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CCM

Context Capital Management Portfolio holdings

AUM $5.15B
1-Year Est. Return 1.28%
This Fund
S&P 500
This Quarter Est. Return
+0.44%
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
$64.2M
AUM Growth
+$9.3M
Cap. Flow
-$47.7M
Cap. Flow %
-74.3%
Top 10 Hldgs %
59.32%
Holding
47
New
2
Increased
2
Reduced
2
Closed
6

Top Buys

Rank Stock Value
1
YHOO
Yahoo Inc
YHOO
+$534K
2
WLL
Whiting Petroleum Corporation
WLL
+$318K

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.92M
2
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$1.6M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$782K
4
ILMN icon
Illumina
ILMN
+$685K
5
WIA
Western Asset Inflation-Linked Income Fund
WIA
+$164K

Sector Composition

Rank Sector Weight
1 Miscellaneous 98.5%
2 Energy 1.12%
3 Healthcare 0.24%
4 Real Estate 0.13%
5 Financials 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RPT.PRD
1
DELISTED
RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest
RPT.PRD
$2.66M 4.14%
43,556
– –
GGAC
2
DELISTED
GARNERO GROUP ACQUISITION CO SHS
GGAC
$1.94M 3.02%
197,500
– –
YHOO
3
DELISTED
Yahoo Inc
YHOO
$532K 0.83%
+16,000
New +$534K
FTRPR
4
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$344K 0.54%
3,766
– –
BLW icon
5
BlackRock Limited Duration Income Trust
BLW
$491M
$285K 0.44%
19,592
– –
WLL
6
DELISTED
Whiting Petroleum Corporation
WLL
$188K 0.29%
+67
New +$318K
STEW
7
SRH Total Return Fund
STEW
$1.78B
$180K 0.28%
23,278
– –
FCSC
8
DELISTED
Fibrocell Science Inc.
FCSC
$157K 0.24%
1,781
-286
-14% -$20.5K
WIA
9
Western Asset Inflation-Linked Income Fund
WIA
$184M
$153K 0.24%
14,485
-15,415
-52% -$164K
RVT icon
10
Royce Value Trust
RVT
$2.29B
$117K 0.18%
10,000
– –
NXRT
11
NexPoint Residential Trust
NXRT
$608M
$85K 0.13%
6,519
– –
HYG icon
12
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
– –
-9,400
Closed -$782K
ILMN icon
13
Illumina
ILMN
$33B
– –
-4,009
Closed -$685K
OCSL icon
14
Oaktree Specialty Lending
OCSL
$1.15B
– –
-6,233
Closed -$115K
SPY icon
15
State Street SPDR S&P 500 ETF Trust
SPY
$815B
– –
-10,000
Closed -$1.92M
VTI icon
16
Vanguard Morningstar Total Stock Market ETF
VTI
$688B
– –
-16,200
Closed -$1.6M
HCF
17
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
– –
-11,357
Closed -$64K

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SGM
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KIM
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BMO
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ACM
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BPCE
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CFO
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AA
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Context Capital Management's Q4 2015 Portfolio in Review

As of Q4 2015, Context Capital Management held 47 positions worth $64.2M, up 17% from $54.9M the previous quarter. Its ten largest holdings account for 59% of the portfolio.

Context Capital Management withdrew a net $47.7M in Q4 2015, closing 6 positions and reducing 2 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $1.92M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 99% of assets, up from 98% a quarter earlier, followed by Energy and Healthcare.

Against the trend, Context Capital Management opened a new position in Yahoo Inc worth $532K.

  • Context Capital Management's largest Q4 2015 buy was Yahoo Inc: 16,000 shares worth $532K.
  • Context Capital Management's biggest Q4 2015 reduction was Western Asset Inflation-Linked Income Fund, cutting an estimated $164K.
  • Context Capital Management fully exited State Street SPDR S&P 500 ETF Trust in Q4 2015, selling an estimated $1.92M.
  • Context Capital Management's ten largest holdings make up 59% of its $64.2M portfolio in Q4 2015.
  • Context Capital Management opened 2 new positions and closed 6 in Q4 2015.
  • Context Capital Management's portfolio value rose 17% quarter-over-quarter to $64.2M.

Based on Context Capital Management's 13F filing for Q4 2015, filed 4 Feb 2016.