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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
-8.27%
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
$7B
AUM Growth
+$2.29B
Cap. Flow
+$2.5B
Cap. Flow %
35.75%
Top 10 Hldgs %
36.91%
Holding
320
New
153
Increased
82
Reduced
39
Closed
45

Top Buys

Rank Stock Value
1
TSM icon
TSMC
TSM
+$14.2M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$13M
3
APD icon
Air Products & Chemicals
APD
+$11.7M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$9.69M
5
LOW icon
Lowe's Companies
LOW
+$8.26M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$866M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$130M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$33.3M
4
IWM icon
iShares Russell 2000 ETF
IWM
+$12.4M
5
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$8.49M

Sector Composition

Rank Sector Weight
1 Technology 0.71%
2 Communication Services 0.42%
3 Consumer Discretionary 0.31%
4 Financials 0.26%
5 Materials 0.21%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QQQ icon
26
Invesco QQQ Trust
QQQ
$455B
$55.8M 0.8%
153,784
-365,818
-70% -$130M
MSFT icon
27
CALL
Microsoft
MSFT
$2.84T
$54.7M 0.78%
177,500
+152,500
+610% +$45.9M
UNP icon
28
PUT
Union Pacific
UNP
$183B
$53.3M 0.76%
195,000
+10,000
+5% +$2.53M
CRM icon
29
PUT
Salesforce
CRM
$134B
$53.1M 0.76%
250,000
+232,000
+1,289% +$49.9M
SMH icon
30
CALL
VanEck Semiconductor ETF
SMH
$67.6B
$50.2M 0.72%
372,200
+335,800
+923% +$46M
DE icon
31
CALL
Deere & Co
DE
$170B
$48.4M 0.69%
+116,500
New +$44.6M
QQQ icon
32
CALL
Invesco QQQ Trust
QQQ
$455B
$47.9M 0.68%
132,000
+108,100
+452% +$38.4M
CSCO icon
33
CALL
Cisco
CSCO
$450B
$46.7M 0.67%
838,400
+583,600
+229% +$33M
TWTR
34
PUT
DELISTED
Twitter, Inc.
TWTR
$46.4M 0.66%
1,200,000
+1,168,800
+3,746% +$42.7M
UPS icon
35
CALL
United Parcel Service
UPS
$97.6B
$46.4M 0.66%
+216,400
New +$46M
MRK icon
36
CALL
Merck
MRK
$324B
$46.4M 0.66%
565,000
+536,200
+1,862% +$42.3M
XLU icon
37
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
$46.2M 0.66%
1,239,800
+1,075,400
+654% +$37.3M
TXN icon
38
CALL
Texas Instruments
TXN
$255B
$44.6M 0.64%
243,300
+188,300
+342% +$33.2M
INTC icon
39
PUT
Intel
INTC
$466B
$43.9M 0.63%
886,100
+821,100
+1,263% +$40.7M
BMY icon
40
CALL
Bristol-Myers Squibb
BMY
$127B
$43.8M 0.63%
+600,000
New +$40.3M
THC icon
41
CALL
Tenet Healthcare
THC
$20.1B
$43.3M 0.62%
+504,200
New +$41.4M
EMR icon
42
PUT
Emerson Electric
EMR
$82.9B
$42.4M 0.61%
432,100
+402,100
+1,340% +$38.1M
XLF icon
43
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$41.8M 0.6%
1,091,700
-3,903,600
-78% -$153M
C icon
44
CALL
Citigroup
C
$222B
$41.7M 0.6%
780,000
+481,100
+161% +$29.7M
DE icon
45
PUT
Deere & Co
DE
$170B
$41.6M 0.59%
+100,100
New +$38.4M
TSM icon
46
PUT
TSMC
TSM
$2.09T
$40.6M 0.58%
389,500
+355,400
+1,042% +$41.6M
MCD icon
47
PUT
McDonald's
MCD
$188B
$40.1M 0.57%
162,300
+70,200
+76% +$17.5M
CSCO icon
48
PUT
Cisco
CSCO
$450B
$40.1M 0.57%
+718,700
New +$40.7M
KO icon
49
PUT
Coca-Cola
KO
$354B
$38.9M 0.56%
627,800
+499,100
+388% +$30.4M
C icon
50
PUT
Citigroup
C
$222B
$37.6M 0.54%
705,000
+113,900
+19% +$7.04M
1
2
3 4 5

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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 Q1 2022 Portfolio in Review

As of Q1 2022, Capula Management held 320 positions worth $7B, up 49% from $4.71B the previous quarter. Its ten largest holdings account for 37% of the portfolio.

Capula Management deployed $2.5B of net new capital in Q1 2022, opening 153 new positions and adding to 82 existing holdings. Its largest new stake was TSMC: 121,410 shares worth $12.7M.

By sector, the portfolio is most concentrated in Technology at 0.71% of assets, up from 0.55% a quarter earlier, followed by Communication Services and Consumer Discretionary.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $866M trimmed.

  • Capula Management's largest Q1 2022 buy was TSMC: 121,410 shares worth $12.7M.
  • Capula Management added most to State Street Financial Select Sector SPDR ETF in Q1 2022, an estimated $13M increase.
  • Capula Management's biggest Q1 2022 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $866M.
  • Capula Management fully exited iShares China Large-Cap ETF in Q1 2022, selling an estimated $33.3M.
  • Capula Management's ten largest holdings make up 37% of its $7B portfolio in Q1 2022.
  • Capula Management opened 153 new positions and closed 45 in Q1 2022.
  • Capula Management's portfolio value rose 49% quarter-over-quarter to $7B.

Based on Capula Management's 13F filing for Q1 2022, filed 17 May 2022.