0001140361-16-076761.txt : 20160815 0001140361-16-076761.hdr.sgml : 20160815 20160815173021 ACCESSION NUMBER: 0001140361-16-076761 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161834138 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 06-30-2016 06-30-2016 Context Capital Management, LLC

2223 AVENIDA DE LA PLAYA SUITE 300 LA JOLLA CA 92037

13F HOLDINGS REPORT 028-10965 N William D. Fertig 858-481-3666 William D. Fertig La Jolla CA 08-15-2016 1 51 96882 false 1 0001387508 028-12257 SPRINGBOK CAPITAL MANAGEMENT, LLC INFORMATION TABLE 2 form13fInfoTable.xml ACCURAY INC CONV 004397AD7 1127 1000000 PRN SOLE 1000000 0 0 ACCURAY INC CONV 004397AF2 1465 1300000 PRN SOLE 1300000 0 0 ACCURAY INC CONV 004397AF2 225 200000 PRN OTR 1 0 200000 0 AEGERION PHARMACEUTICALS INC CONV 00767EAB8 869 1560000 PRN SOLE 1560000 0 0 AEGERION PHARMACEUTICALS INC CONV 00767EAB8 113 200000 PRN OTR 1 0 200000 0 ALBANY MOLECULAR RESEARCH CONV 012423AB5 5247 5075000 PRN SOLE 5075000 0 0 ALBANY MOLECULAR RESEARCH CONV 012423AB5 568 550000 PRN OTR 1 0 550000 0 APPLE COMPUTER INC COMM 037833100 564 5900 SH SOLE 5900 0 0 BOULDER GROWTH & INCOME FD FUND 101507101 189 23278 SH SOLE 23278 0 0 CARRIAGE SERVICES INC CONV 143905AM9 3827 3250000 PRN SOLE 3250000 0 0 COBALT INTERNATIONAL ENERGY CONV 19075FAA4 289 800000 PRN SOLE 800000 0 0 COBALT INTERNATIONAL ENERGY CONV 19075FAA4 76 200000 PRN OTR 1 0 200000 0 COBALT INTERNATIONAL ENERGY CONV 19075FAB2 67 200000 PRN SOLE 200000 0 0 COBALT INTERNATIONAL ENERGY CONV 19075FAB2 100 300000 PRN OTR 1 0 300000 0 EMERGENT CAPITAL INC CONV 29102N105 469 469000 PRN SOLE 469000 0 0 ENCORE CAPITAL GROUP INC CONV 292554AD4 198 200000 PRN SOLE 200000 0 0 ENCORE CAPITAL GROUP INC CONV 292554AD4 98 100000 PRN OTR 1 0 100000 0 ENCORE CAPITAL GROUP INC CONV 292554AF9 1489 1295000 PRN SOLE 1295000 0 0 ENCORE CAPITAL GROUP INC CONV 292554AF9 741 935000 PRN OTR 1 0 935000 0 ENDOLOGIX INC CONV 29266SAA4 1828 1971000 PRN SOLE 1971000 0 0 ENDOLOGIX INC CONV 29266SAB2 6690 5125000 PRN SOLE 5125000 0 0 GARNERO GROUP ACQUISITION CO WRNT G5866L116 25 296725 SH SOLE 296725 0 0 GARNERO GROUP ACQUISITION CO COMM G5866L132 46 264585 SH SOLE 264585 0 0 GSV CAPITAL CORP CONV 36191JAB7 99 108000 PRN SOLE 108000 0 0 HORIZON PHARMA INVESTMENT LT CONV 44052TAB7 2666 2920000 PRN SOLE 2920000 0 0 HORIZON PHARMA INVESTMENT LT CONV 44052TAB7 184 200000 PRN OTR 1 0 200000 0 INTERCEPT PHARMACEUTICALS IN CONV 45845P108 2650 2650000 PRN SOLE 2650000 0 0 ISHARES NASDAQ BIOTECH INDX ETF 464287556 515 2000 SH SOLE 2000 0 0 KLR ENERGY ACQUISITION CO-UT UNIT 49877M207 806 79472 SH SOLE 79472 0 0 LGI HOMES INC CONV 50187TAB2 3654 2350000 PRN SOLE 2350000 0 0 LGI HOMES INC CONV 50187TAB2 1399 900000 PRN OTR 1 0 900000 0 MEDICINES COMPANY CONV 584688AE5 3397 2865000 PRN SOLE 2865000 0 0 MEDICINES COMPANY CONV 584688AE5 160 135000 PRN OTR 1 0 135000 0 MENTOR GRAPHICS CORP CONV 587200AK2 8245 7500000 PRN SOLE 7500000 0 0 NEW MOUNTAIN FINANCE CORP CONV 647551AB6 1678 1663000 PRN SOLE 1663000 0 0 NEW MOUNTAIN FINANCE CORP CONV 647551AB6 372 375000 PRN OTR 1 0 375000 0 NRG YIELD INC-CLASS A CONV 62942XAA6 1954 2000000 PRN SOLE 2000000 0 0 PDL BIOPHARMA INC CONV 69329YAF1 6663 7025000 PRN SOLE 7025000 0 0 QUIDEL CORP CONV 74838JAA9 3510 3750000 PRN SOLE 3750000 0 0 SEQUENOM INC CONV 817337AC2 2869 5000000 PRN SOLE 5000000 0 0 SOLARCITY CORP CONV 83416TAC4 1585 2415000 PRN SOLE 2415000 0 0 SOLARCITY CORP CONV 83416TAA8 1184 1560000 PRN SOLE 1560000 0 0 SPDR S&P 500 ETF TRUST ETF 78462F103 1571 7500 SH SOLE 7500 0 0 SPECTRUM PHARMACEUTICALS INC CONV 84763AAB4 2185 2349000 PRN SOLE 2349000 0 0 SPECTRUM PHARMACEUTICALS INC CONV 84763AAB4 589 650000 PRN OTR 1 0 650000 0 TESLA MOTORS INC CONV 88160RAC5 1400 1700000 PRN SOLE 1700000 0 0 TTM TECHNOLOGIES CONV 87305RAD1 800 808000 PRN SOLE 808000 0 0 VANGUARD TOTAL STOCK MKT ETF ETF 922908769 2036 19000 SH SOLE 19000 0 0 VECTOR GROUP LTD CONV 92240MBC1 2793 2504000 PRN SOLE 2504000 0 0 WEATHERFORD INTERNATIONAL CONV 947075AH0 7917 7250000 PRN SOLE 7250000 0 0 WINTRUST FINANCIAL CORP COMM 97650W108 7691 5866 SH SOLE 5866 0 0