Capula Management Ltd Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$2.8T
Holdings
140
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (140 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,331,902 | $411.0B | 14.60% | Put |
| 2 | AMZNAMAZON COM INC | 50,100 | $138.2B | 4.91% | Put |
| 3 | GOOGLALPHABET INC | 92,600 | $131.3B | 4.66% | Put |
| 4 | NDQINVESCO QQQ TR | 456,247 | $113.0B | 4.01% | Put |
| 5 | AAPLAPPLE INC | 287,600 | $104.9B | 3.73% | Put |
| 6 | LOWLOWES COS INC | 711,300 | $96.1B | 3.41% | Put |
| 7 | XLESELECT SECTOR SPDR TR | 2,476,871 | $93.8B | 3.33% | Put |
| 8 | FXIISHARES TR | 1,518,509 | $60.3B | 2.14% | Put |
| 9 | EEMISHARES TR | 1,243,145 | $49.7B | 1.77% | Put |
| 10 | MAMASTERCARD INCORPORATED | 155,700 | $46.0B | 1.64% | Put |
| 11 | ADBEADOBE INC | 103,700 | $45.1B | 1.60% | Put |
| 12 | CSCOCISCO SYS INC | 937,346 | $43.7B | 1.55% | Put |
| 13 | HBC2HSBC HLDGS PLC | 1,839,141 | $42.9B | 1.52% | Put |
| 14 | ORCLORACLE CORP | 697,304 | $38.5B | 1.37% | Put |
| 15 | PFEPFIZER INC | 1,071,250 | $35.0B | 1.24% | Put |
| 16 | GQ9SPDR GOLD TR | 200,000 | $33.5B | 1.19% | Put |
| 17 | BKNGBOOKING HOLDINGS INC | 20,000 | $31.8B | 1.13% | Put |
| 18 | WMTWALMART INC | 261,570 | $31.3B | 1.11% | Put |
| 19 | BACVERIZON COMMUNICATIONS INC | 518,804 | $28.6B | 1.02% | Put |
| 20 | XLISELECT SECTOR SPDR TR | 399,057 | $27.4B | 0.97% | Put |
| 21 | PYPLPAYPAL HLDGS INC | 155,500 | $27.1B | 0.96% | Put |
| 22 | ABBVABBVIE INC | 264,500 | $26.0B | 0.92% | Put |
| 23 | CMCSACOMCAST CORP NEW | 664,029 | $25.9B | 0.92% | Put |
| 24 | MRKMERCK & CO. INC | 330,100 | $25.5B | 0.91% | Put |
| 25 | BACBK OF AMERICA CORP | 1,059,200 | $25.2B | 0.89% | Put |
| 26 | IEFISHARES TR | 200,000 | $24.4B | 0.87% | Call |
| 27 | NFLXNETFLIX INC | 53,294 | $24.3B | 0.86% | Put |
| 28 | EAELECTRONIC ARTS INC | 183,500 | $24.2B | 0.86% | Put |
| 29 | VVISA INC | 122,900 | $23.7B | 0.84% | Put |
| 30 | METAFACEBOOK INC | 100,000 | $22.7B | 0.81% | Put |
| 31 | CRMSALESFORCE COM INC | 120,000 | $22.5B | 0.80% | Put |
| 32 | BLKCHFBLACKROCK INC | 40,290 | $21.9B | 0.78% | Put |
| 33 | TLTISHARES TR | 127,600 | $20.9B | 0.74% | Call |
| 34 | UPSUNITED PARCEL SERVICE INC | 184,400 | $20.5B | 0.73% | Put |
| 35 | AVGOBROADCOM INC | 64,900 | $20.5B | 0.73% | Put |
| 36 | XLVSELECT SECTOR SPDR TR | 200,000 | $20.0B | 0.71% | Put |
| 37 | NKENIKE INC | 201,897 | $19.8B | 0.70% | Put |
| 38 | AKAMAKAMAI TECHNOLOGIES INC | 184,730 | $19.8B | 0.70% | Put |
| 39 | JNPJUNIPER NETWORKS INC | 825,993 | $18.9B | 0.67% | Put |
| 40 | CVSCVS HEALTH CORP | 288,100 | $18.7B | 0.66% | Put |
| 41 | WDAYWORKDAY INC | 98,800 | $18.5B | 0.66% | Call |
| 42 | QCOMQUALCOMM INC | 202,020 | $18.4B | 0.65% | Put |
| 43 | KOCOCA COLA CO | 408,877 | $18.3B | 0.65% | Put |
| 44 | AMDADVANCED MICRO DEVICES INC | 345,120 | $18.2B | 0.64% | Put |
| 45 | GSGOLDMAN SACHS GROUP INC | 91,614 | $18.1B | 0.64% | Put |
| 46 | MMM3M CO | 109,527 | $17.1B | 0.61% | Put |
| 47 | ICEINTERCONTINENTAL EXCHANGE IN | 186,373 | $17.1B | 0.61% | Put |
| 48 | MSFTMICROSOFT CORP | 80,400 | $16.4B | 0.58% | Put |
| 49 | LULULULULEMON ATHLETICA INC | 51,800 | $16.2B | 0.57% | Put |
| 50 | PEPPEPSICO INC | 121,743 | $16.1B | 0.57% | Put |
| 51 | DWDMORGAN STANLEY | 332,400 | $16.1B | 0.57% | Put |
| 52 | MCDMCDONALDS CORP | 85,800 | $15.8B | 0.56% | Put |
| 53 | BMYBRISTOL-MYERS SQUIBB CO | 263,458 | $15.5B | 0.55% | Put |
| 54 | SBUXSTARBUCKS CORP | 203,300 | $15.0B | 0.53% | Put |
| 55 | CLXCLOROX CO DEL | 67,700 | $14.9B | 0.53% | Put |
| 56 | LMTLOCKHEED MARTIN CORP | 39,572 | $14.4B | 0.51% | Put |
| 57 | SHWSHERWIN WILLIAMS CO | 23,990 | $13.9B | 0.49% | Put |
| 58 | GILDGILEAD SCIENCES INC | 174,290 | $13.4B | 0.48% | Put |
| 59 | CMICUMMINS INC | 74,900 | $13.0B | 0.46% | Put |
| 60 | MARMARRIOTT INTL INC NEW | 149,836 | $12.8B | 0.46% | Put |
| 61 | HDHOME DEPOT INC | 50,700 | $12.7B | 0.45% | Put |
| 62 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 90,000 | $12.6B | 0.45% | Put |
| 63 | COSTCOSTCO WHSL CORP NEW | 40,414 | $12.3B | 0.44% | Put |
| 64 | AMGNAMGEN INC | 50,000 | $11.8B | 0.42% | Put |
| 65 | CVXCHEVRON CORP NEW | 130,415 | $11.6B | 0.41% | Put |
| 66 | XLFISELECT SECTOR SPDR TR | 196,550 | $11.5B | 0.41% | Put |
| 67 | VMCVULCAN MATLS CO | 99,263 | $11.5B | 0.41% | Put |
| 68 | XLFSELECT SECTOR SPDR TR | 494,500 | $11.4B | 0.41% | Put |
| 69 | ADSKAUTODESK INC | 47,800 | $11.4B | 0.41% | Put |
| 70 | JDJD.COM INC | 188,720 | $11.4B | 0.40% | Put |
| 71 | IBMINTERNATIONAL BUSINESS MACHS | 91,300 | $11.0B | 0.39% | Put |
| 72 | EWJISHARES INC | 200,000 | $11.0B | 0.39% | Call |
| 73 | IWMISHARES TR | 75,000 | $10.7B | 0.38% | Call |
| 74 | MNSTMONSTER BEVERAGE CORP NEW | 149,873 | $10.4B | 0.37% | Put |
| 75 | PCARPACCAR INC | 138,200 | $10.3B | 0.37% | Put |
| 76 | EBAEBAY INC. | 192,200 | $10.1B | 0.36% | Put |
| 77 | DHID R HORTON INC | 177,510 | $9.8B | 0.35% | Put |
| 78 | MDTMEDTRONIC PLC | 104,505 | $9.6B | 0.34% | Put |
| 79 | ALSALLSTATE CORP | 97,100 | $9.4B | 0.33% | Put |
| 80 | UNHUNITEDHEALTH GROUP INC | 28,988 | $8.6B | 0.30% | Put |
| 81 | —BARCLAYS BK PLC | 250,000 | $8.5B | 0.30% | Put |
| 82 | 0VVBVIACOMCBS INC | 361,867 | $8.4B | 0.30% | Put |
| 83 | KSUEURKANSAS CITY SOUTHERN | 55,700 | $8.3B | 0.30% | Put |
| 84 | MASMASCO CORP | 160,500 | $8.1B | 0.29% | Put |
| 85 | STXSEAGATE TECHNOLOGY PLC | 164,246 | $8.0B | 0.28% | Put |
| 86 | XLNXEURXILINX INC | 77,240 | $7.6B | 0.27% | Put |
| 87 | MCOMOODYS CORP | 25,930 | $7.1B | 0.25% | Put |
| 88 | JPMJPMORGAN CHASE & CO | 73,218 | $6.9B | 0.24% | Put |
| 89 | CMGCHIPOTLE MEXICAN GRILL INC | 6,500 | $6.8B | 0.24% | Put |
| 90 | CSXCSX CORP | 94,200 | $6.6B | 0.23% | Put |
| 91 | KRKROGER CO | 193,600 | $6.6B | 0.23% | Put |
| 92 | CHRWC H ROBINSON WORLDWIDE INC | 78,900 | $6.2B | 0.22% | Put |
| 93 | DGDOLLAR GEN CORP NEW | 32,467 | $6.2B | 0.22% | Put |
| 94 | TMOTHERMO FISHER SCIENTIFIC INC | 16,000 | $5.8B | 0.21% | Put |
| 95 | VRTXVERTEX PHARMACEUTICALS INC | 19,283 | $5.6B | 0.20% | Put |
| 96 | DEDEERE & CO | 34,000 | $5.3B | 0.19% | Put |
| 97 | GSKGLAXOSMITHKLINE PLC | 124,643 | $5.1B | 0.18% | Put |
| 98 | 4I1PHILIP MORRIS INTL INC | 69,570 | $4.9B | 0.17% | Put |
| 99 | APDAIR PRODS & CHEMS INC | 19,500 | $4.7B | 0.17% | Put |
| 100 | AFLAFLAC INC | 128,800 | $4.6B | 0.16% | Call |
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