-----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, C+wKUU4dnxYy6u5N2kUJp/02OZHx4QPjRqg49z6bW+abPZLKmn9rdk2ONp12N32F GBdXNDl/QLc6zIcei2/C1g== 0001085146-09-003187.txt : 20090813 0001085146-09-003187.hdr.sgml : 20090813 20090812175906 ACCESSION NUMBER: 0001085146-09-003187 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090813 DATE AS OF CHANGE: 20090812 EFFECTIVENESS DATE: 20090813 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: 091007971 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 jmg2q09.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, 2009 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 12, 2009 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: 44 Form13F Information Table Value Total: $81,759 (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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ADVANCED TECHNOLOGY ACQU COR *W EXP 06/18/201 007556111 1 34900 PRN SOLE 34900 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 7025 4000000 PRN SOLE 4000000 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 2610 2250000 PRN SOLE 2250000 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 2571 4250000 PRN SOLE 4250000 0 0 ASIA SPECIAL SIT ACQST CORP SHS G0538M105 4422 462500 PRN SOLE 462500 0 0 AUGUSTA RES CORP COM NEW 050912203 472 255079 PRN SOLE 255079 0 0 BARZEL INDS INC COM 069744100 3 10619 PRN SOLE 10619 0 0 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 2655 1500000 PRN SOLE 1500000 0 0 CAPITOL ACQUISITION CORP DEL COM 14055E104 160 16433 PRN SOLE 16433 0 0 COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE2 4119 2512000 PRN SOLE 2512000 0 0 EXTERRAN HLDGS INC COM 30225X103 201 12500 PRN SOLE 12500 0 0 GHL ACQUISITION CORP COM 36172H108 3420 350000 PRN SOLE 350000 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 4262 437100 PRN SOLE 437100 0 0 GLOBAL BRANDS ACQUISITION CO *W EXP 12/06/201 378982110 3 29077 PRN SOLE 29077 0 0 GLOBAL CONSUMER ACQST CORP COM 378983100 1328 137500 PRN SOLE 137500 0 0 HECKMANN CORP *W EXP 11/09/201 422680116 25 42650 PRN SOLE 42650 0 0 HICKS ACQUISITION CO I INC COM 429086309 959 100000 PRN SOLE 100000 0 0 IDEATION ACQUISITION CORP *W EXP 11/19/201 451665111 86 172250 PRN SOLE 172250 0 0 IDEATION ACQUISITION CORP COM 451665103 2811 364600 PRN SOLE 364600 0 0 INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y112 72 1023080 PRN SOLE 1023080 0 0 INSIGNIA SYS INC COM 45765Y105 550 193767 PRN SOLE 193767 0 0 ISTAR FINL INC FRNT 10/0 45031UBF7 895 2325000 PRN SOLE 2325000 0 0 KAPSTONE PAPER & PACKAGING C *W EXP 08/15/200 48562P111 89 634090 PRN SOLE 634090 0 0 LEXINGTON REALTY TRUST PFD CONV SER C 529043309 7954 389897 PRN SOLE 389897 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1759 194200 PRN SOLE 194200 0 0 MCMORAN EXPLORATION CO COM 582411104 142 23750 PRN SOLE 23750 0 0 NETWORK ENGINES INC COM 64121A107 327 398522 PRN SOLE 398522 0 0 NEURALSTEM INC COM 64127R302 15 14291 PRN SOLE 14291 0 0 NRDC ACQUISITION CORP COM 62941R102 2045 211000 PRN SOLE 211000 0 0 OSI PHARMACEUTICALS INC NOTE 2.000%12/1 671040AF0 7700 7000000 PRN SOLE 7000000 0 0 OVERTURE ACQUISITION CORP SHS G6830P100 2180 225000 PRN SOLE 225000 0 0 READING INTERNATIONAL INC CL A 755408101 114 25000 PRN SOLE 25000 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 5660 579295 PRN SOLE 579295 0 0 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 5450 5000000 PRN SOLE 5000000 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 970 100000 PRN SOLE 100000 0 0 TM ENTMT & MEDIA INC *W EXP 10/17/201 87260T116 9 93750 PRN SOLE 93750 0 0 TM ENTMT & MEDIA INC COM 87260T108 294 37985 PRN SOLE 37985 0 0 TREMISIS ENERGY ACQ CORP II *W EXP 12/05/201 89472N119 4 28900 PRN SOLE 28900 0 0 TREMISIS ENERGY ACQ CORP II COM 89472N101 193 25000 PRN SOLE 25000 0 0 TRIAN ACQUISITION I CORP COM 89582E108 631 65889 PRN SOLE 65889 0 0 UNITED REFINING ENERGY CORP COM 911360105 2500 255600 PRN SOLE 255600 0 0 WESTERN REFNG INC COM 959319104 226 32000 PRN SOLE 32000 0 0 WIDEPOINT CORP COM 967590100 432 685524 PRN SOLE 685524 0 0 YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 4415 15768000 PRN SOLE 15768000 0 0
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