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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 | |
|---|---|---|---|---|---|---|
526
Playtika
PLTK
$1.4B
| – | – |
-39,840
| Closed | -$384K |
|
527
CALL
Philip Morris
PM
$301B
| – | – |
-256,000
| Closed | -$23.7M |
|
|
528
Philip Morris
PM
$301B
| – | – |
-680
| Closed | -$63K |
|
|
529
PUT
Philip Morris
PM
$301B
| – | – |
-5,900
| Closed | -$546K |
|
|
PPL
530
CALL
PPL Corp
PPL
$27.3B
| – | – |
-500,000
| Closed | -$11.8M |
|
|
PPL
531
PPL Corp
PPL
$27.3B
| – | – |
-19,640
| Closed | -$463K |
|
532
Prudential Financial
PRU
$41.7B
| – | – |
-5,040
| Closed | -$478K |
|
|
P
533
Everpure Inc
P
$24.8B
| – | – |
-7,470
| Closed | -$266K |
|
534
Phillips 66
PSX
$82.9B
| – | – |
-4,040
| Closed | -$485K |
|
535
PTC
PTC
$13.7B
| – | – |
-1,500
| Closed | -$213K |
|
536
PayPal
PYPL
$49.5B
| – | – |
-5,555
| Closed | -$325K |
|
|
537
PUT
PayPal
PYPL
$49.5B
| – | – |
-6,600
| Closed | -$386K |
|
538
CALL
Qualcomm
QCOM
$176B
| – | – |
-26,700
| Closed | -$2.97M |
|
|
539
Qualcomm
QCOM
$176B
| – | – |
-11,154
| Closed | -$1.24M |
|
|
540
PUT
Qualcomm
QCOM
$176B
| – | – |
-59,300
| Closed | -$6.59M |
|
541
PUT
Regeneron Pharmaceuticals
REGN
$68.8B
| – | – |
-2,000
| Closed | -$1.65M |
|
542
Rivian
RIVN
$22.9B
| – | – |
-27,160
| Closed | -$659K |
|
543
RenaissanceRe
RNR
$13.7B
| – | – |
-1,237
| Closed | -$245K |
|
544
Ross Stores
ROST
$76.6B
| – | – |
-4,280
| Closed | -$483K |
|
545
Reliance Steel & Aluminium
RS
$20.8B
| – | – |
-960
| Closed | -$252K |
|
546
CALL
RTX Corp
RTX
$287B
| – | – |
-6,100
| Closed | -$439K |
|
|
547
RTX Corp
RTX
$287B
| – | – |
-3,433
| Closed | -$247K |
|
|
548
PUT
RTX Corp
RTX
$287B
| – | – |
-6,100
| Closed | -$439K |
|
549
Sunrun
RUN
$2.37B
| – | – |
-56,060
| Closed | -$704K |
|
550
Sabre
SABR
$656M
| – | – |
-204,500
| Closed | -$918K |
|
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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.