Context Capital Management

Context Capital Management as of June 30, 2015

Portfolio Holdings for Context Capital Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
GROUP Affymetrix Inc cnv 13.0 $7.5M 3.9M 1.94
Sequenom Inc conv 8.4 $4.9M 5.0M 0.97
Vector Group Ltd note 1.75% 4/15 7.6 $4.4M 4.0M 1.10
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 6.6 $3.8M 4.0M 0.95
Encore Cap Group Inc note 3.000% 7/0 6.3 $3.6M 3.3M 1.09
Quidel Corp note 3.250%12/1 5.6 $3.3M 3.3M 1.00
Seacor Holdings Inc note 2.500%12/1 5.3 $3.1M 3.0M 1.02
New Mountain Finance Corp conv 4.5 $2.6M 2.6M 1.01
Horsehead Hldg Corp note 3.800% 7/0 4.2 $2.4M 2.4M 1.02
Vanguard Total Stock Market ETF (VTI) 3.7 $2.1M 20k 107.00
Garnero Group Acquisition 3.5 $2.0M 206k 9.82
Imperial Hldgs Inc conv 3.4 $2.0M 1.8M 1.12
Tesla Motors Inc bond 2.9 $1.7M 1.7M 0.98
Tesla Motors Inc bond 2.7 $1.6M 1.6M 0.99
Acorda Therap note 1.75% 6/15 2.6 $1.5M 1.5M 1.01
Accuray Inc debt 3.500% 2/0 2.4 $1.4M 1.0M 1.37
SPDR Dow Jones Industrial Average ETF (DIA) 2.3 $1.3M 7.5k 175.73
Aar Corp 2.25% conv 2.0 $1.2M 1.1M 1.06
Cobalt Intl Energy Inc note 3.125% 5/1 1.9 $1.1M 1.5M 0.72
Spectrum Pharmaceuticals Inc conv 1.6 $950k 1.0M 0.95
Inotek Pharmaceuticals Corp conv 1.6 $950k 1.0M 0.95
iShares iBoxx $ High Yid Corp Bond (HYG) 1.5 $888k 10k 88.80
Frontier Communications Corp pfd conv ser-a 1.3 $746k 7.5k 99.47
Accuray 1.2 $685k 500k 1.37
Blucora Inc note 4.250% 4/0 1.0 $574k 580k 0.99
Brixmor Prty (BRX) 0.8 $440k 19k 23.13
Encore Cap Group Inc note 3.000%11/2 0.7 $426k 300k 1.42
Boulder Growth & Income Fund (STEW) 0.3 $202k 24k 8.42
Fibrocell Science 0.3 $172k 33k 5.24
Fifth Street Finance 0.2 $131k 20k 6.55
Nexpoint Residential Tr (NXRT) 0.2 $100k 7.5k 13.42
Nexpoint Credit Strategies 0.2 $91k 12k 7.36
Garnero Group Acquition Rts right 06/25/2016 0.1 $40k 212k 0.19
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.1 $28k 202k 0.14
Horizon Technology Fin (HRZN) 0.0 $23k 1.8k 12.86