Stocks/Funds/CIK 1706766

Caption Management, LLC

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1706766
Assets
$2.10B
-4.2% YoY
Holdings
532
Lifetime alpha vs market
-4.51% annual
Average hold time
1.6 yr
median 1.3 yr

Quarterly history

Cum return +50% vs S&P +83% · α -33% lifetimeAUM $2.1B · peak $2.4BFlow $-215M (-10%)2017-122019-032020-062021-092022-122024-032025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-28.50%
trims when stocks drop
when a holding falls −10%+
Middle response
-26.14%
baseline attrition
Rally response
-31.99%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$263M12.5%+60.9%2.5 yr
OWLBlue Owl Capital Inc.$138M6.6%-51.8%1.8 yr
TSLATesla, Inc.$111M5.3%+43.4%1.8 yr
AMZNAmazon.com, Inc.$107M5.1%+9.5%2.8 yr
METAMeta Platforms, Inc.$64M3.1%-0.4%3.3 yr
TTWOTake-Two Interactive Sof$52M2.5%-4.7%1.3 yr
UTHRUnited Therapeutics Corp$44M2.1%+92.4%1.8 yr
$30M1.5%2.0 yr
CGONCG Oncology, Inc. Common$26M1.2%+176.4%0.5 yr
PL-WTPlanet Labs PBC$25M1.2%0.8 yr
GOOGLAlphabet Inc.$24M1.2%1.8 yr
BSXBoston Scientific Corpor$23M1.1%-37.8%2.5 yr
BUGGlobal X - Cybersecurity$21M1.0%0.5 yr
JNJJohnson & Johnson$21M1.0%+51.5%1.3 yr
NFLXNetflix, Inc.$20M1.0%+3.1%1.3 yr

Portfolio composition (YoY)

Industry mix
Semiconductors14.4%-0.9pp$301M
Asset Management12.1%+9.5pp$254M
Biotechnology10.5%+6.8pp$220M
Specialty Retail5.8%-9.1pp$121M
Auto - Manufacturers5.3%+1.8pp$112M
Internet Content & Information5.0%-5.1pp$105M
Unknown4.5%+2.3pp$94M
Electronic Gaming & Multimedia2.5%+2.2pp$52M
Software - Infrastructure2.2%-17.1pp$47M
Aerospace & Defense2.1%+1.2pp$45M
Country
US88.5%-4.5pp
Unknown4.5%+2.3pp
GB2.8%+2.4pp
BR1.0%+0.9pp
IL0.9%+0.6pp
BM0.6%+0.4pp
CA0.5%-1.0pp
NL0.2%+0.1pp
Top 5: 32.6% · Top 10: 41.0% · Top 25: 54.3%

Winners

TickerPrev $PnLYoY %
NVDA$255M+0.16B60.9%
TSLA$77M+0.03B43.4%
AMZN$314M+0.03B9.5%
SNDK$1M+0.01B1234.5%
WMT$5M+0.00B42.8%

Losers

TickerPrev $PnLYoY %
FND$6M-0.00B-36.9%
V$11M-0.00B-13.1%
DKNG$2M-0.00B-34.9%
TTWO$5M-0.00B-4.7%

Top buys this quarter · 15

OWL Blue Owl Capital Inc.+$125M
NVDA NVIDIA Corporation+$60M
TTWO Take-Two Interactive Software,+$47M
META Meta Platforms, Inc.+$34M
JNJ Johnson & Johnson+$21M
BSX Boston Scientific Corporation+$18M
SWK Stanley Black & Decker, Inc.+$18M
IMCR Immunocore Holdings plc+$17M
CEG Constellation Energy Corporati+$17M
ELVN Enliven Therapeutics, Inc.new+$15M

Top sells this quarter · 15

AAPL Apple Inc.exit$119M
GOOG Alphabet Inc.$114M
PBR Petróleo Brasileiro S.A. - Pe$71M
NFLX Netflix, Inc.$53M
SATS EchoStar Corporation$48M
BMY Bristol-Myers Squibb Companyexit$32M
MSFT Microsoft Corporation$29M
HWM Howmet Aerospace Inc.$28M
VSAT Viasat, Inc.exit$28M
WDC Western Digital Corporation$27M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$2.10B532+63.76%+17.59%+46.17%-0.21B
2025-12-31$2.24B537+36.04%+17.72%+18.33%+0.32B
2025-09-30$1.72B586+22.97%+17.52%+5.46%+0.38B
2025-06-30$1.07B491+2.61%+14.94%-12.33%-1.43B
2025-03-31$2.19B511-8.17%+8.30%-16.47%+0.14B
2024-12-31$2.40B503+0.31%+24.89%-24.58%+1.46B
2024-09-30$924M420+12.37%+36.04%-23.67%-0.06B
2024-06-30$943M390+3.94%+24.49%-20.55%+0.02B
2024-03-31$904M363+5.07%+29.62%-24.55%+0.05B
2023-12-31$917M434+13.75%+26.18%-12.43%+0.04B
2023-09-30$774M408+7.30%+21.57%-14.27%+0.23B
2023-06-30$564M338+7.21%+19.42%-12.21%+0.09B
2023-03-31$464M325-13.61%-7.82%-5.79%-0.13B
2022-12-31$593M411+6.80%+7.56%-0.76%-0.01B
2022-09-30$567M500-3.77%-4.93%+1.16%-0.50B
2022-06-30$1.11B471-16.91%-16.11%-0.80%-0.14B