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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
EEM icon
26
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$8.82M 1.12%
200,000
+90,000
+82% +$3.95M
CMCSA icon
27
CALL
Comcast
CMCSA
$79.1B
$8.65M 1.1%
187,100
-232,100
-55% -$10.1M
FXI icon
28
PUT
iShares China Large-Cap ETF
FXI
$4.31B
$8.4M 1.07%
200,000
-1,000,000
-83% -$43M
AMD icon
29
PUT
Advanced Micro Devices
AMD
$851B
$8.05M 1.03%
98,200
-133,100
-58% -$9.88M
GILD icon
30
Gilead Sciences
GILD
$161B
$7.97M 1.01%
126,061
+84,971
+207% +$5.89M
MSFT icon
31
Microsoft
MSFT
$2.84T
$7.64M 0.97%
+36,310
New +$7.63M
SBUX icon
32
CALL
Starbucks
SBUX
$118B
$7.29M 0.93%
84,900
-62,700
-42% -$5M
NFLX icon
33
PUT
Netflix
NFLX
$292B
$7.25M 0.92%
145,000
-213,000
-59% -$10.6M
QQQ icon
34
CALL
Invesco QQQ Trust
QQQ
$455B
$6.95M 0.88%
+25,000
New +$6.78M
VXX icon
35
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
$6.8M 0.87%
4,269
+363
+9% +$645K
XLI icon
36
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$6.76M 0.86%
87,800
-111,257
-56% -$8.32M
ATVI
37
CALL
DELISTED
Activision Blizzard
ATVI
$5.99M 0.76%
+74,000
New +$6M
JNPR
38
DELISTED
Juniper Networks
JNPR
$5.96M 0.76%
277,360
+95,467
+52% +$2.26M
AKAM icon
39
CALL
Akamai
AKAM
$16.8B
$5.55M 0.71%
50,200
– –
CHRW icon
40
PUT
C.H. Robinson
CHRW
$22B
$5.52M 0.7%
54,000
+27,300
+102% +$2.56M
PCAR icon
41
CALL
PACCAR
PCAR
$69.6B
$5.43M 0.69%
95,550
– –
OLED icon
42
PUT
Universal Display
OLED
$3.71B
$5.42M 0.69%
+30,000
New +$5.12M
COST icon
43
CALL
Costco
COST
$415B
$5.33M 0.68%
+15,000
New +$5.04M
IYR icon
44
CALL
iShares US Real Estate ETF
IYR
$4.59B
$5.13M 0.65%
+64,300
New +$5.19M
TCOM icon
45
PUT
Trip.com Group
TCOM
$27.5B
$5.12M 0.65%
+164,400
New +$4.67M
AMGN icon
46
CALL
Amgen
AMGN
$203B
$5.06M 0.64%
19,900
-100
-0.5% -$24.8K
XLF icon
47
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$5.06M 0.64%
210,100
+60,100
+40% +$1.46M
ASML icon
48
ASML
ASML
$675B
$5.01M 0.64%
+13,572
New +$5.07M
STX icon
49
PUT
Seagate
STX
$193B
$4.99M 0.64%
101,300
-4,600
-4% -$216K
PG icon
50
PUT
Procter & Gamble
PG
$343B
$4.92M 0.63%
35,400
+17,200
+95% +$2.28M
1
2
3 4 5

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X
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BIP
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FGP
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TI
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SSA
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SAM
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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.