Context Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$2.14M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$905K |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$356K |
| 4 |
New Mountain Finance
NMFC
|
+$293K |
| 5 |
TRI-Continental Corp
TY
|
+$222K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ZAIS
ZAIS Group Holdings, Inc.
ZAIS
|
+$1.64M |
| 2 |
FRE.PRZ
FREDDIE MAC FIXED FLG RT NON CUM PERP PREF
FRE.PRZ
|
+$158K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 97.75% |
| 2 | Financials | 1.61% |
| 3 | Real Estate | 0.36% |
| 4 | Healthcare | 0.29% |
Similar funds
Context Capital Management's Q1 2015 Portfolio in Review
As of Q1 2015, Context Capital Management held 45 positions worth $55.2M, down 31% from $80.5M the previous quarter. Its ten largest holdings account for 66% of the portfolio.
Context Capital Management withdrew a net $33.6M in Q1 2015, closing 10 positions. Its most notable exit was ZAIS Group Holdings, Inc., an estimated $1.64M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 98% a quarter earlier, followed by Financials and Real Estate.
Against the trend, Context Capital Management opened a new position in Vanguard Morningstar Total Stock Market ETF worth $2.15M.
- Context Capital Management's largest Q1 2015 buy was Vanguard Morningstar Total Stock Market ETF: 20,000 shares worth $2.15M.
- Context Capital Management added most to State Street SPDR Dow Jones Industrial Average ETF Trust in Q1 2015, an estimated $356K increase.
- Context Capital Management fully exited ZAIS Group Holdings, Inc. in Q1 2015, selling an estimated $1.64M.
- Context Capital Management's ten largest holdings make up 66% of its $55.2M portfolio in Q1 2015.
- Context Capital Management opened 9 new positions and closed 10 in Q1 2015.
- Context Capital Management's portfolio value fell 31% quarter-over-quarter to $55.2M.
Based on Context Capital Management's 13F filing for Q1 2015, filed 28 Apr 2015.