Context Capital Management

Context Capital Management as of Dec. 31, 2017

Portfolio Holdings for Context Capital Management

Context Capital Management holds 45 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Lgi Homes Inc conv 16.8 $28M 8.1M 3.48
Pdl Biopharma Inc note 2.750 12/0 5.0 $8.5M 8.7M 0.97
Two Hbrs Invt Corp note 6.250% 1/1 4.6 $7.7M 7.3M 1.06
Carriage Svcs Inc note 2.750% 3/1 4.3 $7.3M 5.8M 1.25
Caesars Entmt Corp note 5.000%10/0 4.2 $7.1M 3.6M 1.94
Ttm Technologies Inc conv 4.1 $6.9M 4.0M 1.72
Renewable Energy Group Inc note 4.000% 6/1 3.8 $6.4M 5.0M 1.28
Arbor Realty Trust note 6.500 10/0 3.6 $6.1M 5.7M 1.08
Teligent Inc note 3.750 12/1 3.3 $5.5M 6.2M 0.88
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 3.1 $5.3M 5.0M 1.05
Sucampo Pharmaceuticals Inc note 3.250%12/1 2.9 $4.9M 4.0M 1.22
Tesla Motors Inc bond 2.9 $4.9M 4.5M 1.08
Depomed Inc conv 2.8 $4.6M 5.5M 0.84
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 2.7 $4.6M 4.2M 1.10
Amag Pharmaceuticals Inc note 2.500% 2/1 2.7 $4.5M 5.3M 0.86
Solarcity Corp note 1.625%11/0 2.4 $4.0M 4.3M 0.93
Acorda Therap note 1.75% 6/15 2.3 $3.9M 4.6M 0.85
Theravance Biopharma Inc note 3.250%11/0 2.3 $3.9M 3.5M 1.10
M/i Homes Inc note 3.000% 3/0 2.3 $3.8M 3.5M 1.09
Endologix, Inc. 3.25% 11/01/2020 2.1 $3.5M 3.9M 0.91
Encore Cap Group Inc note 3.000% 7/0 1.9 $3.2M 2.9M 1.12
Teladoc Inc note 3.000%12/1 1.7 $2.8M 2.5M 1.13
Microchip Technology Inc note 1.625% 2/1 1.5 $2.6M 1.5M 1.71
Granite Pt Mtg Tr Inc Note 5.62512/0 1.5 $2.5M 2.5M 1.00
Radius Health Inc note 3.000% 9/0 1.4 $2.4M 2.5M 0.95
Silver Standard Resources Inc note 2.875 2/0 1.3 $2.2M 2.3M 0.99
Green Plains Inc conv bnd 1.1 $1.9M 2.0M 0.95
Tutor Perini Corp convertible security 1.1 $1.8M 1.7M 1.11
Pandora Media Inc note 1.750%12/0 1.1 $1.8M 2.0M 0.89
New Mountain Finance Corp conv 1.0 $1.7M 1.6M 1.03
Ptc Therapeutics Inc conv bd us 0.9 $1.6M 2.0M 0.78
Black Ridge Acquisition Corp unit 10/05/2022 0.8 $1.4M 140k 10.14
Layne Christensen Co note 8.000% 5/0 0.7 $1.2M 1.0M 1.24
Invacare Corp conv bnd 0.7 $1.2M 1.0M 1.24
Aegerion Pharmaceuticals 2% Du cvbond 0.7 $1.2M 1.5M 0.81
Forum Merger Corp unit 06/01/2024 0.6 $1.1M 98k 10.90
Jefferies Group Inc New dbcv 3.875%11/0 0.6 $1.0M 1.0M 1.00
Renewable Energy Group Inc mtnf 2.750% 6/1 0.6 $921k 877k 1.05
Industrea Acquisition Corp unit 07/21/2024 0.5 $804k 80k 10.05
Pensare Acquisition Corp unit 07/27/2022 0.4 $744k 72k 10.32
Keyw Holding Corp conv bd us 0.4 $731k 795k 0.92
Modern Media Acquisition unit 99/99/9999 0.4 $631k 60k 10.52
Tesla Inc convertible security 0.3 $580k 500k 1.16
Gores Hldin-cw20 equity wrt 0.3 $464k 200k 2.32
Willscot Corp *w exp 09/10/202 0.1 $144k 100k 1.44