Context Capital Management, LLC

Q1 2023 13F-HR Holdings

Location
Lajolla, CA
Holdings as of
3/31/2023
Date filed
5/8/2023
Form type
13F-HR
Num holdings
346
Total value ($000)
$1,191,046
Net value change ($000)
-175,272 (-12.8%)
New positions
7
Sold out positions
98
Turnover %
138.7%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 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)
INTEGRATED RAIL & RESOURCES ACQUISITION CORP 13,949 NEW
Kimbell Tiger Acquisition Corp 4,212 NEW
DEVS 4,161 NEW
FTAC ZEUS ACQUISITION CORP. 3,081 NEW
HCM Acquisition Corp 2,095 NEW
HWH 1,028 NEW
AIEV 859 NEW
Viscogliosi Brothers Acquisition Corp 140 3.3%
ECDA 135 2.5%
AIMTF 123 6.1%
Top Reduces (Value $000, Stocks/ETFs)
SLND -7,665 -100.0%
Black Mountain Acquisition Corp. -5,765 -87.0%
JUPITER WELLNESS ACQUISITION -5,531 -100.0%
ZCAR -5,412 -100.0%
GTLS -5,216 -100.0%
GENESIS GRWT TECH ACQUSTN CO -5,180 -100.0%
7 Acquisition Corp -5,119 -82.9%
Juniper II Corp. -5,043 -70.8%
bleuacacia ltd -5,025 -100.0%
Churchill Capital Corp VII -4,872 -42.0%
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