Context Capital Management, LLC

Q4 2019 13F-HR Holdings

Location
La Jolla, CA
Holdings as of
12/31/2019
Date filed
2/7/2020
Form type
13F-HR
Num holdings
100
Total value ($000)
$199,554
Net value change ($000)
New positions
49
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to previous filing: —
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
MERIDA MERGER CORP I 3,918
CELU 3,105
FORUM MERGER II CORP 3,053
Tuscan Holdings Corp. II 3,027
CHPT 2,959
DD3 Acquisition Corp., S.A. de C.V. 2,615
Pure Acquisition Corp. 2,592
AGG 2,585
PDL BIOPHARMA, INC. 2,316
UpHealth, Inc. 2,089
Top Reduces (Value $000, Stocks/ETFs)
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type