Capula Management

Capula Management as of Sept. 30, 2020

Portfolio Holdings for Capula Management

Capula Management holds 69 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Msci Emg Mkt Etf Put Option (EEM) 11.0 $88M 2.0M 44.09
Spdr Gold Tr Gold Shs Put Option (GLD) 7.8 $62M 350k 177.12
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) 6.6 $53M 190k 277.84
Cisco Systems (CSCO) 5.8 $46M 1.2M 39.39
Intel Corporation Call Option (INTC) 5.1 $41M 455k 89.17
Select Sector Spdr Tr Energy Put Option (XLE) 4.6 $36M 1.2M 29.94
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 4.2 $34M 100k 334.90
Microsoft Corporation Put Option (MSFT) 3.2 $25M 120k 210.33
Select Sector Spdr Tr Sbi Int-inds (XLI) 2.8 $22M 288k 77.06
Facebook Cl A (META) 2.7 $22M 83k 261.89
Comcast Corp Cl A Call Option (CMCSA) 2.6 $21M 451k 46.26
Starbucks Corporation Call Option (SBUX) 2.5 $20M 235k 85.92
Amazon (AMZN) 2.5 $20M 6.3k 3148.43
Gilead Sciences (GILD) 2.5 $20M 310k 63.19
Juniper Networks Call Option (JNPR) 2.3 $18M 858k 21.50
Alphabet Cap Stk Cl A Put Option (GOOGL) 2.2 $18M 12k 1465.60
Asml Holding N V N Y Registry Shs (ASML) 2.1 $17M 45k 369.29
Booking Holdings Put Option (BKNG) 1.9 $15M 9.0k 1710.50
Texas Instruments Incorporated Call Option (TXN) 1.8 $15M 103k 142.78
Netflix (NFLX) 1.7 $13M 27k 500.00
Ishares Tr China Lg-cap Etf Call Option (FXI) 1.3 $11M 250k 42.00
Akamai Technologies Call Option (AKAM) 1.1 $8.6M 78k 110.54
Advanced Micro Devices (AMD) 1.0 $8.1M 99k 81.43
Citrix Systems Call Option 0.9 $7.2M 53k 137.69
Costco Wholesale Corporation Call Option (COST) 0.9 $7.1M 20k 355.00
Seagate Technology SHS Put Option 0.9 $7.0M 143k 49.27
Procter & Gamble Company Call Option (PG) 0.9 $7.0M 50k 138.93
Barclays Bank Ipth Sr B S&p Put Option 0.9 $6.8M 273k 24.90
Amgen Call Option (AMGN) 0.8 $6.6M 26k 254.17
Activision Blizzard Call Option 0.8 $6.0M 74k 80.95
C H Robinson Worldwide Com New (CHRW) 0.7 $5.9M 57k 102.10
Paccar Call Option (PCAR) 0.7 $5.8M 68k 85.27
Broadcom Call Option (AVGO) 0.7 $5.7M 16k 364.29
Trip Com Group Ads (TCOM) 0.7 $5.6M 179k 31.15
Pepsi Call Option (PEP) 0.7 $5.5M 40k 138.60
Select Sector Spdr Tr Sbi Int-finl Put Option (XLF) 0.7 $5.5M 227k 24.07
Universal Display Corporation Put Option (OLED) 0.7 $5.4M 30k 180.73
Ishares Tr U.s. Real Es Etf Call Option (IYR) 0.6 $5.1M 64k 79.84
Select Sector Spdr Tr Sbi Materials Call Option (XLB) 0.6 $4.8M 75k 63.64
D.R. Horton Call Option (DHI) 0.6 $4.5M 59k 75.64
Bank of America Corporation (BAC) 0.6 $4.5M 186k 24.09
Check Point Software Tech Lt Ord Put Option (CHKP) 0.5 $4.1M 34k 120.28
Masco Corporation Call Option (MAS) 0.5 $3.8M 68k 55.12
Apple Put Option (AAPL) 0.4 $3.5M 30k 115.80
Marvell Technology Group Ord 0.4 $3.4M 86k 39.72
Nike CL B Call Option (NKE) 0.4 $3.1M 25k 125.56
Goldman Sachs Call Option (GS) 0.4 $3.1M 16k 200.96
United Parcel Service CL B (UPS) 0.4 $3.1M 19k 161.76
Applied Materials (AMAT) 0.3 $2.8M 47k 59.55
Ishares Msci Brazil Etf Call Option (EWZ) 0.3 $2.8M 100k 27.66
eBay Call Option (EBAY) 0.3 $2.6M 50k 52.10
Morgan Stanley Com New Call Option (MS) 0.3 $2.4M 49k 48.34
Iridium Communications (IRDM) 0.3 $2.4M 92k 25.58
CSX Corporation Call Option (CSX) 0.3 $2.2M 28k 77.65
Clorox Company Call Option (CLX) 0.3 $2.1M 10k 210.20
Cigna Corp Put Option (CI) 0.2 $1.7M 10k 169.41
Merck & Co Call Option (MRK) 0.2 $1.6M 19k 82.94
Qualcomm Call Option (QCOM) 0.2 $1.6M 13k 117.69
Foot Locker Put Option (FL) 0.2 $1.3M 40k 33.03
Adobe Systems Incorporated Call Option (ADBE) 0.2 $1.2M 2.5k 490.40
Travelers Companies (TRV) 0.2 $1.2M 11k 107.97
Boston Properties Call Option (BXP) 0.2 $1.2M 15k 80.27
Tractor Supply Company Put Option (TSCO) 0.1 $1.1M 7.7k 143.33
T. Rowe Price (TROW) 0.1 $1.0M 7.9k 128.57
Eversource Energy Call Option (ES) 0.1 $1.0M 12k 83.60
Vertex Pharmaceuticals Incorporated Put Option (VRTX) 0.1 $949k 3.5k 272.00
Baidu Spon Adr Rep A Call Option (BIDU) 0.1 $899k 7.1k 126.62
Nucor Corporation Call Option (NUE) 0.1 $516k 12k 44.87
Bristol Myers Squibb Call Option (BMY) 0.1 $494k 8.2k 60.24