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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
HPQ icon
376
HP
HPQ
$22.1B
– –
-143,126
Closed -$2.48M
HPQ icon
377
PUT
HP
HPQ
$22.1B
– –
-250,000
Closed -$4.34M
HYG icon
378
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.4B
– –
-50,000
Closed -$3.85M
HYG icon
379
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.4B
– –
-105,200
Closed -$8.11M
IBM icon
380
IBM
IBM
$200B
– –
-51,056
Closed -$5.93M
INTC icon
381
CALL
Intel
INTC
$488B
– –
-55,000
Closed -$2.98M
INTC icon
382
Intel
INTC
$488B
– –
-19,751
Closed -$1.07M
INTC icon
383
PUT
Intel
INTC
$488B
– –
-61,000
Closed -$3.3M
ITW icon
384
CALL
Illinois Tool Works
ITW
$78.2B
– –
-50,000
Closed -$7.11M
ITW icon
385
Illinois Tool Works
ITW
$78.2B
– –
-26,601
Closed -$3.78M
ITW icon
386
PUT
Illinois Tool Works
ITW
$78.2B
– –
-35,000
Closed -$4.97M
IWM icon
387
iShares Russell 2000 ETF
IWM
$81.2B
– –
-189,289
Closed -$24.8M
IWM icon
388
PUT
iShares Russell 2000 ETF
IWM
$81.2B
– –
-200,000
Closed -$22.9M
JNJ icon
389
CALL
Johnson & Johnson
JNJ
$599B
– –
-41,600
Closed -$5.46M
JNJ icon
390
Johnson & Johnson
JNJ
$599B
– –
-17,313
Closed -$2.27M
JNJ icon
391
PUT
Johnson & Johnson
JNJ
$599B
– –
-40,200
Closed -$5.27M
KHC icon
392
Kraft Heinz
KHC
$30.7B
– –
-59,390
Closed -$1.47M
KHC icon
393
PUT
Kraft Heinz
KHC
$30.7B
– –
-70,000
Closed -$1.73M
KMI icon
394
Kinder Morgan
KMI
$72.5B
– –
-4,947
Closed -$69K
KMI icon
395
PUT
Kinder Morgan
KMI
$72.5B
– –
-5,800
Closed -$81K
LLY icon
396
Eli Lilly
LLY
$1.02T
– –
-14,024
Closed -$1.95M
LLY icon
397
PUT
Eli Lilly
LLY
$1.02T
– –
-70,100
Closed -$9.72M
LMT icon
398
CALL
Lockheed Martin
LMT
$117B
– –
-19,100
Closed -$6.47M
LOW icon
399
Lowe's Companies
LOW
$115B
– –
-46,839
Closed -$5.35M
LULU icon
400
lululemon athletica
LULU
$13.2B
– –
-22,423
Closed -$5.73M
14 15
16
17 18

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X
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ETC
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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
BPC
Banque Pictet & Cie Geneva 73, Switzerland $14.2B AUM 20.68% 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

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.