Unit testing ExceptionFilterAttribute

I'm trying to unit test my exception filter code. I can validate the exception, but I can't seem to find the exception message to validate in the unit test. Here is my code...

public class ExceptionHandlingAttribute : ExceptionFilterAttribute
{
    public override void OnException(HttpActionExecutedContext context)
    {
        if (context.Exception is TimeoutException)
        {
            context.Response = context.Request.CreateErrorResponse(HttpStatusCode.RequestTimeout, context.Exception.Message);
            return;
        }
        if (context.Exception is UnauthorizedAccessException)
        {
            context.Response = context.Request.CreateErrorResponse(HttpStatusCode.Unauthorized, context.Exception.Message);
            return;
        }

        context.Response = context.Request.CreateErrorResponse(HttpStatusCode.InternalServerError, "Unable to process your request.");
    }
}

Unit Test Code

[Theory, MemberData("ExceptionData")]
    public void OnExceptionTests(Exception ex, HttpStatusCode statusCode)
    {
        var request = new HttpRequestMessage();
        var actionContext = InitializeActionContext(request);
        var httpActionExectuedContext = new HttpActionExecutedContext(actionContext, ex);

        var exceptionHandlingAttribute = new ExceptionHandlingAttribute();
        exceptionHandlingAttribute.OnException(httpActionExectuedContext);
        Assert.Equal(actionContext.Response.StatusCode, statusCode);
        Assert.Equal(actionContext.Response.ReasonPhrase, ex.Message);
    }

    public static IEnumerable<object[]> ExceptionData
    {
        get
        {

            return new[]
            {
                new object[] { new TimeoutException("My timeout message."), HttpStatusCode.RequestTimeout }                   
            };
        }
    }

My problem is : Assert.Equal(actionContext.Response.ReasonPhrase, ex.Message);

When I try to look at it in the watch window, I can't seem to find "My Timeout message" in the response.