-----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, U6yZV2bg/zrHyas/9trOpmSzhvDVL66gtzK0b1L7EFlt5tete2EixCN25EasEiIZ 8rq1VupRjVIFkEvLLpPiUQ== 0000935836-08-000231.txt : 20080509 0000935836-08-000231.hdr.sgml : 20080509 20080508183214 ACCESSION NUMBER: 0000935836-08-000231 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080509 DATE AS OF CHANGE: 20080508 EFFECTIVENESS DATE: 20080509 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: 08815530 BUSINESS ADDRESS: STREET 1: 4365 EXECUTIVE DRIVE STREET 2: SUITE 850 CITY: SAN DIEGO STATE: CA ZIP: 92121 BUSINESS PHONE: 858 481 3666 MAIL ADDRESS: STREET 1: 4365 EXECUTIVE DRIVE STREET 2: SUITE 850 CITY: SAN DIEGO STATE: CA ZIP: 92121 13F-HR 1 context.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 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: Context Capital Management, LLC Address: 4365 Executive Drive, Suite 850 San Diego, CA 92121 Form 13F File Number: 28-10965 The institutional investment manager filing this report and the person by whom it is signed hereby represent 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: Michael S. Rosen Title: Manager Phone: (858) 481-3666 Signature, Place and Date of Signing: /s/ Michael S. Rosen San Diego, CA May 8, 2008 Report Type (Check only one.): X 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ___ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ___ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 133 Form 13F Information Table Value Total: 217,675 X 1000 List of Other Included Managers: NONE Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NAME OF ISSUER TITLE OF VALUE SH/ PUT INV. OTHER VOTING AUTH CLASS CUSIP X1000 SHARES PRN / DISC MGR CAL . L SOLE SHR NONE Columbus Acq Corp WTS 19885111 32 100,00 SH 100,00 Wrts 5 0 0 Electro Energy Inc COM 28510610 1 2,404 SH 2,404 0 Global BPO Services COM 37898110 106 14,490 SH 14,490 Corp 4 Global BPO Services WTS 37898111 20 104,79 SH 104,79 Corp wrts 2 0 0 Global Consumer COM 37898310 1018 112,06 SH 112,06 Acquisition 0 0 0 Heckmann Corp COM 42268010 450 60,430 SH 60,430 8 Heckmann Corp wrts WTS 42268011 147 229,50 SH 229,50 6 0 0 Highlands WTS 43088011 56 125,00 SH 125,00 Acquisition Corp 2 0 0 Highlands OTHER 43088020 241 25,400 SH 25,400 Acquisition Corp U 3 Ideation Acqu Corp OTHER 45166520 1029 140,96 SH 140,96 2 0 0 Oceanaut Inc. COM 67522710 165 21,300 SH 21,300 2 SILICON GRAPHICS COM 82705630 19 19,400 SH 19,400 0 PUT/AMR(AMRPB) PUT 00176510 8 50 SH PUT 50 @ 10 EXP 6 04/19/2008 PUT/ALU(ALURA) PUT 01390430 13 500 SH PUT 500 @ 5 EXP 06/21/2008 5 ALTERNATIVE ASSET COM 02149U10 963 101,65 SH 101,65 MANAGEMENT 1 0 0 A*CQUISITION CORP. CMN AMDOCS LIMITED 0.5% CNV 02342TAD 629 635,00 PRN 635,00 03/15/2024 SER: B 1 0 0 CONV SM WTS/AMERICAN WTS 02520T11 1 668,75 SH CAL 668,75 COMMUNITY 1 0 L 0 NEWSPAPERS INC. 5.0000 EXP06/29/2009 AMER EQUITY INVT CNV 025676AE 177 184,00 PRN 184,00 LIFE HLDNG 5.25% 7 0 0 12/06/2024 SER: B CONV JD AMERICAN MED SYS CNV 02744MAA 5948 6,100, PRN 6,100, HLDGS INC 3.25% 6 000 000 07/01/2036 CONV JJ AMERICAN TOWER CNV 029912AR 14869 7,562, PRN 7,562, CORPORATION 3% 3 000 000 08/15/2012 SER: B CONV FA AMGEN INC. 0.125% CNV 031162AN 2973 3,280, PRN 3,280, 02/01/2011 CONV FA 0 000 000 WTS/APEX WTS 03753Q11 28 85,000 SH CAL 85,000 BIOVENTURES ACQ 3 L CORP EXP06/13/2011 AVNET, INC. 2% CNV 053807AL 675 600,00 PRN 600,00 03/15/2034 CONV SM 7 0 0 BRE PROPERTIES, CNV 05564EBH 541 585,00 PRN 585,00 INC. 4.12500000 8 0 0 08/15/2026 CONV FA PUT/BZH(BZHQU) PUT 07556Q10 18 200 SH PUT 200 @ 7.5 EXP 5 05/17/2008 BLACKROCK, INC. CNV 09247XAB 9773 4,750, PRN 4,750, 2.625% 02/15/2035 7 000 000 SER: B CONV AF PUT/CIT(CITPU) PUT 12558110 3 50 SH PUT 50 @ 7.5 EXP 8 04/19/2008 PUT/COF(COFPH) PUT 14040H10 4 50 SH PUT 50 @ 40 EXP 5 04/19/2008 CAPITOL ACQUISITION OTHER 14055E20 344 35,900 SH 35,900 CORP. 1 UNT = 1 STK 3 CMN + 1 WRNT CAPITALSOURCE INC. CNV 14055XAF 2731 3,300, PRN 3,300, 1.625% 03/15/2034 9 000 000 CONV SM PUT/CCL(CCLPH) PUT 14365830 57 444 SH PUT 444 @ 40 EXP 0 04/19/2008 CARNIVAL CNV 143658AV 9446 14,560 PRN 14,560 CORPORATION STEP 4 ,000 ,000 CPN DUE 04/29/2033 CONV OA 1.132% TO 4/08, 0% THEREAFTER CELL GENESYS INC CNV 150921AB 3037 4,550, PRN 4,550, 3.125% 11/01/2011 0 000 000 SER: B CONV MN CHARLES RIVER LABS CNV 159864AB 8778 6,600, PRN 6,600, INTL INC 2.25% 3 000 000 06/15/2013 CONV DJ CHESAPEAKE ENERGY CNV 16516784 641 5,500 SH 5,500 CORPORATION CONV 2 PFD USD4.5000(4.50%) China Holdings Acqu WTS 16942N11 49 108,50 SH CAL 108,50 4 0 L 0 CHINA HOLDINGS OTHER 16942N20 1393 150,00 SH 150,00 ACQUISITION 5 0 0 CORPORATION 1 UNIT = 1 CMN STK + 1 WRNT Churchill Ventures COM 17157P10 377 49,300 SH 49,300 9 CITADEL CNV 17285TAB 5135 6,050, PRN 6,050, BROADCASTING 2 000 000 COMPANY 1.875% 02/15/2011 SER: B CONV AF WTS/COLUMBUS WTS 19885111 8 31,110 SH CAL 31,110 ACQUISITION CORP. 5 L EXP5/18/11 CORE LABORATORIES CNV 21868FAB 9564 7,000, PRN 7,000, NV 0.25% 10/31/2011 9 000 000 CONV AO CYCLACEL COM 23254L10 1 10 SH 10 PHARMACEUTICALS INC 8 CMN Cyclacel Pharm Inc PFD 23254L20 194 47,986 SH 47,986 7 PUT/DIA(DAWPR) PUT 25278710 11 50 SH PUT 50 @ 122 EXP 6 04/19/2008 DIGITAL RIVER, INC. CNV 25388BAB 900 900,00 PRN 900,00 1.25% 01/01/2024 0 0 0 SER: B CONV JJ EMC CORPORATION COM 26864810 555 38,714 SH 38,714 MASS CMN 2 PUT/EMC(EMCSC) PUT 26864810 122 748 SH PUT 748 @ 15 EXP 2 07/19/2008 E*TRADE FINANCIAL COM 26924610 193 50,000 SH 50,000 CORPORATION CMN 4 PUT/ETFC(EUSSG) PUT 26924610 21 500 SH PUT 500 @ 3 EXP 07/19/2008 4 EASTMAN KODAK COM 27746110 707 40,000 SH 40,000 COMPANY CMN 9 PUT/EK(EKPD) PUT 27746110 100 400 SH PUT 400 @ 20 EXP 9 04/19/2008 EDWARDS CNV 28176EAB 790 785,00 PRN 785,00 LIFESCIENCES CORP 4 0 0 3.875% 05/15/2033 SER: B CONV NM ELECTRO ENERGY INC COM 28510610 7 16,839 SH 16,839 CMN 0 EMCORE CORPORATION COM 29084610 105 18,284 SH 18,284 CMN 4 Enterprise OTHER 29365R20 974 101,50 SH 101,50 Acquisiton 7 0 0 ENZON CNV 293904AE 3154 2,800, PRN 2,800, PHARMACEUTICALS INC 8 000 000 4% 06/01/2013 CONV DJ FINANCIAL FEDERAL CNV 317492AF 4042 4,205, PRN 4,205, CORPORATION 2% 3 000 000 04/15/2034 SER: B CONV OA FLEXTRONICS CNV 33938EAL 381 399,00 PRN 399,00 INTERNATIONAL LTD. 1 0 0 1% 08/01/2010 SER: B CONV FA PUT/F(FRA) PUT 34537086 9 200 SH PUT 200 @ 5 EXP 06/21/2008 0 FRONTIER AIRLINES, CNV 359065AA 5405 9,400, PRN 9,400, INC 5.00000000 7 000 000 12/15/2025 CONV JD GHL ACQUISITION OTHER 36172H20 2687 277,55 SH 277,55 CORP. 1 UNIT = 1 7 0 0 CMN STK + 1 WRNT GENCORP INC 4% CNV 368682AJ 478 501,00 PRN 501,00 01/16/2024 SER: B 9 0 0 CONV JJ PUT/GM(GMPD) PUT 37044210 9 50 SH PUT 50 @ 20 EXP 5 04/19/2008 GENZYME CORPORATION CNV 372917AN 800 690,00 PRN 690,00 1.25% 12/01/2023 4 0 0 SER: B CONV DJ GLOBAL BPO SERVICES COM 37898110 195 26,570 SH 26,570 CORP CMN 4 WTS/GLOBAL BPO WTS 37898111 71 373,91 SH CAL 373,91 SERVICES 2 0 L 0 CORPORATION EXP10/17/2011 WTS/GLG PARTNERS, WTS 37929X11 4661 1,024, SH CAL 1,024, INC. 7.5000 5 350 L 350 EXP12/28/2011 HAWAIIAN HOLDINGS COM 41987910 67 11,200 SH 11,200 INC CMN 1 HECKMANN COM 42268010 133 17,880 SH 17,880 CORPORATION CMN 8 HICKS ACQUISITION COM 42908630 1159 126,22 SH 126,22 COMPANY I, I*NC. 9 0 0 CMN HIGHLANDS OTHER 43088020 519 54,620 SH 54,620 ACQUISITION CORP. 1 3 UNT=1SHR+1WRN HUTCHINSON CNV 448407AE 616 685,00 PRN 685,00 TECHNOLOGY INC. 6 0 0 2.25% 03/15/2010 CONV SM IDEATION OTHER 45166520 613 84,040 SH 84,040 ACQUISITION CORP. 1 2 UNIT = 1 CMN STK + 1 WRNT INFORMATION SVCS COM 45675Y10 117 22,679 SH 22,679 GRP, INC. CMN 4 WTS/INFORMATION WTS 45675Y11 437 874,31 SH CAL 874,31 SERVICES GRP 6.0000 2 3 L 3 EXP01/31/2011 ION Media Ntwrks CNV 46205AAB 488 1,757, PRN 1,757, 7/31/13 [Defer int 9 082 082 mat] ITRON INC 2.5% CNV 465741AJ 3894 2,500, PRN 2,500, 08/01/2026 SER: 5 000 000 ITRI CONV FA WTS/JK ACQUISITION WTS 47759H11 2 163,54 SH CAL 163,54 CORP. 5.0000 4 4 L 4 EXP04/10/2010 KBL Healthcare Acq COM 48241N10 612 85,000 SH 85,000 7 WTS/KAPSTONE PAPER WTS 48562P11 199 117,39 SH CAL 117,39 AND PACKAGING 1 4 L 4 CORPORATION 5.0000 EXP08/15/2009 KEMET CORPORATION CNV 488360AB 4012 5,988, PRN 5,988, 2.25% 11/15/2026 4 000 000 CONV MN LAMAR ADVERTISING CNV 512815AH 6541 6,500, PRN 6,500, COMPANY INC 2.875% 4 000 000 12/31/2010 SER: Exch CONV JD LANDAMERICA FINL CNV 514936AB 1785 2,000, PRN 2,000, GROUP INC 3.125% 9 000 000 11/15/2033 SER: B CONV MN Liberty Acquisition WTS 53015Y11 61 28,600 SH CAL 28,600 Holdings 5 L PUT/MBI(MBIQB) PUT 55262C10 11 100 SH PUT 100 @ 10 EXP 0 05/17/2008 MEDIS TECHNOLOGIES COM 58500P10 50 5,500 SH 5,500 LTD CMN 7 MEDTRONIC INC. 1.5% CNV 585055AL 8388 7,960, PRN 7,960, 04/15/2011 CONV OA 0 000 000 NRDC ACQUISITION COM 62941R10 358 39,000 SH 39,000 CORP. CMN 2 NABORS INDUSTRIES, CNV 629568AP 870 851,00 PRN 851,00 INC. 0.94000000 1 0 0 05/15/2011 CONV NM PUT/NCT(NCTQA) PUT 65105M10 8 250 SH PUT 250 @ 5 EXP 05/17/2008 8 CALL/NEM(VIEAJ) CALL 65163910 294 600 SH CAL 600 @ 50 6 L EXP01/17/2009 WTS/NOVAMERICAN WTS 66986M11 167 385,77 SH CAL 385,77 STEEL INC. 5.5000 8 6 L 6 EXP03/07/2011 OCWEN FINANCIAL CNV 675746AD 8576 10,225 PRN 10,225 CORPORATION 3.25% 3 ,000 ,000 08/01/2024 SER: B CONV FA OMNICOM GROUP INC. CNV 681919AT 822 782,00 PRN 782,00 0% 07/01/2038 CONV 3 0 0 CALL/PDLI(PQIEW) CALL 69329Y10 1 119 SH CAL 119 @ 17.5 EXP 4 L 05/17/2008 PLACER DOME INC. CNV 725906AK 15435 8,440, PRN 8,440, 2.75% 10/15/2023 7 000 000 SER: B CONV OA POWERWAVE CNV 739363AD 1313 2,100, PRN 2,100, TECHNOLOGIES INC 1 000 000 1.875% 11/15/2024 SER: B CONV JD Prospect WTS 74347T11 86 215,64 SH CAL 215,64 Acquisition Corp 1 0 L 0 wrts QWEST CNV 749121BY 7706 7,500, PRN 7,500, COMMUNICATIONS 4 000 000 INT'L INC 3.50000000 11/15/2025 CONV MN RED HAT, INC. 0.5% CNV 756577AB 681 690,00 PRN 690,00 01/15/2024 SER: B 8 0 0 CONV JJ WTS/RENAISSANCE WTS 75966C11 50 246,80 SH CAL 246,80 ACQUISITION CO 5 0 L 0 5.0000 EXP01/28/2011 ST. JUDE MEDICAL, CNV 790849AD 1166 1,150, PRN 1,150, INC. 1.22% 5 000 000 12/15/2008 CONV JD SANDISK CORPORATION CNV 80004CAC 2803 3,814, PRN 3,814, 1.00000000 5 000 000 05/15/2013 CONV NM SAPPHIRE COM 80306T10 2527 275,86 SH 275,86 INDUSTRIALS CORP. 9 0 0 CMN WTS/SAPPHIRE WTS 80306T11 148 328,41 SH CAL 328,41 INDUSTRIALS CORP. 7 0 L 0 7.0000 EXP01/17/2012 WTS/SECURE AMERICA WTS 81372L11 37 124,40 SH CAL 124,40 ACQUISITION 1 0 L 0 CORPORATION 5.2500 EXP10/23/2011 SEPRACOR INC 0% CNV 817315AT 1 1,000 PRN 1,000 12/15/2008 SER: A1 1 CONV CONV SINCLAIR BROADCAST CNV 829226AW 842 930,00 PRN 930,00 GROUP, INC. 3% 9 0 0 05/15/2027 CONV NM SPACEHAB, INC CMN COM 84624340 84 146,52 SH 146,52 0 8 8 SPORTS PROPERTIES COM 84920F10 1525 167,71 SH 167,71 ACQUISITION *CORP. 7 0 0 CMN WTS/SPORTS WTS 84920F11 67 150,00 SH CAL 150,00 PROPERTIES ACQ 5 0 L 0 CORP. 7.0000 EXP01/17/2012 WTS/STONELEIGH WTS 86192312 2 3,780 SH CAL 3,780 PARTNERS ACQ 5.5000 6 L EXP05/31/2011 SUNPOWER CNV 867652AA 1424 973,00 PRN 973,00 CORPORATION 1.25% 7 0 0 02/15/2027 CONV AF SYBASE INC. 1.75% CNV 871130AB 6907 5,910, PRN 5,910, 02/22/2025 SER: B 6 000 000 CONV AF TM ENTERTAINMENT COM 87260T10 930 130,00 SH 130,00 AND MEDIA, IN*C. 8 0 0 CMN WTS/TM WTS 87260T11 36 109,90 SH CAL 109,90 ENTERTAINMENT AND 6 0 L 0 MEDIA, INC. 5.5000 EXP10/17/2011 CALL/TMA(TMADZ) CALL 88521810 1 150 SH CAL 150 @ 2.5 EXP 7 L 04/19/2008 TRIAN ACQUISITION I COM 89582E10 2292 253,30 SH 253,30 CORP. CMN 8 0 0 TRIPLECROWN COM 89677G10 1932 211,90 SH 211,90 ACQUISITION CORP 9 0 0 CMN 2020 CHINACAP OTHER 90212G20 1957 255,86 SH 255,86 ACQUIRCO, INC. 1 8 0 0 UNIT = 1 SHR & 1 WRT PUT/UAUA(UALPD) PUT 90254980 7 50 SH PUT 50 @ 20 EXP 7 04/19/2008 UNITED THERAPEUTICS COM 91307C10 573 6,606 SH 6,606 CORP CMN 2 UNITED THERAPEUTICS CNV 91307CAD 12534 9,660, PRN 9,660, CORP 0.500 4 000 000 10/15/2011 CONV AO VELOCITY EXPRESS COM 92257T70 11 8,524 SH 8,524 CORPORATION CMN 7 VERASUN ENERGY CORP COM 92336G10 184 25,000 SH 25,000 CMN 6 PUT/VSE(VSEPB) PUT 92336G10 69 250 SH PUT 250 @ 10 EXP 6 04/19/2008 VERENIUM CNV 92340PAA 1275 1,985, PRN 1,985, CORPORATION 5.5% 8 000 000 04/01/2027 CONV OA WATSON CNV 942683AC 827 859,00 PRN 859,00 PHARMACEUTICALS, 7 0 0 INC. 1.75% 03/15/2023 SER: B CONV SM WILSON GREATBATCH CNV 972232AB 204 242,00 PRN 242,00 TECH INC 2.25% 8 0 0 06/15/2013 SER: B CONV DJ WYETH FRN CNV 983024AD 390 389,00 PRN 389,00 01/15/2024 SER: B 2 0 0 CONV JJ USLIB 6MO - 50BP CPN 07/15/07 01/15/08 4.886% XMSR1 3/4 12/01/09 CNV 983759AC 1101 1,250, PRN 1,250, REG 5 000 000 ASIA SPECIAL COM G0538M10 1306 144,20 SH 144,20 SITUATION 5 0 0 ACQUISI*TION CORP. CMN SAIFUN COM M8233P10 421 58,906 SH 58,906 SEMICONDUCTORS LTD. 2 CMN
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