Context Capital Management

Context Capital Management as of March 31, 2015

Portfolio Holdings for Context Capital Management

Context Capital Management holds 35 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
GROUP Affymetrix Inc cnv 11.4 $6.3M 2.9M 2.20
Sequenom Inc. note 5.000 10/0 8.6 $4.7M 4.5M 1.05
Vector Group Ltd note 1.75% 4/15 7.8 $4.3M 4.0M 1.07
Blucora Inc note 4.250% 4/0 6.9 $3.8M 4.0M 0.94
Quidel Corp note 3.250%12/1 6.4 $3.5M 3.3M 1.09
Green Plains Inc conv 6.3 $3.5M 2.3M 1.50
Encore Cap Group Inc note 3.000% 7/0 5.5 $3.0M 2.8M 1.07
Horsehead Hldg Corp note 3.800% 7/0 4.7 $2.6M 2.4M 1.07
Tesla Mtrs Inc note 1.500% 6/0 4.3 $2.4M 1.5M 1.60
Ani Pharmaceuticals Inc. note 3.000 12/0 4.2 $2.3M 2.0M 1.15
Garnero Group Acquisition 4.0 $2.2M 226k 9.66
Vanguard Total Stock Market ETF (VTI) 3.9 $2.1M 20k 107.25
SPDR Dow Jones Industrial Average ETF (DIA) 2.9 $1.6M 9.0k 177.56
Acorda Therap note 1.75% 6/15 2.8 $1.5M 1.5M 1.02
Tesla Motors Inc bond 2.6 $1.4M 1.7M 0.84
Aar Corp 2.25% conv 2.6 $1.4M 1.4M 1.05
Tesla Motors Inc bond 2.5 $1.4M 1.6M 0.88
Ak Steel Corp. conv 2.0 $1.1M 1.0M 1.12
Cobalt Intl Energy Inc note 3.125% 5/1 2.0 $1.1M 1.5M 0.74
Spectrum Pharmaceuticals Inc conv 1.7 $920k 1.0M 0.92
iShares iBoxx $ High Yid Corp Bond (HYG) 1.6 $906k 10k 90.60
Spirit Rlty Cap Inc New Note cb 0.9 $500k 500k 1.00
Imperial Hldgs Inc conv 0.8 $434k 350k 1.24
Encore Cap Group Inc note 3.000%11/2 0.8 $417k 300k 1.39
Nexpoint Credit Strategies 0.5 $272k 22k 12.17
New Mountain Finance Corp (NMFC) 0.4 $245k 20k 12.25
Tri-Continental Corporation (TY) 0.4 $223k 10k 21.65
Boulder Growth & Income Fund (STEW) 0.4 $205k 24k 8.55
Apollo Commercial Real Est. Finance (ARI) 0.3 $172k 10k 17.20
Fibrocell Science 0.3 $158k 35k 4.50
Fifth Street Finance 0.3 $146k 20k 7.30
Kinder Morgan Inc/delaware Wts 0.2 $123k 30k 4.10
Garnero Group Acquition Rts right 06/25/2016 0.1 $40k 212k 0.19
Brixmor Prty (BRX) 0.1 $27k 999.00 27.03
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.0 $22k 198k 0.11