Capula Management Ltd Q1 2023 Filing
Filed May 10, 2023
Portfolio Value
$8.3B
Holdings
379
Report Date
Q1 2023
Filing Type
13F-HR
All Holdings (379 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 3,756,225 | $1.5B | 18.59% | Put |
| 2 | AAPLAPPLE INC | 2,880,790 | $475.0M | 5.74% | Put |
| 3 | MSFTMICROSOFT CORP | 1,392,363 | $401.4M | 4.85% | Put |
| 4 | GOOGLALPHABET INC | 2,662,504 | $276.2M | 3.34% | Put |
| 5 | AMZNAMAZON COM INC | 2,241,575 | $231.5M | 2.80% | Put |
| 6 | XLFSELECT SECTOR SPDR TR | 6,980,680 | $224.4M | 2.71% | Put |
| 7 | LVLNSPDR SER TR | 4,824,000 | $211.6M | 2.56% | Put |
| 8 | BACBANK AMERICA CORP | 6,226,247 | $178.1M | 2.15% | Put |
| 9 | FXIISHARES TR | 5,986,070 | $176.8M | 2.14% | Put |
| 10 | LQDISHARES TR | 1,500,000 | $164.4M | 1.99% | Call |
| 11 | NDQINVESCO QQQ TR | 396,843 | $127.4M | 1.54% | Put |
| 12 | NVDANVIDIA CORPORATION | 439,661 | $122.1M | 1.48% | Put |
| 13 | JPMJPMORGAN CHASE & CO | 871,017 | $113.5M | 1.37% | Put |
| 14 | CSCOCISCO SYS INC | 2,168,409 | $113.3M | 1.37% | Put |
| 15 | HDHOME DEPOT INC | 366,700 | $108.2M | 1.31% | Put |
| 16 | WMTWALMART INC | 694,837 | $102.5M | 1.24% | Put |
| 17 | CVXCHEVRON CORP NEW | 623,152 | $101.7M | 1.23% | Put |
| 18 | INTCINTEL CORP | 3,022,713 | $98.7M | 1.19% | Put |
| 19 | JNJJOHNSON & JOHNSON | 617,867 | $95.8M | 1.16% | Put |
| 20 | TJXTJX COS INC NEW | 1,138,701 | $89.2M | 1.08% | Put |
| 21 | IWMISHARES TR | 462,854 | $82.6M | 1.00% | Put |
| 22 | EEMISHARES TR | 2,000,000 | $78.9M | 0.95% | Put |
| 23 | AVGOBROADCOM INC | 119,393 | $76.6M | 0.93% | Put |
| 24 | METAMETA PLATFORMS INC | 358,947 | $76.1M | 0.92% | Put |
| 25 | LOWLOWES COS INC | 377,202 | $75.4M | 0.91% | Put |
| 26 | AMGNAMGEN INC | 305,240 | $73.8M | 0.89% | Put |
| 27 | UNHUNITEDHEALTH GROUP INC | 148,462 | $70.2M | 0.85% | Put |
| 28 | TXNTEXAS INSTRS INC | 374,761 | $69.7M | 0.84% | Put |
| 29 | DWDMORGAN STANLEY | 767,112 | $67.3M | 0.81% | Put |
| 30 | TRVCCITIGROUP INC | 1,368,087 | $64.1M | 0.78% | Put |
| 31 | ABBVABBVIE INC | 395,498 | $63.0M | 0.76% | Put |
| 32 | IBMINTERNATIONAL BUSINESS MACHS | 442,857 | $58.1M | 0.70% | Put |
| 33 | STZCONSTELLATION BRANDS INC | 250,158 | $56.5M | 0.68% | Put |
| 34 | LLYLILLY ELI & CO | 161,606 | $55.5M | 0.67% | Put |
| 35 | PEPPEPSICO INC | 288,922 | $52.7M | 0.64% | Put |
| 36 | CVSCVS HEALTH CORP | 676,816 | $50.3M | 0.61% | Put |
| 37 | DDDUPONT DE NEMOURS INC | 660,374 | $47.4M | 0.57% | Put |
| 38 | PGPROCTER AND GAMBLE CO | 312,674 | $46.5M | 0.56% | Put |
| 39 | NFLXNETFLIX INC | 134,290 | $46.4M | 0.56% | Put |
| 40 | WFCWELLS FARGO CO NEW | 1,221,971 | $45.7M | 0.55% | Put |
| 41 | KOCOCA COLA CO | 700,443 | $43.4M | 0.53% | Put |
| 42 | GSGOLDMAN SACHS GROUP INC | 131,257 | $42.9M | 0.52% | Put |
| 43 | MAMASTERCARD INCORPORATED | 116,352 | $42.3M | 0.51% | Put |
| 44 | AXPAMERICAN EXPRESS CO | 252,702 | $41.7M | 0.50% | Put |
| 45 | ADBEADOBE SYSTEMS INCORPORATED | 107,845 | $41.6M | 0.50% | Put |
| 46 | CATCATERPILLAR INC | 177,794 | $40.7M | 0.49% | Put |
| 47 | VVISA INC | 174,499 | $39.3M | 0.48% | Put |
| 48 | FDXFEDEX CORP | 167,935 | $38.4M | 0.46% | Put |
| 49 | PFEPFIZER INC | 926,563 | $37.8M | 0.46% | Put |
| 50 | DEDEERE & CO | 90,314 | $37.3M | 0.45% | Put |
| 51 | CRMSALESFORCE INC | 182,858 | $36.5M | 0.44% | Put |
| 52 | RACEFERRARI N V | 134,620 | $36.5M | 0.44% | Call |
| 53 | LMTLOCKHEED MARTIN CORP | 73,804 | $34.9M | 0.42% | Put |
| 54 | DHRDANAHER CORPORATION | 136,478 | $34.4M | 0.42% | Put |
| 55 | DISDISNEY WALT CO | 327,347 | $32.8M | 0.40% | Put |
| 56 | AMDADVANCED MICRO DEVICES INC | 331,035 | $32.4M | 0.39% | Put |
| 57 | MCDMCDONALDS CORP | 115,295 | $32.2M | 0.39% | Put |
| 58 | ABTABBOTT LABS | 308,561 | $31.2M | 0.38% | Put |
| 59 | UNPUNION PAC CORP | 155,082 | $31.2M | 0.38% | Put |
| 60 | TMOTHERMO FISHER SCIENTIFIC INC | 53,269 | $30.7M | 0.37% | Call |
| 61 | DLTRDOLLAR TREE INC | 207,608 | $29.8M | 0.36% | Put |
| 62 | HCAHCA HEALTHCARE INC | 112,662 | $29.7M | 0.36% | Put |
| 63 | MOALTRIA GROUP INC | 658,605 | $29.4M | 0.36% | Put |
| 64 | TSLATESLA INC | 136,063 | $28.2M | 0.34% | Put |
| 65 | UPSUNITED PARCEL SERVICE INC | 137,701 | $26.7M | 0.32% | Put |
| 66 | NKENIKE INC | 213,069 | $26.1M | 0.32% | Put |
| 67 | NEENEXTERA ENERGY INC | 337,510 | $26.0M | 0.31% | Put |
| 68 | RTXRAYTHEON TECHNOLOGIES CORP | 259,272 | $25.4M | 0.31% | Put |
| 69 | BMYBRISTOL-MYERS SQUIBB CO | 366,245 | $25.4M | 0.31% | Put |
| 70 | BKNGBOOKING HOLDINGS INC | 9,037 | $24.0M | 0.29% | Put |
| 71 | FEZSPDR INDEX SHS FDS | 500,000 | $22.4M | 0.27% | Put |
| 72 | GQ9SPDR GOLD TR | 120,000 | $22.0M | 0.27% | Call |
| 73 | SBUXSTARBUCKS CORP | 209,478 | $21.8M | 0.26% | Put |
| 74 | PCARPACCAR INC | 286,550 | $21.0M | 0.25% | Put |
| 75 | MMM3M CO | 199,562 | $21.0M | 0.25% | Put |
| 76 | ETNEATON CORP PLC | 120,440 | $20.6M | 0.25% | Put |
| 77 | NSCNORFOLK SOUTHN CORP | 95,865 | $20.3M | 0.25% | Put |
| 78 | CSXCSX CORP | 661,703 | $19.8M | 0.24% | Put |
| 79 | XOMEXXON MOBIL CORP | 178,683 | $19.6M | 0.24% | Put |
| 80 | INTUINTUIT | 43,653 | $19.5M | 0.24% | Put |
| 81 | WBAWALGREENS BOOTS ALLIANCE INC | 555,584 | $19.2M | 0.23% | Put |
| 82 | HZNPHORIZON THERAPEUTICS PUB L | 164,586 | $18.0M | 0.22% | |
| 83 | BACVERIZON COMMUNICATIONS INC | 460,449 | $17.9M | 0.22% | Put |
| 84 | PANWPALO ALTO NETWORKS INC | 87,486 | $17.5M | 0.21% | Put |
| 85 | SPGIS&P GLOBAL INC | 50,323 | $17.3M | 0.21% | Put |
| 86 | MRNAMODERNA INC | 111,010 | $17.0M | 0.21% | Put |
| 87 | TOLTOLL BROTHERS INC | 272,500 | $16.4M | 0.20% | Put |
| 88 | TMUST-MOBILE US INC | 104,269 | $15.1M | 0.18% | Put |
| 89 | QCOMQUALCOMM INC | 118,312 | $15.1M | 0.18% | Put |
| 90 | COSTCOSTCO WHSL CORP NEW | 30,045 | $14.9M | 0.18% | Put |
| 91 | TSCOTRACTOR SUPPLY CO | 61,705 | $14.5M | 0.18% | Put |
| 92 | WDAYWORKDAY INC | 70,190 | $14.5M | 0.18% | Put |
| 93 | KMIKINDER MORGAN INC DEL | 826,931 | $14.5M | 0.18% | Put |
| 94 | LINLINDE PLC | 39,471 | $14.0M | 0.17% | Put |
| 95 | CMICUMMINS INC | 58,665 | $14.0M | 0.17% | Put |
| 96 | DALDELTA AIR LINES INC DEL | 399,153 | $13.9M | 0.17% | Put |
| 97 | KHCKRAFT HEINZ CO | 356,002 | $13.8M | 0.17% | Put |
| 98 | BSXBOSTON SCIENTIFIC CORP | 274,957 | $13.8M | 0.17% | Put |
| 99 | HUMHUMANA INC | 27,210 | $13.2M | 0.16% | Put |
| 100 | DOWDOW INC | 239,764 | $13.1M | 0.16% | Put |
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