Context Capital Management

Context Capital Management as of Dec. 31, 2016

Portfolio Holdings for Context Capital Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Endologix, Inc. 3.25% 11/01/2020 11.6 $11M 12M 0.87
Lgi Homes Inc conv 8.9 $8.1M 5.7M 1.43
Pdl Biopharma Inc note 2.750 12/0 7.7 $7.0M 8.6M 0.82
Albany Molecular Resh Inc note 2.250%11/1 7.6 $6.9M 5.3M 1.30
Spectrum Pharmaceuticals Inc conv 7.1 $6.5M 7.0M 0.92
Allegheny Technologies Inc note 4.750% 7/0 5.7 $5.2M 3.9M 1.34
Ttm Technologies Inc conv 5.5 $5.0M 3.3M 1.53
Intercept Pharmas conv 4.6 $4.2M 4.7M 0.90
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 4.5 $4.1M 4.0M 1.03
Carriage Svcs Inc note 2.750% 3/1 4.4 $4.1M 3.0M 1.35
Solarcity Corp note 2.750%11/0 3.9 $3.6M 3.8M 0.93
Aegerion Pharmaceuticals 2% Du cvbond 3.1 $2.8M 3.9M 0.72
Encore Cap Group Inc note 3.000% 7/0 3.0 $2.7M 2.9M 0.94
Silver Standard Resources Inc note 2.875 2/0 2.8 $2.5M 2.8M 0.92
Theravance Biopharma Inc note 3.250%11/0 1.9 $1.7M 1.5M 1.15
Spdr S&p 500 Etf (SPY) 1.8 $1.7M 7.5k 223.47
Vanguard Total Stock Market ETF (VTI) 1.8 $1.6M 14k 115.29
Solarcity Corp note 1.625%11/0 1.7 $1.6M 1.9M 0.85
Vector Group Ltd note 1.75% 4/15 1.4 $1.3M 1.1M 1.16
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 1.3 $1.2M 1.2M 1.04
Tcp Cap Corp note 5.250%12/1 1.3 $1.2M 1.1M 1.04
Acorda Therap note 1.75% 6/15 1.2 $1.1M 1.5M 0.76
Weatherford Intl Ltd Note 5.875% 7/0 bond 1.2 $1.1M 1.0M 1.09
Seacor Holdings Inc note 2.500%12/1 1.1 $1.0M 1.0M 1.04
Apple (AAPL) 1.1 $1.0M 8.7k 115.86
Toll Bros Finance Corp. convertible bond 1.1 $1.0M 1.0M 0.98
Arbor Realty Trust note 6.500 10/0 1.1 $1.0M 1.0M 1.00
Pandora Media Inc note 1.750%12/0 0.6 $515k 500k 1.03
Teligent Inc note 3.750 12/1 0.5 $465k 500k 0.93
Cobalt Intl Energy Inc note 0.4 $400k 1.0M 0.40
Cobalt Intl Energy Inc note 3.125% 5/1 0.2 $145k 500k 0.29
Spdr S&p 500 Etf Tr option 0.0 $2.0k 150.00 13.33