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Capula Management Portfolio holdings

AUM $28B
1-Year Est. Return 22.67%
This Fund
S&P 500
This Quarter Est. Return
-26.54%
1 Year Est. Return
+22.67%
3 Year Est. Return
+90.67%
5 Year Est. Return
+93.79%
10 Year Est. Return
+167.22%
AUM
$2.77B
AUM Growth
-$1.91B
Cap. Flow
+$612M
Cap. Flow %
22.07%
Top 10 Hldgs %
22.48%
Holding
477
New
110
Increased
107
Reduced
113
Closed
125

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$85.2M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$67.3M
3
GS icon
Goldman Sachs
GS
+$29M
4
IWM icon
iShares Russell 2000 ETF
IWM
+$28.2M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$23.3M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$25.9M
2
BA icon
Boeing
BA
+$16.9M
3
IYR icon
iShares US Real Estate ETF
IYR
+$8.2M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$6.14M
5
VZ icon
Verizon
VZ
+$2.7M

Sector Composition

Rank Sector Weight
1 Miscellaneous 84.85%
2 Financials 3.5%
3 Industrials 2.42%
4 Technology 2.15%
5 Consumer Discretionary 2.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CSX icon
26
PUT
CSX Corp
CSX
$91.5B
$20.9M 0.75%
1,095,300
+615,300
+128% +$14.4M
MS icon
27
PUT
Morgan Stanley
MS
$342B
$19.7M 0.71%
578,400
-153,500
-21% -$7.23M
TWTR
28
PUT
DELISTED
Twitter, Inc.
TWTR
$19.6M 0.71%
799,900
-250,100
-24% -$8.09M
MSFT icon
29
CALL
Microsoft
MSFT
$3.71T
$19.6M 0.71%
124,300
+29,300
+31% +$4.82M
BMY icon
30
PUT
Bristol-Myers Squibb
BMY
$136B
$19.5M 0.7%
+350,000
New +$21.4M
ADBE icon
31
CALL
Adobe
ADBE
$106B
$18.7M 0.68%
58,800
+20,200
+52% +$6.91M
GOOGL icon
32
PUT
Alphabet (Google) Class A
GOOGL
$4.14T
$18.4M 0.66%
316,000
-366,000
-54% -$24.8M
CAT icon
33
PUT
Caterpillar
CAT
$374B
$18.2M 0.66%
156,500
+63,300
+68% +$8.09M
KO icon
34
CALL
Coca-Cola
KO
$379B
$18.1M 0.65%
410,000
+68,400
+20% +$3.69M
UBS icon
35
PUT
UBS Group
UBS
$170B
$18.1M 0.65%
+2,000,000
New +$23.1M
NFLX icon
36
PUT
Netflix
NFLX
$326B
$18M 0.65%
479,000
-348,000
-42% -$12.3M
GLD icon
37
PUT
SPDR Gold Trust
GLD
$149B
$17.8M 0.64%
120,000
-80,000
-40% -$11.9M
CSX icon
38
CSX Corp
CSX
$91.5B
$17.7M 0.64%
+925,791
New +$21.6M
WMT icon
39
CALL
Walmart Inc
WMT
$850B
$16.8M 0.61%
444,300
+123,600
+39% +$4.75M
HD icon
40
CALL
Home Depot
HD
$320B
$16.8M 0.61%
90,000
+55,500
+161% +$12.2M
UBS icon
41
UBS Group
UBS
$170B
$16.5M 0.59%
+1,822,520
New +$21M
SBUX icon
42
PUT
Starbucks
SBUX
$119B
$16.3M 0.59%
247,200
-186,800
-43% -$15.1M
MCD icon
43
CALL
McDonald's
MCD
$181B
$16.1M 0.58%
97,100
+69,200
+248% +$13.6M
ADBE icon
44
PUT
Adobe
ADBE
$106B
$15.6M 0.56%
49,100
-86,000
-64% -$29.4M
MS icon
45
Morgan Stanley
MS
$342B
$15.4M 0.56%
454,231
+384,953
+556% +$18.1M
MCD icon
46
PUT
McDonald's
MCD
$181B
$15M 0.54%
90,600
-108,700
-55% -$21.4M
SBUX icon
47
Starbucks
SBUX
$119B
$14.8M 0.54%
+225,826
New +$18.3M
GLD icon
48
CALL
SPDR Gold Trust
GLD
$149B
$14.8M 0.53%
+100,000
New +$14.9M
GS icon
49
CALL
Goldman Sachs
GS
$302B
$14.6M 0.53%
94,600
-20,400
-18% -$4.33M
META icon
50
Meta Platforms (Facebook)
META
$1.57T
$14.5M 0.52%
+87,096
New +$17.1M
1
2
3 4 5

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Capula Management's Q1 2020 Portfolio in Review

As of Q1 2020, Capula Management held 477 positions worth $2.77B, down 41% from $4.68B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Capula Management deployed $612M of net new capital in Q1 2020, opening 110 new positions and adding to 107 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 3,590,666 shares worth $52.2M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, down from 97% a quarter earlier, followed by Financials and Industrials.

On the sell side, the largest reduction was iShares China Large-Cap ETF, an estimated $6.14M trimmed.

  • Capula Management's largest Q1 2020 buy was State Street Energy Select Sector SPDR ETF: 3,590,666 shares worth $52.2M.
  • Capula Management added most to State Street SPDR S&P 500 ETF Trust in Q1 2020, an estimated $67.3M increase.
  • Capula Management's biggest Q1 2020 reduction was iShares China Large-Cap ETF, cutting an estimated $6.14M.
  • Capula Management fully exited Invesco QQQ Trust in Q1 2020, selling an estimated $25.9M.
  • Capula Management's ten largest holdings make up 22% of its $2.77B portfolio in Q1 2020.
  • Capula Management opened 110 new positions and closed 125 in Q1 2020.
  • Capula Management's portfolio value fell 41% quarter-over-quarter to $2.77B.

Based on Capula Management's 13F filing for Q1 2020, filed 15 May 2020.