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Capula Management Portfolio holdings

AUM $28B
1-Year Est. Return 22.67%
This Fund
S&P 500
This Quarter Est. Return
+11.85%
1 Year Est. Return
+22.67%
3 Year Est. Return
+90.67%
5 Year Est. Return
+93.79%
10 Year Est. Return
+167.22%
AUM
$2.01B
AUM Growth
+$1.23B
Cap. Flow
+$230M
Cap. Flow %
11.43%
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 Miscellaneous 96.52%
2 Technology 0.74%
3 Consumer Discretionary 0.66%
4 Communication Services 0.6%
5 Healthcare 0.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$259M 12.86%
693,119
+693,118
+69,311,800% +$246M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$107M 5.29%
285,000
+235,000
+470% +$83.4M
SNAP icon
3
PUT
Snap
SNAP
$8.98B
$69.7M 3.46%
+1,391,400
New +$57.8M
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$58M 2.88%
155,100
+105,100
+210% +$37.3M
EEM icon
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$51.7M 2.56%
1,000,000
-700,000
-41% -$33.7M
DPZ icon
6
PUT
Domino's
DPZ
$10.6B
$49.9M 2.47%
+130,000
New +$51.1M
GOOGL icon
7
PUT
Alphabet (Google) Class A
GOOGL
$4.04T
$43.8M 2.17%
500,000
+300,000
+150% +$25.2M
BILI icon
8
PUT
Bilibili
BILI
$6.55B
$38.4M 1.91%
+448,000
New +$26.2M
SNAP icon
9
CALL
Snap
SNAP
$8.98B
$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
CSCO icon
11
PUT
Cisco
CSCO
$431B
$28.1M 1.39%
627,800
+62,700
+11% +$2.58M
ORCL icon
12
PUT
Oracle
ORCL
$466B
$26.9M 1.33%
+415,400
New +$24.7M
HD icon
13
PUT
Home Depot
HD
$310B
$25.1M 1.24%
+94,400
New +$25.9M
XLY icon
14
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$24.1M 1.2%
+300,000
New +$23.1M
BAC icon
15
PUT
Bank of America
BAC
$438B
$21.1M 1.05%
697,600
+604,900
+653% +$16.2M
DE icon
16
CALL
Deere & Co
DE
$183B
$21M 1.04%
+77,900
New +$19.4M
HD icon
17
CALL
Home Depot
HD
$310B
$20.7M 1.03%
+77,900
New +$21.4M
SCHW
18
CALL
Charles Schwab
SCHW
$184B
$19.9M 0.99%
+375,000
New +$17M
XLV icon
19
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$19.4M 0.96%
+170,700
New +$18.6M
COST icon
20
PUT
Costco
COST
$400B
$18.8M 0.94%
50,000
+45,000
+900% +$16.8M
ITW icon
21
CALL
Illinois Tool Works
ITW
$75.2B
$18.6M 0.92%
+91,000
New +$18.6M
EEM icon
22
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$18.3M 0.91%
355,000
+155,000
+78% +$7.45M
XLI icon
23
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$17.7M 0.88%
200,000
– –
AMD icon
24
PUT
Advanced Micro Devices
AMD
$851B
$17.4M 0.86%
189,900
+91,700
+93% +$7.91M
ITW icon
25
PUT
Illinois Tool Works
ITW
$75.2B
$15.8M 0.79%
+77,700
New +$15.9M
1
2 3 4 5

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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 $230M 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 Miscellaneous at 97% of assets, up from 91% a quarter earlier, followed by Technology and Consumer Discretionary.

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.