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Caption Management Portfolio holdings

AUM $17.1B
1-Year Est. Return 70.99%
This Fund
S&P 500
This Quarter Est. Return
+13.77%
1 Year Est. Return
+70.99%
3 Year Est. Return
+176.06%
5 Year Est. Return
+263.89%
10 Year Est. Return
–
AUM
$6.41B
AUM Growth
-$838M
Cap. Flow
-$1.23B
Cap. Flow %
-19.2%
Top 10 Hldgs %
13.63%
Holding
1,903
New
444
Increased
263
Reduced
318
Closed
672

Top Buys

Rank Stock Value
1
PMT
PennyMac Mortgage Investment
PMT
+$19.7M
2
BMY icon
Bristol-Myers Squibb
BMY
+$17M
3
XBI icon
State Street SPDR S&P Biotech ETF
XBI
+$13.6M
4
EVA
Enviva Inc.
EVA
+$8.45M
5
APA icon
APA Corp
APA
+$7.51M

Top Sells

Rank Stock Value
1
PBR icon
Petrobras
PBR
+$43.9M
2
UAN icon
CVR Partners
UAN
+$26M
3
ZM icon
Zoom
ZM
+$12.1M
4
EQT icon
EQT Corp
EQT
+$12M
5
PING
Ping Identity Holding Corp.
PING
+$6.13M

Sector Composition

Rank Sector Weight
1 Healthcare 2.55%
2 Energy 1.26%
3 Technology 1.15%
4 Consumer Discretionary 0.9%
5 Materials 0.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PINS icon
26
CALL
Pinterest
PINS
$13.7B
$39.1M 0.61%
1,610,400
-1,279,500
-44% -$30.5M
SRPT icon
27
CALL
Sarepta Therapeutics
SRPT
$1.64B
$38.7M 0.6%
298,400
+121,000
+68% +$14M
XBI icon
28
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$38.2M 0.6%
460,000
-540,000
-54% -$43.7M
MCK icon
29
CALL
McKesson
MCK
$101B
$38.1M 0.59%
101,600
+300
+0.3% +$112K
PBR icon
30
CALL
Petrobras
PBR
$123B
$37.5M 0.58%
3,517,200
+2,517,200
+252% +$30.4M
IP icon
31
CALL
International Paper
IP
$22.8B
$37.3M 0.58%
+1,078,200
New +$37.3M
LMT icon
32
CALL
Lockheed Martin
LMT
$132B
$35.3M 0.55%
+72,500
New +$33.7M
LMT icon
33
PUT
Lockheed Martin
LMT
$132B
$35.3M 0.55%
+72,500
New +$33.7M
AEM icon
34
CALL
Agnico Eagle Mines
AEM
$76.3B
$34.2M 0.53%
658,700
+277,700
+73% +$13.1M
AR icon
35
PUT
Antero Resources
AR
$10.9B
$34.1M 0.53%
1,098,800
-91,900
-8% -$3.17M
DXCM icon
36
CALL
DexCom
DXCM
$28.8B
$33.2M 0.52%
292,900
+205,400
+235% +$22.6M
UPS icon
37
PUT
United Parcel Service
UPS
$89.5B
$33M 0.52%
+190,000
New +$32.9M
VICI icon
38
CALL
VICI Properties
VICI
$29B
$31.3M 0.49%
966,900
+22,400
+2% +$720K
IP icon
39
PUT
International Paper
IP
$22.8B
$30.5M 0.48%
+880,300
New +$30.4M
FSLR icon
40
CALL
First Solar
FSLR
$22.1B
$30.1M 0.47%
201,000
-10,000
-5% -$1.48M
DXCM icon
41
PUT
DexCom
DXCM
$28.8B
$29.8M 0.46%
262,900
+232,900
+776% +$25.6M
WMG icon
42
CALL
Warner Music
WMG
$14.4B
$28.7M 0.45%
819,500
+145,300
+22% +$4.24M
XRT icon
43
PUT
State Street SPDR S&P Retail ETF
XRT
$453M
$27.9M 0.44%
+461,900
New +$28.7M
XOM icon
44
PUT
ExxonMobil
XOM
$651B
$27.6M 0.43%
+250,000
New +$26.8M
RUN icon
45
CALL
Sunrun
RUN
$2.27B
$27.5M 0.43%
1,145,900
-284,100
-20% -$7.58M
AEM icon
46
PUT
Agnico Eagle Mines
AEM
$76.3B
$27M 0.42%
519,000
+304,000
+141% +$14.3M
AAL icon
47
PUT
American Airlines Group
AAL
$10.2B
$26.1M 0.41%
2,051,100
-200,000
-9% -$2.71M
MCHP icon
48
CALL
Microchip Technology
MCHP
$40.7B
$25.6M 0.4%
365,000
+230,000
+170% +$15.8M
WYNN icon
49
PUT
Wynn Resorts
WYNN
$10.5B
$24.9M 0.39%
302,000
+187,000
+163% +$13.7M
QSR icon
50
CALL
Restaurant Brands International
QSR
$25.8B
$24.9M 0.39%
+384,600
New +$23.6M
1
2
3 4 5

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ASRS
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PP
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VMPIC
Varma Mutual Pension Insurance Co Helsinki, Finland $17B AUM 24.09% 1-Year Est. Return
BCIM
British Columbia Investment Management Victoria, British Columbia, Canada $17B AUM 31.69% 1-Year Est. Return
BBA
Baker Bros. Advisors New York $17.4B AUM 131.5% 1-Year Est. Return
Macquarie Group
Macquarie Group Sydney, NSW 2000, Australia $16.8B AUM 27.39% 1-Year Est. Return
FCM
Farallon Capital Management San Francisco, California $17.5B AUM 50.95% 1-Year Est. Return
AIMCA
Alberta Investment Management Corp (AIMCo) Edmonton, Alberta, Canada $16.7B AUM 23.27% 1-Year Est. Return

Caption Management's Q4 2022 Portfolio in Review

As of Q4 2022, Caption Management held 1,903 positions worth $6.41B, down 12% from $7.25B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Caption Management withdrew a net $1.23B in Q4 2022, closing 672 positions and reducing 318 holdings. Its most notable exit was Petrobras, an estimated $43.9M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 2.5% of assets, up from 1.5% a quarter earlier, followed by Energy and Technology.

Against the trend, Caption Management opened a new position in PennyMac Mortgage Investment worth $17.9M.

  • Caption Management's largest Q4 2022 buy was PennyMac Mortgage Investment: 1,448,050 shares worth $17.9M.
  • Caption Management added most to State Street SPDR S&P Biotech ETF in Q4 2022, an estimated $13.6M increase.
  • Caption Management's biggest Q4 2022 reduction was EQT Corp, cutting an estimated $12M.
  • Caption Management fully exited Petrobras in Q4 2022, selling an estimated $43.9M.
  • Caption Management's ten largest holdings make up 14% of its $6.41B portfolio in Q4 2022.
  • Caption Management opened 444 new positions and closed 672 in Q4 2022.
  • Caption Management's portfolio value fell 12% quarter-over-quarter to $6.41B.

Based on Caption Management's 13F filing for Q4 2022, filed 14 Feb 2023.