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Capula Management Portfolio holdings

AUM $28B
1-Year Est. Return 22.67%
This Fund
S&P 500
This Quarter Est. Return
-26.54%
1 Year Est. Return
+22.67%
3 Year Est. Return
+90.67%
5 Year Est. Return
+93.79%
10 Year Est. Return
+167.22%
AUM
$2.77B
AUM Growth
-$1.91B
Cap. Flow
+$612M
Cap. Flow %
22.07%
Top 10 Hldgs %
22.48%
Holding
477
New
110
Increased
107
Reduced
113
Closed
125

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$85.2M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$67.3M
3
GS icon
Goldman Sachs
GS
+$29M
4
IWM icon
iShares Russell 2000 ETF
IWM
+$28.2M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$23.3M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$25.9M
2
BA icon
Boeing
BA
+$16.9M
3
IYR icon
iShares US Real Estate ETF
IYR
+$8.2M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$6.14M
5
VZ icon
Verizon
VZ
+$2.7M

Sector Composition

Rank Sector Weight
1 Miscellaneous 84.85%
2 Financials 3.5%
3 Industrials 2.42%
4 Technology 2.15%
5 Consumer Discretionary 2.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$815B
$109M 3.95%
424,300
-485,700
-53% -$148M
MRK icon
2
CALL
Merck
MRK
$371B
$84.6M 3.05%
1,152,800
+1,021,800
+780% +$80.3M
EEM icon
3
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.9B
$80.8M 2.91%
+2,366,000
New +$97.1M
SPY icon
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$815B
$61.9M 2.23%
240,000
-1,065,000
-82% -$325M
SPY icon
5
State Street SPDR S&P 500 ETF Trust
SPY
$815B
$57M 2.06%
221,121
+220,629
+44,843% +$67.3M
XLE icon
6
PUT
State Street Energy Select Sector SPDR ETF
XLE
$41.7B
$54.2M 1.96%
+3,731,800
New +$88.5M
XLE icon
7
State Street Energy Select Sector SPDR ETF
XLE
$41.7B
$52.2M 1.88%
+3,590,666
New +$85.2M
AMZN icon
8
PUT
Amazon
AMZN
$2.79T
$46.4M 1.67%
476,000
-196,000
-29% -$19M
QQQ icon
9
PUT
Invesco QQQ Trust
QQQ
$489B
$39M 1.41%
205,000
+155,000
+310% +$32.8M
FXI icon
10
PUT
iShares China Large-Cap ETF
FXI
$4.28B
$37.5M 1.35%
1,000,000
-7,821,600
-89% -$318M
AAPL icon
11
PUT
Apple
AAPL
$4.67T
$34.2M 1.23%
538,000
+98,000
+22% +$7.21M
BMY icon
12
CALL
Bristol-Myers Squibb
BMY
$136B
$31.2M 1.13%
560,000
+525,000
+1,500% +$32.1M
GOOGL icon
13
CALL
Alphabet (Google) Class A
GOOGL
$4.14T
$30.1M 1.09%
518,000
+88,000
+20% +$5.96M
META icon
14
PUT
Meta Platforms (Facebook)
META
$1.57T
$29.6M 1.07%
177,500
-157,500
-47% -$30.8M
EEM icon
15
iShares MSCI Emerging Markets ETF
EEM
$31.9B
$26.2M 0.95%
768,485
+568,485
+284% +$23.3M
V icon
16
CALL
Visa
V
$700B
$25M 0.9%
155,000
+85,000
+121% +$16M
JPM icon
17
CALL
JPMorgan Chase
JPM
$953B
$23.9M 0.86%
265,000
+180,000
+212% +$21.9M
IWM icon
18
PUT
iShares Russell 2000 ETF
IWM
$81.2B
$22.9M 0.83%
+200,000
New +$29.8M
WMT icon
19
PUT
Walmart Inc
WMT
$850B
$22.7M 0.82%
600,000
+29,400
+5% +$1.13M
AMZN icon
20
CALL
Amazon
AMZN
$2.79T
$22.6M 0.82%
232,000
-178,000
-43% -$17.2M
GS icon
21
PUT
Goldman Sachs
GS
$302B
$22.5M 0.81%
145,600
+76,900
+112% +$16.3M
EBAY icon
22
CALL
eBay
EBAY
$46B
$21.9M 0.79%
730,000
+698,900
+2,247% +$24.3M
IWM icon
23
iShares Russell 2000 ETF
IWM
$81.2B
$21.7M 0.78%
+189,289
New +$28.2M
IWM icon
24
CALL
iShares Russell 2000 ETF
IWM
$81.2B
$21.2M 0.76%
+185,000
New +$27.6M
GS icon
25
Goldman Sachs
GS
$302B
$21.1M 0.76%
+136,719
New +$29M
1
2 3 4 5

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UIM
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Capula Management's Q1 2020 Portfolio in Review

As of Q1 2020, Capula Management held 477 positions worth $2.77B, down 41% from $4.68B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Capula Management deployed $612M of net new capital in Q1 2020, opening 110 new positions and adding to 107 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 3,590,666 shares worth $52.2M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, down from 97% a quarter earlier, followed by Financials and Industrials.

On the sell side, the largest reduction was iShares China Large-Cap ETF, an estimated $6.14M trimmed.

  • Capula Management's largest Q1 2020 buy was State Street Energy Select Sector SPDR ETF: 3,590,666 shares worth $52.2M.
  • Capula Management added most to State Street SPDR S&P 500 ETF Trust in Q1 2020, an estimated $67.3M increase.
  • Capula Management's biggest Q1 2020 reduction was iShares China Large-Cap ETF, cutting an estimated $6.14M.
  • Capula Management fully exited Invesco QQQ Trust in Q1 2020, selling an estimated $25.9M.
  • Capula Management's ten largest holdings make up 22% of its $2.77B portfolio in Q1 2020.
  • Capula Management opened 110 new positions and closed 125 in Q1 2020.
  • Capula Management's portfolio value fell 41% quarter-over-quarter to $2.77B.

Based on Capula Management's 13F filing for Q1 2020, filed 15 May 2020.