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Capula Management Portfolio holdings
AUM
$14.1B
1-Year Est. Return
19.14%
This Fund
S&P 500
This Quarter
Est. Return
+11.82%
1 Year Est. Return
+19.14%
3 Year Est. Return
+85.66%
5 Year Est. Return
+76.65%
10 Year Est. Return
+131.38%
AUM
$2.5B
AUM Growth
-$2.27B
(-48%)
Cap. Flow
-$2.63B
Cap. Flow
% of AUM
-105.51%
Top 10 Holdings %
Top 10 Hldgs %
80.1%
Holding
639
New
139
Increased
32
Reduced
114
Closed
353
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$117M |
| 2 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$26.7M |
| 3 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$20.4M |
| 4 |
VanEck Semiconductor ETF
SMH
|
+$13.3M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$12.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ATVI
Activision Blizzard
ATVI
|
+$33.7M |
| 2 |
Apple
AAPL
|
+$30.5M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$30.1M |
| 4 |
HZNP
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
|
+$28M |
| 5 |
United Parcel Service
UPS
|
+$18.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 11.97% |
| 2 | Consumer Discretionary | 5.27% |
| 3 | Energy | 1.73% |
| 4 | Technology | 1.28% |
| 5 | Financials | 0.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Adient
ADNT
$1.62B
| – | – |
-23,040
| Closed | -$846K |
|
302
Automatic Data Processing
ADP
$102B
| – | – |
-14,389
| Closed | -$3.35M |
|
303
ADT
ADT
$5.24B
| – | – |
-76,320
| Closed | -$458K |
|
304
AGCO
AGCO
$8.71B
| – | – |
-4,020
| Closed | -$475K |
|
305
Albemarle
ALB
$13.7B
| – | – |
-3,900
| Closed | -$663K |
|
306
PUT
Align Technology
ALGN
$12B
| – | – |
-9,400
| Closed | -$2.87M |
|
307
Alignment Healthcare
ALHC
$3.86B
| – | – |
-175,148
| Closed | -$1.22M |
|
308
CALL
Applied Materials
AMAT
$410B
| – | – |
-2,000
| Closed | -$277K |
|
|
309
PUT
Applied Materials
AMAT
$410B
| – | – |
-18,200
| Closed | -$2.52M |
|
310
Advanced Micro Devices
AMD
$807B
| – | – |
-26,584
| Closed | -$3.13M |
|
311
CALL
Amgen
AMGN
$203B
| – | – |
-14,100
| Closed | -$3.79M |
|
312
CALL
Amazon
AMZN
$2.49T
| – | – |
-159,000
| Closed | -$20.2M |
|
313
AutoNation
AN
$7.1B
| – | – |
-1,660
| Closed | -$251K |
|
314
Abercrombie & Fitch
ANF
$4.41B
| – | – |
-19,660
| Closed | -$1.11M |
|
315
ANI Pharmaceuticals
ANIP
$1.78B
| – | – |
-16,740
| Closed | -$972K |
|
316
Applovin
APP
$139B
| – | – |
-6,465
| Closed | -$258K |
|
317
Ares Management
ARES
$28.8B
| – | – |
-2,080
| Closed | -$214K |
|
318
Arvinas
ARVN
$530M
| – | – |
-41,160
| Closed | -$808K |
|
319
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.57B
| – | – |
-70,000
| Closed | -$1.82M |
|
320
CALL
ASML
ASML
$636B
| – | – |
-4,100
| Closed | -$2.41M |
|
|
321
ASML
ASML
$636B
| – | – |
-4,830
| Closed | -$2.84M |
|
|
322
PUT
ASML
ASML
$636B
| – | – |
-9,700
| Closed | -$5.71M |
|
323
CALL
Broadcom
AVGO
$1.82T
| – | – |
-30,000
| Closed | -$2.49M |
|
324
CALL
Bank of America
BAC
$436B
| – | – |
-992,900
| Closed | -$27.2M |
|
|
325
Bank of America
BAC
$436B
| – | – |
-22,191
| Closed | -$608K |
|
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Capula Management's Q4 2023 Portfolio in Review
As of Q4 2023, Capula Management held 639 positions worth $2.5B, down 48% from $4.77B the previous quarter. Its ten largest holdings account for 80% of the portfolio.
Capula Management withdrew a net $2.63B in Q4 2023, closing 353 positions and reducing 114 holdings. Its most notable exit was Activision Blizzard, an estimated $33.7M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 12% of assets, up from 6% a quarter earlier, followed by Consumer Discretionary and Energy.
Against the trend, Capula Management opened a new position in iShares iBoxx $ High Yield Corporate Bond ETF worth $122M.
- Capula Management's largest Q4 2023 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 1,574,000 shares worth $122M.
- Capula Management added most to Pioneer Natural Resource Co. in Q4 2023, an estimated $26.7M increase.
- Capula Management's biggest Q4 2023 reduction was Apple, cutting an estimated $30.5M.
- Capula Management fully exited Activision Blizzard in Q4 2023, selling an estimated $33.7M.
- Capula Management's ten largest holdings make up 80% of its $2.5B portfolio in Q4 2023.
- Capula Management opened 139 new positions and closed 353 in Q4 2023.
- Capula Management's portfolio value fell 48% quarter-over-quarter to $2.5B.
Based on Capula Management's 13F filing for Q4 2023, filed 12 Feb 2024.