0001140361-17-043176.txt : 20171117 0001140361-17-043176.hdr.sgml : 20171117 20171117133553 ACCESSION NUMBER: 0001140361-17-043176 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171117 DATE AS OF CHANGE: 20171117 EFFECTIVENESS DATE: 20171117 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: 171210407 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 09-30-2017 09-30-2017 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 11-16-2017 1 45 149449 false 1 0001387508 028-12257 PRELUDE CAPITAL MANAGEMENT, LLC
INFORMATION TABLE 2 form13fInfoTable.xml ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 4464 4187000 PRN SOLE 4187000 0 0 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3237 3586000 PRN SOLE 3586000 0 0 AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 3405 3500000 PRN SOLE 3500000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 3354 3095000 PRN SOLE 3095000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 1165 1075000 PRN OTR 1 0 1075000 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3111 3500000 PRN SOLE 3500000 0 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CR6 460 500000 PRN SOLE 500000 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 5944 4750000 PRN SOLE 4750000 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 938 750000 PRN OTR 1 0 750000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5688 5000000 PRN SOLE 5000000 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1165 1000000 PRN SOLE 1000000 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 3341 4500000 PRN SOLE 4500000 0 0 EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 2165 1500000 PRN SOLE 1500000 0 0 ENCORE CAP GROUP INCH5 NOTE 2.875% 3/1 292554AH5 998 1000000 PRN SOLE 1000000 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6727 5869000 PRN SOLE 5869000 0 0 ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 2939 3400000 PRN SOLE 3400000 0 0 FORUM MERGER CORP UNIT 06/01/2024 34985B202 1006 98100 SH SOLE 98100 0 0 GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 2061 2000000 PRN SOLE 2000000 0 0 INDUSTREA ACQUISITION CORP UNIT 07/21/2024 45579J203 809 80000 SH SOLE 80000 0 0 KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 2612 2795000 PRN SOLE 2795000 0 0 LAYNE CHRISTENSEN CO NOTE 8.000% 5/0 521050AD6 1250 1000000 PRN SOLE 1000000 0 0 LGI HOMES INC NOTE 4.250%11/1 50187TAB2 15083 6643000 PRN SOLE 6643000 0 0 LGI HOMES INC NOTE 4.250%11/1 50187TAB2 2271 1000000 PRN OTR 1 0 1000000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 2622 1500000 PRN OTR 1 0 1500000 0 MODERN MEDIA ACQUISITION UNIT 99/99/9999 60765P202 624 60000 SH SOLE 60000 0 0 AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 1219 1500000 PRN SOLE 1500000 0 0 PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 9002 8235000 PRN SOLE 8235000 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 1208 1500000 PRN SOLE 1500000 0 0 QUIDEL CORP NOTE 3.250%12/1 74838JAA9 988 650000 PRN SOLE 650000 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 3531 3500000 PRN SOLE 3500000 0 0 RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 5905 4500000 PRN SOLE 4500000 0 0 SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 3101 3000000 PRN SOLE 3000000 0 0 SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 6448 4519000 PRN SOLE 4519000 0 0 SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 501 500000 PRN SOLE 500000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 4288 3500000 PRN SOLE 3500000 0 0 IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 4570 4743000 PRN SOLE 4743000 0 0 TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 939 800000 PRN SOLE 800000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 5072 4500000 PRN SOLE 4500000 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4079 4299000 PRN SOLE 4299000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 614 500000 PRN SOLE 500000 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 9308 5520000 PRN SOLE 5520000 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 6823 6350000 PRN SOLE 6350000 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 537 500000 PRN OTR 1 0 500000 0 WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 2993 3000000 PRN SOLE 3000000 0 0 PENSARE ACQUISITION CORP UNIT 07/27/2022 70957E204 884 85600 SH SOLE 85600 0 0