Capula Management Ltd Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$2.8T
Holdings
142
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (142 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 885,421 | $228.2B | 8.23% | Put |
| 2 | XLESELECT SECTOR SPDR TR | 3,904,333 | $113.5B | 4.09% | Put |
| 3 | EEMISHARES TR | 3,134,485 | $107.0B | 3.86% | Put |
| 4 | MRKMERCK & CO. INC | 1,200,000 | $92.3B | 3.33% | Put |
| 5 | AMZNAMAZON COM INC | 36,040 | $70.3B | 2.54% | Put |
| 6 | IWMISHARES TR | 574,289 | $65.7B | 2.37% | Put |
| 7 | GSGOLDMAN SACHS GROUP INC | 376,919 | $58.3B | 2.10% | Put |
| 8 | BMYBRISTOL-MYERS SQUIBB CO | 1,031,124 | $57.5B | 2.07% | Put |
| 9 | AAPLAPPLE INC | 221,988 | $56.4B | 2.04% | Put |
| 10 | NDQINVESCO QQQ TR | 275,000 | $52.4B | 1.89% | Put |
| 11 | FXIISHARES TR | 1,372,984 | $51.5B | 1.86% | Put |
| 12 | CSXCSX CORP | 895,897 | $51.3B | 1.85% | Put |
| 13 | METAFACEBOOK INC | 294,596 | $49.1B | 1.77% | Put |
| 14 | GOOGLALPHABET INC | 41,700 | $48.5B | 1.75% | Put |
| 15 | WMTWALMART INC | 369,586 | $42.0B | 1.52% | Put |
| 16 | JPMJPMORGAN CHASE & CO | 465,952 | $42.0B | 1.51% | Put |
| 17 | ADBEADOBE INC | 129,609 | $41.2B | 1.49% | Put |
| 18 | CATCATERPILLAR INC DEL | 350,455 | $40.7B | 1.47% | Put |
| 19 | GQ9SPDR GOLD TRUST | 266,731 | $39.5B | 1.42% | Put |
| 20 | SBUXSTARBUCKS CORP | 593,726 | $39.0B | 1.41% | Put |
| 21 | KOCOCA COLA CO | 828,920 | $36.7B | 1.32% | Put |
| 22 | DWDMORGAN STANLEY | 1,032,631 | $35.1B | 1.27% | Put |
| 23 | MCDMCDONALDS CORP | 209,338 | $34.6B | 1.25% | Put |
| 24 | UBSUBS GROUP AG | 3,822,520 | $34.6B | 1.25% | Put |
| 25 | CVXCHEVRON CORP NEW | 473,459 | $34.3B | 1.24% | Put |
| 26 | MSFTMICROSOFT CORP | 214,671 | $33.9B | 1.22% | Put |
| 27 | VVISA INC | 200,000 | $32.2B | 1.16% | Put |
| 28 | HDHOME DEPOT INC | 171,008 | $31.9B | 1.15% | Put |
| 29 | TWTRUSDTWITTER INC | 1,242,515 | $30.5B | 1.10% | Put |
| 30 | EBAEBAY INC | 953,034 | $28.6B | 1.03% | Put |
| 31 | PFEPFIZER INC | 851,983 | $27.8B | 1.00% | Put |
| 32 | ADSKAUTODESK INC | 176,450 | $27.5B | 0.99% | Put |
| 33 | AXPAMERICAN EXPRESS CO | 314,531 | $26.9B | 0.97% | Put |
| 34 | NFLXNETFLIX INC | 66,643 | $25.0B | 0.90% | Put |
| 35 | ABBVABBVIE INC | 324,357 | $24.7B | 0.89% | Put |
| 36 | CSCOCISCO SYS INC | 606,977 | $23.9B | 0.86% | Put |
| 37 | CMICUMMINS INC | 174,690 | $23.6B | 0.85% | Put |
| 38 | BACBK OF AMERICA CORP | 1,033,831 | $21.9B | 0.79% | Put |
| 39 | XOMEXXON MOBIL CORP | 577,016 | $21.9B | 0.79% | Put |
| 40 | TMUST MOBILE US INC | 260,000 | $21.8B | 0.79% | Put |
| 41 | CRMSALESFORCE COM INC | 148,374 | $21.4B | 0.77% | Put |
| 42 | XLISELECT SECTOR SPDR TR | 361,181 | $21.3B | 0.77% | Put |
| 43 | CMGCHIPOTLE MEXICAN GRILL INC | 31,715 | $20.8B | 0.75% | Put |
| 44 | CVSCVS HEALTH CORP | 345,958 | $20.5B | 0.74% | Put |
| 45 | PEPPEPSICO INC | 155,641 | $18.7B | 0.67% | Put |
| 46 | DISDISNEY WALT CO | 184,803 | $17.9B | 0.64% | Put |
| 47 | IBMINTERNATIONAL BUSINESS MACHS | 157,311 | $17.4B | 0.63% | Put |
| 48 | UPSUNITED PARCEL SERVICE INC | 181,132 | $16.9B | 0.61% | Put |
| 49 | ETNEATON CORP PLC | 207,097 | $16.1B | 0.58% | Put |
| 50 | EAELECTRONIC ARTS INC | 160,500 | $16.1B | 0.58% | Put |
| 51 | ITWILLINOIS TOOL WKS INC | 111,601 | $15.9B | 0.57% | Put |
| 52 | DEDEERE & CO | 113,600 | $15.7B | 0.57% | Put |
| 53 | MAMASTERCARD INC | 63,430 | $15.3B | 0.55% | Put |
| 54 | NVDANVIDIA CORP | 57,442 | $15.1B | 0.55% | Put |
| 55 | GDGENERAL DYNAMICS CORP | 113,870 | $15.1B | 0.54% | Put |
| 56 | DALDELTA AIR LINES INC DEL | 511,679 | $14.6B | 0.53% | Put |
| 57 | MMM3M CO | 103,740 | $14.2B | 0.51% | Put |
| 58 | NSCNORFOLK SOUTHERN CORP | 96,820 | $14.1B | 0.51% | Put |
| 59 | WFCWELLS FARGO CO NEW | 486,990 | $14.0B | 0.50% | Put |
| 60 | ALXNALEXION PHARMACEUTICALS INC | 154,070 | $13.8B | 0.50% | Put |
| 61 | BKNGBOOKING HLDGS INC | 10,080 | $13.6B | 0.49% | Put |
| 62 | NKENIKE INC | 160,034 | $13.2B | 0.48% | Put |
| 63 | JNJJOHNSON & JOHNSON | 99,113 | $13.0B | 0.47% | Put |
| 64 | VMCVULCAN MATLS CO | 116,905 | $12.6B | 0.46% | Put |
| 65 | GMGENERAL MTRS CO | 591,368 | $12.3B | 0.44% | Put |
| 66 | HYGISHARES TR | 155,200 | $12.0B | 0.43% | Put |
| 67 | XMESPDR SER TR | 740,793 | $11.9B | 0.43% | Put |
| 68 | LLYLILLY ELI & CO | 84,124 | $11.7B | 0.42% | Put |
| 69 | WDAYWORKDAY INC | 89,222 | $11.6B | 0.42% | Put |
| 70 | NTESNETEASE INC | 36,010 | $11.6B | 0.42% | Put |
| 71 | LULULULULEMON ATHLETICA INC | 60,623 | $11.5B | 0.41% | Put |
| 72 | UNHUNITEDHEALTH GROUP INC | 45,516 | $11.4B | 0.41% | Put |
| 73 | HBC2HSBC HLDGS PLC | 398,520 | $11.2B | 0.40% | Put |
| 74 | AMDADVANCED MICRO DEVICES INC | 245,000 | $11.1B | 0.40% | Call |
| 75 | MDTMEDTRONIC PLC | 119,575 | $10.8B | 0.39% | Put |
| 76 | HESHESS CORP | 318,872 | $10.6B | 0.38% | Put |
| 77 | STXSEAGATE TECHNOLOGY PLC | 215,700 | $10.5B | 0.38% | Put |
| 78 | BACVERIZON COMMUNICATIONS INC | 195,034 | $10.5B | 0.38% | Put |
| 79 | CMCSACOMCAST CORP NEW | 300,000 | $10.3B | 0.37% | Call |
| 80 | MDLZMONDELEZ INTL INC | 205,291 | $10.3B | 0.37% | Put |
| 81 | BPBP PLC | 403,653 | $9.8B | 0.36% | Put |
| 82 | BABAALIBABA GROUP HLDG LTD | 50,523 | $9.8B | 0.35% | Put |
| 83 | MLMMARTIN MARIETTA MATLS INC | 51,395 | $9.7B | 0.35% | Put |
| 84 | LOWLOWES COS INC | 112,239 | $9.7B | 0.35% | Put |
| 85 | WDCWESTERN DIGITAL CORP. | 220,565 | $9.2B | 0.33% | Put |
| 86 | LMTLOCKHEED MARTIN CORP | 26,400 | $8.9B | 0.32% | Put |
| 87 | PGPROCTER & GAMBLE CO | 75,000 | $8.3B | 0.30% | Put |
| 88 | ASMLASML HOLDING N V | 31,200 | $8.2B | 0.29% | Put |
| 89 | 7HPHP INC | 443,126 | $7.7B | 0.28% | Put |
| 90 | 0VVBVIACOMCBS INC | 543,712 | $7.6B | 0.27% | Put |
| 91 | DDDUPONT DE NEMOURS INC | 215,529 | $7.3B | 0.27% | Put |
| 92 | INTCINTEL CORP | 135,751 | $7.3B | 0.27% | Put |
| 93 | KSUEURKANSAS CITY SOUTHERN | 55,800 | $7.1B | 0.26% | Put |
| 94 | VRSNVERISIGN INC | 39,321 | $7.1B | 0.26% | Put |
| 95 | MASMASCO CORP | 200,479 | $6.9B | 0.25% | Put |
| 96 | FDXFEDEX CORP | 56,550 | $6.9B | 0.25% | Put |
| 97 | ABTABBOTT LABS | 80,958 | $6.4B | 0.23% | Put |
| 98 | QCOMQUALCOMM INC | 89,780 | $6.1B | 0.22% | Put |
| 99 | FFORD MTR CO DEL | 1,205,215 | $5.8B | 0.21% | Put |
| 100 | CPBCAMPBELL SOUP CO | 123,101 | $5.7B | 0.21% | Put |
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