Capula Management

Capula Management as of Dec. 31, 2020

Portfolio Holdings for Capula Management

Capula Management holds 133 positions in its portfolio as reported in the December 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 20.5 $424M 1.1M 373.88
Snap Cl A (SNAP) 5.1 $106M 2.1M 50.10
Ishares Tr Msci Emg Mkt Etf Call Option (EEM) 3.4 $70M 1.4M 51.67
Intel Corporation (INTC) 3.0 $63M 165k 379.71
Alphabet Cap Stk Cl A (GOOGL) 2.8 $59M 33k 1752.66
Domino's Pizza Put Option (DPZ) 2.7 $56M 147k 383.46
Home Depot (HD) 2.3 $47M 178k 265.63
Cisco Systems Call Option (CSCO) 2.0 $42M 944k 44.76
Bilibili Spons Ads Rep Z Put Option (BILI) 1.9 $38M 448k 85.72
Illinois Tool Works Call Option (ITW) 1.7 $34M 169k 203.87
Oracle Corporation Call Option (ORCL) 1.6 $34M 518k 64.70
Bank of America Corporation (BAC) 1.6 $33M 1.1M 30.30
Farfetch Ord Sh Cl A Put Option (FTCHF) 1.5 $32M 501k 63.81
Roper Industries Call Option (ROP) 1.5 $30M 70k 431.09
Select Sector Spdr Tr Sbi Healthcare Put Option (XLV) 1.5 $30M 264k 113.44
Deere & Company Put Option (DE) 1.4 $29M 109k 269.04
Cummins Call Option (CMI) 1.4 $28M 125k 227.10
Advanced Micro Devices (AMD) 1.3 $27M 296k 91.72
Costco Wholesale Corporation (COST) 1.3 $27M 72k 376.80
Broadcom Call Option (AVGO) 1.3 $26M 60k 437.86
Select Sector Spdr Tr Sbi Cons Discr Call Option (XLY) 1.2 $25M 154k 160.83
Bristol Myers Squibb (BMY) 1.1 $24M 381k 62.04
NVIDIA Corporation (NVDA) 1.1 $23M 44k 522.25
Microsoft Corporation (MSFT) 1.1 $22M 101k 222.50
Select Sector Spdr Tr Sbi Cons Stpls Call Option (XLP) 1.0 $21M 310k 67.45
Netflix Put Option (NFLX) 1.0 $20M 37k 540.70
Charles Schwab Corporation Call Option (SCHW) 1.0 $20M 375k 53.04
Ishares Tr China Lg-cap Etf (FXI) 0.9 $19M 417k 46.43
Select Sector Spdr Tr Sbi Int-inds (XLI) 0.9 $19M 219k 88.58
Caterpillar Put Option (CAT) 0.9 $18M 100k 182.00
Qualcomm Put Option (QCOM) 0.9 $18M 117k 152.33
Toronto Dominion Bk Ont Com New Call Option (TD) 0.8 $18M 310k 56.42
CVS Caremark Corporation Call Option (CVS) 0.8 $17M 246k 68.30
Workday Cl A Put Option (WDAY) 0.7 $16M 65k 239.61
Global Payments Put Option (GPN) 0.7 $15M 67k 215.42
McDonald's Corporation Call Option (MCD) 0.7 $14M 65k 214.60
Cme Call Option (CME) 0.7 $14M 75k 182.06
Gilead Sciences (GILD) 0.7 $14M 234k 58.26
Starbucks Corporation Call Option (SBUX) 0.6 $13M 124k 107.00
JPMorgan Chase & Co. Put Option (JPM) 0.6 $13M 104k 127.06
Texas Instruments Incorporated Call Option (TXN) 0.6 $13M 79k 164.15
Equity Residential Sh Ben Int Put Option (EQR) 0.6 $13M 219k 59.28
Lowe's Companies (LOW) 0.6 $13M 80k 160.57
Edwards Lifesciences Call Option (EW) 0.6 $13M 138k 91.23
Ascendis Pharma A/s Sponsored Adr (ASND) 0.6 $12M 74k 166.70
Coca-Cola Company Call Option (KO) 0.6 $12M 220k 54.84
Union Pacific Corporation Call Option (UNP) 0.6 $12M 55k 208.21
Barclays Bank Ipth Sr B S&p Put Option 0.6 $12M 685k 16.79
Pepsi Call Option (PEP) 0.5 $10M 69k 148.29
Ishares Msci Sth Kor Etf (EWY) 0.5 $9.9M 115k 86.05
Kansas City Southern Com New Call Option 0.5 $9.3M 46k 204.12
Ishares Tr Nasdaq Biotech (IBB) 0.4 $9.2M 61k 151.43
At&t (T) 0.4 $8.9M 311k 28.76
Air Products & Chemicals (APD) 0.4 $8.8M 32k 273.21
Dollar General Call Option (DG) 0.4 $8.6M 41k 210.32
Exxon Mobil Corporation (XOM) 0.4 $8.6M 208k 41.18
Simon Property Call Option (SPG) 0.4 $8.5M 100k 85.28
Ford Motor Company Call Option (F) 0.4 $8.2M 938k 8.79
Visa Com Cl A Call Option (V) 0.4 $8.1M 37k 218.75
Digital Realty Trust (DLR) 0.4 $7.9M 57k 139.53
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) 0.4 $7.8M 25k 313.76
Select Sector Spdr Tr Sbi Int-finl Call Option (XLF) 0.4 $7.7M 260k 29.48
Us Bancorp Del Com New (USB) 0.4 $7.6M 161k 47.01
Abbvie Call Option (ABBV) 0.4 $7.4M 69k 107.15
Nike CL B (NKE) 0.3 $7.2M 51k 141.41
Tripadvisor Call Option (TRIP) 0.3 $7.2M 250k 28.78
Williams Companies (WMB) 0.3 $6.7M 332k 20.04
Tesla Motors Put Option (TSLA) 0.3 $6.1M 8.7k 705.79
Norfolk Southern Put Option (NSC) 0.3 $6.0M 25k 237.64
Facebook Cl A (META) 0.3 $5.9M 22k 273.17
salesforce (CRM) 0.3 $5.8M 26k 222.58
Select Sector Spdr Tr Sbi Materials Put Option (XLB) 0.3 $5.8M 80k 72.40
Wal-Mart Stores (WMT) 0.3 $5.7M 39k 144.08
American Express Company (AXP) 0.3 $5.6M 47k 120.89
3M Company Put Option (MMM) 0.3 $5.6M 32k 174.84
Apple (AAPL) 0.3 $5.6M 42k 132.67
Bk Nova Cad Call Option (BNS) 0.3 $5.4M 100k 54.04
Goldman Sachs Call Option (GS) 0.3 $5.4M 20k 263.74
Ishares Tr Russell 2000 Etf Call Option (IWM) 0.3 $5.3M 27k 196.03
Chubb (CB) 0.2 $4.6M 30k 154.04
O'reilly Automotive Call Option (ORLY) 0.2 $4.5M 10k 452.60
ConocoPhillips (COP) 0.2 $4.4M 111k 39.98
Anthem (ELV) 0.2 $4.4M 14k 321.63
Ishares Tr Us Home Cons Etf (ITB) 0.2 $4.4M 79k 55.81
International Business Machines Call Option (IBM) 0.2 $3.9M 31k 125.87
Eli Lilly & Co. (LLY) 0.2 $3.8M 22k 168.92
BlackRock Call Option (BLK) 0.2 $3.7M 5.1k 721.57
Prudential Financial Put Option (PRU) 0.2 $3.5M 45k 78.07
MetLife (MET) 0.2 $3.4M 73k 46.94
Emerson Electric (EMR) 0.2 $3.4M 42k 80.33
Select Sector Spdr Tr Communication Put Option (XLC) 0.2 $3.4M 50k 67.48
Trip Com Group Ads (TCOM) 0.2 $3.4M 99k 33.74
Morgan Stanley Com New Put Option (MS) 0.2 $3.3M 49k 68.60
Truist Financial Corp equities (TFC) 0.2 $3.3M 69k 47.95
Booking Holdings Put Option (BKNG) 0.2 $3.3M 1.5k 2227.50
Paypal Holdings (PYPL) 0.2 $3.3M 14k 234.09
Verizon Communications Put Option (VZ) 0.2 $3.3M 56k 58.76
Fiserv (FI) 0.2 $3.3M 29k 113.85
Citigroup Com New Call Option (C) 0.2 $3.2M 52k 61.66
Mastercard Incorporated Cl A (MA) 0.2 $3.2M 9.0k 357.19
Adobe Systems Incorporated (ADBE) 0.2 $3.2M 6.4k 500.00
Sherwin-Williams Company Put Option (SHW) 0.2 $3.2M 4.3k 734.88
TJX Companies (TJX) 0.2 $3.2M 46k 68.31
Cigna Corp (CI) 0.1 $3.1M 15k 208.25
Raytheon Technologies Corp (RTX) 0.1 $3.1M 43k 71.54
T. Rowe Price Call Option (TROW) 0.1 $3.0M 20k 151.40
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $3.0M 13k 236.29
Walgreen Boots Alliance (WBA) 0.1 $3.0M 75k 39.86
Ishares Msci Brazil Etf Call Option (EWZ) 0.1 $3.0M 80k 37.08
PNC Financial Services (PNC) 0.1 $2.8M 19k 149.12
Comcast Corp Cl A Call Option (CMCSA) 0.1 $2.6M 50k 52.40
Northern Trust Corporation Call Option (NTRS) 0.1 $2.4M 26k 93.11
CSX Corporation Call Option (CSX) 0.1 $2.4M 27k 90.75
Merck & Co Put Option (MRK) 0.1 $2.2M 27k 81.81
Iron Mountain Put Option (IRM) 0.1 $2.1M 70k 29.48
Ventas Put Option (VTR) 0.1 $2.1M 110k 18.74
Hormel Foods Corporation Call Option (HRL) 0.1 $1.9M 40k 46.60
Boston Scientific Corporation (BSX) 0.1 $1.8M 50k 35.92
Johnson Ctls Intl SHS Put Option (JCI) 0.1 $1.8M 38k 46.58
Spdr Ser Tr S&p Metals Mng Call Option (XME) 0.1 $1.7M 50k 33.44
Advance Auto Parts Call Option (AAP) 0.1 $1.6M 10k 157.60
Switch Cl A Call Option 0.1 $1.6M 100k 16.37
Select Sector Spdr Tr Energy Call Option (XLE) 0.1 $1.4M 38k 37.89
Assurant (AIZ) 0.1 $1.3M 9.8k 135.71
Dow Call Option (DOW) 0.1 $1.3M 24k 55.49
Expeditors International of Washington (EXPD) 0.1 $1.3M 14k 95.59
Intercontinental Exchange (ICE) 0.1 $1.1M 9.7k 114.61
Elanco Animal Health (ELAN) 0.1 $1.1M 35k 30.62
Western Digital Put Option (WDC) 0.0 $803k 15k 55.38
State Street Corporation Call Option (STT) 0.0 $721k 9.9k 72.83
Chipotle Mexican Grill Put Option (CMG) 0.0 $611k 440.00 1387.50
Nucor Corporation Call Option (NUE) 0.0 $601k 11k 53.19
Ishares Msci Mexico Etf (EWW) 0.0 $350k 8.2k 42.94