Context Capital Management, LLC

Q2 2021 13F-HR Holdings

Location
La Jolla, CA
Holdings as of
6/30/2021
Date filed
8/17/2021
Form type
13F-HR
Num holdings
526
Total value ($000)
$1,079,360
Net value change ($000)
+59,045 (5.8%)
New positions
88
Sold out positions
41
Turnover %
29.7%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2021
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)
BBAI -6,906 -100.0%
BESPOKE CAP ACQUISITION CORP -3,096 -100.0%
ARES ACQUISITION CORPORATION -2,959 -100.0%
AENT -2,896 -100.0%
Appreciate Holdings, Inc. -2,715 -100.0%
DAVE -2,617 -100.0%
Legato Merger Corp. -2,588 -100.0%
LANDCADIA HOLDINGS III INC -2,482 -100.0%
LCID -2,468 -100.0%
Mudrick Capital Acquisition Corp. II -2,061 -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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type