Capula Management Ltd Q2 2021 Filing
Filed August 13, 2021
Portfolio Value
$6.2B
Holdings
461
Report Date
Q2 2021
Filing Type
13F-HR
All Holdings (461 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 2,027,712 | $868.0B | 14006.44% | Put |
| 2 | AAPLAPPLE INC | 2,426,491 | $332.3B | 5362.75% | Put |
| 3 | AMZNAMAZON COM INC | 92,817 | $319.3B | 5152.49% | Put |
| 4 | XLFSELECT SECTOR SPDR TR | 6,191,472 | $227.2B | 3665.73% | Put |
| 5 | LMTLOCKHEED MARTIN CORP | 522,623 | $197.7B | 3190.80% | Put |
| 6 | NDQINVESCO QQQ TR | 546,772 | $193.8B | 3127.24% | Put |
| 7 | METAFACEBOOK INC | 513,363 | $178.5B | 2880.46% | Put |
| 8 | NFLXNETFLIX INC | 326,696 | $172.6B | 2784.63% | Put |
| 9 | JPMJPMORGAN CHASE & CO | 996,734 | $154.1B | 2487.35% | Put |
| 10 | MSFTMICROSOFT CORP | 554,833 | $150.3B | 2425.44% | Put |
| 11 | AMGNAMGEN INC | 571,029 | $139.2B | 2246.06% | Put |
| 12 | LQDISHARES TR | 840,000 | $112.4B | 1814.53% | Put |
| 13 | BABAALIBABA GROUP HLDG LTD | 387,166 | $87.8B | 1416.86% | Put |
| 14 | IPINTERNATIONAL PAPER CO | 1,229,839 | $75.4B | 1216.73% | Put |
| 15 | DWDMORGAN STANLEY | 824,049 | $75.0B | 1210.35% | Put |
| 16 | CVSCVS HEALTH CORP | 873,626 | $72.5B | 1169.22% | Put |
| 17 | NVDANVIDIA CORPORATION | 356,493 | $71.3B | 1150.66% | Put |
| 18 | QCOMQUALCOMM INC | 446,643 | $63.8B | 1030.17% | Put |
| 19 | BACBK OF AMERICA CORP | 1,486,641 | $61.3B | 989.09% | Put |
| 20 | GOOGLALPHABET INC | 20,785 | $50.8B | 818.96% | Put |
| 21 | BHCBAUSCH HEALTH COS INC | 1,699,904 | $49.8B | 804.27% | Put |
| 22 | IYRISHARES TR | 486,273 | $49.6B | 799.92% | Put |
| 23 | T7DTRANSDIGM GROUP INC | 70,113 | $45.4B | 732.34% | Put |
| 24 | INTCINTEL CORP | 809,157 | $45.1B | 728.35% | Put |
| 25 | WFCWELLS FARGO CO NEW | 999,584 | $45.1B | 727.33% | Put |
| 26 | EMREMERSON ELEC CO | 461,397 | $44.4B | 716.55% | Put |
| 27 | CSXCSX CORP | 1,383,609 | $44.4B | 716.26% | Put |
| 28 | MCDMCDONALDS CORP | 192,025 | $44.4B | 715.75% | Put |
| 29 | HYGISHARES TR | 500,000 | $43.7B | 705.71% | Put |
| 30 | UNPUNION PAC CORP | 195,654 | $43.0B | 694.37% | Put |
| 31 | XOMEXXON MOBIL CORP | 677,668 | $42.7B | 689.80% | Put |
| 32 | UNHUNITEDHEALTH GROUP INC | 106,109 | $42.5B | 685.64% | Put |
| 33 | MMM3M CO | 211,117 | $41.9B | 676.70% | Put |
| 34 | XLESELECT SECTOR SPDR TR | 775,800 | $41.8B | 674.42% | Put |
| 35 | CVXCHEVRON CORP NEW | 379,720 | $39.8B | 641.79% | Put |
| 36 | EFAISHARES TR | 500,000 | $39.4B | 636.43% | Call |
| 37 | BACVERIZON COMMUNICATIONS INC | 710,928 | $39.4B | 635.68% | Put |
| 38 | CSCOCISCO SYS INC | 734,372 | $38.6B | 623.69% | Put |
| 39 | NSCNORFOLK SOUTHN CORP | 143,858 | $38.0B | 613.50% | Put |
| 40 | VVISA INC | 162,278 | $37.9B | 612.25% | Put |
| 41 | LOWLOWES COS INC | 193,446 | $37.4B | 603.00% | Put |
| 42 | IBMINTERNATIONAL BUSINESS MACHS | 249,300 | $36.5B | 589.72% | Put |
| 43 | NOCNORTHROP GRUMMAN CORP | 99,310 | $36.1B | 582.41% | Put |
| 44 | AMDADVANCED MICRO DEVICES INC | 383,031 | $36.0B | 580.58% | Put |
| 45 | HONHONEYWELL INTL INC | 159,536 | $35.0B | 564.71% | Put |
| 46 | ITWILLINOIS TOOL WKS INC | 155,427 | $34.7B | 560.72% | Put |
| 47 | DISDISNEY WALT CO | 195,239 | $34.3B | 553.80% | Put |
| 48 | WMTWALMART INC | 241,951 | $34.1B | 550.60% | Put |
| 49 | AVGOBROADCOM INC | 70,678 | $33.7B | 543.86% | Put |
| 50 | TSLATESLA INC | 47,196 | $32.1B | 517.67% | Put |
| 51 | DOVDOVER CORP | 199,000 | $30.0B | 483.60% | Put |
| 52 | JNJJOHNSON & JOHNSON | 178,947 | $29.5B | 475.71% | Put |
| 53 | HDHOME DEPOT INC | 88,289 | $28.2B | 454.33% | Put |
| 54 | ADBEADOBE SYSTEMS INCORPORATED | 48,067 | $28.1B | 454.25% | Put |
| 55 | AMATAPPLIED MATLS INC | 194,892 | $27.8B | 447.86% | Put |
| 56 | PYPLPAYPAL HLDGS INC | 93,508 | $27.3B | 439.81% | Put |
| 57 | MUMICRON TECHNOLOGY INC | 315,735 | $26.8B | 432.97% | Put |
| 58 | TAT&T INC | 872,703 | $24.7B | 398.01% | Put |
| 59 | BJBJS WHSL CLUB HLDGS INC | 505,384 | $24.0B | 388.02% | Put |
| 60 | HUMHUMANA INC | 54,137 | $24.0B | 386.75% | Put |
| 61 | IWMISHARES TR | 100,000 | $22.9B | 370.15% | Put |
| 62 | LULULULULEMON ATHLETICA INC | 62,314 | $22.7B | 367.00% | Put |
| 63 | DC4DEXCOM INC | 50,254 | $21.5B | 346.26% | Call |
| 64 | CVNACARVANA CO | 70,000 | $21.1B | 340.92% | Call |
| 65 | DYHTARGET CORP | 81,777 | $19.8B | 319.02% | Put |
| 66 | CNCCENTENE CORP DEL | 266,563 | $19.4B | 313.70% | Put |
| 67 | GSGOLDMAN SACHS GROUP INC | 50,878 | $19.3B | 311.58% | Put |
| 68 | METMETLIFE INC | 320,258 | $19.2B | 309.31% | Put |
| 69 | AEOAMERICAN EAGLE OUTFITTERS IN | 508,587 | $19.0B | 306.44% | Put |
| 70 | AXPAMERICAN EXPRESS CO | 112,127 | $18.5B | 298.18% | Put |
| 71 | UPSUNITED PARCEL SERVICE INC | 82,492 | $17.2B | 276.84% | Put |
| 72 | TXNTEXAS INSTRS INC | 89,546 | $17.1B | 276.31% | Put |
| 73 | GMGENERAL MTRS CO | 273,100 | $16.2B | 260.79% | Put |
| 74 | DOCUDOCUSIGN INC | 57,236 | $16.0B | 258.22% | Put |
| 75 | PNCPNC FINL SVCS GROUP INC | 83,285 | $15.8B | 254.67% | Put |
| 76 | DDDUPONT DE NEMOURS INC | 198,942 | $15.3B | 247.47% | Put |
| 77 | CMGCHIPOTLE MEXICAN GRILL INC | 9,593 | $14.9B | 239.99% | Put |
| 78 | ETNEATON CORP PLC | 100,160 | $14.8B | 239.50% | Put |
| 79 | —LESLIES INC | 539,872 | $14.8B | 239.49% | Put |
| 80 | W3UWESTERN UN CO | 618,656 | $14.2B | 229.32% | Put |
| 81 | EBAEBAY INC. | 201,823 | $14.2B | 228.66% | Put |
| 82 | TRVCCITIGROUP INC | 189,409 | $13.3B | 214.67% | Put |
| 83 | ATMPBARCLAYS BANK PLC | 447,375 | $13.2B | 212.68% | Put |
| 84 | FQIDIGITAL RLTY TR INC | 86,449 | $13.0B | 209.92% | Put |
| 85 | SWCHEURSWITCH INC | 611,653 | $12.9B | 208.37% | Call |
| 86 | NKENIKE INC | 83,450 | $12.9B | 208.05% | Put |
| 87 | ALSALLSTATE CORP | 97,900 | $12.8B | 206.07% | Put |
| 88 | SNPSSYNOPSYS INC | 42,673 | $11.8B | 189.90% | Put |
| 89 | COSTCOSTCO WHSL CORP NEW | 28,720 | $11.3B | 183.02% | Put |
| 90 | EMBISHARES TR | 100,000 | $11.2B | 180.34% | Put |
| 91 | CRMSALESFORCE COM INC | 44,214 | $10.8B | 174.28% | Put |
| 92 | SBUXSTARBUCKS CORP | 96,579 | $10.8B | 174.24% | Put |
| 93 | HESHESS CORP | 120,727 | $10.5B | 170.11% | Put |
| 94 | GDGENERAL DYNAMICS CORP | 56,226 | $10.5B | 169.73% | Put |
| 95 | AKAMAKAMAI TECHNOLOGIES INC | 86,700 | $10.1B | 163.13% | Put |
| 96 | KMIKINDER MORGAN INC DEL | 557,243 | $10.0B | 161.45% | Put |
| 97 | MRKMERCK & CO INC | 125,712 | $9.8B | 157.74% | Put |
| 98 | MDTMEDTRONIC PLC | 78,304 | $9.7B | 156.83% | Put |
| 99 | CLCOLGATE PALMOLIVE CO | 115,861 | $9.4B | 151.27% | Put |
| 100 | EWYISHARES INC | 100,000 | $9.3B | 150.36% |
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