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