0001140361-17-006803.txt : 20170214
0001140361-17-006803.hdr.sgml : 20170214
20170214122721
ACCESSION NUMBER: 0001140361-17-006803
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170214
DATE AS OF CHANGE: 20170214
EFFECTIVENESS DATE: 20170214
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: 17605797
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
12-31-2016
12-31-2016
Context Capital Management, LLC
2223 AVENIDA DE LA PLAYA
SUITE 300
LA JOLLA
CA
92037
13F HOLDINGS REPORT
028-10965
N
Michael S. Rosen
Managing Member
858-481-3666
Michael S. Rosen
La Jolla
CA
02-14-2017
1
37
91268
false
1
0001387508
028-12257
PRELUDE CAPITAL MANAGEMENT, LLC
INFORMATION TABLE
2
form13fInfoTable.xml
APPLE INC
COM
037833100
1008
8700
SH
SOLE
8700
0
0
ARBOR RLTY TR INC
NOTE 6.500%10/0
038923AA6
998
1000000
PRN
SOLE
1000000
0
0
ACORDA THERAPEUTICS INC
NOTE 1.750% 6/1
00484MAA4
1140
1500000
PRN
SOLE
1500000
0
0
ALBANY MOLECULAR RESH INC
NOTE 2.250%11/1
012423AB5
6909
5325000
PRN
SOLE
5325000
0
0
APOLLO COML REAL EST FIN INC
NOTE 5.500% 3/1
03762UAA3
1200
1151000
PRN
SOLE
1151000
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.750% 7/0
01741RAG7
5173
3850000
PRN
SOLE
3850000
0
0
COBALT INTL ENERGY INC
NOTE 2.625%12/0
19075FAA4
401
1000000
PRN
SOLE
1000000
0
0
COBALT INTL ENERGY INC
NOTE 3.125% 5/1
19075FAB2
146
500000
PRN
SOLE
500000
0
0
SEACOR HOLDINGS INC
NOTE 2.500%12/1
811904AM3
1037
1000000
PRN
SOLE
1000000
0
0
CARRIAGE SVCS INC
NOTE 2.750% 3/1
143905AM9
3378
2500000
PRN
SOLE
2500000
0
0
CARRIAGE SVCS INC
NOTE 2.750% 3/1
143905AM9
676
500000
PRN
OTR
1
0
500000
0
CTRIP COM INTL LTD
NOTE 1.000% 7/0
22943FAF7
4105
4000000
PRN
SOLE
4000000
0
0
ENCORE CAP GROUP INC
NOTE 3.000% 7/0
292554AF9
2688
2865000
PRN
SOLE
2865000
0
0
ENDOLOGIX INC
NOTE 3.250%11/0
29266SAB2
5281
6075000
PRN
SOLE
6075000
0
0
ENDOLOGIX INC
NOTE 3.250%11/0
29266SAB2
3542
4075000
PRN
SOLE
4075000
0
0
ENDOLOGIX INC
NOTE 3.250%11/0
29266SAB2
1739
2000000
PRN
OTR
1
0
2000000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
4173
4650000
PRN
SOLE
4650000
0
0
LGI HOMES INC
NOTE 4.250%11/1
50187TAB2
8155
5693000
PRN
SOLE
5693000
0
0
AEGERION PHARMACEUTICALS INC
NOTE 2.000% 8/1
00767EAB8
2830
3910000
PRN
SOLE
3910000
0
0
PANDORA MEDIA INC
NOTE 1.750%12/0
698354AB3
514
500000
PRN
SOLE
500000
0
0
PDL BIOPHARMA INC
NOTE 2.750%12/0
69329YAG9
7002
8575000
PRN
SOLE
8575000
0
0
SPECTRUM PHARMACEUTICALS INC
NOTE 2.750%12/1
84763AAB4
6478
7049000
PRN
SOLE
7049000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
1676
7500
SH
SOLE
7500
0
0
SPDR S&P 500 ETF TR
PUT
78462F953
2
150
SH
Put
SOLE
150
0
0
SILVER STD RES INC
NOTE 2.875% 2/0
82823LAC0
2527
2750000
PRN
SOLE
2750000
0
0
THERAVANCE BIOPHARMA INC
NOTE 3.250%11/0
88339KAA0
1730
1500000
PRN
SOLE
1500000
0
0
TCP CAP CORP
NOTE 5.250%12/1
87238QAB9
128
123000
PRN
SOLE
123000
0
0
TCP CAP CORP
NOTE 5.250%12/1
87238QAB9
1036
995000
PRN
OTR
1
0
995000
0
IGI LABORATORIES INC
NOTE 3.750%12/1
449575AB5
464
500000
PRN
SOLE
500000
0
0
TOLL BROS FIN CORP
NOTE 0.500% 9/1
88947EAM2
1007
1023000
PRN
OTR
1
0
1023000
0
SOLARCITY CORP
NOTE 1.625%11/0
83416TAC4
1569
1856000
PRN
SOLE
1856000
0
0
SOLARCITY CORP
NOTE 2.750%11/0
83416TAA8
3570
3833000
PRN
SOLE
3833000
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
2640
1730000
PRN
SOLE
1730000
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
2351
1540000
PRN
OTR
1
0
1540000
0
VECTOR GROUP LTD
NOTE 1.750% 4/1
92240MBC1
1292
1111000
PRN
SOLE
1111000
0
0
VANGUARD INDEX FDS
TOTAL STK MKT
922908769
1614
14000
SH
SOLE
14000
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
1089
1000000
PRN
SOLE
1000000
0
0