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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
TRV icon
101
PUT
Travelers Companies
TRV
$80.8B
$1.07M 0.14%
9,900
-8,900
-47% -$1.02M
AMAT icon
102
PUT
Applied Materials
AMAT
$426B
$927K 0.12%
15,600
-16,500
-51% -$1.02M
CSX icon
103
PUT
CSX Corp
CSX
$98.6B
$909K 0.12%
35,100
-30,900
-47% -$762K
BIDU icon
104
CALL
Baidu
BIDU
$35.8B
$899K 0.11%
+7,100
New +$880K
CI icon
105
Cigna
CI
$76.6B
$866K 0.11%
+5,110
New +$899K
CI icon
106
PUT
Cigna
CI
$76.6B
$864K 0.11%
5,100
– –
TROW icon
107
PUT
T. Rowe Price
TROW
$25B
$859K 0.11%
6,700
– –
ES icon
108
CALL
Eversource Energy
ES
$28.2B
$836K 0.11%
10,000
– –
CHKP icon
109
Check Point Software Technologies
CHKP
$13.3B
$808K 0.1%
+6,717
New +$819K
CTXS
110
CALL
DELISTED
Citrix Systems Inc
CTXS
$716K 0.09%
+5,200
New +$743K
BXP icon
111
CALL
Boston Properties
BXP
$11B
$602K 0.08%
+7,500
New +$655K
BXP icon
112
PUT
Boston Properties
BXP
$11B
$602K 0.08%
+7,500
New +$655K
VRTX icon
113
PUT
Vertex Pharmaceuticals
VRTX
$121B
$544K 0.07%
2,000
-8,000
-80% -$2.21M
NUE icon
114
CALL
Nucor
NUE
$56.4B
$516K 0.07%
+11,500
New +$509K
BMY icon
115
CALL
Bristol-Myers Squibb
BMY
$127B
$494K 0.06%
8,200
– –
TCOM icon
116
Trip.com Group
TCOM
$27.5B
$443K 0.06%
+14,220
New +$404K
VRTX icon
117
Vertex Pharmaceuticals
VRTX
$121B
$405K 0.05%
1,490
+1,107
+289% +$305K
MRVL icon
118
Marvell Technology
MRVL
$174B
$404K 0.05%
10,170
-20,990
-67% -$772K
XLF icon
119
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$385K 0.05%
16,000
-203,500
-93% -$4.95M
PCAR icon
120
PUT
PACCAR
PCAR
$69.6B
$350K 0.04%
6,150
-105,600
-94% -$5.92M
CHRW icon
121
C.H. Robinson
CHRW
$22B
$341K 0.04%
+3,340
New +$314K
ES icon
122
PUT
Eversource Energy
ES
$28.2B
$167K 0.02%
2,000
– –
TROW icon
123
T. Rowe Price
TROW
$25B
$153K 0.02%
1,190
-1,990
-63% -$263K
MAS icon
124
PUT
Masco
MAS
$16B
$149K 0.02%
2,700
-92,400
-97% -$5.17M
TRV icon
125
Travelers Companies
TRV
$80.8B
$149K 0.02%
1,380
-4,280
-76% -$491K
3 4
5
6 7

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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.