Context Capital Management, LLC
Q4 2022 13F-HR Holdings
Net value change ($000)
-119,687
(-8.1%)
New positions
21
Sold out positions
134
Turnover %
103.6%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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)
| ECDA | 5,411 | NEW |
| GTLS | 5,216 | NEW |
| Mobiv Acquisition Corp | 4,668 | NEW |
| Nabors Energy Transition Corp. | 4,469 | NEW |
| SBC | 4,335 | NEW |
| Forum Merger IV Corp | 4,010 | NEW |
| Belong Acquisition Corp. | 3,462 | NEW |
| dMY Technology Group, Inc. VI | 3,251 | NEW |
| Khosla Ventures Acquisition Co. | 3,248 | NEW |
| EMCGF | 3,072 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| ASCBF | -13,944 | -100.0% |
| INTEGRATED RAIL & RESOURCES ACQUISITION CORP | -13,327 | -100.0% |
| FTAC ZEUS ACQUISITION CORP. | -13,065 | -100.0% |
| Social Capital Hedosophia Holdings Corp. VI | -11,071 | -100.0% |
| ZPTA | -7,545 | -100.0% |
| Rigel Resource Acquisition Corp. | -6,552 | -100.0% |
| ACQC | -6,458 | -100.0% |
| GCTS | -6,036 | -100.0% |
| Heartland Media Acquisition Corp. | -5,493 | -100.0% |
| EF HUTTON ACQUISITION CORP I | -5,400 | -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 |
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