Context Capital Management, LLC

Q2 2023 13F-HR Holdings

Location
Lajolla, CA
Holdings as of
6/30/2023
Date filed
8/10/2023
Form type
13F-HR
Num holdings
315
Total value ($000)
$1,106,310
Net value change ($000)
-84,736 (-7.1%)
New positions
3
Sold out positions
37
Turnover %
178.5%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2023
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)
AIMTF 2,110 NEW
ALCY 1,025 NEW
INTEGRATED RAIL & RESOURCES ACQUISITION CORP 285 2.0%
CF Acquisition Corp. VII 84 2.3%
DTI 77 NEW
SMNR 74 2.3%
CF ACQUISITION CORP IV 72 1.8%
Global Blockchain Acquisition Corp. 68 1.7%
Belong Acquisition Corp. 53 1.5%
iCoreConnect Inc. 53 1.6%
Top Reduces (Value $000, Stocks/ETFs)
BTM -8,784 -100.0%
Churchill Capital Corp VII -6,725 -100.0%
ECDA -5,546 -100.0%
Spree Acquisition Corp. 1 Ltd -5,395 -100.0%
Papaya Growth Opportunity Corp. I -5,200 -100.0%
CNTM -5,121 -92.1%
Mobiv Acquisition Corp -4,734 -100.0%
Viscogliosi Brothers Acquisition Corp -4,437 -100.0%
Kimbell Tiger Acquisition Corp -4,212 -100.0%
DEVS -4,161 -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