Context Capital Management

Context Capital Management as of Dec. 31, 2014

Portfolio Holdings for Context Capital Management

Context Capital Management holds 38 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Garnero Acquisition Group Cw19 *w exp 06/24/201 29.5 $24M 198k 120.00
GROUP Affymetrix Inc cnv 7.0 $5.6M 3.1M 1.78
Sequenom 5.2 $4.2M 4.0M 1.04
Ak Steel Corp. conv 5.0 $4.0M 3.0M 1.34
Blucora Inc note 4.250% 4/0 4.8 $3.9M 4.1M 0.95
Ani Pharmaceuticals Inc. note 3.000 12/0 4.6 $3.7M 3.5M 1.05
Cbiz Inc. 4.875% Convertible dbcv 4.1 $3.3M 2.8M 1.21
Vector Group Ltd note 1.75% 4/15 4.0 $3.2M 3.0M 1.06
Jakks Pacific, Inc. conv 3.1 $2.5M 2.6M 0.96
Technology Invstmt Cap Corp conv 2.9 $2.3M 2.2M 1.05
Garnero Group Acquisition 2.7 $2.2M 226k 9.55
Quidel Corp note 3.250%12/1 2.4 $2.0M 1.8M 1.12
Horsehead Hldg Corp note 3.800% 7/0 2.3 $1.8M 1.5M 1.22
Green Plains Inc conv 2.2 $1.8M 1.3M 1.35
Acorda Therap note 1.75% 6/15 2.1 $1.7M 1.5M 1.15
Encore Cap Group Inc note 3.000% 7/0 2.1 $1.7M 1.5M 1.14
Cobalt Intl Energy Inc note 3.125% 5/1 2.1 $1.7M 2.5M 0.68
Hf2 Financial Management 2.0 $1.6M 158k 10.41
Tesla Motors Inc bond 1.9 $1.5M 1.7M 0.90
Tesla Motors Inc bond 1.9 $1.5M 1.6M 0.93
Aar Corp 2.25% conv 1.7 $1.4M 1.4M 1.03
SPDR Dow Jones Industrial Average ETF (DIA) 1.6 $1.2M 7.0k 177.86
Dendreon Corp note 1.1 $851k 1.4M 0.63
Cobalt Intl Energy Inc note 1.0 $806k 1.3M 0.62
Jakks Pacific Inc conv 0.9 $761k 875k 0.87
Wts Fibrocell Science $0.10 06/01/2018 wrnt 0.7 $539k 457k 1.18
Encore Cap Group Inc note 3.000%11/2 0.4 $296k 200k 1.48
Nexpoint Credit Strategies 0.3 $251k 22k 11.23
Freddie Mac 8.375% Pfd Ser Z preferred (FMCKJ) 0.2 $158k 40k 3.95
C B Pharma Acquisition Corp unit 99/99/9999 0.2 $150k 15k 10.07
Garnero Group Acquition Rts right 06/25/2016 0.1 $64k 212k 0.30
Kinder Morgan Inc/delaware-p wrnt 0.1 $42k 10k 4.20
Fibrocell Science 0.0 $26k 10k 2.57
Wts Green Hunter Resources Inc @$2.25 Ex wrnt 0.0 $22k 39k 0.57
Wts Fibrocell Science $0.25 12/31/2016 wrnt 0.0 $8.0k 32k 0.25
Galena Biopharma wts 0.0 $11k 30k 0.37
Fibrocell Warrants wrnt 0.0 $0 15k 0.00
Frontera Resources 0.0 $2.2k 11k 0.20