Capula Management Ltd Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$785.3B
Holdings
69
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (69 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES TR | 1,989,069 | $87.7B | 11.17% | Put |
| 2 | GQ9SPDR GOLD TR | 350,000 | $62.0B | 7.89% | Put |
| 3 | NDQINVESCO QQQ TR | 189,880 | $52.8B | 6.72% | Put |
| 4 | CSCOCISCO SYS INC | 1,160,340 | $45.7B | 5.82% | Put |
| 5 | XLESELECT SECTOR SPDR TR | 1,210,289 | $36.2B | 4.62% | Put |
| 6 | SPYSPDR S&P 500 ETF TR | 100,001 | $33.5B | 4.26% | Put |
| 7 | INTCINTEL CORP | 454,500 | $31.1B | 3.96% | Put |
| 8 | MSFTMICROSOFT CORP | 120,110 | $25.3B | 3.22% | Put |
| 9 | XLISELECT SECTOR SPDR TR | 287,800 | $22.2B | 2.82% | Put |
| 10 | METAFACEBOOK INC | 82,725 | $21.7B | 2.76% | Put |
| 11 | CMCSACOMCAST CORP NEW | 450,700 | $20.8B | 2.65% | Put |
| 12 | SBUXSTARBUCKS CORP | 234,800 | $20.2B | 2.57% | Put |
| 13 | AMZNAMAZON COM INC | 6,335 | $19.9B | 2.54% | Put |
| 14 | GILDGILEAD SCIENCES INC | 309,761 | $19.6B | 2.49% | Put |
| 15 | JNPJUNIPER NETWORKS INC | 858,060 | $18.4B | 2.35% | Put |
| 16 | GOOGLALPHABET INC | 12,195 | $17.9B | 2.28% | Put |
| 17 | ASMLASML HOLDING N V | 44,872 | $16.6B | 2.11% | Put |
| 18 | BKNGBOOKING HOLDINGS INC | 9,000 | $15.4B | 1.96% | Put |
| 19 | TXNTEXAS INSTRS INC | 102,600 | $14.7B | 1.87% | Put |
| 20 | NFLXNETFLIX INC | 26,770 | $13.4B | 1.70% | Put |
| 21 | FXIISHARES TR | 250,000 | $10.5B | 1.34% | Put |
| 22 | AKAMAKAMAI TECHNOLOGIES INC | 77,900 | $8.6B | 1.10% | Put |
| 23 | AMDADVANCED MICRO DEVICES INC | 98,900 | $8.1B | 1.03% | Put |
| 24 | CTXSEURCITRIX SYS INC | 52,590 | $7.2B | 0.92% | Put |
| 25 | COSTCOSTCO WHSL CORP NEW | 20,000 | $7.1B | 0.90% | Put |
| 26 | STXSEAGATE TECHNOLOGY PLC | 142,500 | $7.0B | 0.89% | Put |
| 27 | PGPROCTER AND GAMBLE CO | 50,400 | $7.0B | 0.89% | Put |
| 28 | —BARCLAYS BANK PLC | 273,200 | $6.8B | 0.87% | Put |
| 29 | AMGNAMGEN INC | 26,000 | $6.6B | 0.84% | Put |
| 30 | ATVIEURACTIVISION BLIZZARD INC | 74,000 | $6.0B | 0.76% | Call |
| 31 | CHRWC H ROBINSON WORLDWIDE INC | 57,340 | $5.9B | 0.75% | Put |
| 32 | PCARPACCAR INC | 67,800 | $5.8B | 0.74% | Put |
| 33 | AVGOBROADCOM INC | 15,700 | $5.7B | 0.73% | Put |
| 34 | CLVTRIP COM GROUP LTD | 178,620 | $5.6B | 0.71% | Put |
| 35 | PEPPEPSICO INC | 40,000 | $5.5B | 0.71% | Put |
| 36 | XLFSELECT SECTOR SPDR TR | 227,100 | $5.5B | 0.70% | Put |
| 37 | OLEDUNIVERSAL DISPLAY CORP | 30,000 | $5.4B | 0.69% | Put |
| 38 | IYRISHARES TR | 64,300 | $5.1B | 0.65% | Call |
| 39 | XLBSELECT SECTOR SPDR TR | 75,300 | $4.8B | 0.61% | Call |
| 40 | DHID R HORTON INC | 59,400 | $4.5B | 0.57% | Call |
| 41 | BACBK OF AMERICA CORP | 185,511 | $4.5B | 0.57% | Put |
| 42 | CHKPCHECK POINT SOFTWARE TECH LT | 33,717 | $4.1B | 0.52% | Put |
| 43 | MASMASCO CORP | 68,100 | $3.8B | 0.48% | Put |
| 44 | AAPLAPPLE INC | 30,000 | $3.5B | 0.44% | Put |
| 45 | MRVLMARVELL TECHNOLOGY GROUP LTD | 86,370 | $3.4B | 0.44% | Put |
| 46 | UPSUNITED PARCEL SERVICE INC | 18,868 | $3.1B | 0.40% | Put |
| 47 | NKENIKE INC | 25,000 | $3.1B | 0.40% | Call |
| 48 | GSGOLDMAN SACHS GROUP INC | 15,600 | $3.1B | 0.40% | Call |
| 49 | EWZISHARES INC | 100,000 | $2.8B | 0.35% | Call |
| 50 | AMATAPPLIED MATLS INC | 46,490 | $2.8B | 0.35% | Put |
| 51 | EBAEBAY INC. | 50,000 | $2.6B | 0.33% | Call |
| 52 | DWDMORGAN STANLEY | 48,800 | $2.4B | 0.30% | Call |
| 53 | IRDMIRIDIUM COMMUNICATIONS INC | 92,110 | $2.4B | 0.30% | Put |
| 54 | CSXCSX CORP | 28,300 | $2.2B | 0.28% | Put |
| 55 | CLXCLOROX CO DEL | 10,000 | $2.1B | 0.27% | Call |
| 56 | CICIGNA CORP NEW | 10,210 | $1.7B | 0.22% | Put |
| 57 | MRKMERCK & CO. INC | 19,400 | $1.6B | 0.20% | Call |
| 58 | QCOMQUALCOMM INC | 13,300 | $1.6B | 0.20% | Put |
| 59 | WOOFOOT LOCKER INC | 40,000 | $1.3B | 0.17% | Put |
| 60 | ADBEADOBE SYSTEMS INCORPORATED | 2,500 | $1.2B | 0.16% | Call |
| 61 | TRVTRAVELERS COMPANIES INC | 11,280 | $1.2B | 0.16% | Put |
| 62 | BXPBOSTON PROPERTIES INC | 15,000 | $1.2B | 0.15% | Put |
| 63 | TSCOTRACTOR SUPPLY CO | 7,672 | $1.1B | 0.14% | Put |
| 64 | TROWPRICE T ROWE GROUP INC | 7,890 | $1.0B | 0.13% | Put |
| 65 | ESEVERSOURCE ENERGY | 12,000 | $1.0B | 0.13% | Put |
| 66 | VRTXVERTEX PHARMACEUTICALS INC | 3,490 | $949.0M | 0.12% | Put |
| 67 | BIDUNBAIDU INC | 7,100 | $899.0M | 0.11% | Call |
| 68 | NUENUCOR CORP | 11,500 | $516.0M | 0.07% | Call |
| 69 | BMYBRISTOL-MYERS SQUIBB CO | 8,200 | $494.0M | 0.06% | Call |