Managing Member

0001140361-17-020039.txt : 20170512 0001140361-17-020039.hdr.sgml : 20170512 20170512150002 ACCESSION NUMBER: 0001140361-17-020039 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170512 DATE AS OF CHANGE: 20170512 EFFECTIVENESS DATE: 20170512 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Context Capital Management, LLC CENTRAL INDEX KEY: 0001301396 IRS NUMBER: 330972042 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10965 FILM NUMBER: 17838061 BUSINESS ADDRESS: STREET 1: 2223 AVENIDA DE LA PLAYA STREET 2: SUITE 300 CITY: LA JOLLA STATE: CA ZIP: 92037 BUSINESS PHONE: 858 481 3666 MAIL ADDRESS: STREET 1: 2223 AVENIDA DE LA PLAYA STREET 2: SUITE 300 CITY: LA JOLLA STATE: CA ZIP: 92037 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001301396 XXXXXXXX 03-31-2017 03-31-2017 Context Capital Management, LLC

2223 AVENIDA DE LA PLAYA SUITE 300 LA JOLLA CA 92037

13F HOLDINGS REPORT 028-10965 N Michael S. Rosen Managing Member 858-481-3666 Michael S. Rosen La Jolla CA 05-12-2017 1 45 125084 false 1 0001387508 028-12257 PRELUDE CAPITAL MANAGEMENT, LLC INFORMATION TABLE 2 form13fInfoTable.xml ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 2547 3000000 PRN SOLE 3000000 0 0 APPLE INC COM 037833100 1250 8700 SH SOLE 8700 0 0 AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 1221 1500000 PRN SOLE 1500000 0 0 ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 3637 3325000 PRN SOLE 3325000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1263 850000 PRN SOLE 850000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 5041 4595000 PRN SOLE 4595000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 1179 1075000 PRN OTR 1 0 1075000 0 ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 1579 1500000 PRN SOLE 1500000 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 5218 4000000 PRN SOLE 4000000 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 1305 1000000 PRN OTR 1 0 1000000 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CR6 4153 4000000 PRN SOLE 4000000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 340 1000000 PRN SOLE 1000000 0 0 COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 119 500000 PRN SOLE 500000 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 2972 1500000 PRN OTR 1 0 1500000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 3883 3500000 PRN SOLE 3500000 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 1884 2000000 PRN SOLE 2000000 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 3683 3865000 PRN SOLE 3865000 0 0 ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 4023 4075000 PRN SOLE 4075000 0 0 ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 1481 1500000 PRN OTR 1 0 1500000 0 IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 2005 2000000 PRN SOLE 2000000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 2804 3000000 PRN SOLE 3000000 0 0 KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 2903 3000000 PRN SOLE 3000000 0 0 KLR ENERGY ACQUISITION CORP CL A 49877M108 724 70138 SH SOLE 70138 0 0 LGI HOMES INC NOTE 4.250%11/1 50187TAB2 9386 5693000 PRN SOLE 5693000 0 0 NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 806 779000 PRN SOLE 779000 0 0 NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 30 29000 PRN OTR 1 0 29000 0 PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 7546 8575000 PRN SOLE 8575000 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 2999 3000000 PRN SOLE 3000000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1768 7500 SH SOLE 7500 0 0 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 763 750000 PRN SOLE 750000 0 0 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 763 750000 PRN OTR 1 0 750000 0 SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 2208 2250000 PRN SOLE 2250000 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 6425 7189000 PRN SOLE 7189000 0 0 SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 4564 4469000 PRN SOLE 4469000 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8799 4980000 PRN SOLE 4980000 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 1838 1040000 PRN OTR 1 0 1040000 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 5892 6000000 PRN SOLE 6000000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 519 500000 PRN SOLE 500000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3180 2500000 PRN SOLE 2500000 0 0 TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 2960 2975000 PRN SOLE 2975000 0 0 TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 1316 1323000 PRN OTR 1 0 1323000 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 1795 1750000 PRN SOLE 1750000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 2061 1817000 PRN SOLE 1817000 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 1698 14000 SH SOLE 14000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 2554 1000000 PRN OTR 1 0 1000000 0