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Capula Management Portfolio holdings

AUM $28B
1-Year Est. Return 22.67%
This Fund
S&P 500
This Quarter Est. Return
+11.85%
1 Year Est. Return
+22.67%
3 Year Est. Return
+90.67%
5 Year Est. Return
+93.79%
10 Year Est. Return
+167.22%
AUM
$2.01B
AUM Growth
+$1.23B
Cap. Flow
+$230M
Cap. Flow %
11.43%
Top 10 Hldgs %
36.89%
Holding
343
New
210
Increased
29
Reduced
34
Closed
69

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$246M
2
EWY icon
iShares MSCI South Korea ETF
EWY
+$8.51M
3
DPZ icon
Domino's
DPZ
+$6.56M
4
ITB icon
iShares US Home Construction ETF
ITB
+$4.47M
5
FXI icon
iShares China Large-Cap ETF
FXI
+$3.75M

Top Sells

Rank Stock Value
1
CSCO icon
Cisco
CSCO
+$19.5M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$19M
3
MSFT icon
Microsoft
MSFT
+$6.7M
4
JNPR
Juniper Networks
JNPR
+$5.96M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$5.83M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.52%
2 Technology 0.74%
3 Consumer Discretionary 0.66%
4 Communication Services 0.6%
5 Healthcare 0.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QQQ icon
326
Invesco QQQ Trust
QQQ
$489B
– –
-64,880
Closed -$19M
STX icon
327
CALL
Seagate
STX
$201B
– –
-41,200
Closed -$2.03M
STX icon
328
PUT
Seagate
STX
$201B
– –
-101,300
Closed -$4.99M
TROW icon
329
T. Rowe Price
TROW
$23B
– –
-1,190
Closed -$170K
TROW icon
330
PUT
T. Rowe Price
TROW
$23B
– –
-6,700
Closed -$859K
TRV icon
331
Travelers Companies
TRV
$76.5B
– –
-1,380
Closed -$149K
TRV icon
332
PUT
Travelers Companies
TRV
$76.5B
– –
-9,900
Closed -$1.07M
TSCO icon
333
Tractor Supply
TSCO
$17.7B
– –
-860
Closed -$25K
TSCO icon
334
PUT
Tractor Supply
TSCO
$17.7B
– –
-37,500
Closed -$1.07M
UPS icon
335
United Parcel Service
UPS
$84.4B
– –
-68
Closed -$11K
UPS icon
336
PUT
United Parcel Service
UPS
$84.4B
– –
-18,800
Closed -$3.13M
XLE icon
337
State Street Energy Select Sector SPDR ETF
XLE
$43B
– –
-284,178
Closed -$4.9M
XLE icon
338
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
– –
-1,068,600
Closed -$16M
XLF icon
339
State Street Financial Select Sector SPDR ETF
XLF
$54B
– –
-16,000
Closed -$428K
CTXS
340
CALL
DELISTED
Citrix Systems Inc
CTXS
– –
-5,200
Closed -$716K
CTXS
341
DELISTED
Citrix Systems Inc
CTXS
– –
-18,190
Closed -$2.5M
CTXS
342
PUT
DELISTED
Citrix Systems Inc
CTXS
– –
-29,200
Closed -$4.02M
ATVI
343
CALL
DELISTED
Activision Blizzard
ATVI
– –
-74,000
Closed -$5.99M
10 11 12 13
14

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UIM
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Capula Management's Q4 2020 Portfolio in Review

As of Q4 2020, Capula Management held 343 positions worth $2.01B, up 157% from $785M the previous quarter. Its ten largest holdings account for 37% of the portfolio.

Capula Management deployed $230M of net new capital in Q4 2020, opening 210 new positions and adding to 29 existing holdings. Its largest new stake was iShares MSCI South Korea ETF: 115,000 shares worth $9.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 91% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was Cisco, an estimated $19.5M trimmed.

  • Capula Management's largest Q4 2020 buy was iShares MSCI South Korea ETF: 115,000 shares worth $9.9M.
  • Capula Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2020, an estimated $246M increase.
  • Capula Management's biggest Q4 2020 reduction was Cisco, cutting an estimated $19.5M.
  • Capula Management fully exited Invesco QQQ Trust in Q4 2020, selling an estimated $19M.
  • Capula Management's ten largest holdings make up 37% of its $2.01B portfolio in Q4 2020.
  • Capula Management opened 210 new positions and closed 69 in Q4 2020.
  • Capula Management's portfolio value rose 157% quarter-over-quarter to $2.01B.

Based on Capula Management's 13F filing for Q4 2020, filed 16 Feb 2021.