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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
-17.68%
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
$5.86B
AUM Growth
-$1.14B
(-16%)
Cap. Flow
+$469M
Cap. Flow % of AUM
Cap. Flow %
8.01%
Top 10 Holdings %
Top 10 Hldgs %
31.01%
Holding
390
New
115
Increased
100
Reduced
80
Closed
86
Avg Time Held
Equity + Options
0.5
years
Top 10 Avg Time Held
Equity + Options
0.4
years
Top 20 Avg Time Held
Equity + Options
0.6
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
0.4
years
Top 20 Avg Time Held Equity only
0.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$40.1M |
| 2 |
Apple
AAPL
|
+$35.1M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$32.7M |
| 4 |
Western Digital
WDC
|
+$32.6M |
| 5 |
Honeywell
HON
|
+$31.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$42.8M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$9.4M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$8.34M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$6.74M |
| 5 |
Citigroup
C
|
+$6.57M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 91.7% |
| 2 | Technology | 3.07% |
| 3 | Financials | 1.18% |
| 4 | Industrials | 1.14% |
| 5 | Consumer Discretionary | 0.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$796B
| $494M | 8.43% |
1,308,900
-585,300
| -31% | -$240M |
2019 Q2
12 quarters
|
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$796B
| $286M | 4.89% |
759,000
+515,300
| +211% | +$211M |
2021 Q2
4 quarters
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$77.9B
| $218M | 3.72% |
1,285,900
+565,300
| +78% | +$104M |
2021 Q2
4 quarters
|
|
|
4
CALL
iShares Russell 2000 ETF
IWM
$77.9B
| $170M | 2.9% |
1,001,900
+640,300
| +177% | +$118M |
2021 Q2
4 quarters
|
|
5
CALL
AbbVie
ABBV
$519B
| $134M | 2.29% |
874,500
+822,500
| +1,582% | +$126M |
2022 Q1
1 quarter
|
|
|
6
PUT
Apple
AAPL
$5.07T
| $121M | 2.06% |
883,700
-885,000
| -50% | -$134M |
2019 Q2
12 quarters
|
|
7
CALL
Johnson & Johnson
JNJ
$676B
| $118M | 2.02% |
666,000
+261,600
| +65% | +$46.6M |
2022 Q1
1 quarter
|
|
8
PUT
Microsoft
MSFT
$3.96T
| $113M | 1.93% |
439,700
-409,800
| -48% | -$111M |
2019 Q2
12 quarters
|
|
|
9
State Street SPDR S&P 500 ETF Trust
SPY
$796B
| $81.9M | 1.4% |
217,072
-5,643
| -3% | -$2.31M |
2018 Q3
15 quarters
|
|
10
CALL
Bristol-Myers Squibb
BMY
$128B
| $80.7M | 1.38% |
1,048,000
+448,000
| +75% | +$34.1M |
2022 Q1
1 quarter
|
|
11
PUT
Amazon
AMZN
$2.93T
| $75.5M | 1.29% |
711,200
-702,800
| -50% | -$87.9M |
2021 Q1
5 quarters
|
|
|
12
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
| $72.6M | 1.24% |
235,800
+191,700
| +435% | +$62.7M |
2022 Q1
1 quarter
|
|
13
CALL
IBM
IBM
$231B
| $66.2M | 1.13% |
469,000
-10,600
| -2% | -$1.43M |
2020 Q4
6 quarters
|
|
|
14
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.2B
| $63.4M | 1.08% |
2,017,300
+1,359,400
| +207% | +$47M |
2020 Q2
8 quarters
|
|
15
PUT
Alphabet (Google) Class A
GOOGL
$3.53T
| $60.4M | 1.03% |
554,000
-1,162,000
| -68% | -$137M |
2019 Q2
12 quarters
|
|
16
CALL
JPMorgan Chase
JPM
$908B
| $59.8M | 1.02% |
530,900
+417,700
| +369% | +$51.8M |
2020 Q4
6 quarters
|
|
|
17
CALL
Invesco QQQ Trust
QQQ
$458B
| $59.7M | 1.02% |
213,000
+81,000
| +61% | +$25.1M |
2021 Q1
5 quarters
|
|
|
18
CALL
Microsoft
MSFT
$3.96T
| $57.8M | 0.99% |
225,000
+47,500
| +27% | +$12.9M |
2020 Q4
6 quarters
|
|
19
CALL
Procter & Gamble
PG
$391B
| $56.8M | 0.97% |
395,000
-107,700
| -21% | -$16.2M |
2021 Q3
3 quarters
|
|
|
20
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
| $56.4M | 0.96% |
183,300
+124,400
| +211% | +$40.7M |
2022 Q1
1 quarter
|
|
21
CALL
Intel
INTC
$309B
| $55.5M | 0.95% |
1,484,000
+894,200
| +152% | +$38.7M |
2022 Q1
1 quarter
|
|
22
CALL
Texas Instruments
TXN
$275B
| $52.5M | 0.9% |
342,000
+98,700
| +41% | +$16.6M |
2021 Q3
3 quarters
|
|
23
CALL
Merck
MRK
$365B
| $50.4M | 0.86% |
553,000
-12,000
| -2% | -$1.06M |
2021 Q2
4 quarters
|
|
24
PUT
NVIDIA
NVDA
$4.08T
| $47.2M | 0.81% |
3,115,000
+503,000
| +19% | +$9.49M |
2020 Q4
6 quarters
|
|
25
PUT
Coca-Cola
KO
$417B
| $46.9M | 0.8% |
745,700
+117,900
| +19% | +$7.47M |
2021 Q1
5 quarters
|
|
Similar funds
Capula Management's Q2 2022 Portfolio in Review
As of Q2 2022, Capula Management held 390 positions worth $5.86B, down 16% from $7B the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Capula Management deployed $469M of net new capital in Q2 2022, opening 115 new positions and adding to 100 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 122,635 shares worth $37.8M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 98% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $42.8M trimmed.
- Capula Management's largest Q2 2022 buy was State Street SPDR Dow Jones Industrial Average ETF Trust: 122,635 shares worth $37.8M.
- Capula Management added most to Apple in Q2 2022, an estimated $35.1M increase.
- Capula Management's biggest Q2 2022 reduction was Invesco QQQ Trust, cutting an estimated $42.8M.
- Capula Management fully exited State Street Consumer Discretionary Select Sector SPDR ETF in Q2 2022, selling an estimated $8.34M.
- Capula Management's ten largest holdings make up 31% of its $5.86B portfolio in Q2 2022.
- Capula Management opened 115 new positions and closed 86 in Q2 2022.
- Capula Management's portfolio value fell 16% quarter-over-quarter to $5.86B.
Based on Capula Management's 13F filing for Q2 2022, filed 15 Aug 2022.