Context Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
RPT.PRD
RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest
RPT.PRD
|
+$2.57M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$2.03M |
| 3 |
Illumina
ILMN
|
+$810K |
| 4 |
WIA
Western Asset Inflation-Linked Income Fund
WIA
|
+$327K |
| 5 |
BlackRock Limited Duration Income Trust
BLW
|
+$290K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$1.32M |
| 2 |
Brixmor Property Group
BRX
|
+$440K |
| 3 |
Vanguard Total Stock Market ETF
VTI
|
+$399K |
| 4 |
FTRPR
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
|
+$375K |
| 5 |
GGAC
GARNERO GROUP ACQUISITION CO SHS
GGAC
|
+$83.6K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 1.46% |
| 2 | Financials | 0.21% |
| 3 | Real Estate | 0.16% |
Similar funds
Context Capital Management's Q3 2015 Portfolio in Review
As of Q3 2015, Context Capital Management held 40 positions worth $54.9M, down 5% from $57.8M the previous quarter. Its ten largest holdings account for 67% of the portfolio.
Context Capital Management withdrew a net $43M in Q3 2015, closing 3 positions and reducing 9 holdings. Its most notable exit was State Street SPDR Dow Jones Industrial Average ETF Trust, an estimated $1.32M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 1.5% of assets, up from 0.3% a quarter earlier, followed by Financials and Real Estate.
Against the trend, Context Capital Management opened a new position in RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest worth $2.43M.
- Context Capital Management's largest Q3 2015 buy was RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest: 43,556 shares worth $2.43M.
- Context Capital Management's biggest Q3 2015 reduction was Vanguard Total Stock Market ETF, cutting an estimated $399K.
- Context Capital Management fully exited State Street SPDR Dow Jones Industrial Average ETF Trust in Q3 2015, selling an estimated $1.32M.
- Context Capital Management's ten largest holdings make up 67% of its $54.9M portfolio in Q3 2015.
- Context Capital Management opened 6 new positions and closed 3 in Q3 2015.
- Context Capital Management's portfolio value fell 5% quarter-over-quarter to $54.9M.
Based on Context Capital Management's 13F filing for Q3 2015, filed 17 Nov 2015.