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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
+7.98%
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
$184M
AUM Growth
-$403M
Cap. Flow
-$404M
Cap. Flow %
-219.14%
Top 10 Hldgs %
100%
Holding
17
New
4
Increased
1
Reduced
5
Closed
7

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$13M
2
IWD icon
iShares Russell 1000 Value ETF
IWD
+$12.9M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$118

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$41.6M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$29.2M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$25.8M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$6.34M
5
VXX
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
XLF icon
1
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$52.3M 28.36%
+2,250,000
New +$48.3M
EFA icon
2
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
$32.3M 17.53%
560,000
-340,000
-38% -$19.6M
EFA icon
3
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
$32.3M 17.53%
+560,000
New +$32.3M
IWD icon
4
iShares Russell 1000 Value ETF
IWD
$82B
$27.8M 15.07%
248,026
+119,000
+92% +$12.9M
XLF icon
5
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$14.1M 7.63%
+605,604
New +$13M
QQQ icon
6
CALL
Invesco QQQ Trust
QQQ
$455B
$7.7M 4.18%
65,000
-1,100,000
-94% -$130M
QQQ icon
7
PUT
Invesco QQQ Trust
QQQ
$455B
$7.7M 4.18%
65,000
-600,000
-90% -$70.8M
EFA icon
8
iShares MSCI EAFE ETF
EFA
$76.4B
$6.06M 3.29%
105,000
-720,862
-87% -$41.6M
EEM icon
9
iShares MSCI Emerging Markets ETF
EEM
$28B
$4.14M 2.24%
118,128
-809,057
-87% -$29.2M
EEM icon
10
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
– –
-2,400,000
Closed -$89.9M
FXI icon
11
iShares China Large-Cap ETF
FXI
$4.31B
– –
-166,755
Closed -$6.34M
FXI icon
12
PUT
iShares China Large-Cap ETF
FXI
$4.31B
– –
-400,000
Closed -$15.2M
LQD icon
13
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
– –
-205,000
Closed -$25.3M
QQQ icon
14
Invesco QQQ Trust
QQQ
$455B
$0 ﹤0.01%
+1
New +$118
XLE icon
15
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
– –
-732,000
Closed -$25.8M
XLE icon
16
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
– –
-1,600,000
Closed -$56.5M
VXX
17
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-4,688
Closed -$639K

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 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 $404M 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.