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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
+5.92%
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
$587M
AUM Growth
+$222M
Cap. Flow
+$197M
Cap. Flow %
33.56%
Top 10 Hldgs %
96.49%
Holding
15
New
9
Increased
1
Reduced
3
Closed
2

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
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
QQQ icon
1
CALL
Invesco QQQ Trust
QQQ
$455B
$138M 23.55%
+1,165,000
New +$134M
EEM icon
2
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$89.9M 15.3%
2,400,000
+400,000
+20% +$14.6M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$455B
$78.9M 13.44%
+665,000
New +$76.7M
XLE icon
4
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$56.5M 9.62%
+1,600,000
New +$54.8M
EFA icon
5
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
$53.2M 9.06%
900,000
-70,000
-7% -$4.06M
EFA icon
6
iShares MSCI EAFE ETF
EFA
$76.4B
$48.8M 8.31%
825,862
-429,685
-34% -$24.9M
EEM icon
7
iShares MSCI Emerging Markets ETF
EEM
$28B
$34.7M 5.91%
+927,185
New +$33.9M
XLE icon
8
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$25.8M 4.4%
+732,000
New +$25.1M
LQD icon
9
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$25.3M 4.3%
+205,000
New +$25.3M
FXI icon
10
PUT
iShares China Large-Cap ETF
FXI
$4.31B
$15.2M 2.59%
+400,000
New +$14.7M
IWD icon
11
iShares Russell 1000 Value ETF
IWD
$82B
$13.6M 2.32%
129,026
-392,274
-75% -$41.4M
FXI icon
12
iShares China Large-Cap ETF
FXI
$4.31B
$6.34M 1.08%
+166,755
New +$6.11M
VXX
13
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$639K 0.11%
+4,688
New +$749K
EEM icon
14
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
– –
-2,000,000
Closed -$68.7M
EFA icon
15
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
– –
-900,000
Closed -$50.2M

Similar funds

X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 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
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
BBVA
Banco Bilbao Vizcaya Argentaria Madrid, Spain $14.3B AUM 26.23% 1-Year Est. Return
IFP
Independent Franchise Partners London, United Kingdom $14.3B AUM 3.49% 1-Year Est. Return

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 deployed $197M of net new capital in Q3 2016, opening 9 new positions and adding to 1 existing holding. Its largest new stake was iShares MSCI Emerging Markets ETF: 927,185 shares worth $34.7M.

On the sell side, the largest reduction was iShares Russell 1000 Value ETF, an estimated $41.4M trimmed.

  • 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.