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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
XLB icon
51
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
$4.79M 0.61%
+150,600
New +$4.68M
AMZN icon
52
Amazon
AMZN
$2.5T
$4.52M 0.58%
+28,700
New +$4.52M
DHI icon
53
CALL
D.R. Horton
DHI
$41B
$4.49M 0.57%
59,400
– –
AVGO icon
54
CALL
Broadcom
AVGO
$1.82T
$4.33M 0.55%
119,000
-181,000
-60% -$6.06M
XLE icon
55
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$4.26M 0.54%
284,178
-2,189,564
-89% -$38.9M
CTXS
56
PUT
DELISTED
Citrix Systems Inc
CTXS
$4.02M 0.51%
29,200
+18,600
+175% +$2.66M
EEM icon
57
iShares MSCI Emerging Markets ETF
EEM
$28B
$3.93M 0.5%
89,069
-44,076
-33% -$1.93M
NFLX icon
58
CALL
Netflix
NFLX
$292B
$3.8M 0.48%
76,000
-4,000
-5% -$199K
CSCO icon
59
CALL
Cisco
CSCO
$450B
$3.74M 0.48%
95,000
-92,400
-49% -$4.03M
TXN icon
60
CALL
Texas Instruments
TXN
$255B
$3.7M 0.47%
+25,900
New +$3.52M
MAS icon
61
CALL
Masco
MAS
$16B
$3.6M 0.46%
65,400
– –
AAPL icon
62
PUT
Apple
AAPL
$4.89T
$3.47M 0.44%
30,000
-840,400
-97% -$91.7M
BKNG icon
63
PUT
Booking.com
BKNG
$138B
$3.42M 0.44%
50,000
-175,000
-78% -$12.3M
GOOGL icon
64
Alphabet (Google) Class A
GOOGL
$3.91T
$3.22M 0.41%
+43,900
New +$3.34M
NKE icon
65
CALL
Nike
NKE
$61.9B
$3.14M 0.4%
+25,000
New +$2.68M
GS icon
66
CALL
Goldman Sachs
GS
$313B
$3.13M 0.4%
15,600
-20,200
-56% -$4.11M
UPS icon
67
PUT
United Parcel Service
UPS
$97.6B
$3.13M 0.4%
18,800
-89,200
-83% -$13M
AKAM icon
68
PUT
Akamai
AKAM
$16.8B
$3.06M 0.39%
27,700
-90,500
-77% -$10M
MRVL icon
69
PUT
Marvell Technology
MRVL
$174B
$3.03M 0.39%
76,200
– –
PEP icon
70
CALL
PepsiCo
PEP
$186B
$2.77M 0.35%
20,000
-16,000
-44% -$2.18M
PEP icon
71
PUT
PepsiCo
PEP
$186B
$2.77M 0.35%
20,000
-52,600
-72% -$7.15M
EWZ icon
72
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
$2.77M 0.35%
+100,000
New +$3.07M
EBAY icon
73
CALL
eBay
EBAY
$48.6B
$2.6M 0.33%
50,000
– –
CTXS
74
DELISTED
Citrix Systems Inc
CTXS
$2.5M 0.32%
18,190
+14,400
+380% +$2.06M
MS icon
75
CALL
Morgan Stanley
MS
$337B
$2.36M 0.3%
48,800
-71,100
-59% -$3.58M
1 2
3
4 5

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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 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.