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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
+3.18%
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
$4.68B
AUM Growth
-$22.5M
Cap. Flow
-$396M
Cap. Flow %
-8.47%
Top 10 Hldgs %
37.67%
Holding
454
New
155
Increased
75
Reduced
118
Closed
87

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$24.5M
2
BA icon
Boeing
BA
+$21.9M
3
CMG icon
Chipotle Mexican Grill
CMG
+$9.44M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$8.58M
5
IYR icon
iShares US Real Estate ETF
IYR
+$8.17M

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$52.8M
2
AMZN icon
Amazon
AMZN
+$36.9M
3
META icon
Meta Platforms (Facebook)
META
+$31M
4
UNH icon
UnitedHealth
UNH
+$27.5M
5
NFLX icon
Netflix
NFLX
+$21.3M

Sector Composition

Rank Sector Weight
1 Industrials 0.55%
2 Consumer Discretionary 0.53%
3 Technology 0.5%
4 Communication Services 0.27%
5 Healthcare 0.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$420M 8.97%
1,305,000
-237,500
-15% -$73.1M
FXI icon
2
PUT
iShares China Large-Cap ETF
FXI
$4.6B
$385M 8.22%
8,821,600
-1,000,000
-10% -$41.7M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$293M 6.26%
910,000
-5,100
-0.6% -$1.57M
FXI icon
4
CALL
iShares China Large-Cap ETF
FXI
$4.6B
$236M 5.03%
5,400,000
+1,100,000
+26% +$45.9M
HYG icon
5
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$96.7M 2.07%
1,100,000
+900,000
+450% +$78.3M
CMG icon
6
PUT
Chipotle Mexican Grill
CMG
$44.2B
$78M 1.67%
4,660,000
+2,795,000
+150% +$44.8M
META icon
7
PUT
Meta Platforms (Facebook)
META
$1.64T
$68.8M 1.47%
335,000
-305,200
-48% -$59.1M
QQQ icon
8
CALL
Invesco QQQ Trust
QQQ
$466B
$63.8M 1.36%
300,000
+208,800
+229% +$41.8M
AMZN icon
9
PUT
Amazon
AMZN
$2.66T
$62.1M 1.33%
672,000
-910,000
-58% -$80.5M
BA icon
10
PUT
Boeing
BA
$169B
$60.7M 1.3%
186,400
+91,400
+96% +$32.4M
GOOGL icon
11
PUT
Alphabet (Google) Class A
GOOGL
$4.23T
$45.7M 0.98%
682,000
-138,000
-17% -$8.9M
BKNG icon
12
PUT
Booking.com
BKNG
$141B
$45.2M 0.97%
550,000
+10,000
+2% +$785K
ADBE icon
13
PUT
Adobe
ADBE
$94.3B
$44.6M 0.95%
135,100
+105,100
+350% +$30.9M
NVDA icon
14
PUT
NVIDIA
NVDA
$4.91T
$42.1M 0.9%
7,156,000
+508,000
+8% +$2.64M
MCD icon
15
PUT
McDonald's
MCD
$190B
$39.4M 0.84%
199,300
+101,000
+103% +$20M
SBUX icon
16
PUT
Starbucks
SBUX
$120B
$38.2M 0.82%
434,000
+419,000
+2,793% +$35.7M
AMZN icon
17
CALL
Amazon
AMZN
$2.66T
$37.9M 0.81%
410,000
+46,000
+13% +$4.07M
MS icon
18
PUT
Morgan Stanley
MS
$339B
$37.4M 0.8%
731,900
+170,200
+30% +$8.06M
CRM icon
19
PUT
Salesforce
CRM
$140B
$35M 0.75%
215,300
+65,300
+44% +$10.2M
JPM icon
20
PUT
JPMorgan Chase
JPM
$907B
$34.2M 0.73%
245,000
+74,900
+44% +$9.61M
TWTR
21
PUT
DELISTED
Twitter, Inc.
TWTR
$33.7M 0.72%
1,050,000
+975,000
+1,300% +$32.1M
AAPL icon
22
PUT
Apple
AAPL
$4.9T
$32.3M 0.69%
440,000
-800,000
-65% -$51.5M
TGT icon
23
PUT
Target
TGT
$63.4B
$32.1M 0.68%
+250,000
New +$29.3M
EEM icon
24
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$31.4M 0.67%
+700,000
New +$30M
MSFT icon
25
PUT
Microsoft
MSFT
$2.93T
$31M 0.66%
196,700
+96,700
+97% +$14.2M
1
2 3 4 5

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Capula Management's Q4 2019 Portfolio in Review

As of Q4 2019, Capula Management held 454 positions worth $4.68B, down 0.48% from $4.7B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Capula Management withdrew a net $396M in Q4 2019, closing 87 positions and reducing 118 holdings. Its most notable exit was Amazon, an estimated $36.9M position sold in full.

By sector, the portfolio is most concentrated in Industrials at 0.55% of assets, up from 0.28% a quarter earlier, followed by Consumer Discretionary and Technology.

Against the trend, Capula Management opened a new position in Invesco QQQ Trust worth $26.1M.

  • Capula Management's largest Q4 2019 buy was Invesco QQQ Trust: 122,583 shares worth $26.1M.
  • Capula Management added most to Twitter, Inc. in Q4 2019, an estimated $4.13M increase.
  • Capula Management's biggest Q4 2019 reduction was iShares China Large-Cap ETF, cutting an estimated $52.8M.
  • Capula Management fully exited Amazon in Q4 2019, selling an estimated $36.9M.
  • Capula Management's ten largest holdings make up 38% of its $4.68B portfolio in Q4 2019.
  • Capula Management opened 155 new positions and closed 87 in Q4 2019.
  • Capula Management's portfolio value fell 0.48% quarter-over-quarter to $4.68B.

Based on Capula Management's 13F filing for Q4 2019, filed 14 Feb 2020.