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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
+11.65%
1 Year Est. Return
+70.99%
3 Year Est. Return
+176.06%
5 Year Est. Return
+263.89%
10 Year Est. Return
–
AUM
$8.31B
AUM Growth
-$607M
Cap. Flow
-$526M
Cap. Flow %
-6.33%
Top 10 Hldgs %
11.37%
Holding
2,162
New
616
Increased
321
Reduced
306
Closed
759

Top Buys

Rank Stock Value
1
FANG icon
Diamondback Energy
FANG
+$39.3M
2
AA icon
Alcoa
AA
+$22.5M
3
EPAM icon
EPAM Systems
EPAM
+$18.4M
4
CNC icon
Centene
CNC
+$15.4M
5
CLF icon
Cleveland-Cliffs
CLF
+$14.6M

Top Sells

Rank Stock Value
1
PBR icon
Petrobras
PBR
+$56M
2
BIIB icon
Biogen
BIIB
+$35.5M
3
WY icon
Weyerhaeuser
WY
+$24.1M
4
TECK icon
Teck Resources
TECK
+$22M
5
W icon
Wayfair
W
+$21M

Sector Composition

Rank Sector Weight
1 Energy 3.93%
2 Materials 2.89%
3 Technology 2.38%
4 Healthcare 2.28%
5 Consumer Discretionary 1.68%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PANW icon
1
PUT
Palo Alto Networks
PANW
$270B
$181M 2.17%
1,740,600
+156,600
+10% +$14M
DVN icon
2
PUT
Devon Energy
DVN
$52.1B
$119M 1.43%
2,014,300
+278,100
+16% +$15.1M
GS icon
3
PUT
Goldman Sachs
GS
$300B
$110M 1.32%
+333,500
New +$118M
DVN icon
4
Devon Energy
DVN
$52.1B
$103M 1.24%
1,747,600
+149,190
+9% +$8.08M
XLE icon
5
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$91.7M 1.1%
2,400,000
+1,200,000
+100% +$41.6M
MMM icon
6
CALL
3M
MMM
$90.9B
$76.2M 0.92%
+612,232
New +$81.4M
GM icon
7
CALL
General Motors
GM
$80.4B
$70.5M 0.85%
1,612,200
+612,300
+61% +$30.6M
PBR icon
8
PUT
Petrobras
PBR
$125B
$65.6M 0.79%
4,430,900
+56,900
+1% +$763K
CZR icon
9
CALL
Caesars Entertainment
CZR
$6.06B
$64.4M 0.78%
833,100
+618,100
+287% +$49.6M
FCX icon
10
PUT
Freeport-McMoran
FCX
$90B
$63.6M 0.76%
1,278,200
+2,500
+0.2% +$111K
FANG icon
11
Diamondback Energy
FANG
$57.1B
$62.7M 0.75%
457,100
+302,400
+195% +$39.3M
FANG icon
12
PUT
Diamondback Energy
FANG
$57.1B
$62.6M 0.75%
456,800
+302,100
+195% +$39.3M
PBR icon
13
CALL
Petrobras
PBR
$125B
$62.2M 0.75%
+4,201,300
New +$56.3M
TCOM icon
14
PUT
Trip.com Group
TCOM
$29.6B
$60.6M 0.73%
2,619,600
+232,800
+10% +$5.87M
UNP icon
15
PUT
Union Pacific
UNP
$174B
$60.3M 0.73%
+220,700
New +$55.7M
FCX icon
16
Freeport-McMoran
FCX
$90B
$58.2M 0.7%
1,170,242
-129,758
-10% -$5.75M
VRTX icon
17
PUT
Vertex Pharmaceuticals
VRTX
$121B
$54.8M 0.66%
209,900
+159,900
+320% +$37.9M
TCOM icon
18
CALL
Trip.com Group
TCOM
$29.6B
$51.6M 0.62%
2,230,400
-511,600
-19% -$12.9M
VST icon
19
CALL
Vistra
VST
$50B
$47M 0.57%
2,022,500
-41,800
-2% -$927K
X
20
DELISTED
US Steel
X
$46.4M 0.56%
1,229,900
+21,893
+2% +$592K
X
21
PUT
DELISTED
US Steel
X
$45.6M 0.55%
1,207,200
-300
-0% -$8.12K
ZNGA
22
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$45M 0.54%
4,874,000
-4,881,000
-50% -$42.9M
XBI icon
23
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$44M 0.53%
490,100
+455,100
+1,300% +$42M
UNP icon
24
CALL
Union Pacific
UNP
$174B
$42.5M 0.51%
+155,500
New +$39.3M
WDAY icon
25
PUT
Workday
WDAY
$39.6B
$42.4M 0.51%
177,000
-28,000
-14% -$6.67M
1
2 3 4 5

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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
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BBA
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Macquarie Group
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FCM
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AIMCA
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Caption Management's Q1 2022 Portfolio in Review

As of Q1 2022, Caption Management held 2,162 positions worth $8.31B, down 6.8% from $8.92B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Caption Management withdrew a net $526M in Q1 2022, closing 759 positions and reducing 306 holdings. Its most notable exit was Wayfair, an estimated $21M position sold in full.

By sector, the portfolio is most concentrated in Energy at 3.9% of assets, up from 2.3% a quarter earlier, followed by Materials and Technology.

Against the trend, Caption Management opened a new position in EPAM Systems worth $13.9M.

  • Caption Management's largest Q1 2022 buy was EPAM Systems: 47,000 shares worth $13.9M.
  • Caption Management added most to Diamondback Energy in Q1 2022, an estimated $39.3M increase.
  • Caption Management's biggest Q1 2022 reduction was Petrobras, cutting an estimated $56M.
  • Caption Management fully exited Wayfair in Q1 2022, selling an estimated $21M.
  • Caption Management's ten largest holdings make up 11% of its $8.31B portfolio in Q1 2022.
  • Caption Management opened 616 new positions and closed 759 in Q1 2022.
  • Caption Management's portfolio value fell 6.8% quarter-over-quarter to $8.31B.

Based on Caption Management's 13F filing for Q1 2022, filed 13 May 2022.