Context Capital Management, LLC

Q1 2021 13F-HR Holdings

Location
La Jolla, CA
Holdings as of
3/31/2021
Date filed
5/17/2021
Form type
13F-HR
Num holdings
462
Total value ($000)
$1,020,315
Net value change ($000)
+289,115 (39.5%)
New positions
233
Sold out positions
48
Turnover %
100.8%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Reduces (Value $000, Stocks/ETFs)
Mudrick Capital Acquisition Corp. II -7,302 -78.0%
ZeroFox Holdings, Inc. -6,731 -70.9%
LCID -6,623 -72.9%
IG Acquisition Corp. -5,976 -62.1%
AGG -4,917 -100.0%
Tempo Automation Holdings, Inc. -4,644 -96.0%
Carney Technology Acquisition Corp. II -4,597 -90.9%
Social Capital Hedosophia Holdings Corp. VI -4,465 -99.0%
LIDR -4,292 -100.0%
Corner Growth Acquisition Corp. -4,285 -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