0001140361-18-006992.txt : 20180213
0001140361-18-006992.hdr.sgml : 20180213
20180213145133
ACCESSION NUMBER: 0001140361-18-006992
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20171231
FILED AS OF DATE: 20180213
DATE AS OF CHANGE: 20180213
EFFECTIVENESS DATE: 20180213
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: 18602519
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
12-31-2017
12-31-2017
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
02-12-2018
1
50
168305
false
1
0001387508
028-12257
PRELUDE CAPITAL MANAGEMENT, LLC
INFORMATION TABLE
2
form13fInfoTable.xml
ACORDA THERAPEUTICS INC
NOTE 1.750% 6/1
00484MAA4
3904
4586000
PRN
SOLE
4586000
0
0
AEGERION PHARMACEUTICALS INC
NOTE 2.000% 8/1
00767EAB8
1216
1500000
PRN
SOLE
1500000
0
0
AMAG PHARMACEUTICALS INC
NOTE 3.250% 6/0
00163UAD8
4540
5250000
PRN
SOLE
5250000
0
0
APOLLO COML REAL EST FIN INC
5.500% 3/1
03762UAA3
3393
3095000
PRN
SOLE
3095000
0
0
APOLLO COML REAL EST FIN INC
5.500% 3/1
03762UAA3
1178
1075000
PRN
OTR
1
0
1075000
0
ARBOR RLTY TR INC
NOTE 6.500%10/0
038923AA6
6163
5687000
PRN
SOLE
5687000
0
0
BLACK RIDGE ACQUISITION CORP
UNIT 10/05/2022
09216T206
1419
140000
SH
SOLE
140000
0
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
5128
2645000
PRN
SOLE
2645000
0
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
1939
1000000
PRN
OTR
1
0
1000000
0
CARRIAGE SVCS INC
NOTE 2.750% 3/1
143905AM9
5923
4750000
PRN
SOLE
4750000
0
0
CARRIAGE SVCS INC
NOTE 2.750% 3/1
143905AM9
1342
1076000
PRN
OTR
1
0
1076000
0
CTRIP COM INTL LTD
NOTE 1.000% 7/0
22943FAF7
5270
5000000
PRN
SOLE
5000000
0
0
DEPOMED INC
NOTE 2.500% 9/0
249908AA2
4633
5500000
PRN
SOLE
5500000
0
0
ENCORE CAP GROUP INC
NOTE 3.000% 7/0
292554AF9
3201
2869000
PRN
SOLE
2869000
0
0
ENDOLOGIX INC
NOTE 3.250%11/0
29266SAB2
3544
3900000
PRN
SOLE
3900000
0
0
FORUM MERGER CORP
UNIT 06/01/2024
34985B202
1069
98100
SH
SOLE
98100
0
0
GRANITE PT MTG TR INC
NOTE 5.625%12/0
38741LAB3
2491
2500000
PRN
SOLE
2500000
0
0
GREEN PLAINS INC
NOTE 4.125% 9/0
393222AF1
1896
2000000
PRN
SOLE
2000000
0
0
HOSTESS BRANDS INC
*W EXP 11/04/202
44109J114
463
200000
SH
SOLE
200000
0
0
IGI LABORATORIES INC
NOTE 3.750%12/1
449575AB5
5494
6243000
PRN
SOLE
6243000
0
0
INDUSTREA ACQUISITION CORP
UNIT 07/21/2024
45579J203
804
80000
SH
SOLE
80000
0
0
INVACARE CORP
NOTE 5.000% 2/1
461203AF8
1237
1000000
PRN
SOLE
1000000
0
0
JEFFERIES GROUP INC NEW
DBCV 3.875%11/0
472319AG7
1000
1000000
PRN
OTR
1
0
1000000
0
KEYW HLDG CORP
NOTE 2.500% 7/1
493723AA8
732
795000
PRN
SOLE
795000
0
0
LAYNE CHRISTENSEN CO
NOTE 8.000% 5/0
521050AD6
1244
1000000
PRN
SOLE
1000000
0
0
LGI HOMES INC
NOTE 4.250%11/1
50187TAB2
24874
7143000
PRN
SOLE
7143000
0
0
LGI HOMES INC
NOTE 4.250%11/1
50187TAB2
3482
1000000
PRN
OTR
1
0
1000000
0
M/I HOMES INC
NOTE 3.000% 3/0
55292PAB1
3800
3500000
PRN
SOLE
3500000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
2558
1500000
PRN
OTR
1
0
1500000
0
MODERN MEDIA ACQUISITION
UNIT 99/99/9999
60765P202
631
60000
SH
SOLE
60000
0
0
NEW MTN FIN CORP
NOTE 5.000% 6/1
647551AB6
1674
1625000
PRN
OTR
1
0
1625000
0
PANDORA MEDIA INC
NOTE 1.750%12/0
698354AB3
1778
2000000
PRN
SOLE
2000000
0
0
PDL BIOPHARMA INC
NOTE 2.750%12/0
69329YAG9
8495
8735000
PRN
SOLE
8735000
0
0
PENSARE ACQUISITION CORP
UNIT 07/27/2022
70957E204
744
72100
SH
SOLE
72100
0
0
PTC THERAPEUTICS INC
NOTE 3.000% 8/1
69366JAB7
1556
2000000
PRN
SOLE
2000000
0
0
RADIUS HEALTH INC
NOTE 3.000% 9/0
750469AA6
2372
2500000
PRN
SOLE
2500000
0
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
922
877000
PRN
SOLE
877000
0
0
RENEWABLE ENERGY GROUP INC
NOTE 4.000% 6/1
75972AAC7
6406
5000000
PRN
SOLE
5000000
0
0
SILVER STD RES INC
NOTE 2.875% 2/0
82823LAC0
2219
2250000
PRN
SOLE
2250000
0
0
SOLARCITY CORP
NOTE 1.625%11/0
83416TAC4
3998
4299000
PRN
SOLE
4299000
0
0
SUCAMPO PHARMACEUTICALS INC
NOTE 3.250%12/1
864909AB2
4871
4000000
PRN
SOLE
4000000
0
0
TELADOC INC
NOTE 3.000%12/1
87918AAA3
2814
2500000
PRN
SOLE
2500000
0
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
4869
4500000
PRN
SOLE
4500000
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
582
500000
PRN
SOLE
500000
0
0
THERAVANCE BIOPHARMA INC
NOTE 3.250%11/0
88339KAA0
3842
3500000
PRN
SOLE
3500000
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
6899
4020000
PRN
SOLE
4020000
0
0
TUTOR PERINI CORP
NOTE 2.875% 6/1
901109AD0
1840
1660000
PRN
SOLE
1660000
0
0
TWO HBRS INVT CORP
NOTE 6.250% 1/1
90187BAA9
7180
6750000
PRN
SOLE
6750000
0
0
TWO HBRS INVT CORP
NOTE 6.250% 1/1
90187BAA9
532
500000
PRN
OTR
1
0
500000
0
WILLSCOT CORP
*W EXP 09/10/202
971375118
144
100000
SH
SOLE
100000
0
0