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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
(+157%)
Cap. Flow
+$1.08B
Cap. Flow
% of AUM
53.4%
Top 10 Holdings %
Top 10 Hldgs %
36.89%
Holding
343
New
210
Increased
29
Reduced
34
Closed
69
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$246M |
| 2 |
iShares MSCI South Korea ETF
EWY
|
+$8.51M |
| 3 |
Domino's
DPZ
|
+$6.56M |
| 4 |
iShares US Home Construction ETF
ITB
|
+$4.47M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$3.75M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$19.5M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$19M |
| 3 |
Microsoft
MSFT
|
+$6.7M |
| 4 |
JNPR
Juniper Networks
JNPR
|
+$5.96M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $259M | 12.86% |
693,119
+693,118
| +69,311,800% | +$246M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $107M | 5.29% |
285,000
+235,000
| +470% | +$83.4M |
|
3
PUT
Snap
SNAP
$7.32B
| $69.7M | 3.46% |
+1,391,400
| New | +$57.8M |
|
|
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $58M | 2.88% |
155,100
+105,100
| +210% | +$37.3M |
|
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $51.7M | 2.56% |
1,000,000
-700,000
| -41% | -$33.7M |
|
|
6
PUT
Domino's
DPZ
$11B
| $49.9M | 2.47% |
+130,000
| New | +$51.1M |
|
7
PUT
Alphabet (Google) Class A
GOOGL
$3.91T
| $43.8M | 2.17% |
500,000
+300,000
| +150% | +$25.2M |
|
8
PUT
Bilibili
BILI
$7.18B
| $38.4M | 1.91% |
+448,000
| New | +$26.2M |
|
|
9
CALL
Snap
SNAP
$7.32B
| $35.9M | 1.78% |
+717,900
| New | +$29.8M |
|
|
FTCH
10
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $30.1M | 1.49% |
+471,400
| New | +$20.8M |
|
|
11
PUT
Cisco
CSCO
$450B
| $28.1M | 1.39% |
627,800
+62,700
| +11% | +$2.58M |
|
12
PUT
Oracle
ORCL
$331B
| $26.9M | 1.33% |
+415,400
| New | +$24.7M |
|
13
PUT
Home Depot
HD
$332B
| $25.1M | 1.24% |
+94,400
| New | +$25.9M |
|
14
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $24.1M | 1.2% |
+300,000
| New | +$23.1M |
|
15
PUT
Bank of America
BAC
$435B
| $21.1M | 1.05% |
697,600
+604,900
| +653% | +$16.2M |
|
16
CALL
Deere & Co
DE
$170B
| $21M | 1.04% |
+77,900
| New | +$19.4M |
|
|
17
CALL
Home Depot
HD
$332B
| $20.7M | 1.03% |
+77,900
| New | +$21.4M |
|
|
SCHW
18
CALL
Charles Schwab
SCHW
$177B
| $19.9M | 0.99% |
+375,000
| New | +$17M |
|
19
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $19.4M | 0.96% |
+170,700
| New | +$18.6M |
|
20
PUT
Costco
COST
$415B
| $18.8M | 0.94% |
50,000
+45,000
| +900% | +$16.8M |
|
21
CALL
Illinois Tool Works
ITW
$81.4B
| $18.6M | 0.92% |
+91,000
| New | +$18.6M |
|
|
22
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $18.3M | 0.91% |
355,000
+155,000
| +78% | +$7.45M |
|
|
23
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $17.7M | 0.88% |
200,000
| – | – |
|
24
PUT
Advanced Micro Devices
AMD
$851B
| $17.4M | 0.86% |
189,900
+91,700
| +93% | +$7.91M |
|
|
25
PUT
Illinois Tool Works
ITW
$81.4B
| $15.8M | 0.79% |
+77,700
| New | +$15.9M |
|
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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.