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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
+5.16%
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
$589M
AUM Growth
+$108M
(+22%)
Cap. Flow
-$24.5M
Cap. Flow % of AUM
Cap. Flow %
-4.16%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
6
New
2
Increased
–
Reduced
3
Closed
–
Avg Time Held
Equity + Options
0.7
years
Top 10 Avg Time Held
Equity + Options
0.7
years
Top 20 Avg Time Held
Equity + Options
0.7
years
Avg Time Held Equity only
1.1
years
Top 10 Avg Time Held Equity only
1.1
years
Top 20 Avg Time Held Equity only
1.1
years
Top Buys
No buys this quarter
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$16.2M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$8.34M |
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
$52.4B
| $260M | 44.14% |
9,308,000
| – | – |
2016 Q4
4 quarters
|
|
|
2
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.1B
| $154M | 26.1% |
3,260,000
-1,468,000
| -31% | -$67.9M |
2017 Q1
3 quarters
|
|
3
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $87.3M | 14.83% |
+1,000,000
| New | +$87.8M |
2017 Q4
0 quarters
|
|
|
4
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.1B
| $82.9M | 14.09% |
+1,760,000
| New | +$81.4M |
2017 Q4
0 quarters
|
|
|
5
iShares MSCI Emerging Markets ETF
EEM
$28.1B
| $4.97M | 0.84% |
105,540
-349,055
| -77% | -$16.2M |
2016 Q3
5 quarters
|
|
|
6
State Street Financial Select Sector SPDR ETF
XLF
$52.4B
| $7K | ﹤0.01% |
255
-309,999
| -100% | -$8.34M |
2016 Q4
4 quarters
|
|
Similar funds
Capula Management's Q4 2017 Portfolio in Review
As of Q4 2017, Capula Management held 6 positions worth $589M, up 22% from $481M the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Capula Management withdrew a net $24.5M in Q4 2017, reducing 3 holdings. Its largest reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $16.2M.
- Capula Management's biggest Q4 2017 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $16.2M.
- Capula Management's ten largest holdings make up 100% of its $589M portfolio in Q4 2017.
- Capula Management opened 2 new positions and closed 0 in Q4 2017.
- Capula Management's portfolio value rose 22% quarter-over-quarter to $589M.
Based on Capula Management's 13F filing for Q4 2017, filed 12 Feb 2018.