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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
-17.68%
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
$5.86B
AUM Growth
-$1.14B
(-16%)
Cap. Flow
-$53.7M
Cap. Flow
% of AUM
-0.92%
Top 10 Holdings %
Top 10 Hldgs %
31.01%
Holding
390
New
115
Increased
100
Reduced
80
Closed
86
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 | Technology | 3.07% |
| 2 | Financials | 1.18% |
| 3 | Industrials | 1.14% |
| 4 | Consumer Discretionary | 0.78% |
| 5 | Communication Services | 0.64% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $494M | 8.43% |
1,308,900
-585,300
| -31% | -$240M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $286M | 4.89% |
759,000
+515,300
| +211% | +$211M |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $218M | 3.72% |
1,285,900
+565,300
| +78% | +$104M |
|
|
4
CALL
iShares Russell 2000 ETF
IWM
$80.9B
| $170M | 2.9% |
1,001,900
+640,300
| +177% | +$118M |
|
5
CALL
AbbVie
ABBV
$458B
| $134M | 2.29% |
874,500
+822,500
| +1,582% | +$126M |
|
|
6
PUT
Apple
AAPL
$4.89T
| $121M | 2.06% |
883,700
-885,000
| -50% | -$134M |
|
7
CALL
Johnson & Johnson
JNJ
$635B
| $118M | 2.02% |
666,000
+261,600
| +65% | +$46.6M |
|
8
PUT
Microsoft
MSFT
$2.84T
| $113M | 1.93% |
439,700
-409,800
| -48% | -$111M |
|
|
9
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $81.9M | 1.4% |
217,072
-5,643
| -3% | -$2.31M |
|
10
CALL
Bristol-Myers Squibb
BMY
$127B
| $80.7M | 1.38% |
1,048,000
+448,000
| +75% | +$34.1M |
|
11
PUT
Amazon
AMZN
$2.5T
| $75.5M | 1.29% |
711,200
-702,800
| -50% | -$87.9M |
|
|
12
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $72.6M | 1.24% |
235,800
+191,700
| +435% | +$62.7M |
|
13
CALL
IBM
IBM
$202B
| $66.2M | 1.13% |
469,000
-10,600
| -2% | -$1.43M |
|
|
14
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $63.4M | 1.08% |
2,017,300
+1,359,400
| +207% | +$47M |
|
15
PUT
Alphabet (Google) Class A
GOOGL
$3.91T
| $60.4M | 1.03% |
554,000
-1,162,000
| -68% | -$137M |
|
16
CALL
JPMorgan Chase
JPM
$939B
| $59.8M | 1.02% |
530,900
+417,700
| +369% | +$51.8M |
|
|
17
CALL
Invesco QQQ Trust
QQQ
$455B
| $59.7M | 1.02% |
213,000
+81,000
| +61% | +$25.1M |
|
|
18
CALL
Microsoft
MSFT
$2.84T
| $57.8M | 0.99% |
225,000
+47,500
| +27% | +$12.9M |
|
19
CALL
Procter & Gamble
PG
$343B
| $56.8M | 0.97% |
395,000
-107,700
| -21% | -$16.2M |
|
|
20
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $56.4M | 0.96% |
183,300
+124,400
| +211% | +$40.7M |
|
21
CALL
Intel
INTC
$466B
| $55.5M | 0.95% |
1,484,000
+894,200
| +152% | +$38.7M |
|
22
CALL
Texas Instruments
TXN
$255B
| $52.5M | 0.9% |
342,000
+98,700
| +41% | +$16.6M |
|
23
CALL
Merck
MRK
$324B
| $50.4M | 0.86% |
553,000
-12,000
| -2% | -$1.06M |
|
24
PUT
NVIDIA
NVDA
$5.01T
| $47.2M | 0.81% |
3,115,000
+503,000
| +19% | +$9.49M |
|
25
PUT
Coca-Cola
KO
$354B
| $46.9M | 0.8% |
745,700
+117,900
| +19% | +$7.47M |
|
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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's Q2 2022 filing shows 115 new, 100 increased, 80 reduced and 86 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 122,635 shares worth $37.8M. The largest sale was Invesco QQQ Trust, an estimated $42.8M.
By sector, the portfolio is most concentrated in Technology at 3.1% of assets, up from 0.71% a quarter earlier, followed by Financials and Industrials.
- 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.