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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 | |
|---|---|---|---|---|---|---|
126
Frontdoor
FTDR
$5.02B
| $899K | 0.04% |
+25,517
| New | +$848K |
|
127
CRH
CRH
$66.7B
| $885K | 0.04% |
+12,802
| New | +$773K |
|
128
Prothena Corp
PRTA
$458M
| $883K | 0.04% |
+24,310
| New | +$936K |
|
129
Altria Group
MO
$122B
| $880K | 0.04% |
+21,812
| New | +$902K |
|
|
130
CALL
Altria Group
MO
$122B
| $867K | 0.03% |
+21,500
| New | +$889K |
|
131
Delek US
DK
$3.87B
| $839K | 0.03% |
32,521
-3,499
| -10% | -$92.5K |
|
132
AdaptHealth
AHCO
$1.46B
| $806K | 0.03% |
+110,534
| New | +$871K |
|
133
PBF Energy
PBF
$7.29B
| $788K | 0.03% |
+17,918
| New | +$814K |
|
134
Liberty Latin America Class A
LILA
$1.51B
| $787K | 0.03% |
+158,403
| New | +$764K |
|
135
CALL
Comcast
CMCSA
$79.1B
| $785K | 0.03% |
17,900
-179,100
| -91% | -$7.68M |
|
136
PUT
Intel
INTC
$466B
| $754K | 0.03% |
15,000
-38,300
| -72% | -$1.56M |
|
137
Green Plains
GPRE
$1.19B
| $730K | 0.03% |
+28,934
| New | +$765K |
|
138
Alibaba
BABA
$269B
| $698K | 0.03% |
9,000
+6,813
| +312% | +$543K |
|
139
CALL
Advanced Micro Devices
AMD
$851B
| $693K | 0.03% |
4,700
-53,500
| -92% | -$6.31M |
|
140
Datadog
DDOG
$87.9B
| $664K | 0.03% |
5,468
+5,203
| +1,963% | +$536K |
|
|
141
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $635K | 0.03% |
+8,200
| New | +$611K |
|
|
VERV
142
DELISTED
Verve Therapeutics
VERV
| $634K | 0.03% |
+45,458
| New | +$563K |
|
143
Sea Limited
SE
$61.2B
| $608K | 0.02% |
15,000
+2,000
| +15% | +$81.6K |
|
144
PUT
Automatic Data Processing
ADP
$100B
| $606K | 0.02% |
2,600
-31,500
| -92% | -$7.34M |
|
|
AZEK
145
DELISTED
The AZEK Co
AZEK
| $574K | 0.02% |
15,015
-1,385
| -8% | -$43.2K |
|
146
PENN Entertainment
PENN
$2.74B
| $570K | 0.02% |
+21,913
| New | +$508K |
|
147
News Corp Class A
NWSA
$14.5B
| $563K | 0.02% |
+22,935
| New | +$498K |
|
148
CALL
Morgan Stanley
MS
$337B
| $560K | 0.02% |
6,000
-86,000
| -93% | -$6.88M |
|
|
149
PUT
Comcast
CMCSA
$79.1B
| $531K | 0.02% |
12,100
-154,300
| -93% | -$6.61M |
|
150
Align Technology
ALGN
$12B
| $495K | 0.02% |
1,807
-4,834
| -73% | -$1.15M |
|
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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.