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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
+9.79%
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
$4.71B
AUM Growth
-$3.41B
(-42%)
Cap. Flow
-$3.98B
Cap. Flow
% of AUM
-84.56%
Top 10 Holdings %
Top 10 Hldgs %
60.9%
Holding
855
New
26
Increased
36
Reduced
96
Closed
688
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$645M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$201M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$26.9M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$22.6M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$6.57M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$37.7M |
| 2 |
Microsoft
MSFT
|
+$32.1M |
| 3 |
Meta Platforms (Facebook)
META
|
+$23.9M |
| 4 |
PayPal
PYPL
|
+$21.7M |
| 5 |
Adobe
ADBE
|
+$21.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 0.64% |
| 2 | Technology | 0.55% |
| 3 | Consumer Discretionary | 0.42% |
| 4 | Financials | 0.37% |
| 5 | Industrials | 0.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $1.03B | 21.86% |
2,166,828
+1,405,327
| +185% | +$645M |
|
|
2
PUT
Apple
AAPL
$4.89T
| $262M | 5.56% |
1,473,100
-1,378,700
| -48% | -$218M |
|
3
PUT
NVIDIA
NVDA
$5.01T
| $237M | 5.04% |
8,072,000
-8,280,000
| -51% | -$228M |
|
|
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $234M | 4.96% |
491,900
-220,300
| -31% | -$101M |
|
|
5
PUT
Microsoft
MSFT
$2.84T
| $230M | 4.89% |
683,900
-271,200
| -28% | -$87.9M |
|
|
6
Invesco QQQ Trust
QQQ
$455B
| $207M | 4.39% |
+519,602
| New | +$201M |
|
|
7
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $195M | 4.14% |
4,995,300
+2,649,900
| +113% | +$104M |
|
8
PUT
Alphabet (Google) Class A
GOOGL
$3.91T
| $191M | 4.05% |
1,318,000
-1,636,000
| -55% | -$236M |
|
9
PUT
Amazon
AMZN
$2.5T
| $183M | 3.89% |
1,100,000
-1,350,000
| -55% | -$231M |
|
|
10
PUT
Invesco QQQ Trust
QQQ
$455B
| $99.5M | 2.11% |
250,100
+230,400
| +1,170% | +$88.9M |
|
|
11
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $91.5M | 1.94% |
2,500,000
| – | – |
|
|
12
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $80.4M | 1.71% |
2,059,500
-582,100
| -22% | -$22.9M |
|
|
13
PUT
Meta Platforms (Facebook)
META
$1.51T
| $76.8M | 1.63% |
228,400
-529,400
| -70% | -$176M |
|
14
PUT
Netflix
NFLX
$292B
| $75.4M | 1.6% |
1,251,000
-3,008,000
| -71% | -$192M |
|
15
PUT
Tesla
TSLA
$1.24T
| $65.5M | 1.39% |
186,000
-545,400
| -75% | -$183M |
|
|
16
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $55M | 1.17% |
115,900
-209,300
| -64% | -$96.1M |
|
17
CALL
Union Pacific
UNP
$183B
| $48.3M | 1.03% |
191,600
+118,100
| +161% | +$28M |
|
|
18
PUT
Union Pacific
UNP
$183B
| $46.6M | 0.99% |
185,000
+100,500
| +119% | +$23.8M |
|
19
PUT
iShares TIPS Bond ETF
TIP
$14.5B
| $38.8M | 0.82% |
+300,000
| New | +$38.7M |
|
20
PUT
JPMorgan Chase
JPM
$939B
| $38M | 0.81% |
240,000
-713,200
| -75% | -$117M |
|
21
PUT
Citigroup
C
$222B
| $35.7M | 0.76% |
591,100
+215,400
| +57% | +$14.3M |
|
|
22
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $35.5M | 0.75% |
970,000
+57,400
| +6% | +$2.25M |
|
|
23
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $34.7M | 0.74% |
156,000
+60,100
| +63% | +$13.6M |
|
|
24
iShares China Large-Cap ETF
FXI
$4.31B
| $34.5M | 0.73% |
943,341
+576,695
| +157% | +$22.6M |
|
|
25
CALL
Meta Platforms (Facebook)
META
$1.51T
| $33.6M | 0.71% |
100,000
-20,000
| -17% | -$6.64M |
|
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Capula Management's Q4 2021 Portfolio in Review
As of Q4 2021, Capula Management held 855 positions worth $4.71B, down 42% from $8.11B the previous quarter. Its ten largest holdings account for 61% of the portfolio.
Capula Management withdrew a net $3.98B in Q4 2021, closing 688 positions and reducing 96 holdings. Its most notable exit was PayPal, an estimated $21.7M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 0.64% of assets, down from 1.3% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Capula Management opened a new position in Invesco QQQ Trust worth $207M.
- Capula Management's largest Q4 2021 buy was Invesco QQQ Trust: 519,602 shares worth $207M.
- Capula Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2021, an estimated $645M increase.
- Capula Management's biggest Q4 2021 reduction was Apple, cutting an estimated $37.7M.
- Capula Management fully exited PayPal in Q4 2021, selling an estimated $21.7M.
- Capula Management's ten largest holdings make up 61% of its $4.71B portfolio in Q4 2021.
- Capula Management opened 26 new positions and closed 688 in Q4 2021.
- Capula Management's portfolio value fell 42% quarter-over-quarter to $4.71B.
Based on Capula Management's 13F filing for Q4 2021, filed 14 Feb 2022.