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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
-26.54%
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
$2.77B
AUM Growth
-$1.91B
Cap. Flow
-$1.11B
Cap. Flow %
-39.93%
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 Financials 3.5%
2 Industrials 2.42%
3 Technology 2.15%
4 Consumer Discretionary 2.15%
5 Communication Services 1.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADSK icon
51
PUT
Autodesk
ADSK
$46B
$14.2M 0.51%
91,000
-7,100
-7% -$1.3M
PFE icon
52
PUT
Pfizer
PFE
$142B
$14.2M 0.51%
458,490
+233,566
+104% +$7.96M
NVDA icon
53
PUT
NVIDIA
NVDA
$4.94T
$14.2M 0.51%
2,148,000
-5,008,000
-70% -$31.6M
FXI icon
54
iShares China Large-Cap ETF
FXI
$4.39B
$14M 0.51%
372,984
-150,776
-29% -$6.14M
CVX icon
55
CALL
Chevron
CVX
$379B
$13.6M 0.49%
187,600
+97,100
+107% +$9.59M
CRM icon
56
PUT
Salesforce
CRM
$142B
$13.4M 0.48%
92,800
-122,500
-57% -$21M
QQQ icon
57
CALL
Invesco QQQ Trust
QQQ
$466B
$13.3M 0.48%
70,000
-230,000
-77% -$48.7M
CSCO icon
58
PUT
Cisco
CSCO
$440B
$13.2M 0.48%
335,000
+180,000
+116% +$7.9M
CSX icon
59
CALL
CSX Corp
CSX
$93.4B
$12.7M 0.46%
666,600
+186,600
+39% +$4.36M
MSFT icon
60
PUT
Microsoft
MSFT
$2.99T
$12.6M 0.46%
80,000
-116,700
-59% -$19.2M
CMI icon
61
PUT
Cummins
CMI
$89.2B
$12.4M 0.45%
+91,300
New +$14.2M
ABBV icon
62
PUT
AbbVie
ABBV
$448B
$12M 0.43%
157,100
-117,900
-43% -$10M
CVS icon
63
CALL
CVS Health
CVS
$137B
$11.9M 0.43%
201,100
-41,200
-17% -$2.75M
XLI icon
64
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.1B
$11.8M 0.43%
+200,000
New +$15.1M
CMG icon
65
PUT
Chipotle Mexican Grill
CMG
$42.4B
$11.8M 0.43%
900,000
-3,760,000
-81% -$59.4M
CAT icon
66
Caterpillar
CAT
$400B
$11.3M 0.41%
+97,255
New +$12.4M
CAT icon
67
CALL
Caterpillar
CAT
$400B
$11.2M 0.4%
96,700
+41,700
+76% +$5.33M
AAPL icon
68
CALL
Apple
AAPL
$4.77T
$11.2M 0.4%
176,400
-103,600
-37% -$7.62M
AMD icon
69
CALL
Advanced Micro Devices
AMD
$830B
$11.1M 0.4%
245,000
+200,000
+444% +$9.63M
CVX icon
70
PUT
Chevron
CVX
$379B
$11.1M 0.4%
153,100
-36,400
-19% -$3.6M
AAPL icon
71
Apple
AAPL
$4.77T
$11M 0.4%
+173,552
New +$12.8M
XME icon
72
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.88B
$11M 0.4%
681,600
+269,700
+65% +$6.26M
TMUS icon
73
CALL
T-Mobile US
TMUS
$210B
$10.9M 0.39%
130,000
– –
TMUS icon
74
PUT
T-Mobile US
TMUS
$210B
$10.9M 0.39%
130,000
– –
JPM icon
75
PUT
JPMorgan Chase
JPM
$905B
$10.8M 0.39%
120,000
-125,000
-51% -$15.2M
1 2
3
4 5

Similar funds

X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
ETC
Exchange Traded Concepts Oklahoma City, Oklahoma $14.1B AUM 25.71% 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
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

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 withdrew a net $1.11B in Q1 2020, closing 125 positions and reducing 113 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $25.9M position sold in full.

By sector, the portfolio is most concentrated in Financials at 3.5% of assets, up from 0.16% a quarter earlier, followed by Industrials and Technology.

Against the trend, Capula Management opened a new position in State Street Energy Select Sector SPDR ETF worth $52.2M.

  • 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.