Caption Management, LLC

Quant stat arb Low signal CIK 1706766
League rank
#64
in Quant stat arb · #1593 overall
Long book
$2.10B
Q1 2026
Positions
533
Top-10 weight
41%
concentration
Last quarter
+15.0%
SPY +14.8%
Turnover
65%
of book per quarter

Strategy in plain words

auto-generated from filings

Caption Management, LLC is a quantitative fund whose holdings reflect models, not opinions, running a $2.10B US long book across 533 positions.

The portfolio is moderately concentrated (top 10 ≈ 41% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: NVIDIA CORP, BLUE OWL CAPITAL INC, TESLA INC, AMAZON.COM INC, META PLATFORMS INC-CLASS A.

Over the last 9 quarters its long book ran on average 0.8pp per quarter ahead of the S&P 500, beating the index in 6 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+1.6%
Q2 2024
+4.4%
Q3 2024
+3.9%
Q4 2024
-16.0%
Q1 2025
+22.2%
Q2 2025
+16.5%
Q3 2025
+3.2%
Q4 2025
-2.9%
Q1 2026
+15.0%

Sector allocation

Technology
32%
Healthcare
16%
Financials
12%
Industrials
12%
Consumer discretionary
10%
Services media
4%
Materials
4%
Other
4%

Long book by quarter

$907.7M
Q1 2024
$943.9M
Q2 2024
$931.9M
Q3 2024
$2.42B
Q4 2024
$2.19B
Q1 2025
$1.09B
Q2 2025
$1.72B
Q3 2025
$2.27B
Q4 2025
$2.10B
Q1 2026

What does Caption Management, own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
NVDA NVIDIA CORPTechnology1.5M$262.9M12.5%+29.9%
OWL BLUE OWL CAPITAL INCFinancials15.1M$138.0M6.6%+981.7%
TSLA TESLA INCIndustrials299.7K$111.4M5.3%-0.1%
AMZN AMAZON.COM INCConsumer discretionary513.8K$107.0M5.1%-10.7%
META META PLATFORMS INC-CLASS ATechnology112.5K$64.4M3.1%New
TTWO TAKE-TWO INTERACTIVE SOFTWRETechnology261.1K$51.6M2.5%New
UTHR UNITED THERAPEUTICS CORPHealthcare74.4K$44.1M2.1%+35.2%
CGON CG ONCOLOGY INCHealthcare378.5K$25.6M1.2%+23.3%
PL PLANET LABS PBCTechnology1.5M$24.9M1.2%+71.2%
GOOGL ALPHABET INC-CL ATechnology84.8K$24.4M1.2%+41.3%
BSX BOSTON SCIENTIFIC CORPHealthcare374.4K$23.5M1.1%+311.4%
JNJ JOHNSON & JOHNSONHealthcare87.5K$21.4M1.0%New
NFLX NETFLIX INCServices media212.1K$20.4M1.0%-72.1%
CEG CONSTELLATION ENERGYUtilities71.9K$20.1M1.0%+492.0%
SWK STANLEY BLACK & DECKER INCIndustrials280.5K$19.9M1.0%New
WMT WALMART INCConsumer discretionary140.0K$17.4M0.8%New
CYTK CYTOKINETICS INCHealthcare245.0K$16.1M0.8%+775.0%
DKNG DRAFTKINGS INC-CL AServices media678.9K$14.7M0.7%New
ELVN ENLIVEN THERAPEUTICS INCHealthcare370.0K$14.5M0.7%New
FND FLOOR & DECOR HOLDINGS INC-AConsumer discretionary284.1K$14.4M0.7%+1794.2%
V VISA INC-CLASS A SHARESServices media46.6K$14.1M0.7%+90.4%
SLNOEUR SOLENO THERAPEUTICS INC420.1K$14.1M0.7%+898.0%
GXO GXO LOGISTICS INCIndustrials270.0K$14.0M0.7%New
UNH UNITEDHEALTH GROUP INCFinancials49.4K$13.4M0.6%+45.7%
SNDK SANDISK CORPTechnology18.3K$11.6M0.6%New
GH GUARDANT HEALTH INCHealthcare115.2K$10.6M0.5%New
PEP PEPSICO INCConsumer staples68.5K$10.6M0.5%New
TROX TRONOX HOLDINGS PLCMaterials1.1M$10.6M0.5%+82.9%
CORT CORCEPT THERAPEUTICS INCHealthcare260.0K$10.5M0.5%New
ANIP ANI PHARMACEUTICALS INCHealthcare135.9K$10.4M0.5%+135.2%
SIG SIGNET JEWELERS LTDConsumer discretionary123.4K$10.4M0.5%+5507.1%
COIN COINBASE GLOBAL INC -CLASS AFinancials57.0K$9.9M0.5%+0.4%
DAL DELTA AIR LINES INCIndustrials142.8K$9.5M0.5%+1541.4%
DHR DANAHER CORPTechnology49.7K$9.4M0.4%New
MSFT MICROSOFT CORPTechnology25.4K$9.4M0.4%-75.7%
MP MP MATERIALS CORPMaterials181.7K$8.8M0.4%+43.2%
NN NEXTNAV INC.Technology1.3M$8.5M0.4%+59.5%
Q QNITY ELECTRONICS INCTechnology70.0K$8.1M0.4%-11.8%
ARES ARES MANAGEMENT CORP - AFinancials70.0K$7.6M0.4%New
SHOO STEVEN MADDEN LTDOther225.0K$7.6M0.4%New
HRMY HARMONY BIOSCIENCES HOLDINGSHealthcare272.3K$7.6M0.4%New
BX BLACKSTONE INCFinancials65.2K$7.5M0.4%New
ABBV ABBVIE INCHealthcare33.7K$7.3M0.3%+109.3%
WIX WIX.COM LTDTechnology79.5K$7.2M0.3%New
AVAV AEROVIRONMENT INCIndustrials37.8K$6.9M0.3%New
AVTX AVALO THERAPEUTICS INCHealthcare455.0K$6.8M0.3%+764.3%
CRWV COREWEAVE INC-CL ATechnology87.0K$6.7M0.3%+295.5%
DOW DOW INCMaterials154.3K$6.4M0.3%+339.3%
QGEN QIAGEN N.V.Healthcare160.1K$6.4M0.3%New
CL COLGATE-PALMOLIVE COOther75.0K$6.4M0.3%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 20261484$17.12B canonicalSEC ↗
Q4 202513F-HRFeb 17, 20261512$14.58B canonicalSEC ↗
Q3 202513F-HRNov 14, 20251607$12.82B canonicalSEC ↗
Q2 202513F-HRAug 14, 20251379$9.03B canonicalSEC ↗
Q1 202513F-HRMay 15, 20251439$10.40B canonicalSEC ↗
Q4 202413F-HRFeb 14, 20251418$10.58B canonicalSEC ↗
Q3 202413F-HRNov 14, 20241226$6.27B canonicalSEC ↗
Q2 202413F-HRAug 14, 20241114$6.49B canonicalSEC ↗
Q1 202413F-HRMay 15, 20241125$6.59B canonicalSEC ↗