Capula Management Ltd Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$4.7T
Holdings
173
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (173 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 2,215,492 | $713.1B | 15.23% | Put |
| 2 | FXIISHARES TR | 14,745,360 | $643.3B | 13.74% | Put |
| 3 | HYGISHARES TR | 1,300,000 | $114.3B | 2.44% | Put |
| 4 | NDQINVESCO QQQ TR | 472,583 | $100.5B | 2.15% | Put |
| 5 | AMZNAMAZON COM INC | 54,100 | $100.0B | 2.14% | Put |
| 6 | BABOEING CO | 278,195 | $90.6B | 1.94% | Put |
| 7 | CMGCHIPOTLE MEXICAN GRILL INC | 106,660 | $89.3B | 1.91% | Put |
| 8 | METAFACEBOOK INC | 415,300 | $85.2B | 1.82% | Put |
| 9 | GOOGLALPHABET INC | 55,600 | $74.5B | 1.59% | Put |
| 10 | SBUXSTARBUCKS CORP | 713,300 | $62.7B | 1.34% | Put |
| 11 | NVDANVIDIA CORP | 246,200 | $57.9B | 1.24% | Put |
| 12 | ADBEADOBE INC | 173,700 | $57.3B | 1.22% | Put |
| 13 | UNHUNITEDHEALTH GROUP INC | 181,400 | $53.3B | 1.14% | Put |
| 14 | AAPLAPPLE INC | 180,000 | $52.9B | 1.13% | Put |
| 15 | BKNGBOOKING HLDGS INC | 25,020 | $51.4B | 1.10% | Put |
| 16 | CVSCVS HEALTH CORP | 641,900 | $47.7B | 1.02% | Put |
| 17 | DWDMORGAN STANLEY | 921,178 | $47.1B | 1.01% | Put |
| 18 | MCDMCDONALDS CORP | 233,912 | $46.2B | 0.99% | Put |
| 19 | JPMJPMORGAN CHASE & CO | 330,000 | $46.0B | 0.98% | Put |
| 20 | MSFTMICROSOFT CORP | 291,700 | $46.0B | 0.98% | Put |
| 21 | CRMSALESFORCE COM INC | 275,300 | $44.8B | 0.96% | Put |
| 22 | VVISA INC | 231,200 | $43.4B | 0.93% | Put |
| 23 | GSGOLDMAN SACHS GROUP INC | 183,700 | $42.2B | 0.90% | Put |
| 24 | DALDELTA AIR LINES INC DEL | 712,800 | $41.7B | 0.89% | Put |
| 25 | EEMISHARES TR | 900,000 | $40.4B | 0.86% | Call |
| 26 | NFLXNETFLIX INC | 120,700 | $39.1B | 0.83% | Put |
| 27 | HDHOME DEPOT INC | 174,521 | $38.1B | 0.81% | Put |
| 28 | TWTRUSDTWITTER INC | 1,186,032 | $38.0B | 0.81% | Put |
| 29 | IYRISHARES TR | 388,070 | $36.1B | 0.77% | Put |
| 30 | WMTWALMART INC | 297,100 | $35.3B | 0.75% | Put |
| 31 | DYHTARGET CORP | 275,000 | $35.3B | 0.75% | Put |
| 32 | BACVERIZON COMMUNICATIONS INC | 567,820 | $34.9B | 0.74% | Put |
| 33 | MAMASTERCARD INC | 116,021 | $34.6B | 0.74% | Put |
| 34 | LMTLOCKHEED MARTIN CORP | 86,698 | $33.8B | 0.72% | Put |
| 35 | CVXCHEVRON CORP NEW | 280,000 | $33.7B | 0.72% | Put |
| 36 | UALUNITED AIRLINES HLDGS INC | 381,500 | $33.6B | 0.72% | Put |
| 37 | MRKMERCK & CO INC | 363,000 | $33.0B | 0.71% | Put |
| 38 | METMETLIFE INC | 640,800 | $32.7B | 0.70% | Put |
| 39 | GMGENERAL MTRS CO | 890,800 | $32.6B | 0.70% | Put |
| 40 | CPBCAMPBELL SOUP CO | 654,900 | $32.4B | 0.69% | Put |
| 41 | ABBVABBVIE INC | 363,977 | $32.2B | 0.69% | Put |
| 42 | IBMINTERNATIONAL BUSINESS MACHS | 236,921 | $31.8B | 0.68% | Put |
| 43 | ADSKAUTODESK INC | 168,900 | $31.0B | 0.66% | Put |
| 44 | GQ9SPDR GOLD TRUST | 209,000 | $29.9B | 0.64% | Put |
| 45 | 0VVBVIACOMCBS INC | 689,590 | $28.9B | 0.62% | Put |
| 46 | EXPEEXPEDIA GROUP INC | 265,836 | $28.7B | 0.61% | Put |
| 47 | KOCOCA COLA CO | 513,700 | $28.4B | 0.61% | Put |
| 48 | KSUEURKANSAS CITY SOUTHERN | 171,500 | $26.3B | 0.56% | Put |
| 49 | PEPPEPSICO INC | 190,179 | $26.0B | 0.56% | Put |
| 50 | TXNTEXAS INSTRS INC | 197,000 | $25.3B | 0.54% | Put |
| 51 | INTCINTEL CORP | 419,226 | $25.1B | 0.54% | Put |
| 52 | AXPAMERICAN EXPRESS CO | 193,700 | $24.1B | 0.52% | Put |
| 53 | MUMICRON TECHNOLOGY INC | 448,300 | $24.1B | 0.52% | Put |
| 54 | CSXCSX CORP | 320,000 | $23.2B | 0.49% | Put |
| 55 | CATCATERPILLAR INC DEL | 148,200 | $21.9B | 0.47% | Put |
| 56 | EAELECTRONIC ARTS INC | 203,400 | $21.9B | 0.47% | Put |
| 57 | PYPLPAYPAL HLDGS INC | 196,658 | $21.3B | 0.45% | Put |
| 58 | AWMSKYWORKS SOLUTIONS INC | 175,293 | $21.2B | 0.45% | Put |
| 59 | PGPROCTER & GAMBLE CO | 168,000 | $21.0B | 0.45% | Put |
| 60 | T7DTRANSDIGM GROUP INC | 37,400 | $20.9B | 0.45% | Put |
| 61 | BABAALIBABA GROUP HLDG LTD | 96,500 | $20.5B | 0.44% | Put |
| 62 | LUVSOUTHWEST AIRLS CO | 377,909 | $20.4B | 0.44% | Put |
| 63 | TMUST MOBILE US INC | 260,000 | $20.4B | 0.44% | Put |
| 64 | XMESPDR SERIES TRUST | 674,000 | $19.7B | 0.42% | Put |
| 65 | LULULULULEMON ATHLETICA INC | 84,800 | $19.6B | 0.42% | Put |
| 66 | BACBANK AMER CORP | 550,000 | $19.4B | 0.41% | Put |
| 67 | ALXNALEXION PHARMACEUTICALS INC | 177,060 | $19.1B | 0.41% | Put |
| 68 | WDCWESTERN DIGITAL CORP | 291,985 | $18.5B | 0.40% | Put |
| 69 | XOMEXXON MOBIL CORP | 258,494 | $18.0B | 0.39% | Put |
| 70 | CSCOCISCO SYS INC | 375,633 | $18.0B | 0.38% | Put |
| 71 | QCOMQUALCOMM INC | 200,800 | $17.7B | 0.38% | Put |
| 72 | FDXFEDEX CORP | 114,280 | $17.3B | 0.37% | Put |
| 73 | DISDISNEY WALT CO | 115,013 | $16.6B | 0.36% | Put |
| 74 | UPSUNITED PARCEL SERVICE INC | 140,400 | $16.4B | 0.35% | Put |
| 75 | DEDEERE & CO | 94,300 | $16.3B | 0.35% | Put |
| 76 | JNJJOHNSON & JOHNSON | 111,450 | $16.3B | 0.35% | Put |
| 77 | VRTXVERTEX PHARMACEUTICALS INC | 73,514 | $16.1B | 0.34% | Put |
| 78 | BIDUNBAIDU INC | 121,944 | $15.4B | 0.33% | Put |
| 79 | NKENIKE INC | 150,394 | $15.2B | 0.33% | Put |
| 80 | STXSEAGATE TECHNOLOGY PLC | 250,700 | $14.9B | 0.32% | Put |
| 81 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 251,194 | $14.6B | 0.31% | Put |
| 82 | GDGENERAL DYNAMICS CORP | 82,640 | $14.6B | 0.31% | Put |
| 83 | MLMMARTIN MARIETTA MATLS INC | 51,800 | $14.5B | 0.31% | Put |
| 84 | HONHONEYWELL INTL INC | 80,179 | $14.2B | 0.30% | Put |
| 85 | CMCSACOMCAST CORP NEW | 300,000 | $13.5B | 0.29% | Call |
| 86 | XLISELECT SECTOR SPDR TR | 155,300 | $12.7B | 0.27% | Call |
| 87 | LLYLILLY ELI & CO | 94,100 | $12.4B | 0.26% | Put |
| 88 | PFEPFIZER INC | 313,500 | $12.3B | 0.26% | Put |
| 89 | ASMLASML HOLDING N V | 40,800 | $12.1B | 0.26% | Put |
| 90 | OXYOCCIDENTAL PETE CORP | 291,064 | $12.0B | 0.26% | Put |
| 91 | MMM3M CO | 60,000 | $10.6B | 0.23% | Put |
| 92 | ELLAUDER ESTEE COS INC | 50,519 | $10.4B | 0.22% | Put |
| 93 | DDDUPONT DE NEMOURS INC | 149,500 | $9.6B | 0.21% | Put |
| 94 | KMIKINDER MORGAN INC DEL | 448,300 | $9.5B | 0.20% | Put |
| 95 | CTXSEURCITRIX SYS INC | 84,500 | $9.4B | 0.20% | Put |
| 96 | VMCVULCAN MATLS CO | 63,038 | $9.1B | 0.19% | Put |
| 97 | STZCONSTELLATION BRANDS INC | 46,800 | $8.9B | 0.19% | Put |
| 98 | 7HPHP INC | 411,520 | $8.5B | 0.18% | Put |
| 99 | HESHESS CORP | 125,500 | $8.4B | 0.18% | Put |
| 100 | XOPUSDSPDR SERIES TRUST | 350,000 | $8.3B | 0.18% | Put |
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