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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
BAC icon
26
CALL
Bank of America
BAC
$430B
$20.4M 0.72%
858,900
+708,900
+473% +$16.7M
PFE icon
27
PUT
Pfizer
PFE
$143B
$20.1M 0.72%
649,475
+190,985
+42% +$6.49M
XLV icon
28
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
$20M 0.71%
+200,000
New +$19.7M
V icon
29
CALL
Visa
V
$682B
$19.3M 0.69%
100,000
-55,000
-35% -$10M
EA icon
30
CALL
Electronic Arts
EA
$52.4B
$18.9M 0.67%
142,900
+61,700
+76% +$7.29M
WDAY icon
31
CALL
Workday
WDAY
$35.8B
$18.5M 0.66%
98,800
+64,000
+184% +$10.3M
BKNG icon
32
CALL
Booking.com
BKNG
$141B
$17.5M 0.62%
275,000
+250,000
+1,000% +$15.2M
NKE icon
33
PUT
Nike
NKE
$64.9B
$17.2M 0.61%
175,000
+68,800
+65% +$6.35M
HSBC icon
34
PUT
HSBC
HSBC
$345B
$17M 0.6%
727,600
+462,600
+175% +$11.5M
GLD icon
35
CALL
SPDR Gold Trust
GLD
$129B
$16.7M 0.59%
100,000
– –
GLD icon
36
PUT
SPDR Gold Trust
GLD
$129B
$16.7M 0.59%
100,000
-20,000
-17% -$3.23M
CMCSA icon
37
CALL
Comcast
CMCSA
$85B
$16.3M 0.58%
419,200
+119,200
+40% +$4.54M
NFLX icon
38
PUT
Netflix
NFLX
$290B
$16.3M 0.58%
358,000
-121,000
-25% -$5.15M
MRK icon
39
CALL
Merck
MRK
$315B
$15.2M 0.54%
206,351
-946,449
-82% -$71.2M
ABBV icon
40
CALL
AbbVie
ABBV
$450B
$15.2M 0.54%
155,000
+80,000
+107% +$7.04M
CVS icon
41
CALL
CVS Health
CVS
$137B
$15.2M 0.54%
234,100
+33,000
+16% +$2.08M
WMT icon
42
PUT
Walmart Inc
WMT
$909B
$15M 0.53%
375,600
-224,400
-37% -$9.23M
MCD icon
43
CALL
McDonald's
MCD
$190B
$14.4M 0.51%
78,300
-18,800
-19% -$3.45M
BKNG icon
44
PUT
Booking.com
BKNG
$141B
$14.3M 0.51%
225,000
+100,000
+80% +$6.09M
BLK icon
45
PUT
Blackrock
BLK
$166B
$14.1M 0.5%
+26,000
New +$13.1M
VZ icon
46
PUT
Verizon
VZ
$182B
$14.1M 0.5%
255,000
+187,600
+278% +$10.6M
MA icon
47
PUT
Mastercard
MA
$480B
$13.8M 0.49%
46,500
+19,300
+71% +$5.44M
XLI icon
48
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$13.7M 0.49%
200,000
– –
QCOM icon
49
PUT
Qualcomm
QCOM
$181B
$13.7M 0.49%
150,000
+100,000
+200% +$8.02M
XLI icon
50
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$13.7M 0.49%
199,057
+37,876
+23% +$2.46M
1
2
3 4 5

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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
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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.