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 |
|---|---|---|---|---|---|
| 101 | CMECME GROUP INC | 27,532 | $4.5B | 0.16% | Put |
| 102 | AXTAAXALTA COATING SYS LTD | 180,000 | $4.1B | 0.14% | Call |
| 103 | PGPROCTER AND GAMBLE CO | 33,200 | $4.0B | 0.14% | Put |
| 104 | ASMLASML HOLDING N V | 10,400 | $3.8B | 0.14% | Put |
| 105 | MRVLMARVELL TECHNOLOGY GROUP LTD | 107,360 | $3.8B | 0.13% | Put |
| 106 | CNPCENTERPOINT ENERGY INC | 200,000 | $3.7B | 0.13% | Put |
| 107 | NSCNORFOLK SOUTHERN CORP | 21,000 | $3.7B | 0.13% | Put |
| 108 | SPGSIMON PPTY GROUP INC NEW | 50,000 | $3.4B | 0.12% | Call |
| 109 | JCIJOHNSON CTLS INTL PLC | 100,000 | $3.4B | 0.12% | Call |
| 110 | MUMICRON TECHNOLOGY INC | 63,420 | $3.3B | 0.12% | Put |
| 111 | CICIGNA CORP NEW | 16,800 | $3.2B | 0.11% | Put |
| 112 | DFSEURDISCOVER FINL SVCS | 58,489 | $2.9B | 0.10% | Put |
| 113 | AXPAMERICAN EXPRESS CO | 29,717 | $2.8B | 0.10% | Put |
| 114 | TWTRUSDTWITTER INC | 93,787 | $2.8B | 0.10% | Put |
| 115 | TRVTRAVELERS COMPANIES INC | 24,460 | $2.8B | 0.10% | Put |
| 116 | AMATAPPLIED MATLS INC | 45,550 | $2.8B | 0.10% | Put |
| 117 | ATVIEURACTIVISION BLIZZARD INC | 36,106 | $2.7B | 0.10% | Put |
| 118 | WDCWESTERN DIGITAL CORP. | 56,812 | $2.5B | 0.09% | Put |
| 119 | GMGENERAL MTRS CO | 94,175 | $2.4B | 0.08% | Put |
| 120 | KELKELLOGG CO | 35,300 | $2.3B | 0.08% | Put |
| 121 | DISDISNEY WALT CO | 20,000 | $2.2B | 0.08% | Put |
| 122 | CTXSEURCITRIX SYS INC | 14,390 | $2.1B | 0.08% | Put |
| 123 | HPEHEWLETT PACKARD ENTERPRISE C | 195,550 | $1.9B | 0.07% | Put |
| 124 | LENLENNAR CORP | 29,900 | $1.8B | 0.07% | Put |
| 125 | TAT&T INC | 60,480 | $1.8B | 0.06% | Put |
| 126 | MDLZMONDELEZ INTL INC | 30,500 | $1.6B | 0.06% | Call |
| 127 | MXIMMAXIM INTEGRATED PRODS INC | 25,600 | $1.6B | 0.06% | Put |
| 128 | BSXBOSTON SCIENTIFIC CORP | 40,800 | $1.4B | 0.05% | Put |
| 129 | MRO*MARATHON OIL CORP | 223,624 | $1.4B | 0.05% | Put |
| 130 | WOOFOOT LOCKER INC | 46,300 | $1.4B | 0.05% | Put |
| 131 | CATCATERPILLAR INC DEL | 10,000 | $1.3B | 0.04% | Call |
| 132 | TROWPRICE T ROWE GROUP INC | 9,880 | $1.2B | 0.04% | Put |
| 133 | VRSNVERISIGN INC | 5,850 | $1.2B | 0.04% | Put |
| 134 | TSCOTRACTOR SUPPLY CO | 9,142 | $1.2B | 0.04% | Put |
| 135 | AVBAVALONBAY CMNTYS INC | 7,399 | $1.1B | 0.04% | Put |
| 136 | CLCOLGATE PALMOLIVE CO | 15,000 | $1.1B | 0.04% | Call |
| 137 | ESEVERSOURCE ENERGY | 12,000 | $1.0B | 0.04% | Put |
| 138 | —LABORATORY CORP AMER HLDGS | 5,400 | $897.0M | 0.03% | Call |
| 139 | CPBCAMPBELL SOUP CO | 8,500 | $422.0M | 0.01% | Call |
| 140 | TWTRADEWEB MKTS INC | 3,500 | $203.0M | 0.01% | Put |
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