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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 | |
|---|---|---|---|---|---|---|
|
ALXN
126
DELISTED
Alexion Pharmaceuticals
ALXN
| $6.65M | 0.24% |
74,070
+27,010
| +57% | +$2.65M |
|
127
Delta Air Lines
DAL
$55.9B
| $6.61M | 0.24% |
+231,779
| New | +$11.5M |
|
128
PUT
Mastercard
MA
$477B
| $6.57M | 0.24% |
27,200
-67,000
| -71% | -$19.9M |
|
129
Salesforce
CRM
$134B
| $6.56M | 0.24% |
+45,574
| New | +$7.81M |
|
130
CALL
Lockheed Martin
LMT
$134B
| $6.47M | 0.23% |
19,100
+2,200
| +13% | +$865K |
|
131
PepsiCo
PEP
$186B
| $6.39M | 0.23% |
53,241
+18,462
| +53% | +$2.5M |
|
132
PUT
eBay
EBAY
$48.6B
| $6.39M | 0.23% |
212,500
+212,100
| +53,025% | +$7.39M |
|
133
CALL
ASML
ASML
$675B
| $6.38M | 0.23% |
24,400
+3,600
| +17% | +$1.02M |
|
134
PUT
Medtronic
MDT
$107B
| $6.24M | 0.23% |
+69,200
| New | +$7.36M |
|
135
CALL
Norfolk Southern
NSC
$78.8B
| $6.22M | 0.22% |
+42,600
| New | +$7.86M |
|
136
PUT
3M
MMM
$89B
| $6.17M | 0.22% |
54,059
+18,179
| +51% | +$2.39M |
|
137
CALL
Eaton
ETN
$157B
| $6.11M | 0.22% |
+78,700
| New | +$7.21M |
|
|
138
PUT
Eaton
ETN
$157B
| $6.11M | 0.22% |
+78,700
| New | +$7.21M |
|
139
PUT
General Dynamics
GD
$105B
| $6.1M | 0.22% |
46,100
-10,000
| -18% | -$1.66M |
|
140
PUT
CVS Health
CVS
$137B
| $5.99M | 0.22% |
101,000
-298,600
| -75% | -$19.9M |
|
141
Home Depot
HD
$332B
| $5.79M | 0.21% |
31,008
+24,087
| +348% | +$5.29M |
|
142
PUT
NetEase
NTES
$76.5B
| $5.78M | 0.21% |
+90,000
| New | +$5.92M |
|
143
PUT
Wells Fargo
WFC
$261B
| $5.74M | 0.21% |
+200,000
| New | +$8.5M |
|
144
CALL
AbbVie
ABBV
$458B
| $5.71M | 0.21% |
75,000
+50,000
| +200% | +$4.26M |
|
145
CALL
Procter & Gamble
PG
$343B
| $5.5M | 0.2% |
50,000
-27,500
| -35% | -$3.3M |
|
146
Booking.com
BKNG
$138B
| $5.49M | 0.2% |
102,000
+26,500
| +35% | +$1.86M |
|
|
147
General Dynamics
GD
$105B
| $5.49M | 0.2% |
41,470
+41,230
| +17,179% | +$6.85M |
|
148
PUT
Western Digital
WDC
$179B
| $5.47M | 0.2% |
173,842
-166,698
| -49% | -$7.38M |
|
149
CALL
Johnson & Johnson
JNJ
$635B
| $5.46M | 0.2% |
41,600
-3,400
| -8% | -$482K |
|
150
IBM
IBM
$202B
| $5.42M | 0.2% |
51,056
+15,156
| +42% | +$1.92M |
|
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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.