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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
CSX icon
126
CALL
CSX Corp
CSX
$97.8B
$5.04M 0.18%
216,600
-450,000
-68% -$9.95M
SHW icon
127
CALL
Sherwin-Williams
SHW
$76.6B
$5.03M 0.18%
+26,100
New +$4.71M
ALL icon
128
PUT
Allstate
ALL
$65.5B
$4.95M 0.18%
+51,000
New +$5.01M
XLNX
129
PUT
DELISTED
Xilinx Inc
XLNX
$4.92M 0.17%
+50,000
New +$4.43M
PFE icon
130
CALL
Pfizer
PFE
$143B
$4.91M 0.17%
158,205
-131,750
-45% -$4.48M
DHI icon
131
PUT
D.R. Horton
DHI
$39.9B
$4.79M 0.17%
+86,300
New +$4.18M
MAS icon
132
PUT
Masco
MAS
$15.6B
$4.78M 0.17%
95,100
+14,800
+18% +$642K
PCAR icon
133
CALL
PACCAR
PCAR
$68.8B
$4.77M 0.17%
+95,550
New +$4.47M
PEP icon
134
CALL
PepsiCo
PEP
$184B
$4.76M 0.17%
36,000
+12,500
+53% +$1.65M
BAC icon
135
PUT
Bank of America
BAC
$430B
$4.76M 0.17%
200,300
-249,700
-55% -$5.9M
QCOM icon
136
Qualcomm
QCOM
$180B
$4.75M 0.17%
52,020
+12,240
+31% +$982K
AMGN icon
137
CALL
Amgen
AMGN
$201B
$4.72M 0.17%
20,000
+15,000
+300% +$3.42M
DE icon
138
CALL
Deere & Co
DE
$165B
$4.71M 0.17%
30,000
-46,100
-61% -$6.68M
PARA
139
PUT
DELISTED
Paramount Global Class B
PARA
$4.66M 0.17%
200,000
-100,000
-33% -$1.93M
AFL icon
140
CALL
Aflac
AFL
$63.3B
$4.64M 0.16%
+128,800
New +$4.65M
BLK icon
141
CALL
Blackrock
BLK
$161B
$4.63M 0.16%
+8,500
New +$4.29M
DG icon
142
PUT
Dollar General
DG
$25.4B
$4.57M 0.16%
+24,000
New +$4.34M
ALL icon
143
CALL
Allstate
ALL
$65.5B
$4.47M 0.16%
+46,100
New +$4.53M
V icon
144
PUT
Visa
V
$669B
$4.42M 0.16%
22,900
-22,100
-49% -$4.04M
EEM icon
145
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$4.4M 0.16%
+110,000
New +$4.12M
NFLX icon
146
Netflix
NFLX
$287B
$4.32M 0.15%
94,940
-42,490
-31% -$1.81M
KSU
147
PUT
DELISTED
Kansas City Southern
KSU
$4.3M 0.15%
28,800
– –
LMT icon
148
Lockheed Martin
LMT
$131B
$4.22M 0.15%
+11,572
New +$4.37M
CMG icon
149
PUT
Chipotle Mexican Grill
CMG
$41.1B
$4.21M 0.15%
200,000
-700,000
-78% -$13M
TTWO icon
150
PUT
Take-Two Interactive
TTWO
$42.7B
$4.19M 0.15%
30,000
+17,500
+140% +$2.29M
4 5
6
7 8

Similar funds

X
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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
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

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.