Capula Management Ltd - Q2 2022 holdings

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$5.86 Billion is the total value of Capula Management Ltd's 350 reported holdings in Q2 2022. The portfolio turnover from Q1 2022 to Q2 2022 was 52.4% .

All

			Value		Shares		↓ Weighting
SPY	Sell	SPDR S&P 500 ETF TRput	$493,782,000	-42.3%	1,308,900	-30.9%	8.43%	-31.0%
AAPL	Sell	APPLE INCput	$120,819,000	-60.9%	883,700	-50.0%	2.06%	-53.3%
MSFT	Sell	MICROSOFT CORPput	$112,928,000	-56.9%	439,700	-48.2%	1.93%	-48.5%
SPY	Sell	SPDR S&P 500 ETF TRtr unit	$81,891,000	-18.6%	217,072	-2.5%	1.40%	-2.6%
IBM	Sell	INTERNATIONAL BUSINESS MACHScall	$66,218,000	+6.2%	469,000	-2.2%	1.13%	+26.9%
GOOGL	Sell	ALPHABET INCput	$60,365,000	-74.7%	27,700	-67.7%	1.03%	-69.8%
PG	Sell	PROCTER AND GAMBLE COcall	$56,797,000	-26.1%	395,000	-21.4%	0.97%	-11.7%
MRK	Sell	MERCK & CO INCcall	$50,417,000	+8.8%	553,000	-2.1%	0.86%	+30.1%
TSLA	Sell	TESLA INCput	$37,308,000	-47.1%	55,400	-15.4%	0.64%	-36.9%
IBM	Sell	INTERNATIONAL BUSINESS MACHSput	$36,102,000	-38.7%	255,700	-43.5%	0.62%	-26.6%
TXN	Sell	TEXAS INSTRS INCput	$30,976,000	-77.8%	201,600	-73.5%	0.53%	-73.5%
MCD	Sell	MCDONALDS CORPput	$30,021,000	-25.2%	121,600	-25.1%	0.51%	-10.5%
FB	Sell	META PLATFORMS INCput	$29,880,000	-49.4%	185,300	-30.2%	0.51%	-39.6%
WMT	Sell	WALMART INCcall	$28,936,000	-69.5%	238,000	-62.6%	0.49%	-63.5%
JNJ	Sell	JOHNSON & JOHNSONput	$27,390,000	-60.8%	154,300	-60.9%	0.47%	-53.1%
BMY	Sell	BRISTOL-MYERS SQUIBB COput	$26,758,000	+4.7%	347,500	-0.7%	0.46%	+25.2%
AAPL	Sell	APPLE INCcall	$23,242,000	-77.4%	170,000	-71.2%	0.40%	-73.0%
QQQ	Sell	INVESCO QQQ TRput	$22,226,000	-40.5%	79,300	-23.0%	0.38%	-28.8%
INTC	Sell	INTEL CORPput	$22,177,000	-49.5%	592,800	-33.1%	0.38%	-39.6%
GOOGL	Sell	ALPHABET INCcall	$21,793,000	-76.1%	10,000	-69.5%	0.37%	-71.5%
UPS	Sell	UNITED PARCEL SERVICE INCput	$21,175,000	-34.2%	116,000	-22.7%	0.36%	-21.3%
UNP	Sell	UNION PAC CORPcall	$20,475,000	-65.1%	96,000	-55.3%	0.35%	-58.3%
XLE	Sell	SELECT SECTOR SPDR TRcall	$19,837,000	-27.7%	277,400	-22.7%	0.34%	-13.5%
GS	Sell	GOLDMAN SACHS GROUP INCput	$19,752,000	-17.5%	66,500	-8.3%	0.34%	-1.5%
MCD	Sell	MCDONALDS CORPcall	$19,553,000	-21.0%	79,200	-20.9%	0.33%	-5.6%
UNP	Sell	UNION PAC CORPput	$19,238,000	-63.9%	90,200	-53.7%	0.33%	-56.8%
UPS	Sell	UNITED PARCEL SERVICE INCcall	$18,437,000	-60.3%	101,000	-53.3%	0.32%	-52.5%
CSCO	Sell	CISCO SYS INCput	$17,955,000	-55.2%	421,100	-41.4%	0.31%	-46.4%
XBI	Sell	SPDR SER TRcall	$17,171,000	-18.0%	231,200	-0.7%	0.29%	-2.0%
MRK	Sell	MERCK & CO INCput	$15,581,000	-48.0%	170,900	-53.2%	0.27%	-37.9%
T	Sell	AT&T INCcall	$15,091,000	-38.3%	720,000	-47.4%	0.26%	-26.1%
TSM	Sell	TAIWAN SEMICONDUCTOR MFG LTDput	$14,306,000	-64.8%	175,000	-55.1%	0.24%	-57.9%
AMGN	Sell	AMGEN INCcall	$13,454,000	-92.8%	55,300	-92.9%	0.23%	-91.4%
APD	Sell	AIR PRODS & CHEMS INCput	$12,024,000	-28.0%	50,000	-25.1%	0.20%	-14.2%
C	Sell	CITIGROUP INCput	$11,856,000	-68.5%	257,800	-63.4%	0.20%	-62.5%
TSLA	Sell	TESLA INCcall	$11,785,000	-60.7%	17,500	-37.1%	0.20%	-53.0%
STZ	Sell	CONSTELLATION BRANDS INCput	$11,630,000	+1.0%	49,900	-0.2%	0.20%	+20.6%
STZ	Sell	CONSTELLATION BRANDS INCcall	$11,630,000	+1.0%	49,900	-0.2%	0.20%	+20.6%
CVX	Sell	CHEVRON CORP NEWput	$11,220,000	-12.8%	77,500	-1.9%	0.19%	+4.3%
PEP	Sell	PEPSICO INCput	$11,016,000	-12.4%	66,100	-12.0%	0.19%	+4.4%
XLF	Sell	SELECT SECTOR SPDR TRput	$10,461,000	-75.0%	332,600	-69.5%	0.18%	-70.1%
EMR	Sell	EMERSON ELEC COput	$10,364,000	-75.5%	130,300	-69.8%	0.18%	-70.7%
DIS	Sell	DISNEY WALT COput	$10,072,000	-45.6%	106,700	-21.0%	0.17%	-35.1%
XLV	Sell	SELECT SECTOR SPDR TRcall	$9,951,000	-69.3%	77,600	-67.2%	0.17%	-63.3%
XLV	Sell	SELECT SECTOR SPDR TRput	$9,887,000	-56.3%	77,100	-53.3%	0.17%	-47.7%
CRM	Sell	SALESFORCE INCput	$9,688,000	-81.7%	58,700	-76.5%	0.16%	-78.2%
RTX	Sell	RAYTHEON TECHNOLOGIES CORPcall	$9,342,000	-5.8%	97,200	-2.9%	0.16%	+12.7%
EMR	Sell	EMERSON ELEC COcall	$8,431,000	-73.9%	106,000	-67.9%	0.14%	-68.8%
C	Sell	CITIGROUP INCcall	$7,910,000	-81.0%	172,000	-77.9%	0.14%	-77.3%
MMM	Sell	3M COcall	$7,454,000	-79.5%	57,600	-76.5%	0.13%	-75.6%
MMM	Sell	3M COput	$7,454,000	-28.5%	57,600	-17.7%	0.13%	-14.8%
XLF	Sell	SELECT SECTOR SPDR TRfinancial	$7,198,000	-62.5%	228,879	-54.3%	0.12%	-55.1%
MET	Sell	METLIFE INCput	$6,781,000	-14.7%	108,000	-4.5%	0.12%	+1.8%
ICE	Sell	INTERCONTINENTAL EXCHANGE INcall	$6,583,000	-68.1%	70,000	-55.2%	0.11%	-62.0%
ICE	Sell	INTERCONTINENTAL EXCHANGE INput	$6,583,000	-65.6%	70,000	-51.7%	0.11%	-59.1%
APD	Sell	AIR PRODS & CHEMS INC	$6,375,000	-44.0%	26,509	-41.8%	0.11%	-33.1%
XLK	Sell	SELECT SECTOR SPDR TRcall	$5,949,000	-77.5%	46,800	-71.9%	0.10%	-73.0%
DIS	Sell	DISNEY WALT CO	$5,182,000	-31.6%	54,891	-0.7%	0.09%	-18.5%
AVGO	Sell	BROADCOM INCcall	$4,858,000	-48.2%	10,000	-32.9%	0.08%	-38.1%
THC	Sell	TENET HEALTHCARE CORPcall	$4,730,000	-89.1%	90,000	-82.1%	0.08%	-86.9%
NFLX	Sell	NETFLIX INCput	$4,529,000	-82.4%	25,900	-62.3%	0.08%	-79.1%
QQQ	Sell	INVESCO QQQ TRunit ser 1	$4,479,000	-92.0%	15,981	-89.6%	0.08%	-90.5%
ETN	Sell	EATON CORP PLCcall	$4,410,000	-81.8%	35,000	-78.1%	0.08%	-78.4%
XLY	Sell	SELECT SECTOR SPDR TRput	$3,959,000	-79.7%	28,800	-72.6%	0.07%	-75.5%
XLP	Sell	SELECT SECTOR SPDR TRput	$3,840,000	-76.0%	53,200	-74.8%	0.07%	-71.2%
XLU	Sell	SELECT SECTOR SPDR TRcall	$3,843,000	-91.7%	54,800	-91.2%	0.07%	-90.0%
AMGN	Sell	AMGEN INCput	$3,747,000	-71.6%	15,400	-71.7%	0.06%	-66.0%
XBI	Sell	SPDR SER TRput	$3,312,000	-82.6%	44,600	-78.9%	0.06%	-79.0%
MU	Sell	MICRON TECHNOLOGY INCput	$3,096,000	-71.8%	56,000	-60.3%	0.05%	-66.2%
C	Sell	CITIGROUP INC	$2,953,000	-71.7%	64,201	-67.2%	0.05%	-66.4%
XLB	Sell	SELECT SECTOR SPDR TRput	$2,569,000	-48.7%	34,900	-38.6%	0.04%	-38.9%
JPM	Sell	JPMORGAN CHASE & CO	$1,766,000	-34.9%	15,679	-21.8%	0.03%	-23.1%
NTAP	Sell	NETAPP INCcall	$1,631,000	-60.7%	25,000	-50.0%	0.03%	-52.5%
CMCSA	Sell	COMCAST CORP NEWcl a	$884,000	-32.8%	22,540	-19.8%	0.02%	-21.1%
NTAP	Sell	NETAPP INCput	$802,000	-61.3%	12,300	-50.8%	0.01%	-53.3%
LOW	Sell	LOWES COS INCput	$821,000	-94.6%	4,700	-93.7%	0.01%	-93.5%
XLB	Sell	SELECT SECTOR SPDR TRcall	$559,000	-89.6%	7,600	-87.5%	0.01%	-87.0%
LOW	Sell	LOWES COS INC	$447,000	-93.8%	2,557	-92.9%	0.01%	-92.3%
PFE	Exit	PFIZER INC	$0	–	-220	-100.0%	0.00%	–
HOG	Exit	HARLEY DAVIDSON INC	$0	–	-1,190	-100.0%	-0.00%	–
IYR	Exit	ISHARES TRu.s. real es etf	$0	–	-1,471	-100.0%	-0.00%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-5,884	-100.0%	-0.00%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-4,000	-100.0%	-0.00%	–
GRMN	Exit	GARMIN LTD	$0	–	-2,888	-100.0%	-0.01%	–
IP	Exit	INTERNATIONAL PAPER CO	$0	–	-7,546	-100.0%	-0.01%	–
URA	Exit	GLOBAL X FDSglobal x uranium	$0	–	-16,000	-100.0%	-0.01%	–
LEVI	Exit	LEVI STRAUSS & CO NEW	$0	–	-29,226	-100.0%	-0.01%	–
ACN	Exit	ACCENTURE PLC IRELANDput	$0	–	-1,800	-100.0%	-0.01%	–
MGM	Exit	MGM RESORTS INTERNATIONAL	$0	–	-15,940	-100.0%	-0.01%	–
GD	Exit	GENERAL DYNAMICS CORPput	$0	–	-3,400	-100.0%	-0.01%	–
XRT	Exit	SPDR SER TRs&p retail etf	$0	–	-11,950	-100.0%	-0.01%	–
ITW	Exit	ILLINOIS TOOL WKS INC	$0	–	-5,172	-100.0%	-0.02%	–
MGM	Exit	MGM RESORTS INTERNATIONALput	$0	–	-27,000	-100.0%	-0.02%	–
GD	Exit	GENERAL DYNAMICS CORPcall	$0	–	-6,900	-100.0%	-0.02%	–
AMD	Exit	ADVANCED MICRO DEVICES INCcall	$0	–	-17,100	-100.0%	-0.03%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-36,902	-100.0%	-0.03%	–
HOG	Exit	HARLEY DAVIDSON INCput	$0	–	-50,000	-100.0%	-0.03%	–
HOG	Exit	HARLEY DAVIDSON INCcall	$0	–	-50,000	-100.0%	-0.03%	–
NSC	Exit	NORFOLK SOUTHN CORPput	$0	–	-7,200	-100.0%	-0.03%	–
IP	Exit	INTERNATIONAL PAPER COput	$0	–	-45,800	-100.0%	-0.03%	–
IYR	Exit	ISHARES TRput	$0	–	-20,200	-100.0%	-0.03%	–
ADBE	Exit	ADOBE SYSTEMS INCORPORATEDcall	$0	–	-4,700	-100.0%	-0.03%	–
TGT	Exit	TARGET CORP	$0	–	-12,579	-100.0%	-0.04%	–
NVDA	Exit	NVIDIA CORPORATIONcall	$0	–	-10,200	-100.0%	-0.04%	–
NFLX	Exit	NETFLIX INCcall	$0	–	-7,500	-100.0%	-0.04%	–
XRT	Exit	SPDR SER TRput	$0	–	-40,000	-100.0%	-0.04%	–
ESI	Exit	ELEMENT SOLUTIONS INC	$0	–	-145,008	-100.0%	-0.04%	–
LEVI	Exit	LEVI STRAUSS & CO NEWput	$0	–	-170,000	-100.0%	-0.05%	–
TUP	Exit	TUPPERWARE BRANDS CORPput	$0	–	-175,000	-100.0%	-0.05%	–
TUP	Exit	TUPPERWARE BRANDS CORPcall	$0	–	-175,000	-100.0%	-0.05%	–
IP	Exit	INTERNATIONAL PAPER COcall	$0	–	-75,000	-100.0%	-0.05%	–
NKE	Exit	NIKE INCcall	$0	–	-30,000	-100.0%	-0.06%	–
GRMN	Exit	GARMIN LTDcall	$0	–	-35,000	-100.0%	-0.06%	–
DHI	Exit	D R HORTON INCcall	$0	–	-58,800	-100.0%	-0.06%	–
UAL	Exit	UNITED AIRLS HLDGS INCput	$0	–	-100,000	-100.0%	-0.07%	–
UAL	Exit	UNITED AIRLS HLDGS INCcall	$0	–	-100,000	-100.0%	-0.07%	–
GRMN	Exit	GARMIN LTDput	$0	–	-40,000	-100.0%	-0.07%	–
KHC	Exit	KRAFT HEINZ COput	$0	–	-120,000	-100.0%	-0.07%	–
APTV	Exit	APTIV PLCput	$0	–	-40,000	-100.0%	-0.07%	–
ROP	Exit	ROPER TECHNOLOGIES INCput	$0	–	-10,500	-100.0%	-0.07%	–
VZ	Exit	VERIZON COMMUNICATIONS INCput	$0	–	-100,000	-100.0%	-0.07%	–
VZ	Exit	VERIZON COMMUNICATIONS INCcall	$0	–	-100,000	-100.0%	-0.07%	–
ESI	Exit	ELEMENT SOLUTIONS INCput	$0	–	-244,800	-100.0%	-0.08%	–
ESI	Exit	ELEMENT SOLUTIONS INCcall	$0	–	-244,800	-100.0%	-0.08%	–
ACN	Exit	ACCENTURE PLC IRELANDcall	$0	–	-16,000	-100.0%	-0.08%	–
	Exit	CONSTELLATION ENERGY CORPcall	$0	–	-100,000	-100.0%	-0.08%	–
ITW	Exit	ILLINOIS TOOL WKS INCput	$0	–	-27,800	-100.0%	-0.08%	–
WDAY	Exit	WORKDAY INCcl a	$0	–	-26,077	-100.0%	-0.09%	–
XHB	Exit	SPDR SER TRput	$0	–	-100,000	-100.0%	-0.09%	–
XLP	Exit	SELECT SECTOR SPDR TRsbi cons stpls	$0	–	-89,810	-100.0%	-0.10%	–
ITW	Exit	ILLINOIS TOOL WKS INCcall	$0	–	-35,800	-100.0%	-0.11%	–
XLK	Exit	SELECT SECTOR SPDR TRput	$0	–	-47,400	-100.0%	-0.11%	–
DHR	Exit	DANAHER CORPORATIONcall	$0	–	-27,900	-100.0%	-0.12%	–
ROP	Exit	ROPER TECHNOLOGIES INCcall	$0	–	-17,800	-100.0%	-0.12%	–
CAT	Exit	CATERPILLAR INCcall	$0	–	-40,100	-100.0%	-0.13%	–
TGT	Exit	TARGET CORPcall	$0	–	-42,400	-100.0%	-0.13%	–
NEE	Exit	NEXTERA ENERGY INCcall	$0	–	-112,200	-100.0%	-0.14%	–
NSC	Exit	NORFOLK SOUTHN CORPcall	$0	–	-34,400	-100.0%	-0.14%	–
XLY	Exit	SELECT SECTOR SPDR TRsbi cons discr	$0	–	-52,920	-100.0%	-0.14%	–
MU	Exit	MICRON TECHNOLOGY INCcall	$0	–	-130,000	-100.0%	-0.14%	–
REGN	Exit	REGENERON PHARMACEUTICALScall	$0	–	-15,000	-100.0%	-0.15%	–
FDX	Exit	FEDEX CORPcall	$0	–	-50,000	-100.0%	-0.16%	–
FDX	Exit	FEDEX CORPput	$0	–	-50,000	-100.0%	-0.16%	–
REGN	Exit	REGENERON PHARMACEUTICALSput	$0	–	-17,500	-100.0%	-0.18%	–
FXI	Exit	ISHARES TRcall	$0	–	-410,000	-100.0%	-0.19%	–
FCX	Exit	FREEPORT-MCMORAN INCcall	$0	–	-265,000	-100.0%	-0.19%	–
TGT	Exit	TARGET CORPput	$0	–	-62,900	-100.0%	-0.19%	–
SYK	Exit	STRYKER CORPORATIONcall	$0	–	-50,000	-100.0%	-0.19%	–
LOW	Exit	LOWES COS INCcall	$0	–	-75,000	-100.0%	-0.22%	–
APD	Exit	AIR PRODS & CHEMS INCcall	$0	–	-61,300	-100.0%	-0.22%	–
SYK	Exit	STRYKER CORPORATIONput	$0	–	-59,800	-100.0%	-0.23%	–
XLU	Exit	SELECT SECTOR SPDR TRput	$0	–	-216,100	-100.0%	-0.23%	–
BABA	Exit	ALIBABA GROUP HLDG LTDcall	$0	–	-150,000	-100.0%	-0.23%	–
SMH	Exit	VANECK ETF TRUSTput	$0	–	-63,600	-100.0%	-0.24%	–
MMC	Exit	MARSH & MCLENNAN COS INCput	$0	–	-102,500	-100.0%	-0.25%	–
DIS	Exit	DISNEY WALT COcall	$0	–	-135,000	-100.0%	-0.26%	–
MMC	Exit	MARSH & MCLENNAN COS INCcall	$0	–	-125,000	-100.0%	-0.30%	–
TWTR	Exit	TWITTER INCcall	$0	–	-600,000	-100.0%	-0.33%	–
CSX	Exit	CSX CORPput	$0	–	-624,200	-100.0%	-0.33%	–
CSX	Exit	CSX CORPcall	$0	–	-649,900	-100.0%	-0.35%	–
DE	Exit	DEERE & COput	$0	–	-100,100	-100.0%	-0.59%	–
TWTR	Exit	TWITTER INCput	$0	–	-1,200,000	-100.0%	-0.66%	–
DE	Exit	DEERE & COcall	$0	–	-116,500	-100.0%	-0.69%	–
WDAY	Exit	WORKDAY INCput	$0	–	-250,000	-100.0%	-0.86%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2022-08-15

Signatures

The EDGAR filing(s) were signed by:

Henning Bruder — Director

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
SELECT SECTOR SPDR TR	21	Q1 2023	50.9%
SPDR S&P 500 ETF TR	21	Q3 2023	21.9%
ISHARES TR	19	Q3 2023	5.0%
SPDR S&P 500 ETF TR	18	Q3 2023	12.2%
SELECT SECTOR SPDR TR	18	Q1 2023	10.7%
APPLE INC	18	Q3 2023	6.1%
INVESCO QQQ TR	18	Q3 2023	13.8%
MICROSOFT CORP	18	Q3 2023	4.9%
ALPHABET INC	18	Q3 2023	4.9%
META PLATFORMS INC	18	Q3 2023	3.2%

View Capula Management Ltd's complete holdings history.

Latest filings

Type	Filed
13F-HR	2024-05-09
13F-HR	2024-02-12
13F-HR	2023-11-03
13F-HR	2023-08-14
13F-HR	2023-05-10
13F-HR	2023-02-14
13F-HR	2022-11-14
13F-HR	2022-08-15
13F-HR	2022-05-17
13F-HR	2022-02-14

View Capula Management Ltd's complete filings history.

All filings

View complete filings history.

Compare quarters

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