Capula Management Ltd Q4 2021 Filing
Filed February 14, 2022
Portfolio Value
$4.7T
Holdings
79
Report Date
Q4 2021
Filing Type
13F-HR
All Holdings (79 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 2,774,628 | $1.3T | 27.99% | Put |
| 2 | NDQINVESCO QQQ TR | 793,602 | $315.7B | 6.71% | Put |
| 3 | AAPLAPPLE INC | 1,655,827 | $294.0B | 6.24% | Put |
| 4 | XLFSELECT SECTOR SPDR TR | 7,221,931 | $282.0B | 5.99% | Put |
| 5 | MSFTMICROSOFT CORP | 733,183 | $246.6B | 5.24% | Put |
| 6 | NVDANVIDIA CORPORATION | 826,427 | $243.1B | 5.16% | Put |
| 7 | GOOGLALPHABET INC | 73,274 | $212.3B | 4.51% | Put |
| 8 | AMZNAMAZON COM INC | 63,502 | $211.7B | 4.50% | Put |
| 9 | FXIISHARES TR | 4,413,341 | $161.4B | 3.43% | Put |
| 10 | METAMETA PLATFORMS INC | 339,398 | $114.2B | 2.42% | Put |
| 11 | NFLXNETFLIX INC | 163,190 | $98.3B | 2.09% | Put |
| 12 | UNPUNION PAC CORP | 376,600 | $94.9B | 2.02% | Put |
| 13 | IWMISHARES TR | 313,936 | $69.8B | 1.48% | Put |
| 14 | TSLATESLA INC | 64,140 | $67.8B | 1.44% | Put |
| 15 | TRVCCITIGROUP INC | 972,313 | $58.7B | 1.25% | Put |
| 16 | WMTWALMART INC | 397,700 | $57.5B | 1.22% | Put |
| 17 | JPMJPMORGAN CHASE & CO | 326,422 | $51.7B | 1.10% | Put |
| 18 | BACBK OF AMERICA CORP | 1,000,800 | $44.5B | 0.95% | Put |
| 19 | TIPISHARES TR | 300,000 | $38.8B | 0.82% | Put |
| 20 | IBMINTERNATIONAL BUSINESS MACHS | 286,200 | $38.3B | 0.81% | Put |
| 21 | MCDMCDONALDS CORP | 133,600 | $35.8B | 0.76% | Put |
| 22 | GSGOLDMAN SACHS GROUP INC | 84,417 | $32.3B | 0.69% | Put |
| 23 | NSCNORFOLK SOUTHN CORP | 95,700 | $28.5B | 0.61% | Put |
| 24 | RTXRAYTHEON TECHNOLOGIES CORP | 325,100 | $28.0B | 0.59% | Put |
| 25 | XLESELECT SECTOR SPDR TR | 464,669 | $25.8B | 0.55% | Put |
| 26 | TXNTEXAS INSTRS INC | 133,413 | $25.1B | 0.53% | Put |
| 27 | XLISELECT SECTOR SPDR TR | 224,874 | $23.8B | 0.51% | Put |
| 28 | KOCOCA COLA CO | 378,700 | $22.4B | 0.48% | Put |
| 29 | WDAYWORKDAY INC | 80,700 | $22.0B | 0.47% | Put |
| 30 | ASHRDBX ETF TR | 540,000 | $21.1B | 0.45% | Call |
| 31 | BKNGBOOKING HOLDINGS INC | 7,400 | $17.8B | 0.38% | Put |
| 32 | PEPPEPSICO INC | 102,000 | $17.7B | 0.38% | Call |
| 33 | LMTLOCKHEED MARTIN CORP | 47,000 | $16.7B | 0.35% | Put |
| 34 | ITWILLINOIS TOOL WKS INC | 66,500 | $16.4B | 0.35% | Put |
| 35 | CSCOCISCO SYS INC | 254,800 | $16.1B | 0.34% | Call |
| 36 | CSXCSX CORP | 425,000 | $16.0B | 0.34% | Put |
| 37 | PLUNPLUG POWER INC | 538,113 | $15.2B | 0.32% | Put |
| 38 | MMM3M CO | 83,258 | $14.8B | 0.31% | Put |
| 39 | PAHUSDELEMENT SOLUTIONS INC | 572,650 | $13.9B | 0.30% | Put |
| 40 | SMHVANECK ETF TRUST | 42,600 | $13.2B | 0.28% | Put |
| 41 | PNCPNC FINL SVCS GROUP INC | 63,200 | $12.7B | 0.27% | Put |
| 42 | COINCOINBASE GLOBAL INC | 50,000 | $12.6B | 0.27% | Put |
| 43 | CMGCHIPOTLE MEXICAN GRILL INC | 6,860 | $12.0B | 0.25% | Put |
| 44 | CVXCHEVRON CORP NEW | 100,000 | $11.7B | 0.25% | Put |
| 45 | CATCATERPILLAR INC | 55,800 | $11.5B | 0.25% | Put |
| 46 | CRMSALESFORCE COM INC | 44,130 | $11.2B | 0.24% | Put |
| 47 | SWKSTANLEY BLACK & DECKER INC | 59,103 | $11.1B | 0.24% | Put |
| 48 | DOWDOW INC | 195,300 | $11.1B | 0.24% | Put |
| 49 | LVLNSPDR SER TR | 151,200 | $10.7B | 0.23% | Put |
| 50 | XLBSELECT SECTOR SPDR TR | 105,000 | $9.5B | 0.20% | Call |
| 51 | PGPROCTER AND GAMBLE CO | 53,400 | $8.7B | 0.19% | Put |
| 52 | NTAPNETAPP INC | 91,900 | $8.5B | 0.18% | Put |
| 53 | MCHPMICROCHIP TECHNOLOGY INC. | 95,400 | $8.3B | 0.18% | Put |
| 54 | XLUSELECT SECTOR SPDR TR | 110,200 | $7.9B | 0.17% | Put |
| 55 | XLVSELECT SECTOR SPDR TR | 55,800 | $7.9B | 0.17% | Put |
| 56 | GQ9SPDR GOLD TR | 43,500 | $7.4B | 0.16% | Call |
| 57 | CVSCVS HEALTH CORP | 71,590 | $7.4B | 0.16% | Put |
| 58 | COFCAPITAL ONE FINL CORP | 50,640 | $7.3B | 0.16% | Put |
| 59 | KEYSKEYSIGHT TECHNOLOGIES INC | 33,800 | $7.0B | 0.15% | Call |
| 60 | USBUS BANCORP DEL | 118,600 | $6.7B | 0.14% | Put |
| 61 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 54,100 | $6.5B | 0.14% | Put |
| 62 | KHCKRAFT HEINZ CO | 170,980 | $6.1B | 0.13% | Put |
| 63 | EMREMERSON ELEC CO | 65,100 | $6.1B | 0.13% | Put |
| 64 | PINSPINTEREST INC | 155,030 | $5.6B | 0.12% | Put |
| 65 | MRKMERCK & CO INC | 67,700 | $5.2B | 0.11% | Put |
| 66 | JDJD.COM INC | 70,000 | $4.9B | 0.10% | |
| 67 | AWMSKYWORKS SOLUTIONS INC | 30,000 | $4.7B | 0.10% | Put |
| 68 | RSX1USDVANECK ETF TRUST | 166,700 | $4.4B | 0.09% | Call |
| 69 | INTCINTEL CORP | 77,080 | $4.0B | 0.08% | Put |
| 70 | ADSKAUTODESK INC | 13,400 | $3.8B | 0.08% | Put |
| 71 | FDXFEDEX CORP | 14,200 | $3.7B | 0.08% | Put |
| 72 | WDCWESTERN DIGITAL CORP. | 53,500 | $3.5B | 0.07% | Put |
| 73 | XLYSELECT SECTOR SPDR TR | 17,000 | $3.5B | 0.07% | Call |
| 74 | XLFISELECT SECTOR SPDR TR | 44,500 | $3.4B | 0.07% | Call |
| 75 | GDXVANECK ETF TRUST | 100,000 | $3.2B | 0.07% | Call |
| 76 | TWTRUSDTWITTER INC | 53,222 | $2.3B | 0.05% | Put |
| 77 | ETNEATON CORP PLC | 9,900 | $1.7B | 0.04% | Call |
| 78 | GDGENERAL DYNAMICS CORP | 7,100 | $1.5B | 0.03% | Call |
| 79 | NIONIO INC | 42,900 | $1.4B | 0.03% | Put |