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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
DGX icon
101
CALL
Quest Diagnostics
DGX
$25.8B
$15.6M 0.24%
99,400
+9,900
+11% +$1.42M
PINS icon
102
PUT
Pinterest
PINS
$13.6B
$15.3M 0.24%
631,000
-254,000
-29% -$6.06M
CROX icon
103
PUT
Crocs
CROX
$6.09B
$15.3M 0.24%
+141,100
New +$12.5M
SABR icon
104
Sabre
SABR
$731M
$15.3M 0.24%
2,469,700
+297,000
+14% +$1.66M
RRC icon
105
PUT
Range Resources
RRC
$9.25B
$15.1M 0.24%
602,900
+2,200
+0.4% +$60.2K
ONC
106
BeOne Medicines Ltd
ONC
$32.6B
$15.1M 0.24%
68,500
+40,500
+145% +$7.43M
FCX icon
107
CALL
Freeport-McMoran
FCX
$89.1B
$14.6M 0.23%
385,000
+170,000
+79% +$5.94M
EVA
108
PUT
DELISTED
Enviva Inc.
EVA
$14.6M 0.23%
276,000
+2,000
+0.7% +$114K
XBI icon
109
State Street SPDR S&P Biotech ETF
XBI
$9.96B
$14.6M 0.23%
175,450
+167,883
+2,219% +$13.6M
SPLK
110
CALL
DELISTED
Splunk Inc
SPLK
$14.5M 0.23%
168,400
+18,400
+12% +$1.49M
EQT icon
111
EQT Corp
EQT
$32.9B
$14.5M 0.23%
428,400
-299,400
-41% -$12M
FIVE icon
112
CALL
Five Below
FIVE
$11.9B
$14.4M 0.22%
+81,300
New +$12.8M
SMAR
113
CALL
DELISTED
Smartsheet Inc.
SMAR
$14.3M 0.22%
363,100
+183,200
+102% +$6.24M
TRQ
114
PUT
DELISTED
Turquoise Hill Resources Ltd
TRQ
$14.3M 0.22%
454,500
-700
-0.2% -$21.3K
M icon
115
PUT
Macy's
M
$6.48B
$14.2M 0.22%
+685,700
New +$14M
PI icon
116
CALL
Impinj
PI
$4.53B
$14.1M 0.22%
129,400
+69,400
+116% +$7.31M
MDGL icon
117
CALL
Madrigal Pharmaceuticals
MDGL
$10.9B
$14M 0.22%
48,400
+23,400
+94% +$2.29M
JBHT icon
118
PUT
JB Hunt Transport Services
JBHT
$25.4B
$13.9M 0.22%
79,700
-32,300
-29% -$5.64M
MCD icon
119
PUT
McDonald's
MCD
$191B
$13.8M 0.22%
+52,500
New +$13.9M
SIG icon
120
CALL
Signet Jewelers
SIG
$3.69B
$13.8M 0.21%
+202,400
New +$12.9M
SU icon
121
CALL
Suncor Energy
SU
$79B
$13.6M 0.21%
430,000
+25,000
+6% +$822K
WDC icon
122
CALL
Western Digital
WDC
$186B
$13.4M 0.21%
562,275
+231,525
+70% +$6.11M
CROX icon
123
CALL
Crocs
CROX
$6.09B
$12.9M 0.2%
+119,000
New +$10.5M
DIS icon
124
PUT
Walt Disney
DIS
$167B
$12.8M 0.2%
147,500
+87,500
+146% +$8.37M
XYZ
125
PUT
Block Inc
XYZ
$48.8B
$12.6M 0.2%
200,000
– –
3 4
5
6 7

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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
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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.