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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
+20.6%
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
$2.82B
AUM Growth
+$44.4M
Cap. Flow
-$460M
Cap. Flow %
-16.34%
Top 10 Hldgs %
32.88%
Holding
465
New
113
Increased
70
Reduced
105
Closed
167

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$46.2M
2
WMT icon
Walmart Inc
WMT
+$6.7M
3
AMD icon
Advanced Micro Devices
AMD
+$6.03M
4
PFE icon
Pfizer
PFE
+$5.84M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$4.98M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$61.8M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$24.8M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$23.8M
4
GS icon
Goldman Sachs
GS
+$23.6M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$20.8M

Sector Composition

Rank Sector Weight
1 Technology 0.94%
2 Healthcare 0.92%
3 Consumer Staples 0.68%
4 Financials 0.51%
5 Communication Services 0.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
T icon
226
PUT
AT&T
T
$163B
$1.51M 0.05%
+66,200
New +$1.51M
DFS
227
PUT
DELISTED
Discover Financial Services
DFS
$1.5M 0.05%
30,000
– –
AXP icon
228
PUT
American Express
AXP
$221B
$1.43M 0.05%
15,000
-98,700
-87% -$9.09M
DFS
229
DELISTED
Discover Financial Services
DFS
$1.43M 0.05%
28,489
+479
+2% +$21.1K
MCD icon
230
PUT
McDonald's
MCD
$189B
$1.38M 0.05%
7,500
-83,100
-92% -$15.2M
ASML icon
231
CALL
ASML
ASML
$683B
$1.32M 0.05%
3,600
-20,800
-85% -$6.53M
K
232
CALL
DELISTED
Kellanova
K
$1.31M 0.05%
21,194
– –
AXP icon
233
CALL
American Express
AXP
$221B
$1.27M 0.05%
13,300
-81,700
-86% -$7.52M
CAT icon
234
CALL
Caterpillar
CAT
$410B
$1.26M 0.04%
10,000
-86,700
-90% -$10.3M
MCO icon
235
Moody's
MCO
$82.5B
$1.25M 0.04%
+4,530
New +$1.15M
GM icon
236
PUT
General Motors
GM
$75.1B
$1.18M 0.04%
46,800
-197,400
-81% -$4.8M
MMM icon
237
3M
MMM
$88.4B
$1.17M 0.04%
9,002
-31,112
-78% -$3.92M
LEN icon
238
CALL
Lennar Class A
LEN
$20.3B
$1.17M 0.04%
19,627
-1,033
-5% -$52.8K
ICE icon
239
Intercontinental Exchange
ICE
$81.5B
$1.14M 0.04%
12,473
+9,780
+363% +$895K
CSCO icon
240
Cisco
CSCO
$450B
$1.14M 0.04%
24,346
-27,431
-53% -$1.2M
DIS icon
241
CALL
Walt Disney
DIS
$166B
$1.11M 0.04%
+10,000
New +$1.1M
DIS icon
242
PUT
Walt Disney
DIS
$166B
$1.11M 0.04%
10,000
-90,000
-90% -$9.94M
CL icon
243
CALL
Colgate-Palmolive
CL
$72.3B
$1.1M 0.04%
+15,000
New +$1.07M
MRVL icon
244
Marvell Technology
MRVL
$177B
$1.09M 0.04%
+31,160
New +$912K
FL
245
PUT
DELISTED
Foot Locker
FL
$1.08M 0.04%
+37,000
New +$977K
BSX icon
246
PUT
Boston Scientific
BSX
$66.1B
$1.05M 0.04%
+30,000
New +$1.08M
K
247
PUT
DELISTED
Kellanova
K
$1.02M 0.04%
16,401
– –
JPM icon
248
CALL
JPMorgan Chase
JPM
$937B
$988K 0.04%
10,500
-254,500
-96% -$24.1M
TSCO icon
249
PUT
Tractor Supply
TSCO
$16B
$988K 0.04%
+37,500
New +$820K
HPE icon
250
PUT
Hewlett Packard
HPE
$64.2B
$973K 0.03%
100,000
-150,000
-60% -$1.47M
8 9
10
11 12

Similar funds

X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return
TI
Trexquant Investment Stamford, Connecticut $13.9B AUM 31.98% 1-Year Est. Return
SSA
Schonfeld Strategic Advisors New York $14.2B AUM 37.17% 1-Year Est. Return
SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
BBVA
Banco Bilbao Vizcaya Argentaria Madrid, Spain $14.3B AUM 26.23% 1-Year Est. Return
IFP
Independent Franchise Partners London, United Kingdom $14.3B AUM 3.49% 1-Year Est. Return

Capula Management's Q2 2020 Portfolio in Review

As of Q2 2020, Capula Management held 465 positions worth $2.82B, up 1.6% from $2.77B the previous quarter. Its ten largest holdings account for 33% of the portfolio.

Capula Management withdrew a net $460M in Q2 2020, closing 167 positions and reducing 105 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $24.8M position sold in full.

By sector, the portfolio is most concentrated in Technology at 0.94% of assets, down from 2.2% a quarter earlier, followed by Healthcare and Consumer Staples.

Against the trend, Capula Management opened a new position in Invesco QQQ Trust worth $51.1M.

  • Capula Management's largest Q2 2020 buy was Invesco QQQ Trust: 206,247 shares worth $51.1M.
  • Capula Management added most to Walmart Inc in Q2 2020, an estimated $6.7M increase.
  • Capula Management's biggest Q2 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $61.8M.
  • Capula Management fully exited iShares Russell 2000 ETF in Q2 2020, selling an estimated $24.8M.
  • Capula Management's ten largest holdings make up 33% of its $2.82B portfolio in Q2 2020.
  • Capula Management opened 113 new positions and closed 167 in Q2 2020.
  • Capula Management's portfolio value rose 1.6% quarter-over-quarter to $2.82B.

Based on Capula Management's 13F filing for Q2 2020, filed 14 Aug 2020.