Capula Management

Capula Management as of March 31, 2021

Portfolio Holdings for Capula Management

Capula Management holds 227 positions in its portfolio as reported in the March 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit (SPY) 9.0 $459M 1.2M 396.32
Apple Put Option (AAPL) 3.3 $170M 1.4M 122.15
NVIDIA Corporation (NVDA) 3.2 $161M 302k 533.92
Shopify Cl A (SHOP) 3.0 $155M 141k 1105.26
Microsoft Corporation Put Option (MSFT) 2.7 $136M 576k 235.77
Ishares Tr Iboxx Inv Cp Etf Call Option (LQD) 2.2 $114M 875k 129.80
Intel Corporation Put Option (INTC) 2.2 $112M 1.1M 99.69
Amazon Put Option (AMZN) 2.1 $110M 35k 3093.99
Ishares Tr U.s. Real Es Etf Put Option (IYR) 2.0 $102M 1.1M 91.94
Qualcomm Put Option (QCOM) 1.9 $95M 714k 132.60
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 1.8 $94M 295k 319.12
Select Sector Spdr Tr Sbi Materials Put Option (XLB) 1.7 $85M 1.1M 78.80
Alphabet Cap Stk Cl A (GOOGL) 1.6 $83M 40k 2062.47
Amgen (AMGN) 1.6 $80M 320k 249.10
Netflix (NFLX) 1.5 $74M 142k 521.66
Cisco Systems (CSCO) 1.4 $74M 1.4M 51.38
International Paper Company Call Option (IP) 1.4 $73M 1.4M 54.07
Select Sector Spdr Tr Energy (XLE) 1.3 $66M 1.3M 49.05
JPMorgan Chase & Co. (JPM) 1.3 $66M 433k 151.36
Akamai Technologies Call Option (AKAM) 1.2 $63M 618k 101.90
Hologic Call Option (HOLX) 1.1 $57M 771k 74.38
3M Company Call Option (MMM) 1.1 $57M 295k 192.68
Exxon Mobil Corporation (XOM) 1.1 $56M 1.0M 55.82
Dxc Technology Put Option (DXC) 1.1 $55M 1.8M 31.26
salesforce (CRM) 1.1 $54M 255k 211.70
Coca-Cola Company (KO) 1.1 $54M 1.0M 52.67
CVS Caremark Corporation (CVS) 1.0 $53M 710k 75.11
Chevron Corporation (CVX) 1.0 $53M 502k 104.81
MetLife Call Option (MET) 1.0 $52M 857k 60.79
Ishares Tr China Lg-cap Etf (FXI) 1.0 $52M 1.1M 46.75
Texas Instruments Incorporated Put Option (TXN) 1.0 $51M 271k 188.99
Autodesk Put Option (ADSK) 1.0 $51M 184k 277.15
Wal-Mart Stores Put Option (WMT) 1.0 $51M 374k 135.83
Roper Industries Call Option (ROP) 1.0 $51M 125k 402.77
Facebook Cl A Put Option (META) 1.0 $50M 170k 294.53
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 0.9 $47M 538k 86.89
International Business Machines (IBM) 0.9 $46M 344k 133.32
Citigroup Com New Put Option (C) 0.9 $45M 622k 72.79
Bank of America Corporation Put Option (BAC) 0.9 $44M 1.1M 38.69
Seagate Technology SHS Call Option 0.8 $43M 563k 76.75
Select Sector Spdr Tr Sbi Int-finl Put Option (XLF) 0.8 $42M 1.2M 34.05
Adobe Systems Incorporated Put Option (ADBE) 0.8 $42M 89k 475.36
UnitedHealth (UNH) 0.8 $41M 111k 371.90
Verizon Communications Put Option (VZ) 0.8 $41M 707k 57.52
Cummins Call Option (CMI) 0.8 $40M 152k 259.11
Advanced Micro Devices (AMD) 0.8 $39M 498k 78.51
Applied Materials (AMAT) 0.8 $39M 288k 133.60
Broadcom (AVGO) 0.7 $35M 76k 463.65
PNC Financial Services Call Option (PNC) 0.7 $35M 198k 175.40
Visa Com Cl A Put Option (V) 0.6 $33M 156k 211.77
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.6 $30M 255k 118.29
Starbucks Corporation Call Option (SBUX) 0.6 $30M 271k 109.27
McDonald's Corporation Call Option (MCD) 0.6 $29M 131k 224.14
Carvana Cl A (CVNA) 0.6 $29M 112k 262.39
General Dynamics Corporation Put Option (GD) 0.6 $29M 162k 180.42
Micron Technology Put Option (MU) 0.6 $29M 329k 88.18
Northrop Grumman Corporation Call Option (NOC) 0.6 $29M 89k 323.59
Marathon Petroleum Corp Put Option (MPC) 0.6 $28M 528k 53.49
Dollar General (DG) 0.5 $28M 137k 202.21
Goldman Sachs Call Option (GS) 0.5 $27M 82k 326.99
Chipotle Mexican Grill (CMG) 0.5 $26M 18k 1420.89
Workday Cl A Call Option (WDAY) 0.5 $25M 101k 248.42
Bk Nova Cad Call Option (BNS) 0.5 $25M 400k 61.84
Norfolk Southern Call Option (NSC) 0.5 $25M 92k 268.53
Illinois Tool Works Put Option (ITW) 0.5 $24M 108k 221.52
Honeywell International (HON) 0.4 $22M 101k 217.07
Dropbox Cl A (DBX) 0.4 $22M 809k 26.70
Allstate Corporation Put Option (ALL) 0.4 $20M 178k 114.91
Charles Schwab Corporation Call Option (SCHW) 0.4 $20M 310k 65.18
Toronto Dominion Bk Ont Com New Call Option (TD) 0.4 $20M 310k 64.60
Takeda Pharmaceutical Sponsored Ads (TAK) 0.4 $20M 1.1M 18.26
Abbvie Put Option (ABBV) 0.4 $18M 166k 108.18
Comcast Corp Cl A (CMCSA) 0.3 $18M 330k 53.88
eBay (EBAY) 0.3 $18M 286k 61.23
ConocoPhillips Call Option (COP) 0.3 $17M 320k 52.97
Cerner Corporation 0.3 $15M 215k 71.67
Activision Blizzard Call Option 0.3 $15M 161k 93.00
Thor Industries (THO) 0.3 $15M 111k 134.75
Bill Com Holdings Ord (BILL) 0.3 $15M 101k 145.07
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.3 $14M 219k 64.11
Western Union Company Put Option (WU) 0.3 $14M 555k 24.66
Gilead Sciences (GILD) 0.3 $14M 211k 64.62
Altria (MO) 0.3 $14M 265k 51.14
At&t (T) 0.3 $13M 435k 29.77
Key Call Option (KEY) 0.3 $13M 643k 19.98
Coupa Software Put Option 0.2 $13M 50k 254.48
Paypal Holdings Put Option (PYPL) 0.2 $12M 50k 242.88
Us Bancorp Del Com New (USB) 0.2 $12M 219k 55.29
Etsy (ETSY) 0.2 $12M 58k 201.73
Verisign Call Option (VRSN) 0.2 $12M 59k 198.76
Home Depot Put Option (HD) 0.2 $12M 38k 305.25
Procter & Gamble Company Call Option (PG) 0.2 $11M 84k 135.43
Kroger Call Option (KR) 0.2 $11M 313k 35.99
Emerson Electric Call Option (EMR) 0.2 $11M 124k 90.24
Regeneron Pharmaceuticals (REGN) 0.2 $11M 24k 473.19
Ishares Tr Jpmorgan Usd Emg Call Option (EMB) 0.2 $11M 100k 108.52
Palantir Technologies Cl A (PLTR) 0.2 $11M 464k 23.26
Hess Call Option (HES) 0.2 $11M 150k 70.75
Switch Cl A Call Option 0.2 $11M 650k 16.26
Farfetch Ord Sh Cl A Put Option (FTCHQ) 0.2 $10M 193k 53.02
Kansas City Southern Com New Call Option 0.2 $10M 38k 263.92
Best Buy Call Option (BBY) 0.2 $9.9M 86k 114.80
Duke Energy Corp Com New Put Option (DUK) 0.2 $9.9M 102k 96.55
CarMax Call Option (KMX) 0.2 $9.3M 70k 132.66
Johnson & Johnson (JNJ) 0.2 $9.2M 56k 164.32
Tesla Motors Put Option (TSLA) 0.2 $8.9M 13k 667.94
Walt Disney Company (DIS) 0.2 $8.9M 48k 184.50
Union Pacific Corporation Put Option (UNP) 0.2 $8.7M 39k 220.37
AutoZone (AZO) 0.2 $8.6M 6.1k 1403.85
Northern Trust Corporation Call Option (NTRS) 0.2 $8.3M 79k 105.12
Select Sector Spdr Tr Sbi Cons Stpls Call Option (XLP) 0.2 $8.3M 122k 68.32
Accenture Plc Ireland Shs Class A Put Option (ACN) 0.2 $7.9M 29k 276.27
F5 Networks Call Option (FFIV) 0.2 $7.9M 38k 208.63
Morgan Stanley Com New Call Option (MS) 0.2 $7.8M 100k 77.66
American Tower Reit (AMT) 0.2 $7.7M 32k 239.29
Lowe's Companies Call Option (LOW) 0.1 $7.6M 40k 190.20
Lincoln National Corporation Call Option (LNC) 0.1 $7.3M 118k 62.27
Wells Fargo & Company Call Option (WFC) 0.1 $7.3M 187k 39.07
Synopsys (SNPS) 0.1 $7.2M 29k 247.70
Anthem Put Option (ELV) 0.1 $7.2M 20k 358.94
Caterpillar Call Option (CAT) 0.1 $7.0M 30k 231.88
ON Semiconductor (ON) 0.1 $6.8M 163k 41.68
Huntington Bancshares Incorporated (HBAN) 0.1 $6.8M 430k 15.73
Cme Call Option (CME) 0.1 $6.4M 32k 204.22
Nielsen Hldgs Shs Eur Call Option 0.1 $6.3M 250k 25.15
Nike CL B (NKE) 0.1 $6.3M 47k 132.87
Datadog Cl A Com Put Option (DDOG) 0.1 $6.2M 75k 83.34
AFLAC Incorporated (AFL) 0.1 $6.1M 119k 51.21
Digital Realty Trust (DLR) 0.1 $6.0M 43k 140.81
Bristol Myers Squibb Call Option (BMY) 0.1 $5.3M 85k 63.12
Barclays Bank Ipth Sr B S&p Call Option 0.1 $5.2M 458k 11.40
Analog Devices (ADI) 0.1 $5.1M 33k 155.56
Global Payments Call Option (GPN) 0.1 $4.8M 24k 201.72
Knight-swift Transn Hldgs In Cl A Call Option (KNX) 0.1 $4.8M 100k 48.09
Ameriprise Financial Call Option (AMP) 0.1 $4.6M 20k 232.47
Fiserv (FI) 0.1 $4.6M 38k 119.04
Williams Companies Put Option (WMB) 0.1 $4.5M 192k 23.69
Wright Express Call Option (WEX) 0.1 $4.5M 22k 209.21
United Parcel Service CL B Put Option (UPS) 0.1 $4.4M 26k 170.00
Masco Corporation (MAS) 0.1 $4.4M 73k 59.83
HSBC HLDGS Spon Adr New Call Option (HSBC) 0.1 $4.2M 144k 29.15
Thermo Fisher Scientific (TMO) 0.1 $4.2M 9.2k 456.35
Valero Energy Corporation Call Option (VLO) 0.1 $4.1M 58k 71.60
Becton, Dickinson and Put Option (BDX) 0.1 $4.0M 16k 243.15
Vaneck Vectors Etf Tr Gold Miners Etf Put Option (GDX) 0.1 $3.7M 115k 32.50
Discover Financial Services 0.1 $3.6M 38k 94.99
Mastercard Incorporated Cl A (MA) 0.1 $3.6M 10k 355.86
Select Sector Spdr Tr Sbi Int-inds (XLI) 0.1 $3.5M 36k 98.46
Liberty Global SHS CL C Call Option 0.1 $3.4M 135k 25.54
Ishares Msci Jpn Etf New Call Option (EWJ) 0.1 $3.4M 50k 68.52
Goodrx Hldgs Com Cl A (GDRX) 0.1 $3.4M 86k 39.03
Ishares Msci Brazil Etf Call Option (EWZ) 0.1 $3.3M 100k 33.46
Southwest Airlines (LUV) 0.1 $3.3M 54k 60.98
Steelcase Cl A Put Option (SCS) 0.1 $3.2M 227k 14.29
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $3.2M 15k 214.89
Raytheon Technologies Corp (RTX) 0.1 $3.1M 40k 77.24
Walgreen Boots Alliance Put Option 0.1 $3.0M 54k 54.91
Lockheed Martin Corporation (LMT) 0.1 $2.9M 7.8k 369.10
Contextlogic Com Cl A 0.1 $2.8M 179k 15.80
Juniper Networks Put Option (JNPR) 0.1 $2.8M 109k 25.32
Ishares Tr Msci Emg Mkt Etf Call Option (EEM) 0.1 $2.7M 50k 53.34
Capital One Financial Call Option (COF) 0.1 $2.6M 20k 127.23
Cigna Corp (CI) 0.0 $2.5M 10k 243.24
Boston Properties Call Option (BXP) 0.0 $2.3M 22k 101.30
Pepsi Call Option (PEP) 0.0 $2.2M 15k 141.46
Twitter 0.0 $2.1M 33k 63.46
Occidental Petroleum Corporation (OXY) 0.0 $2.1M 77k 26.61
Automatic Data Processing Put Option (ADP) 0.0 $1.8M 9.5k 188.47
Merck & Co (MRK) 0.0 $1.8M 23k 77.05
Edwards Lifesciences Call Option (EW) 0.0 $1.8M 21k 83.66
Yum! Brands (YUM) 0.0 $1.7M 16k 108.34
Pfizer Put Option (PFE) 0.0 $1.7M 46k 36.22
Fisker Cl A Com Stk (FSRNQ) 0.0 $1.6M 95k 17.19
Dow Put Option (DOW) 0.0 $1.6M 25k 63.93
Verisk Analytics Put Option (VRSK) 0.0 $1.6M 9.0k 176.72
First Republic Bank/san F (FRCB) 0.0 $1.6M 9.4k 166.95
Danaher Corporation (DHR) 0.0 $1.5M 6.8k 225.15
Republic Services (RSG) 0.0 $1.5M 15k 99.25
Marvell Technology Group Ord 0.0 $1.5M 30k 48.93
Intuitive Surgical Com New Put Option (ISRG) 0.0 $1.4M 2.0k 738.67
Cintas Corporation (CTAS) 0.0 $1.4M 4.1k 340.79
Oracle Corporation Call Option (ORCL) 0.0 $1.4M 20k 69.85
Waste Management Put Option (WM) 0.0 $1.3M 9.9k 129.04
Stellantis SHS (STLA) 0.0 $1.2M 80k 15.09
Mp Materials Corp Com Cl A (MP) 0.0 $1.2M 33k 35.91
Nextera Energy (NEE) 0.0 $1.1M 15k 75.61
Medtronic SHS (MDT) 0.0 $1.1M 9.1k 118.32
BlackRock Call Option 0.0 $1.1M 1.4k 754.29
Western Digital (WDC) 0.0 $1.0M 15k 71.43
Freeport-mcmoran CL B (FCX) 0.0 $988k 30k 32.93
Raymond James Financial Call Option (RJF) 0.0 $919k 7.5k 122.53
Prudential Financial Put Option (PRU) 0.0 $864k 9.6k 90.00
Vodafone Group Sponsored Adr (VOD) 0.0 $789k 43k 18.45
Icon SHS (ICLR) 0.0 $550k 2.8k 196.43
First Solar Put Option (FSLR) 0.0 $517k 5.9k 87.33
Blackstone Group Inc Com Cl A (BX) 0.0 $499k 6.7k 74.54
Snap Cl A (SNAP) 0.0 $488k 9.4k 52.10
Teladoc Put Option (TDOC) 0.0 $485k 2.7k 182.00
S&p Global (SPGI) 0.0 $459k 1.3k 353.08
Lumentum Hldgs (LITE) 0.0 $457k 5.0k 91.40
Archer Daniels Midland Company Call Option (ADM) 0.0 $456k 8.0k 57.00
Snowflake Cl A (SNOW) 0.0 $450k 2.0k 229.36
Doordash Cl A (DASH) 0.0 $433k 3.3k 131.21
Hawaiian Electric Industries (HE) 0.0 $410k 9.2k 44.46
Xcel Energy (XEL) 0.0 $404k 6.1k 66.51
PG&E Corporation (PCG) 0.0 $385k 33k 11.71
Sunpower (SPWRQ) 0.0 $381k 11k 33.47
Avista Corporation (AVA) 0.0 $379k 7.9k 47.70
Enel Americas S A Sponsored Adr 0.0 $379k 45k 8.47
Enterprise Products Partners Put Option (EPD) 0.0 $368k 17k 22.04
Ishares Msci Mexico Etf (EWW) 0.0 $357k 8.2k 43.80
Gibraltar Industries (ROCK) 0.0 $354k 3.9k 91.64
Cleveland-cliffs Call Option (CLF) 0.0 $321k 16k 20.00
Foot Locker 0.0 $317k 5.6k 56.67
Ida (IDA) 0.0 $304k 3.0k 99.93
Energy Transfer Com Ut Ltd Ptn (ET) 0.0 $230k 30k 7.67
Arcosa (ACA) 0.0 $214k 3.3k 65.07
Opendoor Technologies (OPEN) 0.0 $204k 9.6k 21.19
Clover Health Investments Com Cl A (CLOV) 0.0 $91k 12k 7.58
Bionano Genomics 0.0 $86k 11k 8.07
Churchill Capital Corp Iii-a 0.0 $57k 10k 5.59
Zomedica Corp (ZOMDF) 0.0 $57k 36k 1.58
Ideanomics 0.0 $37k 13k 2.89
Clear Channel Outdoor Holdings (CCO) 0.0 $33k 18k 1.83
Globalstar 0.0 $32k 24k 1.33
Genius Brands Intl 0.0 $22k 11k 1.98
Tonix Pharmaceuticals Hldg C 0.0 $16k 13k 1.26