Capula Management

Capula Management as of June 30, 2020

Portfolio Holdings for Capula Management

Capula Management holds 140 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Amazon Call Option (AMZN) 5.7 $138M 50k 2758.84
Alphabet Cap Stk Cl A Call Option (GOOGL) 5.5 $131M 93k 1418.06
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) 4.7 $113M 456k 247.60
Apple Call Option (AAPL) 4.4 $105M 288k 364.80
Lowe's Companies Call Option (LOW) 4.0 $96M 711k 135.12
Select Sector Spdr Tr Energy Put Option (XLE) 3.9 $94M 2.5M 37.85
Ishares Tr China Lg-cap Etf Put Option (FXI) 2.5 $60M 1.5M 39.70
Ishares Tr Msci Emg Mkt Etf (EEM) 2.1 $50M 1.2M 39.99
Mastercard Incorporated Cl A Call Option (MA) 1.9 $46M 156k 295.70
Adobe Systems Incorporated Put Option (ADBE) 1.9 $45M 104k 435.32
Cisco Systems (CSCO) 1.8 $44M 937k 46.62
HSBC HLDGS Spon Adr New (HSBC) 1.8 $43M 1.8M 23.33
Oracle Corporation Put Option (ORCL) 1.6 $39M 697k 55.27
Pfizer Put Option (PFE) 1.5 $35M 1.1M 32.70
Spdr Gold Tr Gold Shs Call Option (GLD) 1.4 $34M 200k 167.37
Booking Holdings Call Option (BKNG) 1.3 $32M 20k 1592.36
Wal-Mart Stores Call Option (WMT) 1.3 $31M 262k 119.79
Verizon Communications Put Option (VZ) 1.2 $29M 519k 55.13
Select Sector Spdr Tr Sbi Int-inds (XLI) 1.1 $27M 399k 68.70
Paypal Holdings Call Option (PYPL) 1.1 $27M 156k 174.23
Abbvie Call Option (ABBV) 1.1 $26M 265k 98.18
Comcast Corp Cl A Put Option (CMCSA) 1.1 $26M 664k 38.98
Merck & Co Call Option (MRK) 1.1 $26M 330k 77.33
Bank of America Corporation Call Option (BAC) 1.0 $25M 1.1M 23.75
Ishares Tr Barclays 7 10 Yr Call Option (IEF) 1.0 $24M 200k 121.87
Netflix Put Option (NFLX) 1.0 $24M 53k 455.03
Electronic Arts Call Option (EA) 1.0 $24M 184k 132.05
Visa Com Cl A Call Option (V) 1.0 $24M 123k 193.17
Facebook Cl A Put Option (META) 0.9 $23M 100k 227.08
salesforce Call Option (CRM) 0.9 $23M 120k 187.33
BlackRock (BLK) 0.9 $22M 40k 544.04
Ishares Tr 20 Yr Tr Bd Etf Call Option (TLT) 0.9 $21M 128k 163.93
United Parcel Service CL B Call Option (UPS) 0.9 $21M 184k 111.18
Broadcom Call Option (AVGO) 0.9 $21M 65k 315.60
Select Sector Spdr Tr Sbi Healthcare Put Option (XLV) 0.8 $20M 200k 100.07
Nike CL B (NKE) 0.8 $20M 202k 98.04
Akamai Technologies Put Option (AKAM) 0.8 $20M 185k 107.09
Juniper Networks Put Option (JNPR) 0.8 $19M 826k 22.86
CVS Caremark Corporation Put Option (CVS) 0.8 $19M 288k 64.96
Workday Cl A Call Option (WDAY) 0.8 $19M 99k 187.36
Qualcomm Put Option (QCOM) 0.8 $18M 202k 91.21
Coca-Cola Company (KO) 0.8 $18M 409k 44.69
Advanced Micro Devices (AMD) 0.8 $18M 345k 52.61
Goldman Sachs (GS) 0.8 $18M 92k 197.64
3M Company Call Option (MMM) 0.7 $17M 110k 155.98
Intercontinental Exchange (ICE) 0.7 $17M 186k 91.64
Microsoft Corporation Call Option (MSFT) 0.7 $16M 80k 203.50
Lululemon Athletica Call Option (LULU) 0.7 $16M 52k 311.99
Pepsi (PEP) 0.7 $16M 122k 132.24
Morgan Stanley Com New Put Option (MS) 0.7 $16M 332k 48.30
McDonald's Corporation Call Option (MCD) 0.7 $16M 86k 184.47
Bristol Myers Squibb (BMY) 0.6 $16M 264k 58.80
Starbucks Corporation Call Option (SBUX) 0.6 $15M 203k 73.59
Clorox Company Put Option (CLX) 0.6 $15M 68k 219.37
Lockheed Martin Corporation Put Option (LMT) 0.6 $14M 40k 364.93
Sherwin-Williams Company (SHW) 0.6 $14M 24k 577.98
Gilead Sciences Put Option (GILD) 0.6 $13M 174k 76.94
Cummins Put Option (CMI) 0.5 $13M 75k 173.25
Marriott Intl Cl A (MAR) 0.5 $13M 150k 85.71
Home Depot Call Option (HD) 0.5 $13M 51k 250.52
Take-Two Interactive Software Call Option (TTWO) 0.5 $13M 90k 139.57
Costco Wholesale Corporation (COST) 0.5 $12M 40k 303.17
Amgen Call Option (AMGN) 0.5 $12M 50k 235.85
Chevron Corporation Call Option (CVX) 0.5 $12M 130k 89.21
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 0.5 $12M 197k 58.65
Vulcan Materials Company Call Option (VMC) 0.5 $12M 99k 115.85
Select Sector Spdr Tr Sbi Int-finl Put Option (XLF) 0.5 $11M 495k 23.14
Autodesk Put Option (ADSK) 0.5 $11M 48k 239.17
Jd.com Spon Adr Cl A Call Option (JD) 0.5 $11M 189k 60.18
International Business Machines Call Option (IBM) 0.5 $11M 91k 120.77
Ishares Msci Jpn Etf New Call Option (EWJ) 0.5 $11M 200k 54.92
Ishares Tr Russell 2000 Etf Call Option (IWM) 0.4 $11M 75k 143.19
Monster Beverage Corp (MNST) 0.4 $10M 150k 69.30
Paccar Call Option (PCAR) 0.4 $10M 138k 74.85
eBay Call Option (EBAY) 0.4 $10M 192k 52.46
D.R. Horton (DHI) 0.4 $9.8M 178k 55.45
Medtronic SHS (MDT) 0.4 $9.6M 105k 91.71
Allstate Corporation Put Option (ALL) 0.4 $9.4M 97k 96.98
UnitedHealth (UNH) 0.4 $8.5M 29k 294.95
Barclays Bk Ipth Sr B S&p Put Option 0.4 $8.5M 250k 33.95
Viacomcbs CL B (PARA) 0.4 $8.4M 362k 23.32
Kansas City Southern Com New Call Option 0.3 $8.3M 56k 149.29
Masco Corporation Call Option (MAS) 0.3 $8.1M 161k 50.21
Seagate Technology SHS 0.3 $8.0M 164k 48.42
Xilinx Put Option 0.3 $7.6M 77k 98.40
Moody's Corporation (MCO) 0.3 $7.1M 26k 274.83
JPMorgan Chase & Co. (JPM) 0.3 $6.9M 73k 94.06
Chipotle Mexican Grill Put Option (CMG) 0.3 $6.8M 6.5k 1052.25
CSX Corporation Call Option (CSX) 0.3 $6.6M 94k 69.74
Kroger Call Option (KR) 0.3 $6.6M 194k 33.85
C H Robinson Worldwide Com New Call Option (CHRW) 0.3 $6.2M 79k 79.06
Dollar General (DG) 0.3 $6.2M 33k 190.50
Thermo Fisher Scientific Put Option (TMO) 0.2 $5.8M 16k 362.29
Vertex Pharmaceuticals Incorporated Put Option (VRTX) 0.2 $5.6M 19k 290.30
Deere & Company Call Option (DE) 0.2 $5.3M 34k 157.17
Glaxosmithkline Sponsored Adr 0.2 $5.1M 125k 40.79
Philip Morris International Put Option (PM) 0.2 $4.9M 70k 70.06
Air Products & Chemicals (APD) 0.2 $4.7M 20k 241.52
AFLAC Incorporated Call Option (AFL) 0.2 $4.6M 129k 36.03
Cme (CME) 0.2 $4.5M 28k 162.53
Axalta Coating Sys Call Option (AXTA) 0.2 $4.1M 180k 22.55
Procter & Gamble Company Call Option (PG) 0.2 $4.0M 33k 119.60
Asml Holding N V N Y Registry Shs Call Option (ASML) 0.2 $3.8M 10k 368.06
Marvell Technology Group Ord 0.2 $3.8M 107k 35.04
CenterPoint Energy Call Option (CNP) 0.2 $3.7M 200k 18.67
Norfolk Southern Call Option (NSC) 0.2 $3.7M 21k 175.58
Simon Property Call Option (SPG) 0.1 $3.4M 50k 68.38
Johnson Ctls Intl SHS Call Option (JCI) 0.1 $3.4M 100k 34.14
Micron Technology (MU) 0.1 $3.3M 63k 51.52
Cigna Corp Call Option (CI) 0.1 $3.2M 17k 187.69
Discover Financial Services Put Option (DFS) 0.1 $2.9M 59k 50.10
American Express Company Put Option (AXP) 0.1 $2.8M 30k 95.20
Twitter Put Option 0.1 $2.8M 94k 29.79
Travelers Companies (TRV) 0.1 $2.8M 25k 114.13
Applied Materials (AMAT) 0.1 $2.8M 46k 60.45
Activision Blizzard 0.1 $2.7M 36k 75.83
Western Digital (WDC) 0.1 $2.5M 57k 44.12
General Motors Company (GM) 0.1 $2.4M 94k 25.29
Kellogg Company Call Option (K) 0.1 $2.3M 35k 66.08
Disney Walt Com Disney Call Option (DIS) 0.1 $2.2M 20k 111.50
Citrix Systems Put Option 0.1 $2.1M 14k 147.92
Hewlett Packard Enterprise (HPE) 0.1 $1.9M 196k 9.73
Lennar Corp Cl A Put Option (LEN) 0.1 $1.8M 30k 61.65
At&t Put Option (T) 0.1 $1.8M 61k 30.24
Mondelez Intl Cl A Call Option (MDLZ) 0.1 $1.6M 31k 51.11
Maxim Integrated Products Put Option 0.1 $1.6M 26k 60.57
Boston Scientific Corporation (BSX) 0.1 $1.4M 41k 35.09
Marathon Oil Corporation (MRO) 0.1 $1.4M 224k 6.12
Foot Locker (FL) 0.1 $1.3M 46k 29.14
Caterpillar Call Option (CAT) 0.1 $1.3M 10k 126.50
T. Rowe Price (TROW) 0.1 $1.2M 9.9k 123.58
Verisign (VRSN) 0.1 $1.2M 5.9k 206.67
Tractor Supply Company (TSCO) 0.1 $1.2M 9.1k 131.55
AvalonBay Communities (AVB) 0.0 $1.1M 7.4k 154.64
Colgate-Palmolive Company Call Option (CL) 0.0 $1.1M 15k 73.27
Eversource Energy Put Option (ES) 0.0 $1.0M 12k 83.50
Laboratory Corp Amer Hldgs Com New Call Option (LH) 0.0 $897k 5.4k 166.11
Campbell Soup Company Call Option (CPB) 0.0 $422k 8.5k 49.65
Tradeweb Mkts Cl A Put Option (TW) 0.0 $203k 3.5k 58.00
Spdr S&p 500 Etf Tr Tr Unit (SPY) 0.0 $0 1.3M 0.00