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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
-8.27%
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
$7B
AUM Growth
+$2.29B
(+49%)
Cap. Flow
-$951M
Cap. Flow
% of AUM
-13.6%
Top 10 Holdings %
Top 10 Hldgs %
36.91%
Holding
320
New
153
Increased
82
Reduced
39
Closed
45
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
TSMC
TSM
|
+$14.2M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$13M |
| 3 |
Air Products & Chemicals
APD
|
+$11.7M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$9.69M |
| 5 |
Lowe's Companies
LOW
|
+$8.26M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$866M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$130M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$33.3M |
| 4 |
iShares Russell 2000 ETF
IWM
|
+$12.4M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$8.49M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 97.94% |
| 2 | Technology | 0.71% |
| 3 | Communication Services | 0.42% |
| 4 | Consumer Discretionary | 0.31% |
| 5 | Financials | 0.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $855M | 12.22% |
1,894,200
+1,402,300
| +285% | +$624M |
|
2
PUT
Apple
AAPL
$4.6T
| $309M | 4.41% |
1,768,700
+295,600
| +20% | +$49.7M |
|
3
PUT
Microsoft
MSFT
$3.65T
| $262M | 3.74% |
849,500
+165,600
| +24% | +$49.8M |
|
|
4
PUT
Alphabet (Google) Class A
GOOGL
$4.04T
| $239M | 3.41% |
1,716,000
+398,000
| +30% | +$54.1M |
|
5
PUT
Amazon
AMZN
$2.72T
| $230M | 3.29% |
1,414,000
+314,000
| +29% | +$48.5M |
|
6
CALL
Amgen
AMGN
$212B
| $187M | 2.68% |
+774,500
| New | +$178M |
|
|
7
PUT
iShares Russell 2000 ETF
IWM
$79B
| $148M | 2.11% |
720,600
+564,600
| +362% | +$115M |
|
8
PUT
Texas Instruments
TXN
$239B
| $139M | 1.99% |
760,000
+695,000
| +1,069% | +$123M |
|
|
9
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $110M | 1.57% |
243,700
+127,800
| +110% | +$56.9M |
|
|
10
CALL
Apple
AAPL
$4.6T
| $103M | 1.47% |
589,900
+449,700
| +321% | +$75.6M |
|
|
11
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $101M | 1.44% |
222,715
-1,944,113
| -90% | -$866M |
|
|
12
CALL
Amazon
AMZN
$2.72T
| $99.1M | 1.42% |
608,000
+508,000
| +508% | +$78.5M |
|
13
CALL
Walmart Inc
WMT
$840B
| $94.8M | 1.35% |
1,909,200
+1,219,200
| +177% | +$57.2M |
|
|
14
CALL
Alphabet (Google) Class A
GOOGL
$4.04T
| $91.2M | 1.3% |
656,000
+626,000
| +2,087% | +$85M |
|
15
CALL
Procter & Gamble
PG
$331B
| $76.8M | 1.1% |
502,700
+476,000
| +1,783% | +$74.5M |
|
|
16
CALL
iShares Russell 2000 ETF
IWM
$79B
| $74.2M | 1.06% |
361,600
+322,700
| +830% | +$65.8M |
|
17
CALL
Johnson & Johnson
JNJ
$644B
| $71.7M | 1.02% |
+404,400
| New | +$68.8M |
|
18
PUT
NVIDIA
NVDA
$5.4T
| $71.3M | 1.02% |
2,612,000
-5,460,000
| -68% | -$137M |
|
19
PUT
Tesla
TSLA
$1.45T
| $70.6M | 1.01% |
196,500
+10,500
| +6% | +$3.27M |
|
|
20
PUT
Johnson & Johnson
JNJ
$644B
| $69.9M | 1% |
+394,200
| New | +$67.1M |
|
21
CALL
IBM
IBM
$226B
| $62.4M | 0.89% |
479,600
+379,500
| +379% | +$49.5M |
|
22
PUT
Workday
WDAY
$44.8B
| $59.9M | 0.86% |
250,000
+210,000
| +525% | +$50M |
|
23
PUT
Meta Platforms (Facebook)
META
$1.67T
| $59.1M | 0.84% |
265,600
+37,200
| +16% | +$9.3M |
|
|
24
PUT
IBM
IBM
$226B
| $58.9M | 0.84% |
452,700
+266,600
| +143% | +$34.8M |
|
25
CALL
Union Pacific
UNP
$169B
| $58.7M | 0.84% |
215,000
+23,400
| +12% | +$5.91M |
|
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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 withdrew a net $951M in Q1 2022, closing 45 positions and reducing 39 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $33.3M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 98% a quarter earlier, followed by Technology and Communication Services.
Against the trend, Capula Management opened a new position in TSMC worth $12.7M.
- 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.