0001140361-15-042050.txt : 20151117
0001140361-15-042050.hdr.sgml : 20151117
20151117162900
ACCESSION NUMBER: 0001140361-15-042050
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151117
DATE AS OF CHANGE: 20151117
EFFECTIVENESS DATE: 20151117
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: 151238551
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
09-30-2015
09-30-2015
Context Capital Management, LLC
2223 AVENIDA DE LA PLAYA
SUITE 300
LA JOLLA
CA
92037
13F HOLDINGS REPORT
028-10965
N
Michael S. Rosen
Manager
858-481-3666
Michael S. Rosen
La Jolla
CA
11-17-2015
1
48
54896
false
1
0001387508
028-12257
SPRINGBOK CAPITAL MANAGEMENT, LLC
INFORMATION TABLE
2
form13fInfoTable.xml
AAR CORP
CONV
000361AM7
602
601000
PRN
SOLE
601000
0
0
ACCURAY INC
CONV
004397AD7
551
500000
PRN
SOLE
500000
0
0
ACCURAY INC
CONV
004397AF2
1101
1000000
PRN
SOLE
1000000
0
0
AEGERION PHARMACEUTICALS INC
CONV
00767EAB8
790
1050000
PRN
SOLE
1050000
0
0
AEGERION PHARMACEUTICALS INC
CONV
00767EAB8
151
200000
PRN
OTR
0
200000
0
AFFYMETRIX INC
CONV
00826TAH1
4488
2870000
PRN
SOLE
2870000
0
0
AFFYMETRIX INC
CONV
00826TAH1
1564
1000000
PRN
OTR
1
0
1000000
0
BLACKROCK LTD DURATION INC T
FUND
09249W101
283
19592
SH
SOLE
19592
0
0
BOULDER GROWTH & INCOME FD I
FUND
101507101
173
23278
SH
SOLE
23278
0
0
CARRIAGE SERVICES INC.
CONV
143905AM9
3323
3000000
PRN
SOLE
3000000
0
0
COBALT INTERNATIONAL ENERGY INC
CONV
19075FAB2
128
200000
PRN
SOLE
200000
0
0
COBALT INTERNATIONAL ENERGY INC
CONV
19075FAB2
191
300000
PRN
OTR
1
0
300000
0
ENCORE CAPITAL GROUP INC
CONV
292554AD4
378
300000
PRN
SOLE
300000
0
0
ENCORE CAPITAL GROUP INC
CONV
292554AF9
2148
2150000
PRN
SOLE
2150000
0
0
ENCORE CAPITAL GROUP INC
CONV
292554AF9
1181
1185000
PRN
OTR
1
0
1185000
0
FIBROCELL SCIENCE INC
COMM
315721209
119
31010
SH
SOLE
31010
0
0
FIFTH STREET FINANCE CORP
COMM
31678A103
115
18700
SH
SOLE
18700
0
0
FRONTIER COMMUNICATIONS CORP
COMM
35906A207
351
3766
SH
SOLE
3766
0
0
GARNERO GROUP ACQUISITION CO
COMM
G5866L108
1957
197500
SH
SOLE
197500
0
0
GARNERO GROUP ACQUISITION CO
RIGHT
G5866L132
46
211600
SH
SOLE
211600
0
0
GARNERO GROUP ACQUISITION CO
WARRANT
G5866L116
32
246765
SH
SOLE
246765
0
0
HORSEHEAD HLDG CORP
CONV
440694AB3
1003
1775000
PRN
SOLE
1775000
0
0
ILLUMINA INC
COMM
452327109
281
1600
SH
SOLE
1600
0
0
ILLUMINA INC
COMM
452327109
404
2300
SH
OTR
1
0
2300
0
IMPERIAL HOLDINGS INC
CONV
452834AE4
1136
1069000
PRN
SOLE
1069000
0
0
IMPERIAL HOLDINGS INC
CONV
452834AE4
744
700000
PRN
OTR
0
700000
0
ISHARES TR
ETF
464288513
782
9400
SH
SOLE
9400
0
0
NEW MOUNTAIN FINANCE CORP
CONV
647551AB6
1148
1163000
PRN
SOLE
1163000
0
0
NEXPOINT CR STRATEGIES FD
COMM
65340G106
64
11357
SH
SOLE
11357
0
0
NEXPOINT RESIDENTIAL
COMM
65341D102
87
6519
SH
SOLE
6519
0
0
PDL BIOPHARMA INC
CONV
69329YAF1
3054
3500000
PRN
SOLE
3500000
0
0
PDL BIOPHARMA INC
CONV
69329YAF1
436
500000
PRN
OTR
1
0
500000
0
QUIDEL CORP
CONV
74838JAA9
1162
1250000
PRN
SOLE
1250000
0
0
RAMCO-GERSHENSON PPTYS TR
COMM
751452608
1927
34556
SH
SOLE
34556
0
0
RAMCO-GERSHENSON PPTYS TR
COMM
751452608
501
9000
SH
OTR
1
0
9000
0
ROYCE VALUE TR INC
COMM
780910105
115
10000
SH
SOLE
10000
0
0
SPDR S&P 500 ETF TR
ETF
78462F103
1916
10000
SH
SOLE
10000
0
0
SEQUENOM INC
CONV
817337AC2
3808
4500000
PRN
SOLE
4500000
0
0
SEACOR HOLDINGS INC
CONV
811904AM3
3279
3400000
PRN
SOLE
3400000
0
0
SEACOR HOLDINGS INC
CONV
811904AM3
579
600000
PRN
OTR
0
600000
0
SPECTRUM PHARMACEUTICALS INC
CONV
84763AAB4
314
350000
PRN
SOLE
350000
0
0
SPECTRUM PHARMACEUTICALS INC
CONV
84763AAB4
583
650000
PRN
OTR
0
650000
0
TESLA MOTORS INC
CONV
88160RAB7
1544
1600000
PRN
SOLE
1600000
0
0
TESLA MOTORS INC
CONV
88160RAC5
2176
2300000
PRN
SOLE
2300000
0
0
TESLA MOTORS INC
CONV
88160RAC5
379
400000
PRN
OTR
1
0
400000
0
VECTOR GROUP LTD
CONV
92240MBC1
5888
5250000
PRN
SOLE
5250000
0
0
VANGUARD INDEX FDS
FUND
922908769
1599
16200
SH
SOLE
16200
0
0
WESTERN ASSET CLYM INFL
COMM
95766Q106
315
29900
SH
SOLE
29900
0
0