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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
EEM icon
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$75M 9.54%
1,700,000
+700,000
+70% +$30.7M
GLD icon
2
CALL
SPDR Gold Trust
GLD
$131B
$44.3M 5.64%
250,000
+150,000
+150% +$27M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$455B
$27.8M 3.54%
100,000
-150,000
-60% -$40.7M
CSCO icon
4
PUT
Cisco
CSCO
$450B
$22.3M 2.83%
565,100
-160,500
-22% -$7M
CSCO icon
5
Cisco
CSCO
$450B
$19.7M 2.51%
500,240
+475,894
+1,955% +$20.7M
INTC icon
6
CALL
Intel
INTC
$466B
$18.1M 2.3%
+202,600
New +$10.5M
QQQ icon
7
Invesco QQQ Trust
QQQ
$455B
$18M 2.3%
64,880
-141,367
-69% -$38.3M
META icon
8
PUT
Meta Platforms (Facebook)
META
$1.51T
$17.8M 2.27%
68,100
+18,100
+36% +$4.67M
GLD icon
9
PUT
SPDR Gold Trust
GLD
$131B
$17.7M 2.26%
100,000
– –
MSFT icon
10
PUT
Microsoft
MSFT
$2.84T
$17.6M 2.24%
83,800
+33,400
+66% +$7.02M
SPY icon
11
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$16.7M 2.13%
50,000
-640,000
-93% -$212M
SPY icon
12
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$16.7M 2.13%
50,000
-581,900
-92% -$193M
XLE icon
13
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$16M 2.04%
1,068,600
-1,411,400
-57% -$25.1M
XLE icon
14
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$16M 2.04%
+1,067,800
New +$19M
AMZN icon
15
PUT
Amazon
AMZN
$2.5T
$15.4M 1.96%
98,000
-612,000
-86% -$96.5M
XLI icon
16
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$15.4M 1.96%
200,000
– –
GOOGL icon
17
PUT
Alphabet (Google) Class A
GOOGL
$3.91T
$14.7M 1.87%
200,000
-726,000
-78% -$55.3M
INTC icon
18
PUT
Intel
INTC
$466B
$13M 1.66%
+251,900
New +$13.1M
SBUX icon
19
PUT
Starbucks
SBUX
$118B
$12.9M 1.64%
149,900
+94,200
+169% +$7.51M
CMCSA icon
20
PUT
Comcast
CMCSA
$79.1B
$12.2M 1.55%
263,600
+75,700
+40% +$3.29M
BKNG icon
21
CALL
Booking.com
BKNG
$138B
$12M 1.52%
175,000
-100,000
-36% -$7.02M
GILD icon
22
PUT
Gilead Sciences
GILD
$161B
$11.6M 1.48%
183,700
+50,500
+38% +$3.5M
TXN icon
23
PUT
Texas Instruments
TXN
$255B
$11M 1.39%
+76,700
New +$10.4M
JNPR
24
PUT
DELISTED
Juniper Networks
JNPR
$10.4M 1.33%
485,900
-42,800
-8% -$1.01M
ASML icon
25
PUT
ASML
ASML
$675B
$10M 1.28%
27,200
+20,400
+300% +$7.63M
1
2 3 4 5

Similar funds

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.