Capula Management Ltd Q2 2019 Filing
Filed August 9, 2019
Portfolio Value
$485.6B
Holdings
48
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (48 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 111,456 | $32.7B | 6.72% | Put |
| 2 | HYGISHARES TR | 300,000 | $26.2B | 5.39% | Put |
| 3 | AMZNAMAZON COM INC | 12,605 | $23.9B | 4.92% | Put |
| 4 | ITWOPROSHARES TR II | 700,000 | $22.0B | 4.54% | Call |
| 5 | GOOGLALPHABET INC | 18,530 | $20.1B | 4.13% | Put |
| 6 | NFLXNETFLIX INC | 53,400 | $19.6B | 4.04% | Put |
| 7 | NDQINVESCO QQQ TR | 100,000 | $18.7B | 3.85% | Put |
| 8 | LMTLOCKHEED MARTIN CORP | 50,650 | $18.4B | 3.79% | Put |
| 9 | METAFACEBOOK INC | 94,800 | $18.3B | 3.77% | Put |
| 10 | JNKSPDR SERIES TRUST | 150,000 | $16.3B | 3.36% | Put |
| 11 | BABOEING CO | 42,212 | $15.4B | 3.16% | Put |
| 12 | MSFTMICROSOFT CORP | 100,800 | $13.5B | 2.78% | Put |
| 13 | ILMNILLUMINA INC | 36,000 | $13.3B | 2.73% | Put |
| 14 | CSCOCISCO SYS INC | 228,500 | $12.5B | 2.58% | Put |
| 15 | PYPLPAYPAL HLDGS INC | 103,900 | $11.9B | 2.45% | Put |
| 16 | DALDELTA AIR LINES INC DEL | 204,300 | $11.6B | 2.39% | Put |
| 17 | ADBEADOBE INC | 36,400 | $10.7B | 2.21% | Put |
| 18 | NTESNETEASE INC | 39,500 | $10.1B | 2.08% | Put |
| 19 | SVXYPROSHARES TR II | 187,100 | $10.1B | 2.08% | Call |
| 20 | GSGOLDMAN SACHS GROUP INC | 48,700 | $10.0B | 2.05% | Put |
| 21 | DEDEERE & CO | 59,800 | $9.9B | 2.04% | Put |
| 22 | AAPLAPPLE INC | 47,300 | $9.4B | 1.93% | Put |
| 23 | UALUNITED CONTL HLDGS INC | 104,400 | $9.1B | 1.88% | Put |
| 24 | IBMINTERNATIONAL BUSINESS MACHS | 64,800 | $8.9B | 1.84% | Put |
| 25 | EBAEBAY INC | 221,200 | $8.7B | 1.80% | Put |
| 26 | CSXCSX CORP | 109,600 | $8.5B | 1.75% | Put |
| 27 | VVISA INC | 46,000 | $8.0B | 1.64% | Put |
| 28 | CMCSACOMCAST CORP NEW | 184,600 | $7.8B | 1.61% | Put |
| 29 | KOCOCA COLA CO | 150,000 | $7.6B | 1.57% | Call |
| 30 | INTCINTEL CORP | 158,000 | $7.6B | 1.56% | Put |
| 31 | CATCATERPILLAR INC DEL | 51,896 | $7.1B | 1.46% | Put |
| 32 | MDLZMONDELEZ INTL INC | 105,950 | $5.7B | 1.18% | Put |
| 33 | —BARCLAYS BK PLC | 200,000 | $5.2B | 1.07% | Put |
| 34 | COSTCOSTCO WHSL CORP NEW | 18,200 | $4.8B | 0.99% | Put |
| 35 | KMIKINDER MORGAN INC DEL | 222,500 | $4.6B | 0.96% | Put |
| 36 | ADSKAUTODESK INC | 27,600 | $4.5B | 0.93% | Put |
| 37 | YUMYUM BRANDS INC | 40,000 | $4.4B | 0.91% | Put |
| 38 | TXNTEXAS INSTRS INC | 30,000 | $3.4B | 0.71% | Put |
| 39 | PEPPEPSICO INC | 25,900 | $3.4B | 0.70% | Put |
| 40 | GMGENERAL MTRS CO | 84,300 | $3.2B | 0.67% | Put |
| 41 | XMESPDR SERIES TRUST | 108,000 | $3.1B | 0.63% | Put |
| 42 | MUMICRON TECHNOLOGY INC | 75,000 | $2.9B | 0.60% | Call |
| 43 | HDHOME DEPOT INC | 12,750 | $2.7B | 0.55% | Put |
| 44 | NVDANVIDIA CORP | 15,000 | $2.5B | 0.51% | Put |
| 45 | ABBVABBVIE INC | 33,150 | $2.4B | 0.50% | Put |
| 46 | EXPEEXPEDIA GROUP INC | 15,600 | $2.1B | 0.43% | Put |
| 47 | QCOMQUALCOMM INC | 20,000 | $1.5B | 0.31% | Call |
| 48 | ASMLASML HOLDING N V | 6,900 | $1.4B | 0.30% | Call |