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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
TCF
476
PUT
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-20,000
Closed -$936K
DISH
477
DELISTED
DISH Network Corp.
DISH
– –
-9,000
Closed -$319K
16 17 18 19
20

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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.