Capula Management Ltd Q1 2022 Filing

Filed May 17, 2022

Portfolio Value

$7.0T

Holdings

125

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (125 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
2,360,615$1.1T15.23%Put
2
AAPLAPPLE INC
2,434,455$425.1B6.07%Put
3
GOOGLALPHABET INC
121,348$337.5B4.82%Put
4
AMZNAMAZON COM INC
103,424$337.2B4.82%Put
5
MSFTMICROSOFT CORP
1,060,718$327.0B4.67%Put
6
IWMISHARES TR
1,140,597$234.1B3.35%Put
7
AMGNAMGEN INC
829,000$200.5B2.86%Put
8
TXNTEXAS INSTRS INC
1,003,300$184.1B2.63%Put
9
JNJJOHNSON & JOHNSON
798,600$141.5B2.02%Put
10
NDQINVESCO QQQ TR
388,784$140.9B2.01%Put
11
WMTWALMART INC
827,400$123.2B1.76%Put
12
IBMINTERNATIONAL BUSINESS MACHS
932,300$121.2B1.73%Put
13
UNPUNION PAC CORP
410,000$112.0B1.60%Put
14
TSLATESLA INC
96,186$103.7B1.48%Put
15
DEDEERE & CO
216,600$90.0B1.29%Put
16
TRVCCITIGROUP INC
1,680,522$89.7B1.28%Put
17
CSCOCISCO SYS INC
1,557,100$86.8B1.24%Put
18
XLFSELECT SECTOR SPDR TR
2,250,466$86.2B1.23%Put
19
UPSUNITED PARCEL SERVICE INC
366,400$78.6B1.12%Put
20
NVDANVIDIA CORPORATION
287,123$78.3B1.12%Put
21
PGPROCTER AND GAMBLE CO
505,300$77.2B1.10%Put
22
MRKMERCK & CO INC
930,000$76.3B1.09%Put
23
EMREMERSON ELEC CO
762,100$74.7B1.07%Put
24
CRMSALESFORCE COM INC
350,000$74.3B1.06%Put
25
INTCINTEL CORP
1,475,900$73.1B1.05%Put
26
METAMETA PLATFORMS INC
317,219$70.5B1.01%Put
27
TWTRUSDTWITTER INC
1,800,000$69.6B1.00%Put
28
BMYBRISTOL-MYERS SQUIBB CO
950,000$69.4B0.99%Put
29
SMHVANECK ETF TRUST
249,700$67.4B0.96%Put
30
WDAYWORKDAY INC
276,077$66.1B0.94%Put
31
MCDMCDONALDS CORP
265,299$65.6B0.94%Put
32
KOCOCA COLA CO
1,013,100$62.8B0.90%Put
33
XLUSELECT SECTOR SPDR TR
836,000$62.2B0.89%Put
34
XLVSELECT SECTOR SPDR TR
401,900$55.1B0.79%Put
35
TSMTAIWAN SEMICONDUCTOR MFG LTD
510,910$53.3B0.76%Put
36
THCTENET HEALTHCARE CORP
594,200$51.1B0.73%Put
37
CSXCSX CORP
1,274,100$47.7B0.68%Put
38
MMM3M CO
314,700$46.9B0.67%Put
39
CVSCVS HEALTH CORP
450,282$45.6B0.65%Put
40
DISDISNEY WALT CO
325,259$44.6B0.64%Put
41
LVLNSPDR SER TR
630,690$43.5B0.62%Put
42
APDAIR PRODS & CHEMS INC
173,666$43.4B0.62%Put
43
XBISPDR SER TR
444,300$39.9B0.57%Put
44
ICEINTERCONTINENTAL EXCHANGE IN
301,300$39.8B0.57%Put
45
XLYSELECT SECTOR SPDR TR
213,820$39.6B0.57%Put
46
MRSHMARSH & MCLENNAN COS INC
227,500$38.8B0.55%Put
47
LOWLOWES COS INC
185,923$37.6B0.54%Put
48
DONSPDR DOW JONES INDL AVERAGE
103,000$35.7B0.51%Put
49
YUMYUM BRANDS INC
300,000$35.6B0.51%Call
50
HONHONEYWELL INTL INC
180,000$35.0B0.50%Put
51
GSGOLDMAN SACHS GROUP INC
104,153$34.4B0.49%Put
52
XLKSELECT SECTOR SPDR TR
213,700$34.0B0.49%Put
53
JPMJPMORGAN CHASE & CO
246,447$33.3B0.48%Put
54
UNHUNITEDHEALTH GROUP INC
64,500$32.9B0.47%Put
55
XLESELECT SECTOR SPDR TR
425,700$32.5B0.46%Put
56
XLFISELECT SECTOR SPDR TR
419,510$31.8B0.45%Put
57
NFLXNETFLIX INC
82,598$30.9B0.44%Put
58
SYKSTRYKER CORPORATION
109,800$29.4B0.42%Put
59
PEPPEPSICO INC
164,700$27.6B0.39%Put
60
ETNEATON CORP PLC
176,000$26.7B0.38%Put
61
DYHTARGET CORP
117,879$25.0B0.36%Put
62
TAT&T INC
1,370,000$24.5B0.35%Call
63
LRCXEURLAM RESEARCH CORP
45,000$24.2B0.35%Put
64
CVXCHEVRON CORP NEW
145,280$23.7B0.34%Put
65
FDXFEDEX CORP
100,000$23.1B0.33%Put
66
STZCONSTELLATION BRANDS INC
100,000$23.0B0.33%Put
67
MUMICRON TECHNOLOGY INC
294,201$22.9B0.33%Put
68
REGNREGENERON PHARMACEUTICALS
32,500$22.7B0.32%Put
69
CATCATERPILLAR INC
91,700$20.4B0.29%Put
70
RTXRAYTHEON TECHNOLOGIES CORP
200,100$19.8B0.28%Put
71
DOWDOW INC
303,900$19.4B0.28%Put
72
PFEPFIZER INC
363,220$18.8B0.27%Put
73
AVGOBROADCOM INC
29,800$18.8B0.27%Put
74
ABBVABBVIE INC
104,000$16.9B0.24%Put
75
BABAALIBABA GROUP HLDG LTD
150,000$16.3B0.23%Call
76
DHRDANAHER CORPORATION
52,300$15.3B0.22%Put
77
HBANHUNTINGTON BANCSHARES INC
997,512$14.6B0.21%Put
78
METMETLIFE INC
206,800$14.5B0.21%Put
79
ITWILLINOIS TOOL WKS INC
68,772$14.4B0.21%Put
80
PAHUSDELEMENT SOLUTIONS INC
634,608$13.9B0.20%Put
81
FCXFREEPORT-MCMORAN INC
269,000$13.4B0.19%Call
82
ROPROPER TECHNOLOGIES INC
28,300$13.3B0.19%Put
83
LMTLOCKHEED MARTIN CORP
30,000$13.2B0.19%Put
84
FXIISHARES TR
410,000$13.1B0.19%Call
85
BACVERIZON COMMUNICATIONS INC
236,902$12.1B0.17%Put
86
NSCNORFOLK SOUTHN CORP
41,600$11.9B0.17%Put
87
BAXBAXTER INTL INC
150,000$11.6B0.17%Call
88
XLBSELECT SECTOR SPDR TR
117,800$10.4B0.15%Put
89
NEENEXTERA ENERGY INC
112,200$9.5B0.14%Call
90
UALUNITED AIRLS HLDGS INC
200,000$9.3B0.13%Put
91
GRMNGARMIN LTD
77,888$9.2B0.13%Put
92
GDXVANECK ETF TRUST
215,700$8.3B0.12%Put
93
NKENIKE INC
60,000$8.1B0.12%Put
94
KWEBKRANESHARES TR
280,000$8.0B0.11%Call
95
CMCSACOMCAST CORP NEW
166,099$7.8B0.11%Put
96
BACBK OF AMERICA CORP
187,800$7.7B0.11%Put
97
KMIKINDER MORGAN INC DEL
406,025$7.7B0.11%Put
98
TUPTUPPERWARE BRANDS CORP
350,000$6.8B0.10%Put
99
XHBSPDR SER TR
100,000$6.3B0.09%Put
100
XLISELECT SECTOR SPDR TR
61,200$6.3B0.09%Put
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