Context Capital Management

Context Capital Management as of Sept. 30, 2015

Portfolio Holdings for Context Capital Management

Context Capital Management holds 37 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
GROUP Affymetrix Inc cnv 11.0 $6.0M 3.9M 1.56
Vector Group Ltd note 1.75% 4/15 10.7 $5.9M 5.3M 1.12
Seacor Holdings Inc note 2.500%12/1 7.0 $3.8M 4.0M 0.96
Sequenom Inc conv 7.0 $3.8M 4.5M 0.85
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 6.3 $3.5M 4.0M 0.87
Encore Cap Group Inc note 3.000% 7/0 6.1 $3.3M 3.3M 1.00
Carriage Svcs Inc note 2.750% 3/1 6.1 $3.3M 3.0M 1.11
Tesla Motors Inc bond 4.7 $2.6M 2.7M 0.95
Ramco-gershenson Pptys Tr perp pfd-d cv 4.4 $2.4M 44k 55.76
Garnero Group Acquisition 3.6 $2.0M 198k 9.91
Spdr S&p 500 Etf (SPY) 3.5 $1.9M 10k 191.60
Imperial Hldgs Inc conv 3.4 $1.9M 1.8M 1.06
Vanguard Total Stock Market ETF (VTI) 2.9 $1.6M 16k 98.70
Tesla Motors Inc bond 2.8 $1.5M 1.6M 0.96
Quidel Corp note 3.250%12/1 2.1 $1.2M 1.3M 0.93
New Mountain Finance Corp conv 2.1 $1.2M 1.2M 0.99
Accuray Inc debt 3.500% 2/0 2.0 $1.1M 1.0M 1.10
Horsehead Hldg Corp note 3.800% 7/0 1.8 $1.0M 1.8M 0.57
Aegerion Pharmaceuticals 2% Du cvbond 1.7 $938k 1.3M 0.75
Spectrum Pharmaceuticals Inc conv 1.6 $900k 1.0M 0.90
iShares iBoxx $ High Yid Corp Bond (HYG) 1.4 $782k 9.4k 83.19
Illumina (ILMN) 1.2 $685k 3.9k 175.62
Aar Corp 2.25% conv 1.1 $601k 601k 1.00
Accuray 1.0 $550k 500k 1.10
Encore Cap Group Inc note 3.000%11/2 0.7 $378k 300k 1.26
Frontier Communications Corp pfd conv ser-a 0.6 $351k 3.8k 93.20
Cobalt Intl Energy Inc note 3.125% 5/1 0.6 $320k 500k 0.64
Western Ast Clymr Infl Lkd Sc & Incm (WIA) 0.6 $315k 30k 10.54
BlackRock Ltd. Duration Income Trust (BLW) 0.5 $283k 20k 14.44
Boulder Growth & Income Fund (STEW) 0.3 $173k 23k 7.43
Fibrocell Science 0.2 $119k 31k 3.84
Fifth Street Finance 0.2 $115k 19k 6.15
Royce Value Trust (RVT) 0.2 $115k 10k 11.50
Nexpoint Residential Tr (NXRT) 0.2 $87k 6.5k 13.35
Nexpoint Credit Strategies 0.1 $64k 11k 5.64
Garnero Group Acquition Rts right 06/25/2016 0.1 $47k 212k 0.22
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.1 $32k 247k 0.13