Caption Management, LLC
Q4 2021 13F-HR Holdings
Net value change ($000)
+174,132
(2.0%)
New positions
252
Sold out positions
218
Turnover %
52.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 2021
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)
| DVN | 31,470 | 80.8% |
| FCX | 20,906 | 62.7% |
| ZG | 19,288 | NEW |
| TCOM | 18,746 | 273.3% |
| TECK | 18,283 | 214.6% |
| ZYNGA INC | 14,912 | 441.3% |
| HIMX | 14,656 | 111.0% |
| BX | 12,938 | NEW |
| ZM | 11,866 | NEW |
| CZR | 11,689 | 1399.9% |
Top Reduces (Value $000, Stocks/ETFs)
| META | -33,939 | -100.0% |
| CHTR | -24,619 | -84.2% |
| STAMPS.COM INC | -24,449 | -100.0% |
| Inovalon Holdings, Inc. | -20,326 | -100.0% |
| Mirati Therapeutics, Inc. | -13,674 | -90.0% |
| PRKS | -12,700 | -100.0% |
| PDD | -12,567 | -100.0% |
| CSTM | -11,775 | -90.4% |
| MRK | -11,205 | -62.2% |
| WDC | -10,655 | -78.4% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
7,309,991
(81.9% 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 |
|---|