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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
ITB icon
101
iShares US Home Construction ETF
ITB
$2.19B
$4.43M 0.22%
+79,311
New +$4.47M
VXX icon
102
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$132M
$4.4M 0.22%
+4,098
New +$5.32M
META icon
103
PUT
Meta Platforms (Facebook)
META
$1.67T
$4.37M 0.22%
16,000
-52,100
-77% -$14.3M
VXX icon
104
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$132M
$4.34M 0.22%
4,041
-228
-5% -$296K
TSLA icon
105
PUT
Tesla
TSLA
$1.45T
$4.3M 0.21%
+18,300
New +$3.12M
V icon
106
PUT
Visa
V
$686B
$4.29M 0.21%
+19,600
New +$4.01M
INTC icon
107
CALL
Intel
INTC
$562B
$4.26M 0.21%
85,500
-117,100
-58% -$5.72M
USB icon
108
PUT
US Bancorp
USB
$96.8B
$4.22M 0.21%
+90,500
New +$3.83M
AXP icon
109
PUT
American Express
AXP
$217B
$4.09M 0.2%
+33,800
New +$3.74M
APD icon
110
PUT
Air Products & Chemicals
APD
$65.7B
$3.96M 0.2%
+14,500
New +$4.08M
V icon
111
CALL
Visa
V
$686B
$3.85M 0.19%
+17,600
New +$3.6M
FXI icon
112
iShares China Large-Cap ETF
FXI
$4.12B
$3.81M 0.19%
+82,057
New +$3.75M
QCOM icon
113
CALL
Qualcomm
QCOM
$188B
$3.81M 0.19%
25,000
+12,000
+92% +$1.67M
CRM icon
114
PUT
Salesforce
CRM
$201B
$3.74M 0.19%
+16,800
New +$4.09M
BLK icon
115
CALL
Blackrock
BLK
$166B
$3.68M 0.18%
+5,100
New +$3.38M
KSU
116
PUT
DELISTED
Kansas City Southern
KSU
$3.67M 0.18%
+18,000
New +$3.38M
IBM icon
117
CALL
IBM
IBM
$226B
$3.63M 0.18%
+30,125
New +$3.48M
NSC icon
118
CALL
Norfolk Southern
NSC
$72.6B
$3.49M 0.17%
+14,700
New +$3.34M
LLY icon
119
PUT
Eli Lilly
LLY
$1T
$3.48M 0.17%
+20,600
New +$3.08M
DG icon
120
PUT
Dollar General
DG
$27.5B
$3.39M 0.17%
+16,100
New +$3.44M
PEP icon
121
CALL
PepsiCo
PEP
$187B
$3.38M 0.17%
22,800
+2,800
+14% +$398K
XLC icon
122
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
$3.37M 0.17%
+50,000
New +$3.18M
TXN icon
123
CALL
Texas Instruments
TXN
$239B
$3.28M 0.16%
20,000
-5,900
-23% -$917K
USB icon
124
CALL
US Bancorp
USB
$96.8B
$3.26M 0.16%
+70,000
New +$2.96M
C icon
125
CALL
Citigroup
C
$231B
$3.23M 0.16%
+52,400
New +$2.66M
3 4
5
6 7

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UIM
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CAM
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Fiera Capital (Canada)
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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.