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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
-0.61%
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
$785M
AUM Growth
-$2.03B
Cap. Flow
-$2.15B
Cap. Flow %
-273.86%
Top 10 Hldgs %
35.43%
Holding
336
New
38
Increased
20
Reduced
59
Closed
203

Top Buys

Rank Stock Value
1
CSCO icon
Cisco
CSCO
+$20.7M
2
MSFT icon
Microsoft
MSFT
+$7.63M
3
GILD icon
Gilead Sciences
GILD
+$5.89M
4
ASML icon
ASML
ASML
+$5.07M
5
AMZN icon
Amazon
AMZN
+$4.52M

Top Sells

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$38.9M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$38.3M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$13.7M
4
PFE icon
Pfizer
PFE
+$9.97M
5
WMT icon
Walmart Inc
WMT
+$9.08M

Sector Composition

Rank Sector Weight
1 Technology 5.37%
2 Healthcare 1.18%
3 Communication Services 1.08%
4 Consumer Discretionary 0.65%
5 Financials 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MRO
326
PUT
DELISTED
Marathon Oil Corporation
MRO
– –
-111,500
Closed -$682K
TWTR
327
DELISTED
Twitter, Inc.
TWTR
– –
-17,787
Closed -$530K
TWTR
328
PUT
DELISTED
Twitter, Inc.
TWTR
– –
-76,000
Closed -$2.26M
XLNX
329
DELISTED
Xilinx Inc
XLNX
– –
-27,240
Closed -$2.68M
XLNX
330
PUT
DELISTED
Xilinx Inc
XLNX
– –
-50,000
Closed -$4.92M
KSU
331
CALL
DELISTED
Kansas City Southern
KSU
– –
-26,900
Closed -$4.02M
KSU
332
PUT
DELISTED
Kansas City Southern
KSU
– –
-28,800
Closed -$4.3M
MXIM
333
CALL
DELISTED
Maxim Integrated Products
MXIM
– –
-15,100
Closed -$915K
MXIM
334
PUT
DELISTED
Maxim Integrated Products
MXIM
– –
-10,500
Closed -$636K
ATVI
335
DELISTED
Activision Blizzard
ATVI
– –
-6,106
Closed -$495K
ATVI
336
PUT
DELISTED
Activision Blizzard
ATVI
– –
-30,000
Closed -$2.28M
10 11 12 13
14

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BIP
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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
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SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
BBVA
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IFP
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Capula Management's Q3 2020 Portfolio in Review

As of Q3 2020, Capula Management held 336 positions worth $785M, down 72% from $2.82B the previous quarter. Its ten largest holdings account for 35% of the portfolio.

Capula Management withdrew a net $2.15B in Q3 2020, closing 203 positions and reducing 59 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $13.7M position sold in full.

By sector, the portfolio is most concentrated in Technology at 5.4% of assets, up from 0.94% a quarter earlier, followed by Healthcare and Communication Services.

Against the trend, Capula Management opened a new position in Microsoft worth $7.64M.

  • Capula Management's largest Q3 2020 buy was Microsoft: 36,310 shares worth $7.64M.
  • Capula Management added most to Cisco in Q3 2020, an estimated $20.7M increase.
  • Capula Management's biggest Q3 2020 reduction was State Street Energy Select Sector SPDR ETF, cutting an estimated $38.9M.
  • Capula Management fully exited iShares China Large-Cap ETF in Q3 2020, selling an estimated $13.7M.
  • Capula Management's ten largest holdings make up 35% of its $785M portfolio in Q3 2020.
  • Capula Management opened 38 new positions and closed 203 in Q3 2020.
  • Capula Management's portfolio value fell 72% quarter-over-quarter to $785M.

Based on Capula Management's 13F filing for Q3 2020, filed 16 Nov 2020.