Context Capital Management, LLC
Q2 2022 13F-HR Holdings
Net value change ($000)
-139,305
(-9.1%)
New positions
22
Sold out positions
79
Turnover %
36.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2022
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)
| ASCBF | 14,000 | NEW |
| BTM | 13,339 | NEW |
| CNTM | 7,888 | NEW |
| SMNR | 6,002 | NEW |
| Aura Fat Projects Acquisition Corp | 4,953 | NEW |
| IVCAF | 4,270 | NEW |
| Global Blockchain Acquisition Corp. | 3,936 | NEW |
| Social Capital Hedosophia Holdings Corp. VI | 3,766 | 55.1% |
| ASBP | 3,493 | NEW |
| EONR | 3,486 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| BTM | -13,635 | -100.0% |
| BZAI | -10,385 | -100.0% |
| Marblegate Acquisition Corp. | -7,880 | -100.0% |
| VSEE | -6,890 | -100.0% |
| Austerlitz Acquisition Corp I | -5,174 | -100.0% |
| USCTF | -4,999 | -83.3% |
| KnightSwan Acquisition Corp | -4,966 | -100.0% |
| Nabors Energy Transition Corp. | -4,343 | -100.0% |
| Hunt Companies Acquisition Corp. I | -4,004 | -74.3% |
| Pine Island Acquisition Corp. | -3,965 | -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 |
|---|