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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
+9.79%
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
$4.71B
AUM Growth
-$3.41B
Cap. Flow
+$35.7M
Cap. Flow %
0.76%
Top 10 Hldgs %
60.9%
Holding
855
New
26
Increased
36
Reduced
96
Closed
688

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$645M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$201M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$26.9M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$22.6M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$6.57M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$37.7M
2
MSFT icon
Microsoft
MSFT
+$32.1M
3
META icon
Meta Platforms (Facebook)
META
+$23.9M
4
PYPL icon
PayPal
PYPL
+$21.7M
5
ADBE icon
Adobe
ADBE
+$21.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 97.85%
2 Communication Services 0.64%
3 Technology 0.55%
4 Consumer Discretionary 0.42%
5 Financials 0.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
USB icon
101
CALL
US Bancorp
USB
$96.8B
$5.62M 0.12%
+100,000
New +$5.91M
CAT icon
102
PUT
Caterpillar
CAT
$375B
$5.31M 0.11%
25,700
-26,800
-51% -$5.4M
MMM icon
103
CALL
3M
MMM
$84.8B
$5.28M 0.11%
+35,521
New +$5.29M
ASHR icon
104
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
$5.08M 0.11%
+130,000
New +$5.05M
COF icon
105
PUT
Capital One
COF
$129B
$5.02M 0.11%
34,600
+27,700
+401% +$4.28M
C icon
106
Citigroup
C
$231B
$4.97M 0.11%
82,313
-19,393
-19% -$1.29M
DOW icon
107
PUT
Dow Inc
DOW
$21.2B
$4.93M 0.1%
86,900
+44,500
+105% +$2.54M
JD icon
108
JD.com
JD
$36.5B
$4.91M 0.1%
+70,000
New +$5.54M
XLE icon
109
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
$4.72M 0.1%
170,200
-268,600
-61% -$7.59M
SWK icon
110
CALL
Stanley Black & Decker
SWK
$13.8B
$4.64M 0.1%
24,600
– –
KRE icon
111
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
$4.58M 0.1%
+64,600
New +$4.62M
CRM icon
112
PUT
Salesforce
CRM
$201B
$4.57M 0.1%
18,000
-57,800
-76% -$16.2M
XLV icon
113
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$4.52M 0.1%
32,100
-31,400
-49% -$4.17M
RSX
114
CALL
DELISTED
VanEck Russia ETF
RSX
$4.44M 0.09%
166,700
– –
PG icon
115
CALL
Procter & Gamble
PG
$331B
$4.37M 0.09%
26,700
-3,200
-11% -$475K
PG icon
116
PUT
Procter & Gamble
PG
$331B
$4.37M 0.09%
26,700
-39,600
-60% -$5.88M
GOOGL icon
117
CALL
Alphabet (Google) Class A
GOOGL
$4.04T
$4.35M 0.09%
30,000
-304,000
-91% -$43.8M
KHC icon
118
PUT
Kraft Heinz
KHC
$29.2B
$4.31M 0.09%
+120,000
New +$4.31M
TSM icon
119
PUT
TSMC
TSM
$2.26T
$4.1M 0.09%
34,100
-193,600
-85% -$22.7M
XLI icon
120
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$4.03M 0.09%
+38,074
New +$3.95M
META icon
121
Meta Platforms (Facebook)
META
$1.67T
$3.7M 0.08%
10,998
-72,118
-87% -$23.9M
CMG icon
122
CALL
Chipotle Mexican Grill
CMG
$45.6B
$3.5M 0.07%
+100,000
New +$3.52M
XLY icon
123
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$3.48M 0.07%
34,000
-57,400
-63% -$5.72M
PINS icon
124
PUT
Pinterest
PINS
$10.4B
$3.44M 0.07%
94,500
+89,500
+1,790% +$3.98M
XLP icon
125
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$3.43M 0.07%
44,500
-1,521,300
-97% -$110M
3 4
5
6 7

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SSA
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UIM
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Jacobs Levy Equity Management
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CAM
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Capula Management's Q4 2021 Portfolio in Review

As of Q4 2021, Capula Management held 855 positions worth $4.71B, down 42% from $8.11B the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Capula Management's Q4 2021 filing shows 26 new, 36 increased, 96 reduced and 688 closed positions. Its largest new stake was Invesco QQQ Trust: 519,602 shares worth $207M. The largest sale was Apple, an estimated $37.7M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 88% a quarter earlier, followed by Communication Services and Technology.

  • Capula Management's largest Q4 2021 buy was Invesco QQQ Trust: 519,602 shares worth $207M.
  • Capula Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2021, an estimated $645M increase.
  • Capula Management's biggest Q4 2021 reduction was Apple, cutting an estimated $37.7M.
  • Capula Management fully exited PayPal in Q4 2021, selling an estimated $21.7M.
  • Capula Management's ten largest holdings make up 61% of its $4.71B portfolio in Q4 2021.
  • Capula Management opened 26 new positions and closed 688 in Q4 2021.
  • Capula Management's portfolio value fell 42% quarter-over-quarter to $4.71B.

Based on Capula Management's 13F filing for Q4 2021, filed 14 Feb 2022.