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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
+4.69%
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
$403M
AUM Growth
-$213M
Cap. Flow
-$227M
Cap. Flow %
-56.21%
Top 10 Hldgs %
100%
Holding
8
New
1
Increased
2
Reduced
2
Closed
3

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$11.7M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$49.5M
2
IWF icon
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
XLF icon
1
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$195M 48.41%
7,908,000
-5,300,000
-40% -$126M
EEM icon
2
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$161M 39.88%
3,883,000
+2,483,000
+177% +$101M
EEM icon
3
iShares MSCI Emerging Markets ETF
EEM
$28B
$29.4M 7.3%
710,921
+287,293
+68% +$11.7M
XLF icon
4
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$16M 3.96%
646,667
-2,084,070
-76% -$49.5M
VXX
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
IWF icon
6
iShares Russell 1000 Growth ETF
IWF
$122B
– –
-308,428
Closed -$8.78M
XLE icon
7
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
– –
-1,500,000
Closed -$52.4M
XLE icon
8
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
– –
-3,000,000
Closed -$105M

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 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 $227M 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.