Caption Management, LLC
Q3 2020 13F-HR Holdings
Net value change ($000)
+1,273,082
(42.4%)
New positions
182
Sold out positions
143
Turnover %
64.5%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 2020
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)
| AMZN | 27,325 | 39601.4% |
| CRM | 22,739 | 40605.4% |
| W | 22,700 | 43.6% |
| ADBE | 15,269 | NEW |
| AEO | 13,798 | 1523.0% |
| PFE | 13,704 | NEW |
| GOOGL | 11,463 | NEW |
| AN | 8,337 | NEW |
| DOW | 7,293 | NEW |
| ACM | 6,414 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| HLT | -8,589 | -100.0% |
| MyoKardia, Inc. | -8,213 | -100.0% |
| REATA PHARMACEUTICALS INC | -6,101 | -100.0% |
| BMRN | -5,957 | -72.1% |
| ARENA PHARMACEUTICALS INC | -5,841 | -100.0% |
| SGI | -5,576 | -100.0% |
| AZN | -5,392 | -100.0% |
| DISH | -5,253 | -89.2% |
| FICO | -5,225 | -100.0% |
| XOM | -5,211 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
3,644,597
(85.2% of total reported value)
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 |
|---|