Capula Management Ltd Q3 2022 Filing
Filed November 14, 2022
Portfolio Value
$7.4B
Holdings
335
Report Date
Q3 2022
Filing Type
13F-HR
All Holdings (335 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,699,481 | $607.0B | 8187.22% | Put |
| 2 | AAPLAPPLE INC | 3,250,998 | $449.3B | 6059.80% | Put |
| 3 | MSFTMICROSOFT CORP | 1,622,773 | $377.9B | 5097.53% | Put |
| 4 | IWMISHARES TR | 2,251,214 | $371.3B | 5007.53% | Put |
| 5 | GOOGLALPHABET INC | 2,647,854 | $253.3B | 3415.96% | Put |
| 6 | AMZNAMAZON COM INC | 2,234,415 | $252.5B | 3405.46% | Put |
| 7 | JNJJOHNSON & JOHNSON | 1,086,100 | $177.4B | 2393.03% | Put |
| 8 | TSLATESLA INC | 595,010 | $157.8B | 2128.70% | Put |
| 9 | IBMINTERNATIONAL BUSINESS MACHS | 1,226,978 | $145.8B | 1966.18% | Put |
| 10 | UNHUNITEDHEALTH GROUP INC | 215,674 | $108.9B | 1469.12% | Put |
| 11 | NDQINVESCO QQQ TR | 402,365 | $107.5B | 1450.40% | Put |
| 12 | CVSCVS HEALTH CORP | 1,114,266 | $106.3B | 1433.28% | Put |
| 13 | DONSPDR DOW JONES INDL AVERAGE | 356,016 | $102.3B | 1379.56% | Put |
| 14 | CSCOCISCO SYS INC | 2,297,221 | $91.9B | 1239.36% | Put |
| 15 | XOMEXXON MOBIL CORP | 998,387 | $87.2B | 1175.71% | Put |
| 16 | FXIISHARES TR | 3,209,200 | $83.0B | 1119.33% | Put |
| 17 | PEPPEPSICO INC | 498,595 | $81.4B | 1097.90% | Put |
| 18 | MRKMERCK & CO INC | 938,600 | $80.8B | 1090.23% | Put |
| 19 | UPSUNITED PARCEL SERVICE INC | 471,270 | $76.1B | 1026.78% | Put |
| 20 | BACBK OF AMERICA CORP | 2,442,772 | $73.8B | 994.99% | Put |
| 21 | VVISA INC | 414,364 | $73.6B | 992.85% | Put |
| 22 | JPMJPMORGAN CHASE & CO | 698,829 | $73.0B | 984.97% | Put |
| 23 | METAMETA PLATFORMS INC | 530,264 | $71.9B | 970.38% | Put |
| 24 | MCDMCDONALDS CORP | 309,923 | $71.5B | 964.52% | Put |
| 25 | TXNTEXAS INSTRS INC | 456,644 | $70.7B | 953.29% | Put |
| 26 | WMTWALMART INC | 541,900 | $70.3B | 947.96% | Put |
| 27 | DWDMORGAN STANLEY | 882,809 | $69.8B | 940.77% | Put |
| 28 | AMGNAMGEN INC | 307,171 | $69.2B | 933.83% | Put |
| 29 | CVXCHEVRON CORP NEW | 479,208 | $68.8B | 928.59% | Put |
| 30 | KOCOCA COLA CO | 1,141,293 | $63.9B | 862.33% | Put |
| 31 | LMTLOCKHEED MARTIN CORP | 164,388 | $63.5B | 856.47% | Put |
| 32 | BMYBRISTOL-MYERS SQUIBB CO | 866,000 | $61.6B | 830.35% | Put |
| 33 | ABTABBOTT LABS | 621,509 | $60.1B | 811.10% | Put |
| 34 | MDTMEDTRONIC PLC | 733,085 | $59.2B | 798.42% | Put |
| 35 | XLVSELECT SECTOR SPDR TR | 483,191 | $58.5B | 789.28% | Put |
| 36 | XLESELECT SECTOR SPDR TR | 802,805 | $57.8B | 779.82% | Put |
| 37 | NVDANVIDIA CORPORATION | 461,264 | $56.0B | 755.20% | Put |
| 38 | MAMASTERCARD INCORPORATED | 186,084 | $52.9B | 713.63% | Put |
| 39 | GSGOLDMAN SACHS GROUP INC | 179,488 | $52.6B | 709.42% | Put |
| 40 | LVLNSPDR SER TR | 868,904 | $51.2B | 690.04% | Put |
| 41 | XLYSELECT SECTOR SPDR TR | 354,420 | $50.5B | 680.95% | Put |
| 42 | GILDGILEAD SCIENCES INC | 795,231 | $49.1B | 661.67% | Put |
| 43 | WFCWELLS FARGO CO NEW | 1,211,536 | $48.7B | 657.22% | Put |
| 44 | AVGOBROADCOM INC | 109,271 | $48.5B | 654.39% | Put |
| 45 | CATCATERPILLAR INC | 295,435 | $48.5B | 653.82% | Put |
| 46 | TRVCCITIGROUP INC | 1,162,967 | $48.5B | 653.62% | Put |
| 47 | LOWLOWES COS INC | 255,054 | $47.9B | 646.08% | Put |
| 48 | PGPROCTER AND GAMBLE CO | 378,962 | $47.8B | 645.31% | Put |
| 49 | NFLXNETFLIX INC | 200,600 | $47.2B | 637.02% | Put |
| 50 | CMGCHIPOTLE MEXICAN GRILL INC | 31,362 | $47.1B | 635.67% | Put |
| 51 | NEENEXTERA ENERGY INC | 589,644 | $46.2B | 623.57% | Put |
| 52 | RTXRAYTHEON TECHNOLOGIES CORP | 531,573 | $43.5B | 586.91% | Put |
| 53 | HDHOME DEPOT INC | 156,049 | $43.1B | 580.77% | Put |
| 54 | METMETLIFE INC | 687,146 | $41.8B | 563.31% | Put |
| 55 | IYRISHARES TR | 512,915 | $41.8B | 563.27% | Put |
| 56 | ABBVABBVIE INC | 310,697 | $41.7B | 562.42% | Put |
| 57 | HONHONEYWELL INTL INC | 231,653 | $38.7B | 521.69% | Put |
| 58 | UNPUNION PAC CORP | 198,150 | $38.6B | 520.66% | Put |
| 59 | PRUPRUDENTIAL FINL INC | 417,989 | $35.9B | 483.58% | Put |
| 60 | PFEPFIZER INC | 690,427 | $30.2B | 407.50% | Put |
| 61 | XLFISELECT SECTOR SPDR TR | 448,676 | $29.9B | 403.82% | Put |
| 62 | STZCONSTELLATION BRANDS INC | 130,000 | $29.9B | 402.71% | Put |
| 63 | INTCINTEL CORP | 1,130,975 | $29.1B | 393.08% | Put |
| 64 | DDOMINION ENERGY INC | 420,000 | $29.0B | 391.49% | Call |
| 65 | XLFSELECT SECTOR SPDR TR | 920,465 | $27.9B | 376.91% | Put |
| 66 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 405,890 | $27.8B | 375.33% | Put |
| 67 | QCOMQUALCOMM INC | 244,072 | $27.6B | 371.92% | Put |
| 68 | DISDISNEY WALT CO | 282,026 | $26.6B | 358.81% | Put |
| 69 | ORCLORACLE CORP | 430,500 | $26.3B | 354.60% | Put |
| 70 | VRTXVERTEX PHARMACEUTICALS INC | 90,300 | $26.1B | 352.65% | Put |
| 71 | AMDADVANCED MICRO DEVICES INC | 406,196 | $25.7B | 347.13% | Put |
| 72 | CMICUMMINS INC | 126,229 | $25.7B | 346.48% | Put |
| 73 | PYPLPAYPAL HLDGS INC | 298,222 | $25.7B | 346.20% | Put |
| 74 | COSTCOSTCO WHSL CORP NEW | 54,341 | $25.7B | 346.14% | Put |
| 75 | CSXCSX CORP | 914,202 | $24.4B | 328.48% | Put |
| 76 | LRCXEURLAM RESEARCH CORP | 66,274 | $24.3B | 327.15% | Put |
| 77 | 4I1PHILIP MORRIS INTL INC | 289,500 | $24.0B | 324.13% | Put |
| 78 | XBISPDR SER TR | 301,071 | $23.9B | 322.10% | Put |
| 79 | KDPKEURIG DR PEPPER INC | 663,600 | $23.8B | 320.60% | Put |
| 80 | ADBEADOBE SYSTEMS INCORPORATED | 86,264 | $23.7B | 320.19% | Put |
| 81 | SMHVANECK ETF TRUST | 124,931 | $23.1B | 311.93% | Put |
| 82 | FISFIDELITY NATL INFORMATION SV | 300,000 | $22.7B | 305.78% | Call |
| 83 | NSCNORFOLK SOUTHN CORP | 96,675 | $20.3B | 273.37% | Put |
| 84 | SCHWSCHWAB CHARLES CORP | 280,750 | $20.2B | 272.15% | Put |
| 85 | OXYOCCIDENTAL PETE CORP | 318,474 | $19.6B | 263.95% | Put |
| 86 | CAGCONAGRA BRANDS INC | 594,802 | $19.4B | 261.77% | Put |
| 87 | LLYLILLY ELI & CO | 58,100 | $18.8B | 253.38% | Put |
| 88 | DEDEERE & CO | 55,500 | $18.5B | 249.94% | Put |
| 89 | SLBSCHLUMBERGER LTD | 509,254 | $18.3B | 246.59% | Put |
| 90 | MCHPMICROCHIP TECHNOLOGY INC. | 286,039 | $17.5B | 235.45% | Put |
| 91 | NKENIKE INC | 205,387 | $17.1B | 230.26% | Put |
| 92 | ARKKARK ETF TR | 451,546 | $17.0B | 229.79% | Put |
| 93 | KELKELLOGG CO | 234,009 | $16.3B | 219.85% | Put |
| 94 | AMTAMERICAN TOWER CORP NEW | 75,500 | $16.2B | 218.63% | Put |
| 95 | CRMSALESFORCE INC | 107,000 | $15.4B | 207.59% | Put |
| 96 | HASHASBRO INC | 226,740 | $15.3B | 206.17% | Put |
| 97 | AXPAMERICAN EXPRESS CO | 112,000 | $15.1B | 203.80% | Put |
| 98 | TMUST-MOBILE US INC | 110,367 | $14.8B | 199.71% | Put |
| 99 | APDAIR PRODS & CHEMS INC | 63,100 | $14.7B | 198.06% | Put |
| 100 | TMOTHERMO FISHER SCIENTIFIC INC | 28,900 | $14.7B | 197.70% | Call |
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