-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DAmBd9eOMHdSu4vD6Wu8/fI5b5oXmCvgxqS6LxWjCCaLv9Plgg1ndpFoh7NQKZCK bREp5YFV+PwBqH2bcQxT3A== 0001085146-08-001006.txt : 20080814 0001085146-08-001006.hdr.sgml : 20080814 20080814162816 ACCESSION NUMBER: 0001085146-08-001006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JMG CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001049347 IRS NUMBER: 680271088 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04307 FILM NUMBER: 081019537 BUSINESS ADDRESS: STREET 1: 1999 AVENUE OF THE STARS STREET 2: SUITE 2530 CITY: LOS ANGELES STATE: CA ZIP: 90067 BUSINESS PHONE: 3102012619 MAIL ADDRESS: STREET 1: 1999 AVENUE OF THE STARS STREET 2: SUITE 2530 CITY: LOS ANGELES STATE: CA ZIP: 90067 FORMER COMPANY: FORMER CONFORMED NAME: JMG CAPITAL MANAGEMENT INC DATE OF NAME CHANGE: 19971107 13F-HR 1 jmg2q08.txt JMG CAPITAL MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: JMG Capital Management, LLC Address: 11601 Wilshire Blvd, Suite 2180 Los Angeles, CA 90025 13F File Number: 28-04307 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jonathan Glaser Title: Member Manager Phone: 310-601-2800 Signature, Place, and Date of Signing: /s/ Jonathan Glaser Los Angeles, CA August 11, 2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 104 Form13F Information Table Value Total: $7,210,636 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 2020 CHINACAP ACQUIRCO INC COM 90212G109 9250 125000 PRN SOLE 125000 0 0 ADVANCED TECHNOLOGY ACQU COR *W EXP 06/18/201 007556111 1285 485000 PRN SOLE 485000 0 0 ADVANCED TECHNOLOGY ACQU COR COM 007556103 56738 750000 PRN SOLE 750000 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 80575 5500000 PRN SOLE 5500000 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 6026 64800 PRN SOLE 64800 0 0 AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 157298 7500000 PRN SOLE 7500000 0 0 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 82200 187500 PRN SOLE 187500 0 0 ASIA SPECIAL SIT ACQST CORP SHS G0538M105 42596 462500 PRN SOLE 462500 0 0 AUGUSTA RES CORP COM NEW 050912203 28093 491991 PRN SOLE 491991 0 0 BECKMAN COULTER INC COM 075811109 6697 9917 PRN SOLE 9917 0 0 BLACKROCK FL RATE OME STRA I COM SHS 09255Y108 24045 163016 PRN SOLE 163016 0 0 BPZ RESOURCES INC COM 055639108 4059 405900 SH CALL SOLE 0 0 0 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 40125 5000000 PRN SOLE 5000000 0 0 CAPITOL ACQUISITION CORP DEL COM 14055E104 17494 187500 PRN SOLE 187500 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 137656 6250000 PRN SOLE 6250000 0 0 CEPHALON INC NOTE 6/1 156708AK5 187341 16700000 PRN SOLE 16700000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 4854 111075 PRN SOLE 111075 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 9934 109286 PRN SOLE 109286 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 619458 34319000 PRN SOLE 34319000 0 0 CIT GROUP INC 8.75%PFD SER C 125581603 165000 400000 PRN SOLE 400000 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 158048 449000 PRN SOLE 449000 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3486 348600 SH CALL SOLE 0 0 0 DEKANIA CORP *W EXP 02/01/201 24488U112 515 270900 PRN SOLE 270900 0 0 DEKANIA CORP COM 24488U104 47750 500000 PRN SOLE 500000 0 0 EATON VANCE FLTING RATE INC COM 278279104 6608 45544 PRN SOLE 45544 0 0 EATON VANCE SR INCOME TR SH BEN INT 27826S103 2317 35000 PRN SOLE 35000 0 0 ENERGY XXI (BERMUDA) LTD COM SHS G10082108 84896 1226825 PRN SOLE 1226825 0 0 ENTERPRISE ACQUISITION CORP COM 29365R108 32620 350000 PRN SOLE 350000 0 0 ENTERTAINMENT DIST CO INC COM 29382J105 609 124299 PRN SOLE 124299 0 0 FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 5723 40300 PRN SOLE 40300 0 0 GENERAL MTRS CORP COM 370442105 125636 1092489 PRN SOLE 1092489 0 0 GENERAL MTRS CORP COM 370442105 819 81900 SH CALL SOLE 0 0 0 GENERAL MTRS CORP DEB SR CONV B 370442733 1320941 9627856 PRN SOLE 9627856 0 0 GHL ACQUISITION CORP COM 36172H108 32550 350000 PRN SOLE 350000 0 0 GLOBAL BPO SVCS CORP COM 378981104 21068 275400 PRN SOLE 275400 0 0 GLOBAL BRANDS ACQUISITION CO *W EXP 12/06/201 378982110 338 54077 PRN SOLE 54077 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 34875 375000 PRN SOLE 375000 0 0 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 52500 6250000 PRN SOLE 6250000 0 0 IDEATION ACQUISITION CORP *W EXP 11/19/201 451665111 763 250000 PRN SOLE 250000 0 0 IDEATION ACQUISITION CORP COM 451665103 18300 250000 PRN SOLE 250000 0 0 INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y112 4400 1023080 PRN SOLE 1023080 0 0 INSIGNIA SYS INC COM 45765Y105 3217 193817 PRN SOLE 193817 0 0 INSITE VISION INC COM 457660108 14992 2766013 PRN SOLE 2766013 0 0 INTER ATLANTIC FINANCIAL INC COM 45890H100 16920 225000 PRN SOLE 225000 0 0 ISTAR FINL INC FRNT 10/0 45031UBF7 49641 6575000 PRN SOLE 6575000 0 0 JAZZ TECHNOLOGIES INC NOTE 8.000%12/3 47214EAA0 13600 2000000 PRN SOLE 2000000 0 0 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 86231 10950000 PRN SOLE 10950000 0 0 JETBLUE AIRWAYS CORP NOTE 3.500% 7/1 477143AB7 185000 18500000 PRN SOLE 18500000 0 0 KAPSTONE PAPER & PACKAGING C *W EXP 08/15/200 48562P111 19283 1089432 PRN SOLE 1089432 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 14940 200000 PRN SOLE 200000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 23535 25900 PRN SOLE 25900 0 0 LDK SOLAR CO LTD SPONSORED ADR 50183L107 10947 28900 PRN SOLE 28900 0 0 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 159118 20000 PRN SOLE 20000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 55738 6500000 PRN SOLE 6500000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 52729NBF6 92000 10000000 PRN SOLE 10000000 0 0 LEXINGTON REALTY TRUST COM 529043101 17038 125000 PRN SOLE 125000 0 0 LEXINGTON REALTY TRUST PFD CONV SER C 529043309 209376 581600 PRN SOLE 581600 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 7982 55432 PRN SOLE 55432 0 0 MAGUIRE PPTYS INC COM 559775101 13651 112167 PRN SOLE 112167 0 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 75525 6000000 PRN SOLE 6000000 0 0 MENTOR CORP MINN NOTE 2.750% 1/0 587188AC7 130471 12025000 PRN SOLE 12025000 0 0 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 404144 39622000 PRN SOLE 39622000 0 0 NETEASE COM INC NOTE 7/1 64110WAB8 72448 4000000 PRN SOLE 4000000 0 0 NETWORK ENGINES INC COM 64121A107 7102 607031 PRN SOLE 607031 0 0 NEURALSTEM INC COM 64127R302 173 11791 PRN SOLE 11791 0 0 NEXMED INC COM 652903105 1382 106332 PRN SOLE 106332 0 0 NORTH AMERN INS LEADERS INC COM 65687M104 65280 823200 PRN SOLE 823200 0 0 NOVAMERICAN STEEL INC *W EXP 03/07/201 66986M118 1550 212383 PRN SOLE 212383 0 0 NOVAMERICAN STEEL INC COM 66986M100 335 11364 PRN SOLE 11364 0 0 NRDC ACQUISITION CORP COM 62941R102 19686 211000 PRN SOLE 211000 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 105062 5000000 PRN SOLE 5000000 0 0 OSI PHARMACEUTICALS INC NOTE 2.000%12/1 671040AF0 106925 7000000 PRN SOLE 7000000 0 0 OVERTURE ACQUISITION CORP *W EXP 01/30/201 G6830P118 88 20500 PRN SOLE 20500 0 0 OVERTURE ACQUISITION CORP SHS G6830P100 20813 225000 PRN SOLE 225000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 125016 7500000 PRN SOLE 7500000 0 0 POLARIS ACQUISITION CORP *W EXP 01/10/201 73104R110 1523 203000 PRN SOLE 203000 0 0 POLARIS ACQUISITION CORP COM 73104R102 35001 366500 PRN SOLE 366500 0 0 PROLOGIS NOTE 1.875%11/1 743410AR3 114405 13150000 PRN SOLE 13150000 0 0 PROSHARES TR ULTRASHRT O&G 74347R586 21368 80000 PRN SOLE 80000 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 206600 8000000 PRN SOLE 8000000 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 2338 25000 PRN SOLE 25000 0 0 SAVVIS INC NOTE 3.000% 5/1 805423AA8 18813 2500000 PRN SOLE 2500000 0 0 SHANGHAI CENTURY ACQUISIT CO *W EXP 04/23/201 G80637112 9 92553 PRN SOLE 92553 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 480 25000 PRN SOLE 25000 0 0 SPDR TR UNIT SER 1 78462F103 99981 78122 PRN SOLE 78122 0 0 STONELEIGH PARTNERS ACQUS CO *W EXP 05/31/201 861923126 127 29900 PRN SOLE 29900 0 0 STONELEIGH PARTNERS ACQUS CO COM 861923100 43200 562500 PRN SOLE 562500 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 141609 11250000 PRN SOLE 11250000 0 0 THERMADYNE HLDGS CORP NEW COM PAR $0.01 883435307 4020 27183 PRN SOLE 27183 0 0 TM ENTMT & MEDIA INC COM 87260T108 6891 93750 PRN SOLE 93750 0 0 TM ENTMT & MEDIA INC *W EXP 10/17/201 87260T116 459 93750 PRN SOLE 93750 0 0 TRANS-INDIA ACQUISITION CORP COM 893237107 5715 75000 PRN SOLE 75000 0 0 TRANSFORMA ACQUISITION GROUP COM 89366E100 49585 631250 PRN SOLE 631250 0 0 TRANSFORMA ACQUISITION GROUP *W EXP 12/19/201 89366E118 77 28900 PRN SOLE 28900 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 58195 5150000 PRN SOLE 5150000 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 87210 7650000 PRN SOLE 7650000 0 0 TREMISIS ENERGY ACQ CORP II *W EXP 12/05/201 89472N119 445 79500 PRN SOLE 79500 0 0 USEC INC NOTE 3.000%10/0 90333EAC2 54036 7075000 PRN SOLE 7075000 0 0 VAN KAMPEN SENIOR INCOME TR COM 920961109 25883 447811 PRN SOLE 447811 0 0 VICTORY ACQUISITION CORP COM 92644D100 23895 251000 PRN SOLE 251000 0 0 WACHOVIA CORP NEW CONV7.5%PFD CL A 929903219 285413 32250 PRN SOLE 32250 0 0 WIDEPOINT CORP COM 967590100 7129 685524 PRN SOLE 685524 0 0 YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 151445 17308000 PRN SOLE 17308000 0 0 YOUNG BROADCASTING INC CL A 987434107 89 63661 PRN SOLE 63661 0 0
-----END PRIVACY-ENHANCED MESSAGE-----