0001140361-16-086202.txt : 20161114 0001140361-16-086202.hdr.sgml : 20161111 20161114122936 ACCESSION NUMBER: 0001140361-16-086202 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161114 DATE AS OF CHANGE: 20161114 EFFECTIVENESS DATE: 20161114 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: 161992752 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 09-30-2016 09-30-2016 Context Capital Management, LLC

2223 AVENIDA DE LA PLAYA SUITE 300 LA JOLLA CA 92037

13F HOLDINGS REPORT 028-10965 N Michael S. Rosen 858-481-3666 Michael S. Rosen La Jolla CA 11-09-2016 1 37 102882 false 1 0001387508 028-12257 SPRINGBOK CAPITAL MANAGEMENT, LLC INFORMATION TABLE 2 form13fInfoTable.xml AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 1826 2760000 PRN SOLE 2760000 0 0 ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 7787 6575000 PRN SOLE 6575000 0 0 ACCURAY INC NOTE 3.500% 2/0 004397AD7 1290 1000000 PRN SOLE 1000000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 2116 1500000 PRN SOLE 1500000 0 0 BOULDER GROWTH & INCOME FD I COM 101507101 195 23278 SH SOLE 23278 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 511 1000000 PRN SOLE 1000000 0 0 COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 192 500000 PRN SOLE 500000 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 1175 1000000 PRN SOLE 1000000 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 1175 1000000 PRN OTR 1 0 1000000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 3801 3500000 PRN SOLE 3500000 0 0 DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 1619 35000 SH SOLE 35000 0 0 DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 648 10000 SH OTR 1 0 10000 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 2403 2865000 PRN SOLE 2865000 0 0 ENDOLOGIX INC NOTE 2.250%12/1 29266SAA4 838 871000 PRN SOLE 871000 0 0 ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 8035 6075000 PRN SOLE 6075000 0 0 EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 1203 500000 PRN SOLE 500000 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 2833 2920000 PRN SOLE 2920000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 6335 5650000 PRN SOLE 5650000 0 0 KLR ENERGY ACQUISITION CORP CL A 49877M108 569 56238 SH SOLE 56238 0 0 LGI HOMES INC NOTE 4.250%11/1 50187TAB2 7395 4193000 PRN SOLE 4193000 0 0 LINKEDIN CORP COMCLA 53578A108 1051 5500 SH SOLE 5500 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 1553 1200000 PRN SOLE 1200000 0 0 MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 8033 6000000 PRN SOLE 6000000 0 0 NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 787 768000 PRN SOLE 768000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 3883 3256000 PRN SOLE 3256000 0 0 PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 6309 6500000 PRN SOLE 6500000 0 0 SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 5461 6049000 PRN SOLE 6049000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1622 7500 SH SOLE 7500 0 0 TCP CAP CORP NOTE 5.250%12/1 87238QAB9 480 480000 PRN SOLE 480000 0 0 TCP CAP CORP NOTE 5.250%12/1 87238QAB9 1523 1523000 PRN OTR 1 0 1523000 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 2170 1640000 PRN SOLE 1640000 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 661 500000 PRN OTR 1 0 500000 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 2127 1861000 PRN SOLE 1861000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 5532 2415000 PRN SOLE 2415000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 2290 1000000 PRN OTR 1 0 1000000 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 1558 14000 SH SOLE 14000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 5896 5250000 PRN SOLE 5250000 0 0