13F-HR filed by Capula Management Ltd
Capula Management Ltd filed this 13F-HR for the quarter ended 2020-09-30, filed 2020-11-16, with 133 holding rows worth $785,312,000.
- Accession
- 0001172661-20-002156
- Filer
- CIK 1557017
- Filed
- 2020-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2020
A holdings report, 137 entries on the cover page, a total value of $785,312,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $785,312,000 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 US LP028-17204
- 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 | 464287234 | MSCI EMG MKT ETF | 1,700,000 | $74,954,000 | thousands by filing date | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 250,000 | $44,280,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E103 | COM | 100,000 | $27,784,000 | thousands by filing date | put |
| Cisco Systems,Inc. | 17275R102 | COM | 565,100 | $22,259,000 | thousands by filing date | put |
| Cisco Systems,Inc. | 17275R102 | COM | 500,240 | $19,704,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 202,600 | $18,065,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E103 | COM | 64,880 | $18,026,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 68,100 | $17,835,000 | thousands by filing date | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 100,000 | $17,712,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 83,800 | $17,626,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 50,000 | $16,745,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 50,000 | $16,745,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 534,300 | $16,002,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 533,900 | $15,990,000 | thousands by filing date | call |
| Amazon.com, Inc | 023135106 | COM | 4,900 | $15,429,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 200,000 | $15,396,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 10,000 | $14,656,000 | thousands by filing date | put |
| Intel Corp | 458140100 | COM | 251,900 | $13,044,000 | thousands by filing date | put |
| Starbucks Corporation | 855244109 | COM | 149,900 | $12,879,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 263,600 | $12,194,000 | thousands by filing date | put |
| Booking Holdings Inc. | 09857L108 | COM | 7,000 | $11,974,000 | thousands by filing date | call |
| Gilead Sciences,Inc. | 375558103 | COM | 183,700 | $11,608,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 76,700 | $10,952,000 | thousands by filing date | put |
| JUNIPER NETWORKS INC | 48203R104 | COM | 485,900 | $10,446,000 | thousands by filing date | put |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 27,200 | $10,045,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 200,000 | $8,819,000 | thousands by filing date | call |
| Comcast Corp | 20030N101 | COM | 187,100 | $8,655,000 | thousands by filing date | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 200,000 | $8,400,000 | thousands by filing date | put |
| Advanced Micro Devices,Inc. | 007903107 | COM | 98,200 | $8,051,000 | thousands by filing date | put |
| Gilead Sciences,Inc. | 375558103 | COM | 126,061 | $7,966,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 36,310 | $7,637,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 84,900 | $7,295,000 | thousands by filing date | call |
| Netflix, Inc | 64110L106 | COM | 14,500 | $7,250,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 25,000 | $6,946,000 | thousands by filing date | call |
| BARCLAYS BANK PLC | 06746P621 | IPTH SR B S&P | 273,200 | $6,803,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 87,800 | $6,760,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 74,000 | $5,990,000 | thousands by filing date | call |
| JUNIPER NETWORKS INC | 48203R104 | COM | 277,360 | $5,963,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 50,200 | $5,549,000 | thousands by filing date | call |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 54,000 | $5,518,000 | thousands by filing date | put |
| PACCAR INC COM | 693718108 | Stock | 63,700 | $5,432,000 | thousands by filing date | call |
| UNIVERSAL DISPLAY CORP | 91347P105 | COM | 30,000 | $5,422,000 | thousands by filing date | put |
| Costco Wholesale Corporation | 22160K105 | COM | 15,000 | $5,325,000 | thousands by filing date | call |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 64,300 | $5,134,000 | thousands by filing date | call |
| TRIP COM GROUP LTD ADS | 89677Q107 | ADR | 164,400 | $5,119,000 | thousands by filing date | put |
| Amgen Inc. | 031162100 | COM | 19,900 | $5,058,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 210,100 | $5,058,000 | thousands by filing date | put |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 13,572 | $5,012,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 101,300 | $4,991,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 35,400 | $4,921,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 75,300 | $4,792,000 | thousands by filing date | call |
| Amazon.com, Inc | 023135106 | COM | 1,435 | $4,518,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 59,400 | $4,493,000 | thousands by filing date | call |
| Broadcom Inc. | 11135F101 | COM | 11,900 | $4,335,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 142,089 | $4,256,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 29,200 | $4,022,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 89,069 | $3,928,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 7,600 | $3,800,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 95,000 | $3,742,000 | thousands by filing date | call |
| Texas Instruments Incorporated | 882508104 | COM | 25,900 | $3,698,000 | thousands by filing date | call |
| MASCO CORP | 574599106 | COM | 65,400 | $3,605,000 | thousands by filing date | call |
| Apple Inc | 037833100 | COM | 30,000 | $3,474,000 | thousands by filing date | put |
| Booking Holdings Inc. | 09857L108 | COM | 2,000 | $3,421,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 2,195 | $3,217,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 25,000 | $3,139,000 | thousands by filing date | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 15,600 | $3,135,000 | thousands by filing date | call |
| United Parcel Service,Inc. Class B | 911312106 | COM | 18,800 | $3,132,000 | thousands by filing date | put |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 27,700 | $3,062,000 | thousands by filing date | put |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 76,200 | $3,026,000 | thousands by filing date | put |
| PepsiCo,Inc. | 713448108 | COM | 20,000 | $2,772,000 | thousands by filing date | put |
| PepsiCo,Inc. | 713448108 | COM | 20,000 | $2,772,000 | thousands by filing date | call |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 100,000 | $2,766,000 | thousands by filing date | call |
| EBAY INC. COM | 278642103 | Stock | 50,000 | $2,605,000 | thousands by filing date | call |
| CITRIX SYSTEMS INC | 177376100 | COM | 18,190 | $2,505,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 48,800 | $2,359,000 | thousands by filing date | call |
| Netflix, Inc | 64110L106 | COM | 4,670 | $2,335,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 92,811 | $2,236,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 92,700 | $2,233,000 | thousands by filing date | put |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 17,800 | $2,141,000 | thousands by filing date | put |
| CLOROX CO DEL | 189054109 | COM | 10,000 | $2,102,000 | thousands by filing date | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 50,000 | $2,100,000 | thousands by filing date | call |
| Procter & Gamble Co | 742718109 | COM | 15,000 | $2,084,000 | thousands by filing date | call |
| JUNIPER NETWORKS INC | 48203R104 | COM | 94,800 | $2,038,000 | thousands by filing date | call |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 41,200 | $2,030,000 | thousands by filing date | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 7,500 | $1,964,000 | thousands by filing date | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 7,125 | $1,866,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 30,000 | $1,784,000 | thousands by filing date | call |
| Costco Wholesale Corporation | 22160K105 | COM | 5,000 | $1,775,000 | thousands by filing date | put |
| Merck & Co.,Inc. | 58933Y105 | COM | 19,400 | $1,609,000 | thousands by filing date | call |
| Amgen Inc. | 031162100 | COM | 6,100 | $1,550,000 | thousands by filing date | put |
| Qualcomm Incorporated | 747525103 | COM | 13,000 | $1,530,000 | thousands by filing date | call |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 4,100 | $1,514,000 | thousands by filing date | call |
| Broadcom Inc. | 11135F101 | COM | 3,800 | $1,384,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 16,600 | $1,289,000 | thousands by filing date | call |
| IRIDIUM COMMUNICATIONS INC | 46269C102 | COM | 50,000 | $1,279,000 | thousands by filing date | put |
| Adobe Inc | 00724F101 | COM | 2,500 | $1,226,000 | thousands by filing date | call |
| FOOT LOCKER INC | 344849104 | COM | 37,000 | $1,222,000 | thousands by filing date | put |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 9,200 | $1,107,000 | thousands by filing date | call |
| IRIDIUM COMMUNICATIONS INC | 46269C102 | COM | 42,110 | $1,077,000 | thousands by filing date | |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 7,500 | $1,075,000 | thousands by filing date | put |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 9,900 | $1,071,000 | thousands by filing date | put |
| Applied Materials,Inc. | 038222105 | COM | 15,600 | $927,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 11,700 | $909,000 | thousands by filing date | put |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 7,100 | $899,000 | thousands by filing date | call |
| Cigna Corporation | 125523100 | COM | 5,110 | $866,000 | thousands by filing date | |
| Cigna Corporation | 125523100 | COM | 5,100 | $864,000 | thousands by filing date | put |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 6,700 | $859,000 | thousands by filing date | put |
| EVERSOURCE ENERGY COM | 30040W108 | Stock | 10,000 | $836,000 | thousands by filing date | call |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 6,717 | $808,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 5,200 | $716,000 | thousands by filing date | call |
| BXP INC COM | 101121101 | REIT | 7,500 | $602,000 | thousands by filing date | put |
| BXP INC COM | 101121101 | REIT | 7,500 | $602,000 | thousands by filing date | call |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 2,000 | $544,000 | thousands by filing date | put |
| NUCOR CORP COM | 670346105 | Stock | 11,500 | $516,000 | thousands by filing date | call |
| Bristol-Myers Squibb Company | 110122108 | COM | 8,200 | $494,000 | thousands by filing date | call |
| TRIP COM GROUP LTD ADS | 89677Q107 | ADR | 14,220 | $443,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 1,490 | $405,000 | thousands by filing date | |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 10,170 | $404,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 16,000 | $385,000 | thousands by filing date | |
| PACCAR INC COM | 693718108 | Stock | 4,100 | $350,000 | thousands by filing date | put |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 3,340 | $341,000 | thousands by filing date | |
| EVERSOURCE ENERGY COM | 30040W108 | Stock | 2,000 | $167,000 | thousands by filing date | put |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 1,190 | $153,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 1,380 | $149,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 2,700 | $149,000 | thousands by filing date | put |
| FOOT LOCKER INC | 344849104 | COM | 3,000 | $99,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 700 | $57,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 890 | $53,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 300 | $36,000 | thousands by filing date | put |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 172 | $25,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,000 | $24,000 | thousands by filing date | call |
| United Parcel Service,Inc. Class B | 911312106 | COM | 68 | $11,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-20-002156 | this filing | 2020-11-16 | acceptance time not in the bulk data set |