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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
+11.85%
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
$2.01B
AUM Growth
+$1.23B
Cap. Flow
+$1.08B
Cap. Flow %
53.4%
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 Technology 0.74%
2 Consumer Discretionary 0.66%
3 Communication Services 0.6%
4 Healthcare 0.51%
5 Financials 0.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WMB icon
126
CALL
Williams Companies
WMB
$90.5B
$3.23M 0.16%
+161,000
New +$3.26M
MCD icon
127
CALL
McDonald's
MCD
$188B
$3.22M 0.16%
+15,000
New +$3.26M
TCOM icon
128
PUT
Trip.com Group
TCOM
$27.5B
$3.2M 0.16%
95,000
-69,400
-42% -$2.26M
WMB icon
129
PUT
Williams Companies
WMB
$90.5B
$3.16M 0.16%
+157,700
New +$3.2M
DLR icon
130
Digital Realty Trust
DLR
$73.7B
$3.03M 0.15%
+21,723
New +$3.11M
IBB icon
131
CALL
iShares Biotechnology ETF
IBB
$9.31B
$3.03M 0.15%
+20,000
New +$2.86M
TROW icon
132
CALL
T. Rowe Price
TROW
$25B
$3.03M 0.15%
+20,000
New +$2.86M
SHW icon
133
PUT
Sherwin-Williams
SHW
$78.3B
$3.01M 0.15%
+12,300
New +$2.92M
LOW icon
134
Lowe's Companies
LOW
$116B
$3.01M 0.15%
+18,743
New +$3.04M
EWZ icon
135
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
$2.97M 0.15%
80,000
-20,000
-20% -$645K
XLB icon
136
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
$2.9M 0.14%
80,000
-70,600
-47% -$2.42M
XLB icon
137
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
$2.9M 0.14%
+80,000
New +$2.74M
AMD icon
138
Advanced Micro Devices
AMD
$851B
$2.89M 0.14%
31,510
+30,810
+4,401% +$2.66M
ABBV icon
139
CALL
AbbVie
ABBV
$458B
$2.82M 0.14%
+26,300
New +$2.53M
CB icon
140
PUT
Chubb
CB
$140B
$2.82M 0.14%
+18,300
New +$2.57M
PYPL icon
141
PUT
PayPal
PYPL
$49.5B
$2.76M 0.14%
+11,800
New +$2.44M
VXX icon
142
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
$2.75M 0.14%
+2,557
New +$3.32M
NFLX icon
143
CALL
Netflix
NFLX
$292B
$2.7M 0.13%
50,000
-26,000
-34% -$1.32M
BNS icon
144
CALL
Scotiabank
BNS
$106B
$2.7M 0.13%
+50,000
New +$2.37M
BNS icon
145
PUT
Scotiabank
BNS
$106B
$2.7M 0.13%
+50,000
New +$2.37M
BKNG icon
146
PUT
Booking.com
BKNG
$138B
$2.67M 0.13%
30,000
-20,000
-40% -$1.54M
IWM icon
147
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$2.67M 0.13%
+13,600
New +$2.38M
IWM icon
148
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$2.65M 0.13%
+13,500
New +$2.36M
MA icon
149
PUT
Mastercard
MA
$477B
$2.64M 0.13%
+7,400
New +$2.46M
MS icon
150
CALL
Morgan Stanley
MS
$337B
$2.64M 0.13%
38,500
-10,300
-21% -$591K
4 5
6
7 8

Similar funds

X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return
TI
Trexquant Investment Stamford, Connecticut $13.9B AUM 31.98% 1-Year Est. Return
SSA
Schonfeld Strategic Advisors New York $14.2B AUM 37.17% 1-Year Est. Return
SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
BBVA
Banco Bilbao Vizcaya Argentaria Madrid, Spain $14.3B AUM 26.23% 1-Year Est. Return
IFP
Independent Franchise Partners London, United Kingdom $14.3B AUM 3.49% 1-Year Est. Return

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 $1.08B 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 Technology at 0.74% of assets, down from 5.4% a quarter earlier, followed by Consumer Discretionary and Communication Services.

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.