Capula Management Ltd Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$4.7T
Holdings
137
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (137 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 2,464,056 | $731.3B | 15.55% | Put |
| 2 | FXIISHARES TR | 15,912,003 | $633.3B | 13.46% | Put |
| 3 | NDQINVESCO QQQ TR | 1,203,400 | $227.2B | 4.83% | Put |
| 4 | AMZNAMAZON COM INC | 118,145 | $205.1B | 4.36% | Put |
| 5 | METAFACEBOOK INC | 881,430 | $157.0B | 3.34% | Put |
| 6 | AAPLAPPLE INC | 503,400 | $112.7B | 2.40% | Put |
| 7 | DALDELTA AIR LINES INC DEL | 1,553,200 | $89.5B | 1.90% | Put |
| 8 | GOOGLALPHABET INC | 66,300 | $81.0B | 1.72% | Put |
| 9 | TXNTEXAS INSTRS INC | 595,300 | $76.9B | 1.64% | Put |
| 10 | BKNGBOOKING HLDGS INC | 36,813 | $72.2B | 1.54% | Put |
| 11 | BABOEING CO | 186,200 | $70.8B | 1.51% | Put |
| 12 | CMGCHIPOTLE MEXICAN GRILL INC | 77,500 | $65.1B | 1.38% | Put |
| 13 | CSXCSX CORP | 920,800 | $63.8B | 1.36% | Put |
| 14 | UNHUNITEDHEALTH GROUP INC | 270,070 | $58.7B | 1.25% | Put |
| 15 | NVDANVIDIA CORP | 331,300 | $57.7B | 1.23% | Put |
| 16 | UALUNITED AIRLINES HLDGS INC | 646,800 | $57.2B | 1.22% | Put |
| 17 | VVISA INC | 331,700 | $57.1B | 1.21% | Put |
| 18 | GSGOLDMAN SACHS GROUP INC | 269,894 | $55.9B | 1.19% | Put |
| 19 | NFLXNETFLIX INC | 191,852 | $51.3B | 1.09% | Put |
| 20 | CATCATERPILLAR INC DEL | 401,300 | $50.7B | 1.08% | Put |
| 21 | CVSCVS HEALTH CORP | 800,800 | $50.5B | 1.07% | Put |
| 22 | LMTLOCKHEED MARTIN CORP | 125,100 | $48.8B | 1.04% | Put |
| 23 | MAMASTERCARD INC | 179,281 | $48.7B | 1.04% | Put |
| 24 | JPMJPMORGAN CHASE & CO | 405,100 | $47.7B | 1.01% | Put |
| 25 | MMM3M CO | 277,170 | $45.6B | 0.97% | Put |
| 26 | PYPLPAYPAL HLDGS INC | 432,251 | $44.8B | 0.95% | Put |
| 27 | UNPUNION PACIFIC CORP | 271,120 | $43.9B | 0.93% | Put |
| 28 | ASMLASML HOLDING N V | 169,100 | $42.0B | 0.89% | Put |
| 29 | STXSEAGATE TECHNOLOGY PLC | 769,800 | $41.4B | 0.88% | Put |
| 30 | GMGENERAL MTRS CO | 1,022,231 | $38.3B | 0.81% | Put |
| 31 | HYGISHARES TR | 400,000 | $34.9B | 0.74% | Put |
| 32 | DWDMORGAN STANLEY | 815,805 | $34.8B | 0.74% | Put |
| 33 | IBMINTERNATIONAL BUSINESS MACHS | 224,530 | $32.7B | 0.69% | Put |
| 34 | CRMSALESFORCE COM INC | 215,835 | $32.0B | 0.68% | Put |
| 35 | MCDMCDONALDS CORP | 146,700 | $31.5B | 0.67% | Put |
| 36 | KOCOCA COLA CO | 544,600 | $29.6B | 0.63% | Put |
| 37 | XMESPDR SERIES TRUST | 1,132,700 | $28.8B | 0.61% | Put |
| 38 | MRKMERCK & CO INC | 339,800 | $28.6B | 0.61% | Put |
| 39 | MSFTMICROSOFT CORP | 186,000 | $25.9B | 0.55% | Put |
| 40 | HONHONEYWELL INTL INC | 152,100 | $25.7B | 0.55% | Put |
| 41 | METMETLIFE INC | 530,000 | $25.0B | 0.53% | Put |
| 42 | LENLENNAR CORP | 422,700 | $23.6B | 0.50% | Put |
| 43 | WDCWESTERN DIGITAL CORP | 390,000 | $23.3B | 0.49% | Put |
| 44 | NKENIKE INC | 245,000 | $23.0B | 0.49% | Put |
| 45 | CTXSEURCITRIX SYS INC | 232,500 | $22.4B | 0.48% | Put |
| 46 | COSTCOSTCO WHSL CORP NEW | 76,900 | $22.2B | 0.47% | Put |
| 47 | AWMSKYWORKS SOLUTIONS INC | 275,778 | $21.9B | 0.46% | Put |
| 48 | XOPUSDSPDR SERIES TRUST | 953,965 | $21.3B | 0.45% | Put |
| 49 | TAPMOLSON COORS BREWING CO | 350,000 | $20.1B | 0.43% | Put |
| 50 | HDHOME DEPOT INC | 85,400 | $19.8B | 0.42% | Put |
| 51 | DEDEERE & CO | 114,900 | $19.4B | 0.41% | Put |
| 52 | LUVSOUTHWEST AIRLS CO | 355,450 | $19.2B | 0.41% | Put |
| 53 | ADSKAUTODESK INC | 125,200 | $18.5B | 0.39% | Put |
| 54 | XOMEXXON MOBIL CORP | 255,300 | $18.0B | 0.38% | Put |
| 55 | FDXFEDEX CORP | 123,810 | $18.0B | 0.38% | Put |
| 56 | NSCNORFOLK SOUTHERN CORP | 99,700 | $17.9B | 0.38% | Put |
| 57 | EBAEBAY INC | 449,192 | $17.5B | 0.37% | Put |
| 58 | TAT&T INC | 450,000 | $17.0B | 0.36% | Put |
| 59 | LRCXEURLAM RESEARCH CORP | 73,600 | $17.0B | 0.36% | Put |
| 60 | UPSUNITED PARCEL SERVICE INC | 140,900 | $16.9B | 0.36% | Put |
| 61 | TSLATESLA INC | 69,100 | $16.6B | 0.35% | Put |
| 62 | STZCONSTELLATION BRANDS INC | 78,500 | $16.3B | 0.35% | Put |
| 63 | ABBVABBVIE INC | 212,900 | $16.1B | 0.34% | Put |
| 64 | XLNXEURXILINX INC | 157,481 | $15.1B | 0.32% | Put |
| 65 | MUMICRON TECHNOLOGY INC | 351,633 | $15.1B | 0.32% | Put |
| 66 | MCXMCCORMICK & CO INC | 95,310 | $14.9B | 0.32% | Put |
| 67 | ADBEADOBE INC | 52,225 | $14.4B | 0.31% | Put |
| 68 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 302,508 | $14.1B | 0.30% | Put |
| 69 | EAELECTRONIC ARTS INC | 142,496 | $13.9B | 0.30% | Put |
| 70 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 110,400 | $13.8B | 0.29% | Put |
| 71 | PEPPEPSICO INC | 100,900 | $13.8B | 0.29% | Put |
| 72 | VRTXVERTEX PHARMACEUTICALS INC | 78,534 | $13.3B | 0.28% | Put |
| 73 | DVADAVITA INC | 232,270 | $13.3B | 0.28% | Put |
| 74 | INTCINTEL CORP | 250,000 | $12.9B | 0.27% | Put |
| 75 | PGPROCTER & GAMBLE CO | 100,000 | $12.4B | 0.26% | Put |
| 76 | CBOECBOE GLOBAL MARKETS INC | 102,400 | $11.8B | 0.25% | Put |
| 77 | ORCLORACLE CORP | 213,206 | $11.7B | 0.25% | Put |
| 78 | HBC2HSBC HLDGS PLC | 300,000 | $11.5B | 0.24% | Put |
| 79 | AMATAPPLIED MATLS INC | 222,800 | $11.1B | 0.24% | Put |
| 80 | ELLAUDER ESTEE COS INC | 54,740 | $10.9B | 0.23% | Put |
| 81 | OXYOCCIDENTAL PETE CORP | 238,946 | $10.6B | 0.23% | Put |
| 82 | TRIPTRIPADVISOR INC | 271,623 | $10.5B | 0.22% | Put |
| 83 | BABAALIBABA GROUP HLDG LTD | 62,495 | $10.5B | 0.22% | Put |
| 84 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 171,700 | $10.3B | 0.22% | Put |
| 85 | WMTWALMART INC | 82,200 | $9.8B | 0.21% | Put |
| 86 | CHRWC H ROBINSON WORLDWIDE INC | 115,000 | $9.8B | 0.21% | Put |
| 87 | BIDUNBAIDU INC | 94,688 | $9.7B | 0.21% | Put |
| 88 | DISDISNEY WALT CO | 73,195 | $9.5B | 0.20% | Put |
| 89 | KSUEURKANSAS CITY SOUTHERN | 71,500 | $9.5B | 0.20% | Put |
| 90 | ITWOPROSHARES TR II | 348,000 | $9.1B | 0.19% | Call |
| 91 | ADPAUTOMATIC DATA PROCESSING IN | 54,380 | $8.8B | 0.19% | Put |
| 92 | CSCOCISCO SYS INC | 173,924 | $8.6B | 0.18% | Put |
| 93 | WMBWILLIAMS COS INC DEL | 355,000 | $8.5B | 0.18% | Put |
| 94 | KMXCARMAX INC | 95,000 | $8.4B | 0.18% | Put |
| 95 | ROPROPER TECHNOLOGIES INC | 21,900 | $7.8B | 0.17% | Put |
| 96 | BPBP PLC | 201,300 | $7.6B | 0.16% | Put |
| 97 | BSXBOSTON SCIENTIFIC CORP | 185,870 | $7.6B | 0.16% | Put |
| 98 | ILMNILLUMINA INC | 24,600 | $7.5B | 0.16% | Put |
| 99 | EXPEEXPEDIA GROUP INC | 54,200 | $7.3B | 0.15% | Put |
| 100 | BACBANK AMER CORP | 215,000 | $6.3B | 0.13% | Put |
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