We are live on ! Find out more
CM

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
AMGN icon
151
CALL
Amgen
AMGN
$207B
$10.9M 0.17%
41,400
+13,400
+48% +$3.59M
XLI icon
152
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$10.8M 0.17%
+110,000
New +$10.5M
SLB icon
153
CALL
SLB Ltd
SLB
$73B
$10.8M 0.17%
202,000
-27,500
-12% -$1.37M
SHEL icon
154
CALL
Shell
SHEL
$252B
$10.8M 0.17%
189,500
+93,500
+97% +$5.15M
PACB icon
155
CALL
Pacific Biosciences
PACB
$438M
$10.7M 0.17%
1,314,000
+1,182,600
+900% +$10.2M
GTLB icon
156
CALL
GitLab
GTLB
$5.74B
$10.6M 0.17%
+233,000
New +$10.5M
PYPL icon
157
PUT
PayPal
PYPL
$48.6B
$10.6M 0.17%
148,600
+50,000
+51% +$4M
TTD icon
158
PUT
Trade Desk
TTD
$8.34B
$10.6M 0.16%
235,400
-772,800
-77% -$39.2M
AEHR icon
159
CALL
Aehr Test Systems
AEHR
$2.61B
$10.6M 0.16%
+525,000
New +$11.2M
WB icon
160
CALL
Weibo
WB
$1.98B
$10.5M 0.16%
550,000
– –
LNG icon
161
CALL
Cheniere Energy
LNG
$55B
$10.5M 0.16%
70,000
+28,900
+70% +$4.84M
JPM icon
162
PUT
JPMorgan Chase
JPM
$942B
$10.4M 0.16%
77,500
-14,500
-16% -$1.84M
EOG icon
163
CALL
EOG Resources
EOG
$78B
$10.4M 0.16%
80,000
-130,000
-62% -$17.3M
HD icon
164
PUT
Home Depot
HD
$330B
$10.3M 0.16%
32,500
– –
LNG icon
165
PUT
Cheniere Energy
LNG
$55B
$10.2M 0.16%
68,000
-168,000
-71% -$28.1M
STAA icon
166
CALL
STAAR Surgical
STAA
$1.2B
$9.99M 0.16%
205,800
-75,700
-27% -$4.75M
ANF icon
167
PUT
Abercrombie & Fitch
ANF
$4.43B
$9.97M 0.16%
+435,100
New +$8.57M
SWTX
168
CALL
DELISTED
SpringWorks Therapeutics
SWTX
$9.88M 0.15%
380,000
+195,500
+106% +$4.82M
APPS icon
169
PUT
Digital Turbine
APPS
$954M
$9.84M 0.15%
+645,800
New +$9.92M
SMH icon
170
PUT
VanEck Semiconductor ETF
SMH
$65.3B
$9.64M 0.15%
+95,000
New +$9.66M
PI icon
171
PUT
Impinj
PI
$4.55B
$9.62M 0.15%
+88,100
New +$9.28M
ON icon
172
CALL
ON Semiconductor
ON
$32.5B
$9.36M 0.15%
150,000
-20,000
-12% -$1.33M
AA icon
173
PUT
Alcoa
AA
$11.9B
$9.25M 0.14%
203,400
-485,000
-70% -$21.1M
MRTX
174
PUT
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$9.23M 0.14%
203,600
-76,400
-27% -$4.94M
NIO icon
175
CALL
NIO
NIO
$12.1B
$9.21M 0.14%
945,000
-100,000
-10% -$1.15M
5 6
7
8 9

Similar funds

ASRS
Arizona State Retirement System Phoenix, Arizona $17.1B AUM 30.52% 1-Year Est. Return
PP
Prudential plc London, England, United Kingdom $17.1B AUM 15.7% 1-Year Est. Return
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.