Stocks/Funds/CIK 1557017

Capula Management Ltd

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1557017
Assets
$11.41B
-15.7% YoY
Holdings
408
Lifetime alpha vs market
+2.03% annual
Average hold time
1.9 yr
median 1.5 yr

Quarterly history

Cum return +192% vs S&P +151% · α +41% lifetimeAUM $11.4B · peak $15.4BFlow $-3.1B (-20%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-21.30%
trims when stocks drop
when a holding falls −10%+
Middle response
-20.93%
baseline attrition
Rally response
-25.03%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
IVViShares Core S&P 500 ETF$5.94B52.1%1.5 yr
SPYState Street SPDR S&P 50$4.01B35.1%+17.6%7.5 yr
CWANClearwater Analytics Hol$63M0.6%-11.8%0.8 yr
NVDANVIDIA Corporation$59M0.5%+60.9%5.5 yr
FOLDAmicus Therapeutics, Inc$46M0.4%+77.2%1.0 yr
$43M0.4%0.3 yr
LBRDKLiberty Broadband Corpor$42M0.4%2.8 yr
NSCNorfolk Southern Corpora$42M0.4%+23.6%2.0 yr
KVUEKenvue Inc.$39M0.3%-25.0%0.5 yr
SEESealed Air Corporation$39M0.3%+48.7%0.5 yr
VOOVanguard S&P 500 ETF$39M0.3%1.3 yr
FXIiShares China Large-Cap $37M0.3%6.8 yr
HOLXHologic, Inc.$35M0.3%+22.4%2.0 yr
AESThe AES Corporation$35M0.3%+19.9%1.5 yr
GTLSChart Industries, Inc.$34M0.3%+43.2%0.5 yr

Portfolio composition (YoY)

Industry mix
Asset Management89.0%+11.3pp$10.15B
Semiconductors1.0%-5.0pp$119M
Software - Application1.0%-3.0pp$116M
Unknown0.8%+0.6pp$87M
Software - Infrastructure0.6%+0.2pp$72M
Medical - Devices0.5%+0.5pp$60M
Biotechnology0.5%+0.5pp$60M
Entertainment0.4%+0.3pp$45M
Railroads0.4%+0.4pp$44M
Telecommunications Services0.4%-0.6pp$43M
Country
US98.5%-0.2pp
Unknown0.8%+0.6pp
GB0.2%-0.3pp
CN0.2%+0.1pp
BM0.1%+0.1pp
CA0.1%+0.1pp
TW0.1%-0.1pp
IL0.0%
Top 5: 88.7% · Top 10: 90.5% · Top 25: 94.3%

Winners

TickerPrev $PnLYoY %
NVDA$597M+0.36B60.9%
SPY$1.22B+0.21B17.6%
TSLA$4M+0.00B43.4%
AMZN$4M+0.00B9.5%
CSGS$0M+0.00B34.6%

Losers

TickerPrev $PnLYoY %
BABA$3M-0.00B-3.5%
MSFT$6M-0.00B-0.6%

Top buys this quarter · 15

SPY State Street SPDR S&P 500 ETF +$323M
CWAN Clearwater Analytics Holdings,+$60M
FOLD Amicus Therapeutics, Inc.+$46M
AES The AES Corporation+$35M
PEN Penumbra, Inc.+$33M
NSC Norfolk Southern Corporation+$27M
GTLS Chart Industries, Inc.+$27M
OS OneStream, Inc. Class A Commonnew+$26M
MASI Masimo Corporation+$25M
KVUE Kenvue Inc.+$22M

Top sells this quarter · 15

UNH UnitedHealth Group Incorporate$260M
BABA Alibaba Group Holding Limited$167M
IBM International Business Machine$165M
UBER Uber Technologies, Inc.$163M
XOM Exxon Mobil Corporation$135M
CAT Caterpillar Inc.$119M
DELL Dell Technologies Inc.exit$114M
QCOM QUALCOMM Incorporated$82M
COIN Coinbase Global, Inc.$74M
PYPL PayPal Holdings, Inc.$73M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$11.41B408+29.25%+17.59%+11.66%-3.07B
2025-12-31$15.38B314+29.91%+17.72%+12.20%+2.74B
2025-09-30$13.42B308+42.95%+17.52%+25.44%+3.14B
2025-06-30$8.14B248+16.35%+14.94%+1.41%-7.50B
2025-03-31$13.54B374+5.26%+8.30%-3.04%-0.29B
2024-12-31$14.62B239+27.14%+24.89%+2.25%+6.35B
2024-09-30$7.98B284+37.90%+36.04%+1.86%-1.21B
2024-06-30$8.94B282+36.79%+24.49%+12.30%+5.85B
2024-03-31$2.95B367+40.02%+29.62%+10.39%+1.14B
2023-12-31$1.59B224+31.38%+26.18%+5.21%-0.14B
2023-09-30$1.53B311+24.25%+21.57%+2.68%+0.69B
2023-06-30$831M262+15.07%+19.42%-4.35%-0.40B
2023-03-31$1.15B368-11.16%-7.82%-3.34%+0.12B
2022-12-31$965M421-20.94%-18.17%-2.77%+0.10B
2022-09-30$814M294-17.42%-15.51%-1.91%+0.14B
2022-06-30$712M95-12.00%-10.62%-1.38%+0.41B