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Capula Management Portfolio holdings
AUM
$28B
Turnover
51.43%
1-Year Est. Return
22.67%
This Fund
S&P 500
This Quarter Est. Return
+7.98%
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
$184M
AUM Growth
-$403M
(-69%)
Cap. Flow
-$77.7M
Cap. Flow % of AUM
Cap. Flow %
-42.14%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
17
New
4
Increased
1
Reduced
5
Closed
7
Avg Time Held
Equity + Options
0.2
years
Top 10 Avg Time Held
Equity + Options
0.2
years
Top 20 Avg Time Held
Equity + Options
0.2
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
0.3
years
Top 20 Avg Time Held Equity only
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$13M |
| 2 |
iShares Russell 1000 Value ETF
IWD
|
+$12.9M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$118 |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$41.6M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$29.2M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$25.8M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$6.34M |
| 5 |
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$639K |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
State Street Financial Select Sector SPDR ETF
XLF
$52.1B
| $52.3M | 28.36% |
+2,250,000
| New | +$48.3M |
2016 Q4
0 quarters
|
|
|
2
CALL
iShares MSCI EAFE ETF
EFA
$76.7B
| $32.3M | 17.53% |
560,000
-340,000
| -38% | -$19.6M |
2016 Q2
2 quarters
|
|
|
3
PUT
iShares MSCI EAFE ETF
EFA
$76.7B
| $32.3M | 17.53% |
+560,000
| New | +$32.3M |
2016 Q4
0 quarters
|
|
|
4
iShares Russell 1000 Value ETF
IWD
$84.6B
| $27.8M | 15.07% |
248,026
+119,000
| +92% | +$12.9M |
2016 Q2
2 quarters
|
|
|
5
State Street Financial Select Sector SPDR ETF
XLF
$52.1B
| $14.1M | 7.63% |
+605,604
| New | +$13M |
2016 Q4
0 quarters
|
|
|
6
CALL
Invesco QQQ Trust
QQQ
$488B
| $7.7M | 4.18% |
65,000
-1,100,000
| -94% | -$130M |
2016 Q3
1 quarter
|
|
|
7
PUT
Invesco QQQ Trust
QQQ
$488B
| $7.7M | 4.18% |
65,000
-600,000
| -90% | -$70.8M |
2016 Q3
1 quarter
|
|
|
8
iShares MSCI EAFE ETF
EFA
$76.7B
| $6.06M | 3.29% |
105,000
-720,862
| -87% | -$41.6M |
2016 Q2
2 quarters
|
|
|
9
iShares MSCI Emerging Markets ETF
EEM
$29.3B
| $4.14M | 2.24% |
118,128
-809,057
| -87% | -$29.2M |
2016 Q3
1 quarter
|
|
|
10
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.3B
| – | – |
-2,400,000
| Closed | -$89.9M | – |
|
|
11
iShares China Large-Cap ETF
FXI
$3.71B
| – | – |
-166,755
| Closed | -$6.34M | – |
|
|
12
PUT
iShares China Large-Cap ETF
FXI
$3.71B
| – | – |
-400,000
| Closed | -$15.2M | – |
|
13
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.7B
| – | – |
-205,000
| Closed | -$25.3M | – |
|
|
14
Invesco QQQ Trust
QQQ
$488B
| $0 | ﹤0.01% |
+1
| New | +$118 |
2016 Q4
0 quarters
|
|
|
15
State Street Energy Select Sector SPDR ETF
XLE
$45.5B
| – | – |
-732,000
| Closed | -$25.8M | – |
|
|
16
PUT
State Street Energy Select Sector SPDR ETF
XLE
$45.5B
| – | – |
-1,600,000
| Closed | -$56.5M | – |
|
|
17
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| – | – |
-4,688
| Closed | -$639K | – |
|
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Capula Management's Q4 2016 Portfolio in Review
As of Q4 2016, Capula Management held 17 positions worth $184M, down 69% from $587M the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Capula Management withdrew a net $77.7M in Q4 2016, closing 7 positions and reducing 5 holdings. Its most notable exit was State Street Energy Select Sector SPDR ETF, an estimated $25.8M position sold in full.
Against the trend, Capula Management opened a new position in State Street Financial Select Sector SPDR ETF worth $14.1M.
- Capula Management's largest Q4 2016 buy was State Street Financial Select Sector SPDR ETF: 605,604 shares worth $14.1M.
- Capula Management added most to iShares Russell 1000 Value ETF in Q4 2016, an estimated $12.9M increase.
- Capula Management's biggest Q4 2016 reduction was iShares MSCI EAFE ETF, cutting an estimated $41.6M.
- Capula Management fully exited State Street Energy Select Sector SPDR ETF in Q4 2016, selling an estimated $25.8M.
- Capula Management's ten largest holdings make up 100% of its $184M portfolio in Q4 2016.
- Capula Management opened 4 new positions and closed 7 in Q4 2016.
- Capula Management's portfolio value fell 69% quarter-over-quarter to $184M.
Based on Capula Management's 13F filing for Q4 2016, filed 13 Feb 2017.