Managing Member

0001140361-18-023356.txt : 20180514 0001140361-18-023356.hdr.sgml : 20180514 20180514163525 ACCESSION NUMBER: 0001140361-18-023356 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180514 DATE AS OF CHANGE: 20180514 EFFECTIVENESS DATE: 20180514 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: 18831243 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 03-31-2018 03-31-2018 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 05-14-2018 1 55 137790 false 1 0001387508 028-12257 PRELUDE CAPITAL MANAGEMENT, LLC INFORMATION TABLE 2 form13fInfoTable.xml AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 7804 7550000 PRN SOLE 7550000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 3312 3095000 PRN SOLE 3095000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 1150 1075000 PRN OTR 1 0 1075000 0 ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 6188 5687000 PRN SOLE 5687000 0 0 BLACK RIDGE ACQUISITION CORP UNIT 10/05/2022 09216T206 1459 140000 SH SOLE 140000 0 0 BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 296 300000 PRN SOLE 300000 0 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 4312 2469000 PRN SOLE 2469000 0 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 1746 1000000 PRN OTR 1 0 1000000 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 6235 4750000 PRN SOLE 4750000 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 1412 1076000 PRN OTR 1 0 1076000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5397 5000000 PRN SOLE 5000000 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 3690 4500000 PRN SOLE 4500000 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 3583 3119000 PRN SOLE 3119000 0 0 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 3508 3000000 PRN SOLE 3000000 0 0 ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 3537 4150000 PRN SOLE 4150000 0 0 FORUM MERGER CORP *W EXP 06/01/202 34985B111 88 74050 SH SOLE 74050 0 0 GSV CAP CORP NOTE 4.750% 3/2 36191JAC5 1263 1250000 PRN SOLE 1250000 0 0 GORDON POINTE ACQUISITION CO UNIT 01/18/2023 382788206 1291 125000 SH SOLE 125000 0 0 GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 2456 2500000 PRN SOLE 2500000 0 0 GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 1937 2030000 PRN SOLE 2030000 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 472 200000 SH SOLE 200000 0 0 INDUSTREA ACQUISITION CORP UNIT 07/21/2024 45579J203 832 80000 SH SOLE 80000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 444 500000 PRN SOLE 500000 0 0 INSEEGO CORP NOTE 5.500% 6/1 45782BAA2 805 1000000 PRN SOLE 1000000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1181 1000000 PRN SOLE 1000000 0 0 ISHARES TR IBOXX INV CP ETF 464287242 1643 14000 SH SOLE 14000 0 0 MTECH ACQUISITION CORP COM CLASS A 55378W107 287 30000 SH SOLE 30000 0 0 MTECH ACQUISITION CORP UNIT 01/19/2023 55378W206 2543 250000 SH SOLE 250000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 481 500000 PRN SOLE 500000 0 0 MICROCHIP TECHNOLOGY Inc NOTE 1.625% 2/1 595017AD6 2663 1500000 PRN OTR 1 0 1500000 0 MICROCHIP TECHNOLOGY Inc SDCV 2.250% 2/1 595017AG9 5313 4400000 PRN SOLE 4400000 0 0 MODERN MEDIA ACQUISITION UNIT 99/99/9999 60765P202 637 60000 SH SOLE 60000 0 0 MUDRICK CAP ACQUISITION CORP UNIT 02/01/2023 624745204 1022 100000 SH SOLE 100000 0 0 NANTHEALTH INC NOTE 5.500%12/1 630104AB3 1766 2500000 PRN SOLE 2500000 0 0 NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 1152 1125000 PRN OTR 1 0 1125000 0 PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 9971 9735000 PRN SOLE 9735000 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 935 1000000 PRN SOLE 1000000 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 367 400000 PRN SOLE 400000 0 0 PENSARE ACQUISITION CORP UNIT 07/27/2022 70957E204 752 72100 SH SOLE 72100 0 0 PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 3080 3700000 PRN SOLE 3700000 0 0 RENEWABLE ENERGY GROUP INC NOTE 2.750% 6/1 75972AAA1 972 877000 PRN SOLE 877000 0 0 RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 6760 5000000 PRN SOLE 5000000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 7368 28000 SH SOLE 28000 0 0 SIMPLY GOOD FOODS CO *W EXP 07/07/202 82900L110 355 100000 SH SOLE 100000 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 3441 3756000 PRN SOLE 3756000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 4471 4500000 PRN SOLE 4500000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 523 500000 PRN SOLE 500000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3567 3500000 PRN SOLE 3500000 0 0 TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 1514 150000 SH SOLE 150000 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 6516 6250000 PRN SOLE 6250000 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 521 500000 PRN OTR 1 0 500000 0 VECTOR GROUP LTD FRNT 92240MBC1 1649 1500000 PRN SOLE 1500000 0 0 WILLSCOT CORP *W EXP 09/10/202 971375118 334 200000 SH SOLE 200000 0 0 NXP SEMICONDUCTORS N V COM N6596X109 1404 12000 SH SOLE 12000 0 0 QUALCOMM INC COM 747525103 1385 25000 SH SOLE 25000 0 0