Context Capital Management, LLC

Q4 2021 13F-HR Holdings

Location
Lajolla, CA
Holdings as of
12/31/2021
Date filed
2/9/2022
Form type
13F-HR
Num holdings
554
Total value ($000)
$1,281,316
Net value change ($000)
+301,866 (30.8%)
New positions
167
Sold out positions
104
Turnover %
85.5%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q3 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)
DJT -18,178 -100.0%
EQRx, Inc. -6,146 -100.0%
Tailwind International Acquisition Corp. -5,723 -100.0%
BBAI -5,412 -100.0%
Austerlitz Acquisition Corp I -5,411 -100.0%
VGAS -5,029 -100.0%
GRIID Infrastructure Inc. -4,638 -100.0%
RUM -4,088 -100.0%
G Squared Ascend I Inc. -4,070 -100.0%
Bannix Acquisition Corp. -3,788 -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