Context Capital Management, LLC

Q3 2022 13F-HR Holdings

Location
Lajolla, CA
Holdings as of
9/30/2022
Date filed
11/7/2022
Form type
13F-HR
Num holdings
594
Total value ($000)
$1,486,005
Net value change ($000)
+87,076 (6.2%)
New positions
11
Sold out positions
46
Turnover %
23.6%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q2 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 13,944 NEW
CNTM 7,833 NEW
EF HUTTON ACQUISITION CORP I 5,400 NEW
Churchill Capital Corp VII 4,955 76.5%
Mobiv Acquisition Corp 4,595 NEW
SBC 4,305 NEW
IVCAF 4,275 NEW
EMCGF 3,036 NEW
Social Capital Hedosophia Holdings Corp. IV 2,606 107.6%
ACRI CAPITAL ACQUISITION COR 2,007 NEW
Top Reduces (Value $000, Stocks/ETFs)
ASCBF -14,000 -100.0%
CNTM -7,888 -100.0%
Electriq Power Holdings, Inc. -4,817 -100.0%
Global Technology Acquisition Corp. I -4,752 -100.0%
IVCAF -4,270 -100.0%
ARYA Sciences Acquisition Corp V -4,228 -100.0%
VEEA -3,919 -100.0%
VPC Impact Acquisition Holdings II -3,582 -100.0%
ZeroFox Holdings, Inc. -3,574 -100.0%
XBP -3,467 -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