Context Capital Management, LLC

Q4 2023 13F-HR/A Holdings

Location
Lajolla, CA
Holdings as of
12/31/2023
Date filed
2/16/2024
Form type
13F-HR/A - RESTATEMENT
Num holdings
281
Total value ($000)
$1,489,016
Net value change ($000)
+242,300 (19.4%)
New positions
4
Sold out positions
7
Turnover %
71.2%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q3 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)
UCFI 653 NEW
99 Acquisition Group Inc. 382 NEW
INTEGRATED RAIL & RESOURCES ACQUISITION CORP 146 1.0%
CF Acquisition Corp. VII 60 1.6%
ECDA 52 NEW
EMCGF 41 1.3%
ALCY 28 2.7%
ALCE 15 NEW
CNTM 10 2.2%
KVAC 1 3.2%
Top Reduces (Value $000, Stocks/ETFs)
APO -5,218 -100.0%
CF ACQUISITION CORP IV -4,047 -100.0%
SMNR -3,340 -100.0%
LEARN CW INVESTMENT COR -1,861 -100.0%
RENEF -1,086 -100.0%
99 Acquisition Group Inc. -389 -100.0%
OPTX -212 -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