13F-HR filed by Capula Management Ltd
Capula Management Ltd filed this 13F-HR for the quarter ended 2021-12-31, filed 2022-02-14, with 167 holding rows worth $4,708,466,000.
- Accession
- 0001172661-22-000629
- Filer
- CIK 1557017
- Filed
- 2022-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2021
A holdings report, 187 entries on the cover page, a total value of $4,708,466,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,708,466,000 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 |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 2,166,828 | $1,029,157,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 1,473,100 | $261,578,000 | thousands by filing date | put |
| NVIDIA Corp | 67066G104 | COM | 807,200 | $237,406,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 491,900 | $233,633,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 683,900 | $230,009,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 519,602 | $206,724,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 4,995,300 | $195,066,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 65,900 | $190,915,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 55,000 | $183,389,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 250,100 | $99,503,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 2,500,000 | $91,450,000 | thousands by filing date | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,059,500 | $80,423,000 | thousands by filing date | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 228,400 | $76,823,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 125,100 | $75,365,000 | thousands by filing date | put |
| Tesla Motors, Inc | 88160R101 | COM | 62,000 | $65,520,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 115,900 | $55,048,000 | thousands by filing date | call |
| Union Pacific Corporation | 907818108 | COM | 191,600 | $48,270,000 | thousands by filing date | call |
| Union Pacific Corporation | 907818108 | COM | 185,000 | $46,607,000 | thousands by filing date | put |
| iShares TIPS Bond ETF | 464287176 | SHS | 300,000 | $38,760,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 240,000 | $38,004,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 591,100 | $35,697,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 970,000 | $35,483,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 156,000 | $34,702,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 943,341 | $34,507,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 100,000 | $33,635,000 | thousands by filing date | call |
| Walmart Inc. | 931142103 | COM | 230,000 | $33,279,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 119,036 | $26,480,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 140,200 | $24,895,000 | thousands by filing date | call |
| International Business Machines Corporation | 459200101 | COM | 186,100 | $24,874,000 | thousands by filing date | put |
| McDonalds Corporation | 580135101 | COM | 92,100 | $24,689,000 | thousands by filing date | put |
| Walmart Inc. | 931142103 | COM | 167,700 | $24,265,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 543,700 | $24,189,000 | thousands by filing date | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 54,100 | $20,696,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 457,100 | $20,336,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 362,400 | $20,113,000 | thousands by filing date | call |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 65,500 | $19,500,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 298,900 | $18,051,000 | thousands by filing date | call |
| PepsiCo,Inc. | 713448108 | COM | 102,000 | $17,718,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 5,874 | $17,017,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 28,000 | $16,868,000 | thousands by filing date | call |
| Amazon.com, Inc | 023135106 | COM | 5,000 | $16,672,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 254,800 | $16,147,000 | thousands by filing date | call |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 410,000 | $16,027,000 | thousands by filing date | call |
| Raytheon Technologies Corporation | 75513E101 | COM | 175,100 | $15,069,000 | thousands by filing date | call |
| Coca-Cola Company | 191216100 | COM | 250,000 | $14,803,000 | thousands by filing date | call |
| International Business Machines Corporation | 459200101 | COM | 100,100 | $13,379,000 | thousands by filing date | call |
| Raytheon Technologies Corporation | 75513E101 | COM | 150,000 | $12,909,000 | thousands by filing date | put |
| PLUG PWR INC | 72919P202 | COM NEW | 450,000 | $12,704,000 | thousands by filing date | put |
| COINBASE GLOBAL INC COM CL A | 19260Q107 | Stock | 50,000 | $12,619,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 65,000 | $12,251,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 3,502 | $11,677,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 41,500 | $11,125,000 | thousands by filing date | call |
| WORKDAY INC CL A | 98138H101 | Stock | 40,000 | $10,927,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 98,500 | $10,422,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 55,000 | $10,366,000 | thousands by filing date | call |
| WORKDAY INC CL A | 98138H101 | Stock | 37,500 | $10,244,000 | thousands by filing date | call |
| Lockheed Martin Corporation | 539830109 | COM | 27,000 | $9,596,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 105,000 | $9,514,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E103 | COM | 23,900 | $9,509,000 | thousands by filing date | call |
| CSX Corporation | 126408103 | COM | 250,000 | $9,400,000 | thousands by filing date | put |
| Booking Holdings Inc. | 09857L108 | COM | 3,900 | $9,357,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 88,300 | $9,343,000 | thousands by filing date | call |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 36,600 | $9,033,000 | thousands by filing date | call |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 30,200 | $8,991,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 38,900 | $8,653,000 | thousands by filing date | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 22,500 | $8,607,000 | thousands by filing date | call |
| Microsoft Corp | 594918104 | COM | 25,000 | $8,408,000 | thousands by filing date | call |
| Booking Holdings Inc. | 09857L108 | COM | 3,500 | $8,397,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 24,283 | $8,167,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 4,600 | $8,042,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 44,700 | $7,940,000 | thousands by filing date | put |
| Coca-Cola Company | 191216100 | COM | 128,700 | $7,620,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 42,527 | $7,552,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F676 | COM | 24,400 | $7,534,000 | thousands by filing date | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 43,500 | $7,437,000 | thousands by filing date | call |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 29,900 | $7,379,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 45,322 | $7,177,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 20,000 | $7,108,000 | thousands by filing date | put |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 33,800 | $6,980,000 | thousands by filing date | call |
| CVS Health Corporation | 126650100 | COM | 65,300 | $6,736,000 | thousands by filing date | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 76,600 | $6,669,000 | thousands by filing date | call |
| ELEMENT SOLUTIONS INC COM | 28618M106 | Stock | 273,600 | $6,643,000 | thousands by filing date | put |
| ELEMENT SOLUTIONS INC COM | 28618M106 | Stock | 273,600 | $6,643,000 | thousands by filing date | call |
| CSX Corporation | 126408103 | COM | 175,000 | $6,580,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 167,131 | $6,526,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 32,500 | $6,517,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 41,100 | $6,508,000 | thousands by filing date | call |
| Caterpillar Inc. | 149123101 | COM | 30,100 | $6,223,000 | thousands by filing date | call |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 30,700 | $6,156,000 | thousands by filing date | call |
| DOW HLDGS INC COM | 260557103 | Stock | 108,400 | $6,148,000 | thousands by filing date | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 86,600 | $6,136,000 | thousands by filing date | call |
| Netflix, Inc | 64110L106 | COM | 10,090 | $6,078,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 23,500 | $5,972,000 | thousands by filing date | call |
| NETAPP INC COM | 64110D104 | Stock | 64,900 | $5,970,000 | thousands by filing date | put |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 82,200 | $5,884,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 50,000 | $5,868,000 | thousands by filing date | put |
| Chevron Corporation | 166764100 | COM | 50,000 | $5,868,000 | thousands by filing date | call |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 30,000 | $5,659,000 | thousands by filing date | put |
| NVIDIA Corp | 67066G104 | COM | 19,227 | $5,655,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F676 | COM | 18,200 | $5,620,000 | thousands by filing date | call |
| USBANCORPDEL | 902973304 | COM NEW | 100,000 | $5,617,000 | thousands by filing date | call |
| Caterpillar Inc. | 149123101 | COM | 25,700 | $5,313,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 29,700 | $5,276,000 | thousands by filing date | call |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 130,000 | $5,082,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 34,600 | $5,020,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 82,313 | $4,971,000 | thousands by filing date | |
| DOW HLDGS INC COM | 260557103 | Stock | 86,900 | $4,929,000 | thousands by filing date | put |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 70,000 | $4,905,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 85,100 | $4,723,000 | thousands by filing date | put |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 24,600 | $4,640,000 | thousands by filing date | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 64,600 | $4,577,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 18,000 | $4,574,000 | thousands by filing date | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 32,100 | $4,523,000 | thousands by filing date | call |
| VANECK RUSSIA ETF | 92189F403 | ETF | 166,700 | $4,444,000 | thousands by filing date | call |
| Procter & Gamble Co | 742718109 | COM | 26,700 | $4,368,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 26,700 | $4,368,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 1,500 | $4,346,000 | thousands by filing date | call |
| KRAFT HEINZ CO COM | 500754106 | Stock | 120,000 | $4,308,000 | thousands by filing date | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 34,100 | $4,103,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 38,074 | $4,029,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 10,998 | $3,699,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 2,000 | $3,497,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 17,000 | $3,475,000 | thousands by filing date | call |
| PINTEREST INC CL A | 72352L106 | Stock | 94,500 | $3,435,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 44,500 | $3,431,000 | thousands by filing date | call |
| Intel Corp | 458140100 | COM | 65,000 | $3,348,000 | thousands by filing date | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 23,700 | $3,339,000 | thousands by filing date | put |
| EMERSON ELEC CO COM | 291011104 | Stock | 35,100 | $3,263,000 | thousands by filing date | call |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 100,000 | $3,203,000 | thousands by filing date | call |
| WESTERN DIGITAL CORP | 958102105 | COM | 48,900 | $3,189,000 | thousands by filing date | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 7,817 | $2,990,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 38,900 | $2,981,000 | thousands by filing date | put |
| EMERSON ELEC CO COM | 291011104 | Stock | 30,000 | $2,789,000 | thousands by filing date | put |
| FEDEX CORP COM | 31428X106 | Stock | 10,600 | $2,742,000 | thousands by filing date | call |
| Texas Instruments Incorporated | 882508104 | COM | 13,413 | $2,528,000 | thousands by filing date | |
| PLUG PWR INC | 72919P202 | COM NEW | 88,113 | $2,487,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 27,000 | $2,484,000 | thousands by filing date | call |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 20,000 | $2,406,000 | thousands by filing date | call |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 16,040 | $2,327,000 | thousands by filing date | |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 15,000 | $2,327,000 | thousands by filing date | put |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 15,000 | $2,327,000 | thousands by filing date | call |
| Tesla Motors, Inc | 88160R101 | COM | 2,140 | $2,262,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 28,800 | $2,207,000 | thousands by filing date | call |
| PINTEREST INC CL A | 72352L106 | Stock | 60,530 | $2,200,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 7,800 | $2,193,000 | thousands by filing date | call |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 28,000 | $2,004,000 | thousands by filing date | put |
| KRAFT HEINZ CO COM | 500754106 | Stock | 50,980 | $1,830,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 9,900 | $1,711,000 | thousands by filing date | call |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 18,800 | $1,637,000 | thousands by filing date | put |
| AUTODESK INC COM | 052769106 | Stock | 5,600 | $1,575,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 8,858 | $1,573,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 7,100 | $1,480,000 | thousands by filing date | call |
| TWITTER INC | 90184L102 | COM | 31,200 | $1,348,000 | thousands by filing date | put |
| USBANCORPDEL | 902973304 | COM NEW | 18,600 | $1,045,000 | thousands by filing date | put |
| NIO INC SPON ADS | 62914V106 | ADR | 32,600 | $1,033,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 17,169 | $953,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 22,022 | $952,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 3,600 | $931,000 | thousands by filing date | put |
| WORKDAY INC CL A | 98138H101 | Stock | 3,200 | $874,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 4,503 | $849,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 2,630 | $668,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 6,290 | $649,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 12,080 | $622,000 | thousands by filing date | |
| ELEMENT SOLUTIONS INC COM | 28618M106 | Stock | 25,450 | $618,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 260 | $455,000 | thousands by filing date | |
| NIO INC SPON ADS | 62914V106 | ADR | 10,300 | $326,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 4,600 | $300,000 | thousands by filing date | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-22-000629 | this filing | 2022-02-14 | acceptance time not in the bulk data set |