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Context Capital Management Portfolio holdings

AUM $5.15B
1-Year Est. Return 1.28%
This Fund
S&P 500
This Quarter Est. Return
+11.52%
1 Year Est. Return
+1.28%
3 Year Est. Return
+3.38%
5 Year Est. Return
+13.56%
10 Year Est. Return
+42.39%
AUM
$257M
AUM Growth
+$80.9M
Cap. Flow
-$108M
Cap. Flow %
-41.88%
Top 10 Hldgs %
44.3%
Holding
125
New
14
Increased
2
Reduced
7
Closed
19

Top Buys

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$6.39M
2
FUSE.U
Fusion Acquisition Corp. Units, each consisting of one share of Class A common stock, $0.0001 par va
FUSE.U
+$3.05M
3
PDLI
PDL BioPharma, Inc.
PDLI
+$2.21M
4
GNOG
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
+$975K
5
PAEWW
PAE Incorporated Warrants
PAEWW
+$447K

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$9.59M
2
TTCF
Tattooed Chef, Inc Class A Common Stock
TTCF
+$3.42M
3
PACQU
Pure Acquisition Corp. Unit
PACQU
+$2.49M
4
LCAHU
Landcadia Holdings II, Inc. Unit
LCAHU
+$1.96M
5
LFACU
LF Capital Acquistion Corp. Unit
LFACU
+$1.63M

Sector Composition

Rank Sector Weight
1 Technology 1.42%
2 Healthcare 0.86%
3 Consumer Discretionary 0%
4 Consumer Staples 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ZGYHU
76
DELISTED
Yunhong International Unit
ZGYHU
– –
-150,000
Closed -$1.43M
SONGW
77
DELISTED
Akazoo SA Warrant
SONGW
$0 ﹤0.01%
20,000
– –
1 2 3
4

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AAI
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MIM
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CIC
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PA
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BG
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TAM
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CIA
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Context Capital Management's Q2 2020 Portfolio in Review

As of Q2 2020, Context Capital Management held 125 positions worth $257M, up 46% from $176M the previous quarter. Its ten largest holdings account for 44% of the portfolio.

Context Capital Management withdrew a net $108M in Q2 2020, closing 19 positions and reducing 7 holdings. Its most notable exit was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $9.59M position sold in full.

By sector, the portfolio is most concentrated in Technology at 1.4% of assets, down from 2.2% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, Context Capital Management opened a new position in iShares Core US Aggregate Bond ETF worth $6.45M.

  • Context Capital Management's largest Q2 2020 buy was iShares Core US Aggregate Bond ETF: 54,600 shares worth $6.45M.
  • Context Capital Management added most to Galileo Acquisition Corp. Units, each consisting of one Ordinary Share and one Redeemable Warrant in Q2 2020, an estimated $251K increase.
  • Context Capital Management's biggest Q2 2020 reduction was LF Capital Acquistion Corp. Unit, cutting an estimated $1.63M.
  • Context Capital Management fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q2 2020, selling an estimated $9.59M.
  • Context Capital Management's ten largest holdings make up 44% of its $257M portfolio in Q2 2020.
  • Context Capital Management opened 14 new positions and closed 19 in Q2 2020.
  • Context Capital Management's portfolio value rose 46% quarter-over-quarter to $257M.

Based on Context Capital Management's 13F filing for Q2 2020, filed 11 Aug 2020.