Capula Management Ltd Q4 2020 Filing
Filed February 16, 2021
Portfolio Value
$2.0T
Holdings
133
Report Date
Q4 2020
Filing Type
13F-HR
All Holdings (133 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,133,219 | $423.7B | 21.03% | Put |
| 2 | SNAPSNAP INC | 2,119,300 | $106.1B | 5.27% | Put |
| 3 | EEMISHARES TR | 1,355,591 | $70.0B | 3.48% | Put |
| 4 | GOOGLALPHABET INC | 33,380 | $58.5B | 2.90% | Put |
| 5 | DPZDOMINOS PIZZA INC | 146,685 | $56.2B | 2.79% | Put |
| 6 | HDHOME DEPOT INC | 178,090 | $47.3B | 2.35% | Put |
| 7 | CSCOCISCO SYS INC | 944,126 | $42.3B | 2.10% | Put |
| 8 | BILIBILIBILI INC | 448,000 | $38.4B | 1.91% | Put |
| 9 | ITWILLINOIS TOOL WKS INC | 168,700 | $34.4B | 1.71% | Put |
| 10 | ORCLORACLE CORP | 518,300 | $33.5B | 1.66% | Put |
| 11 | BACBK OF AMERICA CORP | 1,077,753 | $32.7B | 1.62% | Put |
| 12 | FTCHQFARFETCH LTD | 501,400 | $32.0B | 1.59% | Put |
| 13 | ROPROPER TECHNOLOGIES INC | 70,000 | $30.2B | 1.50% | Put |
| 14 | XLVSELECT SECTOR SPDR TR | 264,000 | $29.9B | 1.49% | Put |
| 15 | DEDEERE & CO | 109,100 | $29.4B | 1.46% | Put |
| 16 | CMICUMMINS INC | 125,200 | $28.4B | 1.41% | Put |
| 17 | AMDADVANCED MICRO DEVICES INC | 296,410 | $27.2B | 1.35% | Put |
| 18 | COSTCOSTCO WHSL CORP NEW | 71,940 | $27.1B | 1.35% | Put |
| 19 | AVGOBROADCOM INC | 60,400 | $26.4B | 1.31% | Put |
| 20 | XLYSELECT SECTOR SPDR TR | 153,600 | $24.7B | 1.23% | Put |
| 21 | BMYBRISTOL-MYERS SQUIBB CO | 380,603 | $23.6B | 1.17% | Put |
| 22 | NVDANVIDIA CORPORATION | 43,720 | $22.8B | 1.13% | Put |
| 23 | MSFTMICROSOFT CORP | 100,773 | $22.4B | 1.11% | Put |
| 24 | XLFISELECT SECTOR SPDR TR | 310,000 | $20.9B | 1.04% | Put |
| 25 | NFLXNETFLIX INC | 37,034 | $20.0B | 0.99% | Put |
| 26 | SCHWSCHWAB CHARLES CORP | 375,000 | $19.9B | 0.99% | Call |
| 27 | FXIISHARES TR | 417,057 | $19.4B | 0.96% | Put |
| 28 | XLISELECT SECTOR SPDR TR | 218,615 | $19.4B | 0.96% | Put |
| 29 | CATCATERPILLAR INC | 99,500 | $18.1B | 0.90% | Put |
| 30 | QCOMQUALCOMM INC | 117,295 | $17.9B | 0.89% | Put |
| 31 | TDTORONTO DOMINION BK ONT | 309,900 | $17.5B | 0.87% | Put |
| 32 | CVSCVS HEALTH CORP | 246,000 | $16.8B | 0.83% | Put |
| 33 | WDAYWORKDAY INC | 64,541 | $15.5B | 0.77% | Put |
| 34 | GPNGLOBAL PMTS INC | 67,379 | $14.5B | 0.72% | Put |
| 35 | MCDMCDONALDS CORP | 65,000 | $13.9B | 0.69% | Put |
| 36 | CMECME GROUP INC | 75,100 | $13.7B | 0.68% | Put |
| 37 | GILDGILEAD SCIENCES INC | 234,370 | $13.7B | 0.68% | Put |
| 38 | SBUXSTARBUCKS CORP | 123,900 | $13.3B | 0.66% | Put |
| 39 | JPMJPMORGAN CHASE & CO | 103,664 | $13.2B | 0.65% | Put |
| 40 | TXNTEXAS INSTRS INC | 79,200 | $13.0B | 0.65% | Put |
| 41 | EQREQUITY RESIDENTIAL | 218,490 | $13.0B | 0.64% | Put |
| 42 | LOWLOWES COS INC | 80,343 | $12.9B | 0.64% | Put |
| 43 | EWEDWARDS LIFESCIENCES CORP | 138,100 | $12.6B | 0.63% | Put |
| 44 | INTCINTEL CORP | 165,323 | $12.4B | 0.62% | Put |
| 45 | ASNDASCENDIS PHARMA A/S | 73,669 | $12.3B | 0.61% | Put |
| 46 | KOCOCA COLA CO | 220,000 | $12.1B | 0.60% | Call |
| 47 | UNPUNION PAC CORP | 55,300 | $11.5B | 0.57% | Call |
| 48 | —BARCLAYS BANK PLC | 684,573 | $11.5B | 0.57% | Put |
| 49 | PEPPEPSICO INC | 69,100 | $10.2B | 0.51% | Put |
| 50 | EWYISHARES INC | 115,000 | $9.9B | 0.49% | |
| 51 | KSUEURKANSAS CITY SOUTHERN | 45,700 | $9.3B | 0.46% | Put |
| 52 | IBBISHARES TR | 60,880 | $9.2B | 0.46% | Put |
| 53 | TAT&T INC | 310,520 | $8.9B | 0.44% | Put |
| 54 | APDAIR PRODS & CHEMS INC | 32,354 | $8.8B | 0.44% | Put |
| 55 | DGDOLLAR GEN CORP NEW | 41,100 | $8.6B | 0.43% | Put |
| 56 | XOMEXXON MOBIL CORP | 207,690 | $8.6B | 0.42% | Put |
| 57 | SPGSIMON PPTY GROUP INC NEW | 100,000 | $8.5B | 0.42% | Call |
| 58 | FFORD MTR CO DEL | 938,400 | $8.2B | 0.41% | Call |
| 59 | VVISA INC | 37,200 | $8.1B | 0.40% | Put |
| 60 | FQIDIGITAL RLTY TR INC | 56,723 | $7.9B | 0.39% | Put |
| 61 | NDQINVESCO QQQ TR | 25,000 | $7.8B | 0.39% | Put |
| 62 | XLFSELECT SECTOR SPDR TR | 260,100 | $7.7B | 0.38% | Put |
| 63 | USBUS BANCORP DEL | 161,202 | $7.5B | 0.37% | Put |
| 64 | ABBVABBVIE INC | 68,800 | $7.4B | 0.37% | Put |
| 65 | NKENIKE INC | 50,990 | $7.2B | 0.36% | Put |
| 66 | TRIPTRIPADVISOR INC | 250,000 | $7.2B | 0.36% | Call |
| 67 | WMBWILLIAMS COS INC | 332,320 | $6.7B | 0.33% | Put |
| 68 | TSLATESLA INC | 8,684 | $6.1B | 0.30% | Put |
| 69 | NSCNORFOLK SOUTHN CORP | 25,300 | $6.0B | 0.30% | Put |
| 70 | METAFACEBOOK INC | 21,729 | $5.9B | 0.29% | Put |
| 71 | CRMSALESFORCE COM INC | 26,046 | $5.8B | 0.29% | Put |
| 72 | XLBSELECT SECTOR SPDR TR | 80,000 | $5.8B | 0.29% | Put |
| 73 | WMTWALMART INC | 39,310 | $5.7B | 0.28% | Put |
| 74 | AXPAMERICAN EXPRESS CO | 46,489 | $5.6B | 0.28% | Put |
| 75 | MMM3M CO | 32,000 | $5.6B | 0.28% | Put |
| 76 | AAPLAPPLE INC | 41,934 | $5.6B | 0.28% | Put |
| 77 | BNSBANK NOVA SCOTIA B C | 100,000 | $5.4B | 0.27% | Put |
| 78 | GSGOLDMAN SACHS GROUP INC | 20,400 | $5.4B | 0.27% | Put |
| 79 | IWMISHARES TR | 27,100 | $5.3B | 0.26% | Put |
| 80 | CBCHUBB LIMITED | 29,897 | $4.6B | 0.23% | Put |
| 81 | ORLYOREILLY AUTOMOTIVE INC | 10,000 | $4.5B | 0.22% | Call |
| 82 | COPCONOCOPHILLIPS | 110,990 | $4.4B | 0.22% | Put |
| 83 | ITBISHARES TR | 79,311 | $4.4B | 0.22% | |
| 84 | ELVANTHEM INC | 13,783 | $4.4B | 0.22% | Put |
| 85 | IBMINTERNATIONAL BUSINESS MACHS | 30,900 | $3.9B | 0.19% | Put |
| 86 | LLYLILLY ELI & CO | 22,376 | $3.8B | 0.19% | Put |
| 87 | BLKCHFBLACKROCK INC | 5,100 | $3.7B | 0.18% | Call |
| 88 | PRUPRUDENTIAL FINL INC | 45,300 | $3.5B | 0.18% | Put |
| 89 | METMETLIFE INC | 73,195 | $3.4B | 0.17% | Put |
| 90 | EMREMERSON ELEC CO | 42,146 | $3.4B | 0.17% | Put |
| 91 | XLCSELECT SECTOR SPDR TR | 50,000 | $3.4B | 0.17% | Put |
| 92 | CLVTRIP COM GROUP LTD | 99,386 | $3.4B | 0.17% | Put |
| 93 | DWDMORGAN STANLEY | 48,500 | $3.3B | 0.17% | Put |
| 94 | TFCTRUIST FINL CORP | 69,131 | $3.3B | 0.16% | Put |
| 95 | BKNGBOOKING HOLDINGS INC | 1,483 | $3.3B | 0.16% | Put |
| 96 | PYPLPAYPAL HLDGS INC | 14,047 | $3.3B | 0.16% | Put |
| 97 | BACVERIZON COMMUNICATIONS INC | 55,860 | $3.3B | 0.16% | Put |
| 98 | FISVFISERV INC | 28,584 | $3.3B | 0.16% | Put |
| 99 | TRVCCITIGROUP INC | 52,400 | $3.2B | 0.16% | Call |
| 100 | MAMASTERCARD INCORPORATED | 9,021 | $3.2B | 0.16% | Put |
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