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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
+4.69%
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
$403M
AUM Growth
-$213M
(-35%)
Cap. Flow
-$46.5M
Cap. Flow % of AUM
Cap. Flow %
-11.55%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
8
New
1
Increased
2
Reduced
2
Closed
3
Avg Time Held
Equity + Options
0.4
years
Top 10 Avg Time Held
Equity + Options
0.4
years
Top 20 Avg Time Held
Equity + Options
0.4
years
Avg Time Held Equity only
0.6
years
Top 10 Avg Time Held Equity only
0.6
years
Top 20 Avg Time Held Equity only
0.6
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$11.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$49.5M |
| 2 |
iShares Russell 1000 Growth ETF
IWF
|
+$8.78M |
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
$53.7B
| $195M | 48.41% |
7,908,000
-5,300,000
| -40% | -$126M |
2016 Q4
2 quarters
|
|
|
2
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.3B
| $161M | 39.88% |
3,883,000
+2,483,000
| +177% | +$101M |
2017 Q1
1 quarter
|
|
|
3
iShares MSCI Emerging Markets ETF
EEM
$28.3B
| $29.4M | 7.3% |
710,921
+287,293
| +68% | +$11.7M |
2016 Q3
3 quarters
|
|
|
4
State Street Financial Select Sector SPDR ETF
XLF
$53.7B
| $16M | 3.96% |
646,667
-2,084,070
| -76% | -$49.5M |
2016 Q4
2 quarters
|
|
5
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $1.79M | 0.44% |
+35,000
| New | +$2.02M |
2017 Q2
0 quarters
|
|
|
6
iShares Russell 1000 Growth ETF
IWF
$119B
| – | – |
-308,428
| Closed | -$8.78M | – |
|
7
CALL
State Street Energy Select Sector SPDR ETF
XLE
$44.5B
| – | – |
-1,500,000
| Closed | -$52.4M | – |
|
|
8
PUT
State Street Energy Select Sector SPDR ETF
XLE
$44.5B
| – | – |
-3,000,000
| Closed | -$105M | – |
|
Similar funds
Capula Management's Q2 2017 Portfolio in Review
As of Q2 2017, Capula Management held 8 positions worth $403M, down 35% from $616M the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Capula Management withdrew a net $46.5M in Q2 2017, closing 3 positions and reducing 2 holdings. Its most notable exit was iShares Russell 1000 Growth ETF, an estimated $8.78M position sold in full.
Against the trend, Capula Management added an estimated $11.7M to iShares MSCI Emerging Markets ETF.
- Capula Management added most to iShares MSCI Emerging Markets ETF in Q2 2017, an estimated $11.7M increase.
- Capula Management's biggest Q2 2017 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $49.5M.
- Capula Management fully exited iShares Russell 1000 Growth ETF in Q2 2017, selling an estimated $8.78M.
- Capula Management's ten largest holdings make up 100% of its $403M portfolio in Q2 2017.
- Capula Management opened 1 new position and closed 3 in Q2 2017.
- Capula Management's portfolio value fell 35% quarter-over-quarter to $403M.
Based on Capula Management's 13F filing for Q2 2017, filed 11 Aug 2017.