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)

#StockSharesValue% PortfolioType
101
ADBEADOBE SYSTEMS INCORPORATED
6,382$3.2B0.16%Put
102
SHWSHERWIN WILLIAMS CO
4,330$3.2B0.16%Put
103
TJXTJX COS INC NEW
46,315$3.2B0.16%Put
104
CICIGNA CORP NEW
14,773$3.1B0.15%Put
105
RTXRAYTHEON TECHNOLOGIES CORP
42,679$3.1B0.15%Put
106
TROWPRICE T ROWE GROUP INC
20,000$3.0B0.15%Call
107
VRTXVERTEX PHARMACEUTICALS INC
12,674$3.0B0.15%Put
108
WBAWALGREENS BOOTS ALLIANCE INC
75,099$3.0B0.15%Put
109
EWZISHARES INC
80,000$3.0B0.15%Call
110
PNCPNC FINL SVCS GROUP INC
18,914$2.8B0.14%Put
111
CMCSACOMCAST CORP NEW
50,000$2.6B0.13%Call
112
NTRSNORTHERN TR CORP
26,300$2.4B0.12%Put
113
CSXCSX CORP
26,800$2.4B0.12%Call
114
MRKMERCK & CO. INC
27,320$2.2B0.11%Put
115
IRMIRON MTN INC NEW
70,200$2.1B0.10%Put
116
VENVENTAS INC
110,000$2.1B0.10%Put
117
HRLHORMEL FOODS CORP
40,000$1.9B0.09%Call
118
BSXBOSTON SCIENTIFIC CORP
49,905$1.8B0.09%Put
119
JCIJOHNSON CTLS INTL PLC
37,840$1.8B0.09%Put
120
XMESPDR SER TR
50,000$1.7B0.08%Call
121
AWNADVANCE AUTO PARTS INC
10,400$1.6B0.08%Put
122
SWCHEURSWITCH INC
100,000$1.6B0.08%Call
123
XLESELECT SECTOR SPDR TR
37,500$1.4B0.07%Call
124
AIZASSURANT INC
9,840$1.3B0.07%Put
125
DOWDOW INC
23,700$1.3B0.07%Call
126
EXPDEXPEDITORS INTL WASH INC
13,680$1.3B0.06%Put
127
ICEINTERCONTINENTAL EXCHANGE IN
9,749$1.1B0.06%Put
128
ELANELANCO ANIMAL HEALTH INC
34,670$1.1B0.05%Put
129
WDCWESTERN DIGITAL CORP.
14,500$803.0M0.04%Put
130
STTSTATE STR CORP
9,900$721.0M0.04%Call
131
CMGCHIPOTLE MEXICAN GRILL INC
440$610.0M0.03%Put
132
NUENUCOR CORP
11,300$601.0M0.03%Call
133
EWWISHARES INC
8,150$350.0M0.02%
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