Context Capital Management, LLC

Q4 2020 13F-HR Holdings

Location
La Jolla, CA
Holdings as of
12/31/2020
Date filed
2/12/2021
Form type
13F-HR
Num holdings
261
Total value ($000)
$731,200
Net value change ($000)
+271,075 (58.9%)
New positions
98
Sold out positions
51
Turnover %
142.4%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q3 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)
CF ACQUISITION CORP IV 9,776 NEW
IG Acquisition Corp. 9,617 NEW
ZeroFox Holdings, Inc. 9,487 NEW
Mudrick Capital Acquisition Corp. II 9,363 NEW
LCID 9,091 NEW
SPIR 6,671 NEW
Concord Acquisition Corp 5,105 NEW
Carney Technology Acquisition Corp. II 5,059 NEW
EMPOWER LTD 5,005 NEW
Tempo Automation Holdings, Inc. 4,836 NEW
Top Reduces (Value $000, Stocks/ETFs)
LCID -11,626 -100.0%
View, Inc. -11,626 -100.0%
SPIR -8,908 -100.0%
Electric Last Mile Solutions, Inc. -6,370 -100.0%
FFAI -6,054 -100.0%
PRIAF -6,012 -100.0%
FTAC Olympus Acquisition Corp. -6,000 -100.0%
Tempo Automation Holdings, Inc. -5,873 -100.0%
E.Merge Technology Acquisition Corp. -5,746 -100.0%
RedBall Acquisition Corp. -5,165 -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