Context Capital Management, LLC

Q1 2022 13F-HR Holdings

Location
Lajolla, CA
Holdings as of
3/31/2022
Date filed
5/9/2022
Form type
13F-HR
Num holdings
688
Total value ($000)
$1,538,234
Net value change ($000)
+256,918 (20.1%)
New positions
247
Sold out positions
251
Turnover %
147.7%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 2021
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)
BTM 13,635 NEW
INTEGRATED RAIL & RESOURCES ACQUISITION CORP 13,181 NEW
BZAI 10,385 NEW
FTAC ZEUS ACQUISITION CORP. 10,332 NEW
Spree Acquisition Corp. 1 Ltd 7,960 NEW
Marblegate Acquisition Corp. 7,880 NEW
C5 Acquisition Corp 7,658 NEW
ZPTA 7,478 NEW
SLND 7,440 NEW
Juniper II Corp. 6,965 NEW
Top Reduces (Value $000, Stocks/ETFs)
INTEGRATED RAIL & RESOURCES ACQUISITION CORP -13,423 -100.0%
BZAI -10,509 -100.0%
Iconic Sports Acquisition Corp. -8,240 -100.0%
FTAC ZEUS ACQUISITION CORP. -8,000 -100.0%
SLND -7,523 -100.0%
Juniper II Corp. -7,140 -100.0%
VSEE -7,056 -100.0%
Enterprise 4.0 Technology Acquisition Corp -6,822 -100.0%
Black Mountain Acquisition Corp. -6,711 -100.0%
Rigel Resource Acquisition Corp. -6,578 -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