Stocks/Funds/CIK 1301396

Context Capital Management, LLC

Quarterly 13F filings · Latest period 2026-03-31 · CIK 1301396
Assets
$541M
+167.8% YoY
Holdings
299
Lifetime alpha vs market
+6.24% annual
Average hold time
0.8 yr
median 0.5 yr

Quarterly history

Cum return +214% vs S&P +122% · α +92% lifetimeAUM $541M · peak $842MFlow $146M (+37%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-43.17%
trims when stocks drop
when a holding falls −10%+
Middle response
-10.91%
baseline attrition
Rally response
+3.86%
adds into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
$47M8.7%0.3 yr
$30M5.6%0.3 yr
$19M3.5%1.0 yr
PPLCPPL Corporation Corporat$15M2.8%0.3 yr
$14M2.6%0.8 yr
VSECUVSE Corporation Tangible$10M1.9%0.3 yr
$10M1.9%0.8 yr
$8M1.5%0.3 yr
$8M1.5%0.5 yr
$8M1.5%1.5 yr
HACQUHCM IV Acquisition Corp.$8M1.4%0.3 yr
DMIIDrugs Made In America Ac$7M1.4%0.5 yr
$6M1.2%0.3 yr
$6M1.2%1.3 yr
SZZLUSizzle Acquisition Corp.$6M1.1%1.0 yr

Portfolio composition (YoY)

Industry mix
Unknown58.7%-28.6pp$318M
Shell Companies19.1%+12.8pp$103M
Financial - Conglomerates9.2%+7.9pp$50M
Asset Management8.2%+3.3pp$44M
Regulated Electric2.8%+2.8pp$15M
Oil & Gas Equipment & Services1.0%$5M
Investment - Banking & Investment Services0.7%$4M
Banks0.3%$2M
Consulting Services0.0%-0.0pp$0M
Asset Management - Cryptocurrency0.0%$0M
Country
Unknown58.7%-28.6pp
US34.6%+23.5pp
KY3.0%+1.5pp
MX0.9%
HK0.7%
CA0.6%
KR0.6%
AE0.5%
Top 5: 23.2% · Top 10: 31.4% · Top 25: 47.5%

Winners

TickerPrev $PnLYoY %

Losers

TickerPrev $PnLYoY %

Top buys this quarter · 15

PPLC PPL Corporation Corporate Unitnew+$15M
LBRT Liberty Energy Inc.new+$5M
MESH Meshflow Acquisition Corp.new+$5M
SVAQ Silicon Valley Acquisition Cornew+$5M
DBCA D. Boral Acquisition I Corp. Cnew+$5M
CRAN Crane Harbor Acquisition Corp.new+$4M
SCII SC II Acquisition Corp. Class new+$4M
ADAC American Drive Acquisition Comnew+$4M
LPCV Launchpad Cadenza Acquisition new+$4M
IRHO Iron Horse Acquisitions II Cornew+$4M

Top sells this quarter · 15

ZTS Zoetis Inc.exit$4M
CRWV CoreWeave, Inc. Class A Commonexit$4M
CEPT Cantor Equity Partners II, Inc$1M
YCY AA Mission Acquisition Corp. Iexit$1M
KPTI Karyopharm Therapeutics Inc.exit$0M
TLNC Talon Capital Corp. Class A Or$5M
HNRA-WT HNR Acquisition Corp$0M
$0M
$0M
CCIIU Cohen Circle Acquisition Corp.$0M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$541M299+11.99%+17.59%-5.60%+0.15B
2025-12-31$390M241-10.61%+17.72%-28.33%+0.06B
2025-09-30$343M175-1.23%+8.12%-9.35%+0.05B
2025-06-30$299M131+16.10%+10.78%+5.32%+0.06B
2025-03-31$202M91-19.27%-4.27%-15.00%+0.07B
2024-12-31$159M104+0.11B
2024-09-30$52M97+0.15%+5.75%-5.60%+0.01B
2024-06-30$41M59+0.01B
2024-03-31$31M123-3.29%+29.62%-32.91%-0.36B
2023-12-31$388M145-1.85%+26.18%-28.03%+0.35B
2023-09-30$42M166-1.54%+21.57%-23.11%-0.02B
2023-06-30$60M193+158.35%+19.42%+138.93%-0.10B
2023-03-31$160M229+2.22%+7.46%-5.24%-0.22B
2022-12-31$373M341+1.28%+7.56%-6.28%-0.30B
2022-09-30$667M483+148.83%-4.93%+153.76%-1.14B
2022-06-30$724M526-0.12B