharma Inc note 2.750 12/0 6.0 $9.0M 8.2M 1.09
Two Hbrs Invt Corp note 6.250% 1/1 4.9 $7.3M 6.9M 1.07
Carriage Svcs Inc note 2.750% 3/1 4.6 $6.9M 5.5M 1.25
Encore Cap Group Inc note 3.000% 7/0 4.5 $6.7M 5.9M 1.15
Spectrum Pharmaceuticals Inc conv 4.3 $6.5M 4.5M 1.43
Renewable Energy Group Inc note 4.000% 6/1 4.0 $5.9M 4.5M 1.31
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 3.8 $5.7M 5.0M 1.14
Tesla Motors Inc bond 3.4 $5.1M 4.5M 1.13
Teligent Inc note 3.750 12/1 3.0 $4.6M 4.7M 0.96
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 3.0 $4.5M 4.2M 1.08
Arbor Realty Trust note 6.500 10/0 3.0 $4.5M 4.2M 1.07
Theravance Biopharma Inc note 3.250%11/0 2.9 $4.3M 3.5M 1.23
Solarcity Corp note 1.625%11/0 2.7 $4.1M 4.3M 0.95
Radius Health Inc note 3.000% 9/0 2.4 $3.5M 3.5M 1.01
Amag Pharmaceuticals Inc note 2.500% 2/1 2.3 $3.4M 3.5M 0.97
Depomed Inc conv 2.2 $3.3M 4.5M 0.74
Acorda Therap note 1.75% 6/15 2.2 $3.2M 3.6M 0.90
General Cable Corp Del New frnt 4.500% 11/1 2.1 $3.1M 3.5M 0.89
Sucampo Pharmaceuticals Inc dbcv 3.250%12/1 2.1 $3.1M 3.0M 1.03
Western Asset Mtg Cap Corp note 6.750%10/0 2.0 $3.0M 3.0M 1.00
Endologix, Inc. 3.25% 11/01/2020 2.0 $2.9M 3.4M 0.86
Microchip Technology Inc note 1.625% 2/1 1.8 $2.6M 1.5M 1.75
Keyw Holding Corp conv bd us 1.7 $2.6M 2.8M 0.93
Emergent Biosolutions Inc conv 1.4 $2.2M 1.5M 1.44
Green Plains Inc conv bnd 1.4 $2.1M 2.0M 1.03
Layne Christensen Co note 8.000% 5/0 0.8 $1.3M 1.0M 1.25
Aegerion Pharmaceuticals 2% Du cvbond 0.8 $1.2M 1.5M 0.81
Ptc Therapeutics Inc conv bd us 0.8 $1.2M 1.5M 0.81
Citrix Systems Inc conv 0.8 $1.2M 1.0M 1.16
Encore Capital Group Inc note 0.7 $1.0M 1.0M 1.00
Forum Merger Corp unit 06/01/2024 0.7 $1.0M 98k 10.25
Quidel Corp note 3.250%12/1 0.7 $988k 650k 1.52
Tutor Perini Corp convertible security 0.6 $936k 800k 1.17
Pensare Acquisition Corp unit 07/27/2022 0.6 $884k 86k 10.33
Industrea Acquisition Corp unit 07/21/2024 0.5 $809k 80k 10.11
Modern Media Acquisition unit 99/99/9999 0.4 $624k 60k 10.40
Tesla Inc convertible security 0.4 $615k 500k 1.23
Silver Standard Resources Inc note 2.875 2/0 0.3 $500k 500k 1.00
Chesapeake Energy Corp conv 0.3 $460k 500k 0.92