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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
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$213M 7.56%
690,000
+265,700
+63% +$77.8M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$195M 6.93%
631,900
+391,900
+163% +$115M
AMZN icon
3
PUT
Amazon
AMZN
$2.66T
$97.9M 3.48%
710,000
+234,000
+49% +$28.3M
AAPL icon
4
PUT
Apple
AAPL
$4.9T
$79.4M 2.82%
870,400
+332,400
+62% +$25.8M
GOOGL icon
5
CALL
Alphabet (Google) Class A
GOOGL
$4.23T
$65.7M 2.33%
926,000
+408,000
+79% +$27.5M
GOOGL icon
6
PUT
Alphabet (Google) Class A
GOOGL
$4.23T
$65.7M 2.33%
926,000
+610,000
+193% +$41.1M
QQQ icon
7
PUT
Invesco QQQ Trust
QQQ
$466B
$61.9M 2.2%
250,000
+45,000
+22% +$10.1M
QQQ icon
8
Invesco QQQ Trust
QQQ
$466B
$51.1M 1.81%
+206,247
New +$46.2M
LOW icon
9
CALL
Lowe's Companies
LOW
$117B
$48.6M 1.73%
360,000
+344,600
+2,238% +$39.4M
FXI icon
10
PUT
iShares China Large-Cap ETF
FXI
$4.6B
$47.6M 1.69%
1,200,000
+200,000
+20% +$7.8M
LOW icon
11
PUT
Lowe's Companies
LOW
$117B
$47.5M 1.69%
351,300
+301,300
+603% +$34.4M
XLE icon
12
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
$46.9M 1.67%
2,480,000
-1,251,800
-34% -$23.3M
XLE icon
13
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
$46.8M 1.66%
2,473,742
-1,116,924
-31% -$20.8M
AMZN icon
14
CALL
Amazon
AMZN
$2.66T
$40.3M 1.43%
292,000
+60,000
+26% +$7.25M
EEM icon
15
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$40M 1.42%
1,000,000
-1,366,000
-58% -$51.1M
CSCO icon
16
PUT
Cisco
CSCO
$441B
$33.8M 1.2%
725,600
+390,600
+117% +$17.1M
MA icon
17
CALL
Mastercard
MA
$480B
$32.3M 1.15%
109,200
+94,200
+628% +$26.6M
ORCL icon
18
PUT
Oracle
ORCL
$364B
$28.5M 1.01%
+515,800
New +$27.3M
AAPL icon
19
CALL
Apple
AAPL
$4.9T
$25.5M 0.91%
280,000
+103,600
+59% +$8.03M
PYPL icon
20
CALL
PayPal
PYPL
$49.9B
$25M 0.89%
143,500
+128,500
+857% +$17.8M
IEF icon
21
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$24.4M 0.87%
+200,000
New +$24.3M
HSBC icon
22
CALL
HSBC
HSBC
$345B
$23.9M 0.85%
+1,024,100
New +$25.4M
ADBE icon
23
CALL
Adobe
ADBE
$94.3B
$23.8M 0.84%
54,600
-4,200
-7% -$1.56M
ADBE icon
24
PUT
Adobe
ADBE
$94.3B
$21.4M 0.76%
49,100
– –
TLT icon
25
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$20.9M 0.74%
+127,600
New +$21M
1
2 3 4 5

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ETC
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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
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SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 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.