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Capula Management

Capula Management Portfolio holdings

AUM $28B Turnover 51.43%
1-Year Est. Return 22.67%
This Fund
S&P 500
This Quarter Est. Return
+5.92%
1 Year Est. Return
+22.67%
3 Year Est. Return
+90.67%
5 Year Est. Return
+93.79%
10 Year Est. Return
+167.7%
AUM
$587M
AUM Growth
+$222M
Cap. Flow
-$430K
Cap. Flow %
-0.07%
Top 10 Hldgs %
96.49%
Holding
15
New
9
Increased
1
Reduced
3
Closed
2
Avg Time Held Equity + Options
0.1 years
Top 10 Avg Time Held Equity + Options
0.1 years
Top 20 Avg Time Held Equity + Options
0.1 years
Avg Time Held Equity only
0.1 years
Top 10 Avg Time Held Equity only
0.1 years
Top 20 Avg Time Held Equity only
0.1 years

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$33.9M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$25.1M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$6.11M
4
VXX icon
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
+$749K

Top Sells

Rank Stock Value
1
IWD icon
iShares Russell 1000 Value ETF
IWD
+$41.4M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$24.9M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
QQQ icon
1
CALL
Invesco QQQ Trust
QQQ
$460B
$138M 23.55%
+1,165,000
New +$134M
2016 Q3
0 quarters
EEM icon
2
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.3B
$89.9M 15.3%
2,400,000
+400,000
+20% +$14.6M
2016 Q2
1 quarter
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$460B
$78.9M 13.44%
+665,000
New +$76.7M
2016 Q3
0 quarters
XLE icon
4
PUT
State Street Energy Select Sector SPDR ETF
XLE
$44.3B
$56.5M 9.62%
+1,600,000
New +$54.8M
2016 Q3
0 quarters
EFA icon
5
CALL
iShares MSCI EAFE ETF
EFA
$77B
$53.2M 9.06%
900,000
-70,000
-7% -$4.06M
2016 Q2
1 quarter
EFA icon
6
iShares MSCI EAFE ETF
EFA
$77B
$48.8M 8.31%
825,862
-429,685
-34% -$24.9M
2016 Q2
1 quarter
EEM icon
7
iShares MSCI Emerging Markets ETF
EEM
$28.3B
$34.7M 5.91%
+927,185
New +$33.9M
2016 Q3
0 quarters
XLE icon
8
State Street Energy Select Sector SPDR ETF
XLE
$44.3B
$25.8M 4.4%
+732,000
New +$25.1M
2016 Q3
0 quarters
LQD icon
9
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.5B
$25.3M 4.3%
+205,000
New +$25.3M
2016 Q3
0 quarters
FXI icon
10
PUT
iShares China Large-Cap ETF
FXI
$3.81B
$15.2M 2.59%
+400,000
New +$14.7M
2016 Q3
0 quarters
IWD icon
11
iShares Russell 1000 Value ETF
IWD
$83.3B
$13.6M 2.32%
129,026
-392,274
-75% -$41.4M
2016 Q2
1 quarter
FXI icon
12
iShares China Large-Cap ETF
FXI
$3.81B
$6.34M 1.08%
+166,755
New +$6.11M
2016 Q3
0 quarters
VXX icon
13
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$639K 0.11%
+4,688
New +$749K
2016 Q3
0 quarters
EEM icon
14
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.3B
– –
-2,000,000
Closed -$68.7M –
EFA icon
15
PUT
iShares MSCI EAFE ETF
EFA
$77B
– –
-900,000
Closed -$50.2M –

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Capula Management's Q3 2016 Portfolio in Review

As of Q3 2016, Capula Management held 15 positions worth $587M, up 61% from $366M the previous quarter. Its ten largest holdings account for 96% of the portfolio.

Capula Management's Q3 2016 filing shows 9 new, 1 increased, 3 reduced and 2 closed positions. Its largest new stake was iShares MSCI Emerging Markets ETF: 927,185 shares worth $34.7M. The largest sale was iShares Russell 1000 Value ETF, an estimated $41.4M.

  • Capula Management's largest Q3 2016 buy was iShares MSCI Emerging Markets ETF: 927,185 shares worth $34.7M.
  • Capula Management's biggest Q3 2016 reduction was iShares Russell 1000 Value ETF, cutting an estimated $41.4M.
  • Capula Management's ten largest holdings make up 96% of its $587M portfolio in Q3 2016.
  • Capula Management opened 9 new positions and closed 2 in Q3 2016.
  • Capula Management's portfolio value rose 61% quarter-over-quarter to $587M.

Based on Capula Management's 13F filing for Q3 2016, filed 14 Nov 2016.