Context Capital Management, LLC

Q2 2020 13F-HR Holdings

Location
La Jolla, CA
Holdings as of
6/30/2020
Date filed
8/11/2020
Form type
13F-HR
Num holdings
105
Total value ($000)
$257,130
Net value change ($000)
+80,942 (45.9%)
New positions
7
Sold out positions
15
Turnover %
77.0%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2020
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)
AGG 6,454 NEW
MONEYLION INC. 3,048 NEW
PDL BIOPHARMA, INC. 2,038 NEW
Golden Nugget Online Gaming, Inc. 1,568 NEW
Shapeways Holdings, Inc. 370 25.7%
SKIL 287 17.8%
CTEV 197 13.1%
NETFIN ACQUISITION CORP 189 25.0%
EVFM 175 NEW
Collective Growth Corp 159 NEW
Top Reduces (Value $000, Stocks/ETFs)
HYG -9,586 -100.0%
Tattooed Chef, Inc. -3,415 -100.0%
Pure Acquisition Corp. -2,494 -100.0%
Golden Nugget Online Gaming, Inc. -1,959 -100.0%
ARYA SCIENCES ACQUISITION CO -1,452 -100.0%
Yunhong International -1,425 -100.0%
Landsea Homes Corp -1,416 -100.0%
ADNH -1,274 -100.0%
Fellazo Inc. -1,269 -100.0%
NEE -1,090 -100.0%
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