Capula Management

Capula Management as of Dec. 31, 2019

Portfolio Holdings for Capula Management

Capula Management holds 173 positions in its portfolio as reported in the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr China Lg-cap Etf Call Option (FXI) 16.2 $643M 15M 43.63
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 2.9 $114M 1.3M 87.94
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 2.5 $101M 473k 212.61
Amazon Call Option (AMZN) 2.5 $100M 54k 1847.85
Boeing Company (BA) 2.3 $91M 278k 325.75
Chipotle Mexican Grill (CMG) 2.3 $89M 107k 837.07
Facebook Cl A Call Option (META) 2.1 $85M 415k 205.26
Alphabet Cap Stk Cl A Call Option (GOOGL) 1.9 $75M 56k 1339.40
Starbucks Corporation Call Option (SBUX) 1.6 $63M 713k 87.92
NVIDIA Corporation Call Option (NVDA) 1.5 $58M 246k 235.30
Adobe Systems Incorporated Put Option (ADBE) 1.4 $57M 174k 329.81
UnitedHealth Call Option (UNH) 1.3 $53M 181k 293.98
Apple Call Option (AAPL) 1.3 $53M 180k 293.66
Booking Holdings (BKNG) 1.3 $51M 25k 2053.64
CVS Caremark Corporation Call Option (CVS) 1.2 $48M 642k 74.29
Morgan Stanley Com New (MS) 1.2 $47M 921k 51.11
McDonald's Corporation (MCD) 1.2 $46M 234k 197.56
Microsoft Corporation Call Option (MSFT) 1.2 $46M 292k 157.71
JPMorgan Chase & Co. Call Option (JPM) 1.2 $46M 330k 139.40
salesforce Put Option (CRM) 1.1 $45M 275k 162.64
Visa Com Cl A Call Option (V) 1.1 $43M 231k 187.90
Goldman Sachs Call Option (GS) 1.1 $42M 184k 229.93
Delta Air Lines Inc Del Com New Call Option (DAL) 1.1 $42M 713k 58.48
Ishares Tr Msci Emg Mkt Etf (EEM) 1.0 $40M 900k 44.87
Netflix Call Option (NFLX) 1.0 $39M 121k 323.58
Home Depot (HD) 1.0 $38M 175k 218.32
Twitter Put Option 1.0 $38M 1.2M 32.05
Ishares Tr U.s. Real Es Etf (IYR) 0.9 $36M 388k 93.08
Wal-Mart Stores Put Option (WMT) 0.9 $35M 297k 118.84
Target Corporation Call Option (TGT) 0.9 $35M 275k 128.20
Verizon Communications Call Option (VZ) 0.9 $35M 568k 61.40
Mastercard Cl A (MA) 0.9 $35M 116k 298.74
Lockheed Martin Corporation (LMT) 0.9 $34M 87k 389.33
Chevron Corporation Call Option (CVX) 0.9 $34M 280k 120.51
Hldgs Call Option (UAL) 0.8 $34M 382k 88.09
Merck & Co Call Option (MRK) 0.8 $33M 363k 90.95
MetLife Put Option (MET) 0.8 $33M 641k 50.97
General Motors Company Call Option (GM) 0.8 $33M 891k 36.60
Campbell Soup Company Call Option (CPB) 0.8 $32M 655k 49.42
Abbvie (ABBV) 0.8 $32M 364k 88.55
International Business Machines Put Option (IBM) 0.8 $32M 237k 134.04
Autodesk Call Option (ADSK) 0.8 $31M 169k 183.46
Spdr Gold Trust Gold Shs (GLD) 0.8 $30M 209k 142.89
Viacomcbs CL B (PARA) 0.7 $29M 690k 41.98
Expedia Group Com New Put Option (EXPE) 0.7 $29M 266k 108.15
Coca-Cola Company Call Option (KO) 0.7 $28M 514k 55.35
Kansas City Southern Com New Call Option 0.7 $26M 172k 153.16
Pepsi Put Option (PEP) 0.7 $26M 190k 136.67
Texas Instruments Incorporated Call Option (TXN) 0.6 $25M 197k 128.29
Intel Corporation (INTC) 0.6 $25M 419k 59.92
American Express Company Call Option (AXP) 0.6 $24M 194k 124.49
Micron Technology Call Option (MU) 0.6 $24M 448k 53.78
CSX Corporation Call Option (CSX) 0.6 $23M 320k 72.36
Caterpillar Call Option (CAT) 0.6 $22M 148k 147.67
Electronic Arts Put Option (EA) 0.6 $22M 203k 107.51
Paypal Holdings Put Option (PYPL) 0.5 $21M 197k 108.17
Procter & Gamble Company Call Option (PG) 0.5 $21M 168k 124.90
TransDigm Group Incorporated Call Option (TDG) 0.5 $21M 37k 560.00
Skyworks Solutions (SWKS) 0.5 $21M 175k 119.45
Alibaba Group Hldg Sponsored Ads Call Option (BABA) 0.5 $21M 97k 212.11
Southwest Airlines (LUV) 0.5 $20M 378k 54.00
Metropcs Communications Put Option (TMUS) 0.5 $20M 260k 78.42
Spdr Series Trust S&p Metals Mng Call Option (XME) 0.5 $20M 674k 29.29
Lululemon Athletica Call Option (LULU) 0.5 $20M 85k 231.69
Bank of America Corporation Call Option (BAC) 0.5 $19M 550k 35.22
Alexion Pharmaceuticals 0.5 $19M 177k 108.16
Western Digital (WDC) 0.5 $19M 292k 63.47
Exxon Mobil Corporation (XOM) 0.5 $18M 259k 69.77
Cisco Systems Call Option (CSCO) 0.5 $18M 376k 47.96
Qualcomm (QCOM) 0.4 $18M 201k 88.23
FedEx Corporation (FDX) 0.4 $17M 114k 151.16
Disney Walt Com Disney (DIS) 0.4 $17M 115k 144.61
United Parcel Service CL B Call Option (UPS) 0.4 $16M 140k 117.06
Deere & Company Call Option (DE) 0.4 $16M 94k 173.27
Johnson & Johnson (JNJ) 0.4 $16M 112k 146.21
Vertex Pharmaceuticals Incorporated (VRTX) 0.4 $16M 74k 214.29
Baidu Spon Adr Rep A (BIDU) 0.4 $15M 122k 126.46
Nike CL B (NKE) 0.4 $15M 150k 101.30
Seagate Technology SHS Call Option 0.4 $15M 251k 59.50
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.4 $15M 251k 57.79
Martin Marietta Materials Put Option (MLM) 0.4 $15M 52k 279.63
General Dynamics Corporation (GD) 0.4 $15M 83k 175.00
Honeywell International (HON) 0.4 $14M 80k 176.83
Comcast Corp Cl A Call Option (CMCSA) 0.3 $14M 300k 44.97
Select Sector Spdr Tr Sbi Int-inds Call Option (XLI) 0.3 $13M 155k 81.48
Eli Lilly & Co. (LLY) 0.3 $12M 94k 131.67
Pfizer Call Option (PFE) 0.3 $12M 314k 39.18
Asml Holding N V N Y Registry Shs Put Option (ASML) 0.3 $12M 41k 295.95
Occidental Petroleum Corporation (OXY) 0.3 $12M 291k 41.21
3M Company Put Option (MMM) 0.3 $11M 60k 176.43
Lauder Estee Cos Cl A (EL) 0.3 $10M 51k 206.17
Dupont De Nemours Call Option (DD) 0.2 $9.6M 150k 64.20
Kinder Morgan Call Option (KMI) 0.2 $9.5M 448k 21.17
Citrix Systems Call Option 0.2 $9.4M 85k 110.85
Vulcan Materials Company Call Option (VMC) 0.2 $9.1M 63k 144.00
Constellation Brands Cl A Call Option (STZ) 0.2 $8.9M 47k 189.73
Hp Put Option (HPQ) 0.2 $8.5M 412k 20.55
Hess Call Option (HES) 0.2 $8.4M 126k 66.82
Spdr Series Trust S&p Oilgas Exp Call Option 0.2 $8.3M 350k 23.70
Applied Materials Call Option (AMAT) 0.2 $8.2M 135k 61.02
Xilinx Call Option 0.2 $8.0M 82k 97.75
Broadcom (AVGO) 0.2 $8.0M 25k 315.94
Lowe's Companies Call Option (LOW) 0.2 $7.8M 65k 119.74
At&t Call Option (T) 0.2 $7.8M 200k 39.08
C H Robinson Worldwide Com New Call Option (CHRW) 0.2 $7.8M 99k 78.20
Foot Locker (FL) 0.2 $7.7M 199k 38.99
Gilead Sciences (GILD) 0.2 $7.5M 115k 65.00
CBOE Holdings (CBOE) 0.2 $7.4M 62k 119.97
Dow Put Option (DOW) 0.2 $7.1M 130k 54.73
Kellogg Company Call Option (K) 0.2 $7.1M 103k 69.15
Dell Technologies CL C Call Option (DELL) 0.2 $6.7M 131k 51.40
American Airls (AAL) 0.2 $6.7M 233k 28.67
Advanced Micro Devices Call Option (AMD) 0.2 $6.7M 145k 45.87
Hd Supply Call Option 0.2 $6.5M 163k 40.22
Yum! Brands Put Option (YUM) 0.1 $5.8M 58k 100.75
Kroger Call Option (KR) 0.1 $5.8M 200k 28.99
Intercontinental Exchange (ICE) 0.1 $5.6M 61k 92.70
Marathon Oil Corporation (MRO) 0.1 $5.4M 401k 13.57
Ishares Tr 20 Yr Tr Bd Etf Call Option (TLT) 0.1 $5.4M 40k 135.47
Abbott Laboratories Call Option (ABT) 0.1 $5.3M 62k 86.85
Paychex (PAYX) 0.1 $4.6M 54k 85.06
Automatic Data Processing (ADP) 0.1 $4.1M 24k 170.67
Nortonlifelock (GEN) 0.1 $4.1M 159k 25.56
Workday Cl A (WDAY) 0.1 $4.1M 25k 164.51
Oracle Corporation (ORCL) 0.1 $4.1M 77k 52.92
Bank of New York Mellon Corporation Put Option (BK) 0.1 $4.0M 80k 50.33
Barclays Bk Ipath B Shrt Trm Put Option 0.1 $3.8M 250k 15.12
Union Pacific Corporation Call Option (UNP) 0.1 $3.7M 21k 180.78
Take-Two Interactive Software (TTWO) 0.1 $3.6M 29k 122.50
Proshares Tr Ii Ultra Vix Short Call Option 0.1 $3.5M 274k 12.89
Mondelez Intl Cl A (MDLZ) 0.1 $3.3M 61k 55.08
Dropbox Cl A (DBX) 0.1 $3.3M 183k 17.91
Tcf Financial Corp Call Option 0.1 $3.3M 70k 46.80
Hewlett Packard Enterprise (HPE) 0.1 $3.2M 203k 15.87
Dollar General Call Option (DG) 0.1 $3.1M 20k 156.00
Illumina (ILMN) 0.1 $3.1M 9.3k 331.72
Illinois Tool Works (ITW) 0.1 $3.1M 17k 180.00
Molson Coors Brewing CL B (TAP) 0.1 $3.0M 56k 53.92
Servicenow (NOW) 0.1 $2.9M 10k 280.95
Discover Financial Services (DFS) 0.1 $2.9M 34k 84.77
Omni Call Option (OMC) 0.1 $2.7M 34k 81.01
Gap (GAP) 0.1 $2.7M 153k 17.68
Kraft Heinz (KHC) 0.1 $2.6M 82k 32.17
Activision Blizzard 0.1 $2.6M 43k 59.60
Monster Beverage Corp (MNST) 0.1 $2.5M 40k 63.39
Lyondellbasell Industries N Shs - A - (LYB) 0.1 $2.5M 27k 94.74
Trip Com Group Ads (TCOM) 0.1 $2.5M 74k 33.50
Capri Holdings SHS (CPRI) 0.1 $2.5M 65k 38.10
Amgen Call Option (AMGN) 0.1 $2.4M 10k 241.00
W.W. Grainger Call Option (GWW) 0.1 $2.4M 7.1k 338.46
Colgate-Palmolive Company (CL) 0.1 $2.4M 35k 68.79
Boston Scientific Corporation Call Option (BSX) 0.1 $2.3M 51k 45.16
Akamai Technologies Call Option (AKAM) 0.1 $2.3M 26k 86.36
Bristol Myers Squibb Call Option (BMY) 0.1 $2.2M 35k 64.20
Tesla Motors (TSLA) 0.1 $2.2M 5.2k 416.67
Garmin SHS (GRMN) 0.1 $2.1M 22k 100.00
Copart (CPRT) 0.1 $2.1M 23k 90.83
Cigna Corp (CI) 0.1 $2.0M 10k 200.00
Ford Motor Company Call Option (F) 0.0 $1.9M 200k 9.30
Citigroup Com New Put Option (C) 0.0 $1.8M 22k 79.88
Check Point Software Tech Lt Ord Put Option (CHKP) 0.0 $1.6M 14k 111.00
Cognizant Technology Solutio Cl A (CTSH) 0.0 $1.4M 22k 62.13
eBay Call Option (EBAY) 0.0 $1.1M 32k 36.11
Uber Technologies (UBER) 0.0 $1.1M 38k 29.65
Tripadvisor (TRIP) 0.0 $1.1M 36k 30.37
United Technologies Corporation Call Option 0.0 $1.0M 6.9k 149.71
CF Industries Holdings Put Option (CF) 0.0 $970k 20k 47.78
Masco Corporation Call Option (MAS) 0.0 $403k 8.4k 47.98
Clorox Company Call Option (CLX) 0.0 $368k 2.4k 153.33
Dish Network Corp Cl A 0.0 $319k 9.0k 35.44
First Solar (FSLR) 0.0 $285k 5.1k 56.36
Cme Call Option (CME) 0.0 $201k 1.0k 201.00
Spdr S&p 500 Etf Tr Tr Unit (SPY) 0.0 $0 2.2M 0.00