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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
(-41%)
Cap. Flow
+$612M
Cap. Flow
% of AUM
22.07%
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 | 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 | |
|---|---|---|---|---|---|---|
|
EA
101
CALL
DELISTED
Electronic Arts
EA
| $8.13M | 0.29% |
81,200
+50,700
| +166% | +$5.34M |
|
102
CALL
American Express
AXP
$220B
| $8.13M | 0.29% |
95,000
+40,000
| +73% | +$4.65M |
|
103
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $8.11M | 0.29% |
105,200
-994,800
| -90% | -$84M |
|
104
PUT
IBM
IBM
$221B
| $8.04M | 0.29% |
75,835
-104,600
| -58% | -$13.2M |
|
|
EA
105
PUT
DELISTED
Electronic Arts
EA
| $7.94M | 0.29% |
79,300
-93,600
| -54% | -$9.85M |
|
106
CALL
Starbucks
SBUX
$119B
| $7.93M | 0.29% |
120,700
-158,600
| -57% | -$12.8M |
|
107
Coca-Cola
KO
$379B
| $7.91M | 0.29% |
+178,820
| New | +$9.66M |
|
108
PUT
United Parcel Service
UPS
$87B
| $7.73M | 0.28% |
82,700
+12,700
| +18% | +$1.32M |
|
109
CALL
Vulcan Materials
VMC
$34B
| $7.7M | 0.28% |
71,200
+51,200
| +256% | +$6.54M |
|
110
PUT
Merck
MRK
$371B
| $7.69M | 0.28% |
104,800
-144,624
| -58% | -$11.4M |
|
111
PUT
HSBC
HSBC
$367B
| $7.42M | 0.27% |
+265,000
| New | +$9.2M |
|
112
JPMorgan Chase
JPM
$953B
| $7.29M | 0.26% |
+80,952
| New | +$9.84M |
|
113
PUT
Visa
V
$700B
| $7.25M | 0.26% |
45,000
-116,200
| -72% | -$21.9M |
|
|
ALXN
114
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $7.18M | 0.26% |
80,000
-50,000
| -38% | -$4.91M |
|
115
CALL
Illinois Tool Works
ITW
$76.9B
| $7.11M | 0.26% |
+50,000
| New | +$8.5M |
|
|
116
CALL
State Street Energy Select Sector SPDR ETF
XLE
$41.7B
| $7.06M | 0.25% |
+486,200
| New | +$11.5M |
|
117
AbbVie
ABBV
$453B
| $7.03M | 0.25% |
92,257
+28,280
| +44% | +$2.41M |
|
118
SPDR Gold Trust
GLD
$149B
| $6.92M | 0.25% |
46,731
+37,731
| +419% | +$5.62M |
|
119
Adobe
ADBE
$106B
| $6.91M | 0.25% |
+21,709
| New | +$7.43M |
|
120
PUT
Delta Air Lines
DAL
$52.7B
| $6.86M | 0.25% |
240,300
-94,300
| -28% | -$4.67M |
|
121
CALL
Seagate
STX
$192B
| $6.86M | 0.25% |
140,500
+56,600
| +67% | +$3.02M |
|
122
Bristol-Myers Squibb
BMY
$136B
| $6.75M | 0.24% |
+121,124
| New | +$7.4M |
|
|
123
CALL
Verizon
VZ
$208B
| $6.75M | 0.24% |
125,600
| – | – |
|
124
CALL
UnitedHealth
UNH
$356B
| $6.73M | 0.24% |
27,000
-65,300
| -71% | -$18M |
|
125
PUT
Booking.com
BKNG
$145B
| $6.73M | 0.24% |
125,000
-425,000
| -77% | -$29.8M |
|
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CAM
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.