Capula Management Ltd Q2 2022 Filing
Filed August 15, 2022
Portfolio Value
$5.9T
Holdings
131
Report Date
Q2 2022
Filing Type
13F-HR
All Holdings (131 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 2,284,972 | $862.0B | 14.72% | Put |
| 2 | IWMISHARES TR | 2,475,961 | $419.3B | 7.16% | Put |
| 3 | MSFTMICROSOFT CORP | 758,369 | $194.8B | 3.33% | Put |
| 4 | AAPLAPPLE INC | 1,361,004 | $186.1B | 3.18% | Put |
| 5 | DONSPDR DOW JONES INDL AVERAGE | 541,735 | $166.8B | 2.85% | Put |
| 6 | ABBVABBVIE INC | 965,000 | $147.8B | 2.52% | Put |
| 7 | JNJJOHNSON & JOHNSON | 820,300 | $145.6B | 2.49% | Put |
| 8 | AMZNAMAZON COM INC | 1,132,380 | $120.3B | 2.05% | Put |
| 9 | HONHONEYWELL INTL INC | 619,733 | $107.7B | 1.84% | Put |
| 10 | BMYBRISTOL-MYERS SQUIBB CO | 1,396,523 | $107.5B | 1.84% | Put |
| 11 | IBMINTERNATIONAL BUSINESS MACHS | 724,700 | $102.3B | 1.75% | Put |
| 12 | GOOGLALPHABET INC | 45,216 | $98.5B | 1.68% | Put |
| 13 | WDCWESTERN DIGITAL CORP. | 1,982,405 | $88.9B | 1.52% | Put |
| 14 | TXNTEXAS INSTRS INC | 566,614 | $87.1B | 1.49% | Put |
| 15 | NDQINVESCO QQQ TR | 308,281 | $86.4B | 1.48% | Put |
| 16 | INTCINTEL CORP | 2,217,097 | $82.9B | 1.42% | Put |
| 17 | BACBK OF AMERICA CORP | 2,650,449 | $82.5B | 1.41% | Put |
| 18 | XLFSELECT SECTOR SPDR TR | 2,578,779 | $81.1B | 1.39% | Put |
| 19 | KOCOCA COLA CO | 1,288,136 | $81.0B | 1.38% | Put |
| 20 | CVSCVS HEALTH CORP | 855,567 | $79.3B | 1.35% | Put |
| 21 | XLESELECT SECTOR SPDR TR | 1,073,627 | $76.8B | 1.31% | Put |
| 22 | WMTWALMART INC | 622,919 | $75.7B | 1.29% | Put |
| 23 | JPMJPMORGAN CHASE & CO | 664,879 | $74.9B | 1.28% | Put |
| 24 | NVDANVIDIA CORPORATION | 489,014 | $74.1B | 1.27% | Put |
| 25 | PGPROCTER AND GAMBLE CO | 469,300 | $67.5B | 1.15% | Put |
| 26 | MRKMERCK & CO INC | 723,900 | $66.0B | 1.13% | Put |
| 27 | CSCOCISCO SYS INC | 1,444,034 | $61.6B | 1.05% | Put |
| 28 | LVLNSPDR SER TR | 1,046,823 | $60.8B | 1.04% | Put |
| 29 | UNHUNITEDHEALTH GROUP INC | 117,700 | $60.5B | 1.03% | Put |
| 30 | TSLATESLA INC | 89,353 | $60.2B | 1.03% | Put |
| 31 | XOMEXXON MOBIL CORP | 656,858 | $56.3B | 0.96% | Put |
| 32 | MCDMCDONALDS CORP | 217,517 | $53.7B | 0.92% | Put |
| 33 | UNPUNION PAC CORP | 237,572 | $50.7B | 0.87% | Put |
| 34 | METAMETA PLATFORMS INC | 301,141 | $48.6B | 0.83% | Put |
| 35 | DOWDOW INC | 938,719 | $48.4B | 0.83% | Put |
| 36 | CMCSACOMCAST CORP NEW | 1,148,240 | $45.1B | 0.77% | Put |
| 37 | UPSUNITED PARCEL SERVICE INC | 245,110 | $44.7B | 0.76% | Put |
| 38 | MDLZMONDELEZ INTL INC | 704,000 | $43.7B | 0.75% | Put |
| 39 | ASHRDBX ETF TR | 1,230,000 | $42.0B | 0.72% | Call |
| 40 | SMHVANECK ETF TRUST | 206,100 | $42.0B | 0.72% | Call |
| 41 | PFEPFIZER INC | 783,200 | $41.1B | 0.70% | Put |
| 42 | GSGOLDMAN SACHS GROUP INC | 137,892 | $41.0B | 0.70% | Put |
| 43 | CVXCHEVRON CORP NEW | 274,354 | $39.7B | 0.68% | Put |
| 44 | DWDMORGAN STANLEY | 520,385 | $39.6B | 0.68% | Put |
| 45 | FISFIDELITY NATL INFORMATION SV | 400,000 | $36.7B | 0.63% | Call |
| 46 | YUMYUM BRANDS INC | 300,000 | $34.1B | 0.58% | Call |
| 47 | GDXVANECK ETF TRUST | 1,172,347 | $32.1B | 0.55% | Put |
| 48 | CRMSALESFORCE INC | 189,735 | $31.3B | 0.53% | Put |
| 49 | LRCXEURLAM RESEARCH CORP | 72,823 | $31.0B | 0.53% | Put |
| 50 | 4I1PHILIP MORRIS INTL INC | 299,425 | $29.6B | 0.50% | Put |
| 51 | ARKKARK ETF TR | 740,400 | $29.5B | 0.50% | Put |
| 52 | IYRISHARES TR | 309,200 | $28.4B | 0.49% | Call |
| 53 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 334,028 | $27.3B | 0.47% | Put |
| 54 | CATCATERPILLAR INC | 148,125 | $26.5B | 0.45% | Put |
| 55 | RTXRAYTHEON TECHNOLOGIES CORP | 275,019 | $26.4B | 0.45% | Put |
| 56 | XLISELECT SECTOR SPDR TR | 300,813 | $26.3B | 0.45% | Put |
| 57 | PEPPEPSICO INC | 156,700 | $26.1B | 0.45% | Put |
| 58 | KWEBKRANESHARES TR | 790,000 | $25.9B | 0.44% | Call |
| 59 | EMREMERSON ELEC CO | 307,911 | $24.5B | 0.42% | Put |
| 60 | AVGOBROADCOM INC | 49,936 | $24.3B | 0.41% | Put |
| 61 | STZCONSTELLATION BRANDS INC | 99,800 | $23.3B | 0.40% | Put |
| 62 | TRVCCITIGROUP INC | 494,001 | $22.7B | 0.39% | Put |
| 63 | COSTCOSTCO WHSL CORP NEW | 47,106 | $22.6B | 0.39% | Put |
| 64 | XBISPDR SER TR | 275,800 | $20.5B | 0.35% | Put |
| 65 | XLVSELECT SECTOR SPDR TR | 157,336 | $20.2B | 0.34% | Put |
| 66 | LMTLOCKHEED MARTIN CORP | 46,800 | $20.1B | 0.34% | Put |
| 67 | ICEINTERCONTINENTAL EXCHANGE IN | 209,911 | $19.7B | 0.34% | Put |
| 68 | XLYSELECT SECTOR SPDR TR | 141,300 | $19.4B | 0.33% | Put |
| 69 | MDTMEDTRONIC PLC | 216,000 | $19.4B | 0.33% | Put |
| 70 | TAT&T INC | 910,000 | $19.1B | 0.33% | Put |
| 71 | VVISA INC | 95,736 | $18.8B | 0.32% | Put |
| 72 | APDAIR PRODS & CHEMS INC | 76,509 | $18.4B | 0.31% | Put |
| 73 | AMDADVANCED MICRO DEVICES INC | 240,186 | $18.4B | 0.31% | Put |
| 74 | SHELSHELL PLC | 350,000 | $18.3B | 0.31% | Call |
| 75 | MAMASTERCARD INCORPORATED | 56,149 | $17.7B | 0.30% | Put |
| 76 | AMGNAMGEN INC | 70,700 | $17.2B | 0.29% | Put |
| 77 | METMETLIFE INC | 259,052 | $16.3B | 0.28% | Put |
| 78 | KMIKINDER MORGAN INC DEL | 961,738 | $16.1B | 0.28% | Put |
| 79 | WFCWELLS FARGO CO NEW | 410,651 | $16.1B | 0.27% | Put |
| 80 | HBANHUNTINGTON BANCSHARES INC | 1,328,454 | $16.0B | 0.27% | Put |
| 81 | TMOTHERMO FISHER SCIENTIFIC INC | 28,331 | $15.4B | 0.26% | Put |
| 82 | ADBEADOBE SYSTEMS INCORPORATED | 41,759 | $15.3B | 0.26% | Put |
| 83 | DISDISNEY WALT CO | 161,591 | $15.3B | 0.26% | Put |
| 84 | MMM3M CO | 115,200 | $14.9B | 0.25% | Put |
| 85 | THCTENET HEALTHCARE CORP | 269,153 | $14.1B | 0.24% | Put |
| 86 | LLYLILLY ELI & CO | 43,309 | $14.0B | 0.24% | Put |
| 87 | DVNDEVON ENERGY CORP NEW | 252,000 | $13.9B | 0.24% | Call |
| 88 | SBUXSTARBUCKS CORP | 181,418 | $13.9B | 0.24% | Put |
| 89 | XLFISELECT SECTOR SPDR TR | 183,000 | $13.2B | 0.23% | Put |
| 90 | DHRDANAHER CORPORATION | 51,876 | $13.2B | 0.22% | Put |
| 91 | FXIISHARES TR | 382,214 | $13.0B | 0.22% | |
| 92 | QCOMQUALCOMM INC | 100,653 | $12.9B | 0.22% | Put |
| 93 | HDHOME DEPOT INC | 42,945 | $11.8B | 0.20% | Put |
| 94 | COPCONOCOPHILLIPS | 131,000 | $11.8B | 0.20% | Put |
| 95 | TRVTRAVELERS COMPANIES INC | 66,900 | $11.3B | 0.19% | Put |
| 96 | DUKDUKE ENERGY CORP NEW | 91,700 | $9.8B | 0.17% | Call |
| 97 | BAXBAXTER INTL INC | 150,000 | $9.6B | 0.16% | Call |
| 98 | NKENIKE INC | 90,139 | $9.2B | 0.16% | Put |
| 99 | NEENEXTERA ENERGY INC | 117,137 | $9.1B | 0.15% | Put |
| 100 | GILDGILEAD SCIENCES INC | 146,325 | $9.0B | 0.15% | Put |
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