13F-HR filed by Capula Management Ltd
Capula Management Ltd filed this 13F-HR for the quarter ended 2019-06-30, filed 2019-08-09, with 102 holding rows worth $485,630,000.
- Accession
- 0001172661-19-001661
- Filer
- CIK 1557017
- Filed
- 2019-08-09
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2019
A holdings report, 103 entries on the cover page, a total value of $485,630,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $485,630,000 with VALUE read as thousands by filing date, 13F file number 028-17203. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerCapula Investment Management LLP028-17757
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 300,000 | $26,154,000 | thousands by filing date | put |
| PROSHARES TR II ULTRA VIX SHORT TERM FUTURES ETF | 74347W148 | ULTRA VIX SHORT | 700,000 | $22,043,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 75,000 | $21,975,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E103 | COM | 100,000 | $18,674,000 | thousands by filing date | put |
| SPDR SER TR | 78468R622 | BLOOMBERG HIGH Y | 150,000 | $16,341,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 7,600 | $14,392,000 | thousands by filing date | put |
| Lockheed Martin Corporation | 539830109 | COM | 37,300 | $13,560,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 12,000 | $12,994,000 | thousands by filing date | put |
| Boeing Company | 097023105 | COM | 30,000 | $10,920,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 27,900 | $10,248,000 | thousands by filing date | call |
| PROSHARES TR II | 74347W130 | SHT VIX ST TRM | 187,100 | $10,079,000 | thousands by filing date | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 51,500 | $9,940,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 71,100 | $9,525,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 25,500 | $9,367,000 | thousands by filing date | put |
| ILLUMINA INC | 452327109 | COM | 24,000 | $8,836,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 30,000 | $8,790,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 43,300 | $8,357,000 | thousands by filing date | call |
| Amazon.com, Inc | 023135106 | COM | 4,200 | $7,953,000 | thousands by filing date | call |
| Coca-Cola Company | 191216100 | COM | 150,000 | $7,638,000 | thousands by filing date | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 63,900 | $7,314,000 | thousands by filing date | call |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 77,000 | $6,741,000 | thousands by filing date | put |
| Adobe Inc | 00724F101 | COM | 22,400 | $6,600,000 | thousands by filing date | put |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 25,600 | $6,548,000 | thousands by filing date | put |
| Visa Inc | 92826C839 | COM | 37,300 | $6,473,000 | thousands by filing date | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 31,000 | $6,343,000 | thousands by filing date | put |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 111,000 | $6,299,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 103,400 | $5,659,000 | thousands by filing date | put |
| Cisco Systems,Inc. | 17275R102 | COM | 103,400 | $5,659,000 | thousands by filing date | call |
| Deere & Company | 244199105 | COM | 33,600 | $5,568,000 | thousands by filing date | call |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 93,300 | $5,295,000 | thousands by filing date | put |
| BARCLAYS BANK PLC | 06746P621 | IPTH SR B S&P | 200,000 | $5,200,000 | thousands by filing date | put |
| International Business Machines Corporation | 459200101 | COM | 37,600 | $5,185,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 121,700 | $5,145,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 64,500 | $4,990,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 23,900 | $4,730,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 23,400 | $4,631,000 | thousands by filing date | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 40,000 | $4,578,000 | thousands by filing date | put |
| EBAY INC. COM | 278642103 | Stock | 115,400 | $4,558,000 | thousands by filing date | put |
| Intel Corp | 458140100 | COM | 93,400 | $4,471,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 32,500 | $4,429,000 | thousands by filing date | put |
| ILLUMINA INC | 452327109 | COM | 12,000 | $4,418,000 | thousands by filing date | put |
| Deere & Company | 244199105 | COM | 26,200 | $4,342,000 | thousands by filing date | put |
| EBAY INC. COM | 278642103 | Stock | 105,800 | $4,179,000 | thousands by filing date | call |
| Adobe Inc | 00724F101 | COM | 14,000 | $4,125,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 3,800 | $4,115,000 | thousands by filing date | call |
| Microsoft Corp | 594918104 | COM | 29,700 | $3,979,000 | thousands by filing date | call |
| Lockheed Martin Corporation | 539830109 | COM | 9,950 | $3,617,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 9,712 | $3,535,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 45,100 | $3,489,000 | thousands by filing date | call |
| PepsiCo,Inc. | 713448108 | COM | 25,400 | $3,331,000 | thousands by filing date | call |
| AUTODESK INC COM | 052769106 | Stock | 20,300 | $3,307,000 | thousands by filing date | put |
| International Business Machines Corporation | 459200101 | COM | 22,800 | $3,144,000 | thousands by filing date | call |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 150,000 | $3,132,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 15,300 | $3,130,000 | thousands by filing date | call |
| Intel Corp | 458140100 | COM | 64,600 | $3,092,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 2,730 | $2,956,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 75,000 | $2,894,000 | thousands by filing date | call |
| Mondelez International,Inc. Class A | 609207105 | COM | 50,000 | $2,695,000 | thousands by filing date | call |
| Costco Wholesale Corporation | 22160K105 | COM | 9,700 | $2,563,000 | thousands by filing date | call |
| Mondelez International,Inc. Class A | 609207105 | COM | 46,900 | $2,528,000 | thousands by filing date | put |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 9,700 | $2,481,000 | thousands by filing date | call |
| Texas Instruments Incorporated | 882508104 | COM | 20,000 | $2,295,000 | thousands by filing date | put |
| Costco Wholesale Corporation | 22160K105 | COM | 8,500 | $2,246,000 | thousands by filing date | put |
| YUM BRANDS INC COM | 988498101 | Stock | 20,000 | $2,213,000 | thousands by filing date | put |
| YUM BRANDS INC COM | 988498101 | Stock | 20,000 | $2,213,000 | thousands by filing date | call |
| Caterpillar Inc. | 149123101 | COM | 15,000 | $2,044,000 | thousands by filing date | call |
| Home Depot, Inc | 437076102 | COM | 9,300 | $1,934,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 6,456 | $1,892,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 43,800 | $1,688,000 | thousands by filing date | call |
| NVIDIA Corp | 67066G104 | COM | 10,000 | $1,642,000 | thousands by filing date | put |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 55,000 | $1,561,000 | thousands by filing date | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 40,500 | $1,560,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 36,400 | $1,539,000 | thousands by filing date | call |
| Amazon.com, Inc | 023135106 | COM | 805 | $1,524,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 20,000 | $1,521,000 | thousands by filing date | call |
| Visa Inc | 92826C839 | COM | 8,700 | $1,510,000 | thousands by filing date | put |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 6,900 | $1,435,000 | thousands by filing date | call |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 50,000 | $1,419,000 | thousands by filing date | call |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 10,400 | $1,384,000 | thousands by filing date | put |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 15,000 | $1,313,000 | thousands by filing date | call |
| AbbVie,Inc. | 00287Y109 | COM | 17,500 | $1,273,000 | thousands by filing date | put |
| Lockheed Martin Corporation | 539830109 | COM | 3,400 | $1,236,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 21,700 | $1,188,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 10,000 | $1,148,000 | thousands by filing date | call |
| AbbVie,Inc. | 00287Y109 | COM | 15,650 | $1,138,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 26,500 | $1,120,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 12,400 | $1,086,000 | thousands by filing date | |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 4,200 | $1,074,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 2,500 | $910,000 | thousands by filing date | call |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 40,000 | $835,000 | thousands by filing date | call |
| NVIDIA Corp | 67066G104 | COM | 5,000 | $821,000 | thousands by filing date | call |
| AUTODESK INC COM | 052769106 | Stock | 5,000 | $815,000 | thousands by filing date | call |
| Home Depot, Inc | 437076102 | COM | 3,450 | $717,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 5,200 | $692,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 32,500 | $679,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 4,400 | $607,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 4,396 | $599,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 2,400 | $491,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 9,050 | $488,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 2,300 | $375,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 3,000 | $85,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 500 | $66,000 | thousands by filing date | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-19-001661 | this filing | 2019-08-09 | acceptance time not in the bulk data set |