-----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, EbU8epYclcsdjhRKCsBZLJmzrdwR+QSYmvYYUgVaEOvFEDkD+4o5OKgWimPI5Uea P2VOEYHw8SvRLr8y98DV5w== 0001085146-08-001653.txt : 20081114 0001085146-08-001653.hdr.sgml : 20081114 20081114130817 ACCESSION NUMBER: 0001085146-08-001653 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 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: 081189067 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 jmg3q08.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: September 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 November 13, 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: 91 Form13F Information Table Value Total: $479,429 (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 905 125000 PRN SOLE 125000 0 0 ADVANCED TECHNOLOGY ACQU COR *W EXP 06/18/201 007556111 3 34900 PRN SOLE 34900 0 0 ADVANCED TECHNOLOGY ACQU COR COM 007556103 5608 742800 PRN SOLE 742800 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 6685 5500000 PRN SOLE 5500000 0 0 AK STL HLDG CORP COM 001547108 281 10850 PRN SOLE 10850 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 583 64800 PRN SOLE 64800 0 0 AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 13355 7500000 PRN SOLE 7500000 0 0 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 5766 187500 PRN SOLE 187500 0 0 ASIA SPECIAL SIT ACQST CORP SHS G0538M105 4139 462500 PRN SOLE 462500 0 0 AUGUSTA RES CORP COM NEW 050912203 1932 550791 PRN SOLE 550791 0 0 BANK OF AMERICA CORPORATION COM 060505104 100 100000 PRN CALL SOLE 0 0 0 BLACKROCK FL RATE OME STRA I COM SHS 09255Y108 2235 199416 PRN SOLE 199416 0 0 BPZ RESOURCES INC COM 055639108 251 250500 PRN CALL SOLE 0 0 0 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 3725 5000000 PRN SOLE 5000000 0 0 CAPITOL ACQUISITION CORP DEL COM 14055E104 1688 187500 PRN SOLE 187500 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 6281 6250000 PRN SOLE 6250000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 228 101375 PRN SOLE 101375 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 693 99686 PRN SOLE 99686 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 43815 40569000 PRN SOLE 40569000 0 0 CIT GROUP INC 8.75%PFD SER C 125581603 13200 400000 PRN SOLE 400000 0 0 CMS ENERGY CORP COM 125896100 137 11000 PRN SOLE 11000 0 0 DEKANIA CORP *W EXP 02/01/201 24488U112 38 270900 PRN SOLE 270900 0 0 DEKANIA CORP COM 24488U104 4775 500000 PRN SOLE 500000 0 0 EATON VANCE FLTING RATE INC COM 278279104 511 45544 PRN SOLE 45544 0 0 EATON VANCE SR INCOME TR SH BEN INT 27826S103 172 35000 PRN SOLE 35000 0 0 ENERGY XXI (BERMUDA) LTD COM SHS G10082108 2980 980172 PRN SOLE 980172 0 0 ENTERPRISE ACQUISITION CORP COM 29365R108 1400 152550 PRN SOLE 152550 0 0 FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 421 40300 PRN SOLE 40300 0 0 GENERAL MTRS CORP COM 370442105 362 362300 PRN CALL SOLE 0 0 0 GENERAL MTRS CORP DEB SR CONV B 370442733 30740 3453979 PRN SOLE 3453979 0 0 GENERAL MTRS CORP DEB SR CV C 33 370442717 20022 2426886 PRN SOLE 2426886 0 0 GENERAL MTRS CORP SENIOR DEBEN D 370442691 4144 204663 PRN SOLE 204663 0 0 GHL ACQUISITION CORP COM 36172H108 3220 350000 PRN SOLE 350000 0 0 GLOBAL BRANDS ACQUISITION CO *W EXP 12/06/201 378982110 6 29077 PRN SOLE 29077 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 3101 337100 PRN SOLE 337100 0 0 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 4656 6250000 PRN SOLE 6250000 0 0 IDEATION ACQUISITION CORP *W EXP 11/19/201 451665111 44 161250 PRN SOLE 161250 0 0 IDEATION ACQUISITION CORP COM 451665103 1788 250000 PRN SOLE 250000 0 0 INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y112 409 1023080 PRN SOLE 1023080 0 0 INNOVATIVE CARD TECHNLGS INC COM 45773R100 109 265742 PRN SOLE 265742 0 0 INSIGNIA SYS INC COM 45765Y105 380 193817 PRN SOLE 193817 0 0 INSITE VISION INC COM 457660108 1303 2772313 PRN SOLE 2772313 0 0 INTER ATLANTIC FINANCIAL INC COM 45890H100 1640 225000 PRN SOLE 225000 0 0 ISTAR FINL INC FRNT 10/0 45031UBF7 3222 6575000 PRN SOLE 6575000 0 0 JAZZ TECHNOLOGIES INC NOTE 8.000%12/3 47214EAA0 1100 2000000 PRN SOLE 2000000 0 0 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 7775 10950000 PRN SOLE 10950000 0 0 KAPSTONE PAPER & PACKAGING C *W EXP 08/15/200 48562P111 1508 1116755 PRN SOLE 1116755 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 1474 200000 PRN SOLE 200000 0 0 LEHMAN BROS HLDGS INC COM 524908100 171 793250 PRN SOLE 793250 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 3488 4500000 PRN SOLE 4500000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 52729NBF6 7800 10000000 PRN SOLE 10000000 0 0 LEXINGTON REALTY TRUST PFD CONV SER C 529043309 20700 583100 PRN SOLE 583100 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 742 55432 PRN SOLE 55432 0 0 MAGUIRE PPTYS INC COM 559775101 644 108017 PRN SOLE 108017 0 0 MENTOR CORP MINN NOTE 2.750% 1/0 587188AC7 12025 12025000 PRN SOLE 12025000 0 0 MENTOR CORP MINN COM 587188103 1348 56500 PRN SOLE 56500 0 0 MERRILL LYNCH & CO INC COM 590188108 3295 130233 PRN SOLE 130233 0 0 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 66871 70022000 PRN SOLE 70022000 0 0 NETWORK ENGINES INC COM 64121A107 328 595561 PRN SOLE 595561 0 0 NEURALSTEM INC COM 64127R302 16 11791 PRN SOLE 11791 0 0 NOVAMERICAN STEEL INC COM 66986M100 16 10619 PRN SOLE 10619 0 0 NRDC ACQUISITION CORP COM 62941R102 1899 211000 PRN SOLE 211000 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 6376 5000000 PRN SOLE 5000000 0 0 OSI PHARMACEUTICALS INC NOTE 2.000%12/1 671040AF0 12320 7000000 PRN SOLE 7000000 0 0 OVERTURE ACQUISITION CORP SHS G6830P100 2039 225000 PRN SOLE 225000 0 0 POLARIS ACQUISITION CORP *W EXP 01/10/201 73104R110 51 127750 PRN SOLE 127750 0 0 POLARIS ACQUISITION CORP COM 73104R102 3335 366500 PRN SOLE 366500 0 0 PROLOGIS NOTE 1.875%11/1 743410AR3 9468 13150000 PRN SOLE 13150000 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 9966 7000000 PRN SOLE 7000000 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 225 25000 PRN SOLE 25000 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 2900 5000000 PRN SOLE 5000000 0 0 SPDR TR UNIT SER 1 78462F103 47451 409099 PRN SOLE 409099 0 0 SPDR TR UNIT SER 1 78462F103 113 112500 PRN CALL SOLE 0 0 0 STONELEIGH PARTNERS ACQUS CO COM 861923100 4247 562500 PRN SOLE 562500 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 7013 5500000 PRN SOLE 5500000 0 0 TM ENTMT & MEDIA INC *W EXP 10/17/201 87260T116 22 93750 PRN SOLE 93750 0 0 TM ENTMT & MEDIA INC COM 87260T108 681 93750 PRN SOLE 93750 0 0 TOWER SEMICONDUCTOR LTD ORD M87915100 8 15230 PRN SOLE 15230 0 0 TRANSFORMA ACQUISITION GROUP *W EXP 12/19/201 89366E118 4 28900 PRN SOLE 28900 0 0 TRANSFORMA ACQUISITION GROUP COM 89366E100 3778 481250 PRN SOLE 481250 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 7000 7650000 PRN SOLE 7650000 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 4770 5150000 PRN SOLE 5150000 0 0 TREMISIS ENERGY ACQ CORP II *W EXP 12/05/201 89472N119 7 28900 PRN SOLE 28900 0 0 USEC INC NOTE 3.000%10/0 90333EAC2 4245 7075000 PRN SOLE 7075000 0 0 VAN KAMPEN SENIOR INCOME TR COM 920961109 1827 447811 PRN SOLE 447811 0 0 WACHOVIA CORP NEW COM 929903102 1096 313020 PRN SOLE 313020 0 0 WACHOVIA CORP NEW CONV7.5%PFD CL A 929903219 8081 47390 PRN SOLE 47390 0 0 WASHINGTON MUT INC COM 939322103 30 362050 PRN SOLE 362050 0 0 WIDEPOINT CORP COM 967590100 274 685524 PRN SOLE 685524 0 0 YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 13846 17308000 PRN SOLE 17308000 0 0 YOUNG BROADCASTING INC CL A 987434107 3 63661 PRN SOLE 63661 0 0
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