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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
(-41%)
Cap. Flow
-$1.11B
Cap. Flow
% of AUM
-39.93%
Top 10 Holdings %
Top 10 Hldgs %
22.48%
Holding
477
New
110
Increased
107
Reduced
113
Closed
125
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$85.2M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$67.3M |
| 3 |
Goldman Sachs
GS
|
+$29M |
| 4 |
iShares Russell 2000 ETF
IWM
|
+$28.2M |
| 5 |
iShares MSCI Emerging Markets ETF
EEM
|
+$23.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$25.9M |
| 2 |
Boeing
BA
|
+$16.9M |
| 3 |
iShares US Real Estate ETF
IYR
|
+$8.2M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$6.14M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
76
PUT
Coca-Cola
KO
$353B
| $10.6M | 0.38% |
240,100
+68,000
| +40% | +$3.67M |
|
77
CALL
Deere & Co
DE
$160B
| $10.5M | 0.38% |
76,100
+29,900
| +65% | +$4.73M |
|
78
CALL
Comcast
CMCSA
$84.3B
| $10.3M | 0.37% |
300,000
| – | – |
|
79
CALL
Autodesk
ADSK
$45.2B
| $9.8M | 0.35% |
62,800
-8,000
| -11% | -$1.47M |
|
80
PUT
ExxonMobil
XOM
$612B
| $9.77M | 0.35% |
257,300
+47,300
| +23% | +$2.61M |
|
81
PUT
American Express
AXP
$241B
| $9.73M | 0.35% |
113,700
-25,000
| -18% | -$2.91M |
|
82
PUT
Eli Lilly
LLY
$1.04T
| $9.72M | 0.35% |
70,100
-1,100
| -2% | -$151K |
|
83
PUT
Walt Disney
DIS
$167B
| $9.66M | 0.35% |
100,000
| – | – |
|
84
Chevron
CVX
$375B
| $9.62M | 0.35% |
+132,759
| New | +$13.1M |
|
85
PUT
Bank of America
BAC
$427B
| $9.55M | 0.34% |
450,000
+75,000
| +20% | +$2.25M |
|
86
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
| $9.51M | 0.34% |
+161,181
| New | +$12.1M |
|
87
PUT
PepsiCo
PEP
$186B
| $9.48M | 0.34% |
78,900
-53,200
| -40% | -$7.19M |
|
|
88
ExxonMobil
XOM
$612B
| $9.35M | 0.34% |
246,116
+221,822
| +913% | +$12.2M |
|
89
CALL
Cummins
CMI
$89.5B
| $9.34M | 0.34% |
+69,000
| New | +$10.8M |
|
90
PUT
Home Depot
HD
$334B
| $9.34M | 0.34% |
50,000
-83,100
| -62% | -$18.2M |
|
91
PUT
Alibaba
BABA
$284B
| $9.24M | 0.33% |
47,500
-4,000
| -8% | -$835K |
|
|
92
Bank of America
BAC
$427B
| $9.21M | 0.33% |
+433,831
| New | +$13M |
|
93
CALL
United Parcel Service
UPS
$96.7B
| $9.15M | 0.33% |
98,000
+27,600
| +39% | +$2.86M |
|
|
94
American Express
AXP
$241B
| $9.06M | 0.33% |
+105,831
| New | +$12.3M |
|
95
CALL
Pfizer
PFE
$142B
| $8.98M | 0.32% |
289,955
+184,450
| +175% | +$6.29M |
|
96
Chipotle Mexican Grill
CMG
$42.3B
| $8.97M | 0.32% |
685,750
+97,750
| +17% | +$1.55M |
|
97
PUT
Nike
NKE
$64B
| $8.79M | 0.32% |
106,200
| – | – |
|
98
CALL
Cisco
CSCO
$444B
| $8.66M | 0.31% |
220,200
+45,200
| +26% | +$1.98M |
|
|
TWTR
99
DELISTED
Twitter, Inc.
TWTR
| $8.41M | 0.3% |
342,615
+206,583
| +152% | +$6.68M |
|
|
100
Walt Disney
DIS
$167B
| $8.19M | 0.3% |
84,803
+69,790
| +465% | +$8.82M |
|
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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 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.