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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
CLX icon
76
PUT
Clorox
CLX
$11.6B
$9.37M 0.33%
42,700
+27,700
+185% +$5.53M
COST icon
77
PUT
Costco
COST
$416B
$9.31M 0.33%
+30,700
New +$9.34M
XLP icon
78
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$9.14M 0.32%
+155,800
New +$9.09M
WMT icon
79
Walmart Inc
WMT
$897B
$9.08M 0.32%
227,310
+162,852
+253% +$6.7M
CMI icon
80
CALL
Cummins
CMI
$89.3B
$8.97M 0.32%
51,800
-17,200
-25% -$2.75M
IBM icon
81
CALL
IBM
IBM
$203B
$8.97M 0.32%
77,718
+40,062
+106% +$4.65M
KO icon
82
PUT
Coca-Cola
KO
$350B
$8.94M 0.32%
200,000
-40,100
-17% -$1.85M
GS icon
83
PUT
Goldman Sachs
GS
$313B
$8.87M 0.32%
44,900
-100,700
-69% -$18.9M
ADSK icon
84
CALL
Autodesk
ADSK
$46.1B
$8.85M 0.31%
37,000
-25,800
-41% -$5.07M
LULU icon
85
PUT
lululemon athletica
LULU
$13.3B
$8.8M 0.31%
28,200
+5,000
+22% +$1.28M
CSCO icon
86
CALL
Cisco
CSCO
$441B
$8.74M 0.31%
187,400
-32,800
-15% -$1.44M
UPS icon
87
CALL
United Parcel Service
UPS
$96.8B
$8.49M 0.3%
76,400
-21,600
-22% -$2.16M
VXX icon
88
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$156M
$8.49M 0.3%
3,906
+2,343
+150% +$5.63M
ICE icon
89
PUT
Intercontinental Exchange
ICE
$80.1B
$8.46M 0.3%
92,400
+82,400
+824% +$7.54M
TTWO icon
90
CALL
Take-Two Interactive
TTWO
$44.8B
$8.37M 0.3%
60,000
+35,000
+140% +$4.58M
SHW icon
91
PUT
Sherwin-Williams
SHW
$80.8B
$8.21M 0.29%
+42,600
New +$7.68M
MMM icon
92
CALL
3M
MMM
$83.8B
$7.96M 0.28%
60,996
+31,096
+104% +$3.92M
MMM icon
93
PUT
3M
MMM
$83.8B
$7.96M 0.28%
60,996
+6,937
+13% +$874K
KO icon
94
CALL
Coca-Cola
KO
$350B
$7.75M 0.28%
173,500
-236,500
-58% -$10.9M
ICE icon
95
CALL
Intercontinental Exchange
ICE
$80.1B
$7.46M 0.27%
81,500
+64,600
+382% +$5.91M
EBAY icon
96
PUT
eBay
EBAY
$50.6B
$7.46M 0.26%
142,200
-70,300
-33% -$2.97M
LULU icon
97
CALL
lululemon athletica
LULU
$13.3B
$7.36M 0.26%
23,600
+8,600
+57% +$2.2M
CMCSA icon
98
PUT
Comcast
CMCSA
$85.3B
$7.32M 0.26%
+187,900
New +$7.16M
WMT icon
99
CALL
Walmart Inc
WMT
$897B
$7.26M 0.26%
181,800
-262,500
-59% -$10.8M
AMGN icon
100
PUT
Amgen
AMGN
$197B
$7.08M 0.25%
30,000
+25,000
+500% +$5.7M
2 3
4
5 6

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BIP
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FGP
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BPC
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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.