Capula Management Ltd Q3 2021 Filing
Filed November 15, 2021
Portfolio Value
$8.1T
Holdings
517
Report Date
Q3 2021
Filing Type
13F-HR
All Holdings (517 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,798,901 | $772.0B | 9.51% | Put |
| 2 | AAPLAPPLE INC | 3,461,837 | $489.9B | 6.04% | Put |
| 3 | AMZNAMAZON COM INC | 144,675 | $475.3B | 5.86% | Put |
| 4 | GOOGLALPHABET INC | 172,895 | $462.2B | 5.70% | Put |
| 5 | NVDANVIDIA CORPORATION | 1,710,005 | $354.2B | 4.37% | Put |
| 6 | MSFTMICROSOFT CORP | 1,190,553 | $335.6B | 4.14% | Put |
| 7 | METAFACEBOOK INC | 960,916 | $326.1B | 4.02% | Put |
| 8 | NFLXNETFLIX INC | 468,914 | $286.2B | 3.53% | Put |
| 9 | TSLATESLA INC | 296,305 | $229.8B | 2.83% | Put |
| 10 | XLFSELECT SECTOR SPDR TR | 4,987,000 | $187.2B | 2.31% | Put |
| 11 | JPMJPMORGAN CHASE & CO | 1,097,940 | $178.6B | 2.20% | Put |
| 12 | FXIISHARES TR | 3,779,246 | $147.1B | 1.81% | Put |
| 13 | XLFISELECT SECTOR SPDR TR | 1,595,400 | $109.8B | 1.35% | Put |
| 14 | PYPLPAYPAL HLDGS INC | 399,256 | $103.9B | 1.28% | Put |
| 15 | BABAALIBABA GROUP HLDG LTD | 680,754 | $100.8B | 1.24% | Put |
| 16 | XOMEXXON MOBIL CORP | 1,495,248 | $88.0B | 1.08% | Put |
| 17 | ADBEADOBE SYSTEMS INCORPORATED | 145,528 | $83.8B | 1.03% | Put |
| 18 | AVGOBROADCOM INC | 156,274 | $75.8B | 0.93% | Put |
| 19 | TXNTEXAS INSTRS INC | 388,962 | $74.8B | 0.92% | Put |
| 20 | MCDMCDONALDS CORP | 282,239 | $68.1B | 0.84% | Put |
| 21 | INTCINTEL CORP | 1,251,143 | $66.7B | 0.82% | Put |
| 22 | WMTWALMART INC | 449,663 | $62.7B | 0.77% | Put |
| 23 | HYGISHARES TR | 700,000 | $61.0B | 0.75% | Call |
| 24 | QCOMQUALCOMM INC | 462,580 | $59.7B | 0.74% | Put |
| 25 | HDHOME DEPOT INC | 168,865 | $55.4B | 0.68% | Put |
| 26 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 457,578 | $51.1B | 0.63% | Put |
| 27 | IBMINTERNATIONAL BUSINESS MACHS | 380,238 | $50.5B | 0.62% | Put |
| 28 | CSCOCISCO SYS INC | 930,560 | $50.3B | 0.62% | Put |
| 29 | DHRDANAHER CORPORATION | 163,206 | $49.7B | 0.61% | Put |
| 30 | IWMISHARES TR | 219,000 | $47.9B | 0.59% | Put |
| 31 | AXPAMERICAN EXPRESS CO | 286,554 | $47.9B | 0.59% | Put |
| 32 | NSCNORFOLK SOUTHN CORP | 195,867 | $46.9B | 0.58% | Put |
| 33 | DISDISNEY WALT CO | 272,396 | $46.1B | 0.57% | Put |
| 34 | UNHUNITEDHEALTH GROUP INC | 117,637 | $46.0B | 0.57% | Put |
| 35 | VVISA INC | 203,614 | $45.4B | 0.56% | Put |
| 36 | KOCOCA COLA CO | 843,725 | $44.3B | 0.55% | Put |
| 37 | LULULULULEMON ATHLETICA INC | 107,780 | $43.6B | 0.54% | Put |
| 38 | TRVCCITIGROUP INC | 605,906 | $42.5B | 0.52% | Put |
| 39 | XLESELECT SECTOR SPDR TR | 796,360 | $41.5B | 0.51% | Put |
| 40 | MAMASTERCARD INCORPORATED | 113,731 | $39.5B | 0.49% | Put |
| 41 | BACBK OF AMERICA CORP | 894,758 | $38.0B | 0.47% | Put |
| 42 | VRSNVERISIGN INC | 183,483 | $37.6B | 0.46% | Put |
| 43 | JNJJOHNSON & JOHNSON | 227,757 | $36.8B | 0.45% | Put |
| 44 | NKENIKE INC | 247,515 | $35.9B | 0.44% | Put |
| 45 | UPSUNITED PARCEL SERVICE INC | 196,801 | $35.8B | 0.44% | Put |
| 46 | CVSCVS HEALTH CORP | 403,444 | $34.0B | 0.42% | Put |
| 47 | UNPUNION PAC CORP | 168,849 | $33.1B | 0.41% | Put |
| 48 | BACVERIZON COMMUNICATIONS INC | 612,343 | $32.7B | 0.40% | Put |
| 49 | FDXFEDEX CORP | 146,827 | $32.2B | 0.40% | Put |
| 50 | SBUXSTARBUCKS CORP | 291,515 | $32.2B | 0.40% | Put |
| 51 | EWJISHARES INC | 450,000 | $31.6B | 0.39% | Call |
| 52 | ETNEATON CORP PLC | 207,856 | $31.0B | 0.38% | Put |
| 53 | WFCWELLS FARGO CO NEW | 657,572 | $30.5B | 0.38% | Put |
| 54 | ADSKAUTODESK INC | 105,479 | $30.1B | 0.37% | Put |
| 55 | COSTCOSTCO WHSL CORP NEW | 66,497 | $29.9B | 0.37% | Put |
| 56 | TMUST-MOBILE US INC | 231,853 | $29.6B | 0.37% | Put |
| 57 | XLISELECT SECTOR SPDR TR | 293,100 | $28.7B | 0.35% | Put |
| 58 | MRSHMARSH & MCLENNAN COS INC | 184,091 | $27.8B | 0.34% | Put |
| 59 | CRMSALESFORCE COM INC | 100,299 | $27.2B | 0.34% | Put |
| 60 | CVXCHEVRON CORP NEW | 265,706 | $27.0B | 0.33% | Put |
| 61 | CLCOLGATE PALMOLIVE CO | 357,596 | $26.9B | 0.33% | Put |
| 62 | LQDISHARES TR | 200,000 | $26.6B | 0.33% | Call |
| 63 | CVNACARVANA CO | 83,856 | $25.3B | 0.31% | Put |
| 64 | GSGOLDMAN SACHS GROUP INC | 65,001 | $24.6B | 0.30% | Put |
| 65 | AKAMAKAMAI TECHNOLOGIES INC | 228,023 | $23.9B | 0.29% | Put |
| 66 | ABBVABBVIE INC | 221,836 | $23.6B | 0.29% | Put |
| 67 | CSXCSX CORP | 793,060 | $23.6B | 0.29% | Put |
| 68 | STZCONSTELLATION BRANDS INC | 108,932 | $22.9B | 0.28% | Put |
| 69 | DOVDOVER CORP | 145,400 | $22.6B | 0.28% | Put |
| 70 | TAT&T INC | 847,092 | $22.4B | 0.28% | Put |
| 71 | WDAYWORKDAY INC | 89,074 | $22.3B | 0.27% | Put |
| 72 | XYZSQUARE INC | 89,703 | $21.5B | 0.27% | Put |
| 73 | BKNGBOOKING HOLDINGS INC | 9,043 | $21.5B | 0.26% | Put |
| 74 | DHID R HORTON INC | 250,673 | $21.1B | 0.26% | Put |
| 75 | LOWLOWES COS INC | 102,981 | $20.8B | 0.26% | Put |
| 76 | AWMSKYWORKS SOLUTIONS INC | 123,885 | $20.4B | 0.25% | Put |
| 77 | LMTLOCKHEED MARTIN CORP | 59,000 | $20.4B | 0.25% | Put |
| 78 | CATCATERPILLAR INC | 102,383 | $19.7B | 0.24% | Put |
| 79 | ACNACCENTURE PLC IRELAND | 60,563 | $19.3B | 0.24% | Put |
| 80 | PNCPNC FINL SVCS GROUP INC | 95,455 | $18.6B | 0.23% | Put |
| 81 | SHWSHERWIN WILLIAMS CO | 65,591 | $18.3B | 0.23% | Put |
| 82 | NDQINVESCO QQQ TR | 51,100 | $18.3B | 0.23% | Put |
| 83 | MUMICRON TECHNOLOGY INC | 252,118 | $17.9B | 0.22% | Put |
| 84 | ASHRDBX ETF TR | 460,000 | $17.5B | 0.22% | Call |
| 85 | RTXRAYTHEON TECHNOLOGIES CORP | 194,945 | $16.8B | 0.21% | Put |
| 86 | XLBSELECT SECTOR SPDR TR | 210,000 | $16.6B | 0.20% | Call |
| 87 | PGPROCTER AND GAMBLE CO | 118,925 | $16.5B | 0.20% | Put |
| 88 | AMDADVANCED MICRO DEVICES INC | 152,905 | $15.7B | 0.19% | Put |
| 89 | HONHONEYWELL INTL INC | 71,426 | $15.2B | 0.19% | Put |
| 90 | BMYBRISTOL-MYERS SQUIBB CO | 246,886 | $14.6B | 0.18% | Put |
| 91 | PEPPEPSICO INC | 92,947 | $14.0B | 0.17% | Put |
| 92 | ELLAUDER ESTEE COS INC | 45,672 | $13.7B | 0.17% | Put |
| 93 | XLYSELECT SECTOR SPDR TR | 70,800 | $12.7B | 0.16% | Put |
| 94 | ZMZOOM VIDEO COMMUNICATIONS IN | 46,065 | $12.0B | 0.15% | Put |
| 95 | CMGCHIPOTLE MEXICAN GRILL INC | 6,546 | $11.9B | 0.15% | Put |
| 96 | ABTABBOTT LABS | 100,696 | $11.8B | 0.15% | Put |
| 97 | XLUSELECT SECTOR SPDR TR | 184,100 | $11.8B | 0.14% | Put |
| 98 | SWKSTANLEY BLACK & DECKER INC | 67,022 | $11.8B | 0.14% | Put |
| 99 | MRKMERCK & CO INC | 149,800 | $11.3B | 0.14% | Put |
| 100 | GOOGALPHABET INC | 4,137 | $11.0B | 0.14% | Put |
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