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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 | |
|---|---|---|---|---|---|---|
101
Shutterstock
SSTK
$205M
| $1.01M | 0.04% |
+20,893
| New | +$882K |
|
102
PUT
Amgen
AMGN
$203B
| $1.01M | 0.04% |
3,500
-23,000
| -87% | -$6.27M |
|
103
iShares MSCI Brazil ETF
EWZ
$9.05B
| $998K | 0.04% |
28,560
-23,453
| -45% | -$760K |
|
104
Viper Energy
VNOM
$8.81B
| $998K | 0.04% |
+31,798
| New | +$944K |
|
|
COOP
105
DELISTED
Mr. Cooper
COOP
| $994K | 0.04% |
+15,266
| New | +$902K |
|
106
Assured Guaranty
AGO
$3.78B
| $988K | 0.04% |
13,209
+5,109
| +63% | +$338K |
|
107
Dana Inc
DAN
$2.91B
| $984K | 0.04% |
67,354
+14,614
| +28% | +$194K |
|
108
Urban Edge Properties
UE
$2.94B
| $981K | 0.04% |
+53,601
| New | +$883K |
|
109
G-III Apparel Group
GIII
$1.47B
| $981K | 0.04% |
28,866
-12,834
| -31% | -$361K |
|
|
ETRN
110
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $976K | 0.04% |
+95,829
| New | +$901K |
|
111
Xencor
XNCR
$1.44B
| $973K | 0.04% |
45,849
+3,029
| +7% | +$57.6K |
|
112
Liberty Latin America Class C
LILAK
$1.5B
| $970K | 0.04% |
+145,411
| New | +$941K |
|
113
Dycom Industries
DY
$12.9B
| $963K | 0.04% |
+8,364
| New | +$794K |
|
114
Assurant
AIZ
$13.7B
| $962K | 0.04% |
+5,712
| New | +$908K |
|
115
Dorian LPG
LPG
$1.94B
| $961K | 0.04% |
+21,913
| New | +$815K |
|
116
Forestar Group
FOR
$1.44B
| $941K | 0.04% |
28,458
-11,102
| -28% | -$322K |
|
117
PUT
Lam Research
LRCX
$382B
| $940K | 0.04% |
12,000
-110,000
| -90% | -$7.5M |
|
118
PUT
Intuit
INTU
$81.1B
| $938K | 0.04% |
1,500
-2,000
| -57% | -$1.1M |
|
119
PUT
Morgan Stanley
MS
$337B
| $933K | 0.04% |
10,000
-82,000
| -89% | -$6.56M |
|
120
Goodyear
GT
$2.07B
| $931K | 0.04% |
+65,042
| New | +$864K |
|
|
ALE
121
DELISTED
Allete
ALE
| $921K | 0.04% |
+15,062
| New | +$846K |
|
122
Fluor
FLR
$7.29B
| $908K | 0.04% |
23,188
-4,632
| -17% | -$171K |
|
123
CALL
Lockheed Martin
LMT
$134B
| $906K | 0.04% |
2,000
-19,000
| -90% | -$8.42M |
|
|
124
PUT
Lockheed Martin
LMT
$134B
| $906K | 0.04% |
2,000
-19,000
| -90% | -$8.42M |
|
125
PUT
Microchip Technology
MCHP
$42.8B
| $902K | 0.04% |
+10,000
| New | +$814K |
|
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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.