Context Capital Management, LLC
Q1 2020 13F-HR Holdings
Net value change ($000)
-23,366
(-11.7%)
New positions
8
Sold out positions
14
Turnover %
55.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2019
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)
| HYG | 9,586 | NEW |
| Tattooed Chef, Inc. | 2,948 | 631.3% |
| RSI | 1,809 | NEW |
| CTEV | 1,500 | NEW |
| Yunhong International | 1,425 | NEW |
| AEVA | 1,422 | NEW |
| NEE | 1,090 | NEW |
| SCVX Corp. | 997 | NEW |
| SKLZ | 499 | NEW |
| Longevity Acquisition Corp | 14 | 2.6% |
Top Reduces (Value $000, Stocks/ETFs)
| FORUM MERGER II CORP | -3,053 | -100.0% |
| DD3 Acquisition Corp., S.A. de C.V. | -2,615 | -100.0% |
| AGG | -2,585 | -100.0% |
| PDL BIOPHARMA, INC. | -2,316 | -100.0% |
| SPRU | -1,530 | -100.0% |
| Tiberius Acquisition Corp | -1,350 | -100.0% |
| VV | -1,064 | -100.0% |
| GDYN | -923 | -100.0% |
| LQD | -819 | -100.0% |
| TENZING ACQUISITION CORP | -810 | -99.1% |
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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|