Capula Management Ltd - Q3 2022 holdings

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$7.41 Billion is the total value of Capula Management Ltd's 653 reported holdings in Q3 2022. The portfolio turnover from Q2 2022 to Q3 2022 was 47.5% .

All

			Value		Shares		↓ Weighting
SPY	Sell	SPDR S&P 500 ETF TRput	$296,959,000	-39.9%	831,400	-36.5%	4.00%	-52.5%
SPY	Sell	SPDR S&P 500 ETF TRcall	$260,134,000	-9.1%	728,300	-4.0%	3.51%	-28.2%
IWM	Sell	ISHARES TRcall	$93,163,000	-45.1%	564,900	-43.6%	1.26%	-56.6%
SPY	Sell	SPDR S&P 500 ETF TRtr unit	$49,927,000	-39.0%	139,781	-35.6%	0.67%	-51.9%
QQQ	Sell	INVESCO QQQ TRcall	$46,129,000	-22.7%	172,600	-19.0%	0.62%	-39.0%
BMY	Sell	BRISTOL-MYERS SQUIBB COcall	$45,419,000	-43.7%	638,900	-39.0%	0.61%	-55.5%
TXN	Sell	TEXAS INSTRS INCcall	$38,571,000	-26.6%	249,200	-27.1%	0.52%	-42.0%
JPM	Sell	JPMORGAN CHASE & COcall	$36,617,000	-38.8%	350,400	-34.0%	0.49%	-51.6%
DIA	Sell	SPDR DOW JONES INDL AVERAGEput	$32,379,000	-55.4%	112,700	-52.2%	0.44%	-64.8%
BAC	Sell	BK OF AMERICA CORPput	$27,660,000	-36.4%	915,900	-34.4%	0.37%	-49.7%
WMT	Sell	WALMART INCput	$27,198,000	-30.4%	209,700	-34.7%	0.37%	-45.0%
TXN	Sell	TEXAS INSTRS INCput	$26,297,000	-15.1%	169,900	-15.7%	0.36%	-32.9%
PG	Sell	PROCTER AND GAMBLE COcall	$25,023,000	-55.9%	198,200	-49.8%	0.34%	-65.3%
CVX	Sell	CHEVRON CORP NEWcall	$24,898,000	-12.5%	173,300	-11.8%	0.34%	-30.9%
KRE	Sell	SPDR SER TRcall	$24,082,000	-31.0%	409,000	-32.0%	0.32%	-45.5%
FIS	Sell	FIDELITY NATL INFORMATION SVcall	$22,671,000	-38.2%	300,000	-25.0%	0.31%	-51.1%
XLF	Sell	SELECT SECTOR SPDR TRcall	$21,249,000	-66.5%	699,900	-65.3%	0.29%	-73.5%
MCD	Sell	MCDONALDS CORPput	$21,205,000	-29.4%	91,900	-24.4%	0.29%	-44.2%
NVDA	Sell	NVIDIA CORPORATIONput	$20,551,000	-56.5%	169,300	-45.7%	0.28%	-65.6%
INTC	Sell	INTEL CORPcall	$19,822,000	-64.3%	769,200	-48.2%	0.27%	-71.8%
HON	Sell	HONEYWELL INTL INCcall	$18,634,000	-45.4%	111,600	-43.1%	0.25%	-56.9%
KO	Sell	COCA COLA COput	$18,419,000	-60.7%	328,800	-55.9%	0.25%	-69.0%
ABBV	Sell	ABBVIE INCcall	$16,239,000	-87.9%	121,000	-86.2%	0.22%	-90.4%
BMY	Sell	BRISTOL-MYERS SQUIBB COput	$16,145,000	-39.7%	227,100	-34.6%	0.22%	-52.3%
HON	Sell	HONEYWELL INTL INCput	$16,163,000	-64.0%	96,800	-62.5%	0.22%	-71.5%
BAC	Sell	BK OF AMERICA CORP	$14,365,000	-37.4%	475,672	-35.5%	0.19%	-50.5%
MRK	Sell	MERCK & CO INCput	$12,401,000	-20.4%	144,000	-15.7%	0.17%	-37.2%
CRM	Sell	SALESFORCE INCcall	$12,270,000	-25.7%	85,300	-14.7%	0.16%	-41.5%
DIA	Sell	SPDR DOW JONES INDL AVERAGEut ser 1	$11,612,000	-69.2%	40,416	-67.0%	0.16%	-75.7%
XBI	Sell	SPDR SER TRcall	$11,065,000	-35.6%	139,500	-39.7%	0.15%	-49.1%
NVDA	Sell	NVIDIA CORPORATION	$10,229,000	-62.0%	84,264	-52.5%	0.14%	-70.0%
PFE	Sell	PFIZER INCput	$10,117,000	-60.5%	231,200	-52.7%	0.14%	-68.9%
FB	Sell	META PLATFORMS INCcl a	$9,398,000	-24.6%	69,264	-10.4%	0.13%	-40.4%
SMH	Sell	VANECK ETF TRUSTcall	$9,182,000	-78.1%	49,600	-75.9%	0.12%	-82.7%
AMD	Sell	ADVANCED MICRO DEVICES INCput	$9,054,000	-24.0%	142,900	-8.3%	0.12%	-39.9%
LRCX	Sell	LAM RESEARCH CORPput	$8,857,000	-36.1%	24,200	-25.5%	0.12%	-49.8%
ARKK	Sell	ARK ETF TRcall	$8,689,000	-67.7%	230,300	-65.8%	0.12%	-74.5%
DUK	Sell	DUKE ENERGY CORP NEWcall	$8,437,000	-14.2%	90,700	-1.1%	0.11%	-32.1%
APD	Sell	AIR PRODS & CHEMS INCput	$7,005,000	-41.7%	30,100	-39.8%	0.09%	-54.1%
COST	Sell	COSTCO WHSL CORP NEWput	$6,659,000	-61.2%	14,100	-60.6%	0.09%	-69.3%
INTC	Sell	INTEL CORPput	$5,950,000	-73.2%	230,900	-61.0%	0.08%	-78.9%
LRCX	Sell	LAM RESEARCH CORP	$5,846,000	-23.0%	15,974	-10.4%	0.08%	-39.2%
XLF	Sell	SELECT SECTOR SPDR TRput	$5,592,000	-46.5%	184,200	-44.6%	0.08%	-58.1%
COP	Sell	CONOCOPHILLIPScall	$5,455,000	-50.0%	53,300	-56.1%	0.07%	-60.2%
EMR	Sell	EMERSON ELEC COcall	$5,206,000	-38.3%	71,100	-32.9%	0.07%	-51.4%
FXI	Sell	ISHARES TRchina lg-cap etf	$5,172,000	-60.1%	200,000	-47.7%	0.07%	-68.3%
EMR	Sell	EMERSON ELEC COput	$5,206,000	-49.8%	71,100	-45.4%	0.07%	-60.5%
XLI	Sell	SELECT SECTOR SPDR TRcall	$4,871,000	-70.6%	58,800	-69.0%	0.07%	-76.7%
LLY	Sell	LILLY ELI & COput	$4,753,000	-53.9%	14,700	-53.8%	0.06%	-63.6%
XLE	Sell	SELECT SECTOR SPDR TRput	$4,710,000	-83.1%	65,400	-83.2%	0.06%	-86.5%
TSM	Sell	TAIWAN SEMICONDUCTOR MFG LTDput	$4,566,000	-68.1%	66,600	-61.9%	0.06%	-74.6%
CMCSA	Sell	COMCAST CORP NEWcall	$4,435,000	-85.7%	151,200	-80.8%	0.06%	-88.7%
ADBE	Sell	ADOBE SYSTEMS INCORPORATEDput	$4,376,000	-56.5%	15,900	-42.2%	0.06%	-65.7%
GDX	Sell	VANECK ETF TRUSTcall	$4,334,000	-78.7%	179,700	-75.8%	0.06%	-83.3%
AMD	Sell	ADVANCED MICRO DEVICES INC	$4,182,000	-35.2%	65,996	-21.8%	0.06%	-49.1%
UNP	Sell	UNION PAC CORPput	$4,091,000	-78.7%	21,000	-76.7%	0.06%	-83.3%
PM	Sell	PHILIP MORRIS INTL INCput	$4,076,000	-54.7%	49,100	-46.2%	0.06%	-64.3%
TSM	Sell	TAIWAN SEMICONDUCTOR MFG LTDsponsored ads	$3,832,000	-65.0%	55,890	-58.3%	0.05%	-72.2%
HON	Sell	HONEYWELL INTL INC	$3,882,000	-86.5%	23,253	-85.9%	0.05%	-89.4%
COST	Sell	COSTCO WHSL CORP NEW	$3,892,000	-28.2%	8,241	-27.1%	0.05%	-44.1%
EMR	Sell	EMERSON ELEC CO	$3,790,000	-33.5%	51,763	-27.7%	0.05%	-47.4%
IWM	Sell	ISHARES TRrussell 2000 etf	$3,631,000	-88.6%	22,014	-88.3%	0.05%	-91.0%
INTC	Sell	INTEL CORP	$3,372,000	-35.8%	130,875	-6.7%	0.04%	-50.0%
MA	Sell	MASTERCARD INCORPORATEDcl a	$3,265,000	-32.1%	11,484	-24.7%	0.04%	-46.3%
CRM	Sell	SALESFORCE INCput	$3,121,000	-67.8%	21,700	-63.0%	0.04%	-74.5%
INTU	Sell	INTUITput	$2,982,000	-29.7%	7,700	-30.0%	0.04%	-44.4%
NKE	Sell	NIKE INCput	$2,909,000	-48.1%	35,000	-36.1%	0.04%	-59.4%
GDX	Sell	VANECK ETF TRUSTput	$2,805,000	-72.5%	116,300	-68.8%	0.04%	-78.3%
WDC	Sell	WESTERN DIGITAL CORP.	$2,766,000	-89.9%	84,986	-86.1%	0.04%	-92.1%
WDC	Sell	WESTERN DIGITAL CORP.put	$2,744,000	-90.7%	84,300	-87.2%	0.04%	-92.7%
TRV	Sell	TRAVELERS COMPANIES INCput	$2,528,000	-51.5%	16,500	-46.4%	0.03%	-61.8%
CMCSA	Sell	COMCAST CORP NEWput	$2,200,000	-83.3%	75,000	-77.7%	0.03%	-86.7%
ADBE	Sell	ADOBE SYSTEMS INCORPORATED	$2,164,000	-58.5%	7,864	-44.8%	0.03%	-67.4%
CAT	Sell	CATERPILLAR INC	$2,090,000	-83.8%	12,735	-82.4%	0.03%	-87.3%
DVN	Sell	DEVON ENERGY CORP NEWcall	$1,527,000	-89.0%	25,400	-89.9%	0.02%	-91.1%
XLF	Sell	SELECT SECTOR SPDR TRfinancial	$1,104,000	-84.7%	36,365	-84.1%	0.02%	-87.8%
XLE	Sell	SELECT SECTOR SPDR TRenergy	$973,000	-96.7%	13,505	-96.7%	0.01%	-97.4%
DIS	Sell	DISNEY WALT CO	$785,000	-84.9%	8,326	-84.8%	0.01%	-87.5%
XLI	Sell	SELECT SECTOR SPDR TRput	$621,000	-90.1%	7,500	-89.6%	0.01%	-92.5%
NKE	Sell	NIKE INCcl b	$415,000	-88.5%	4,987	-85.9%	0.01%	-90.3%
UNP	Sell	UNION PAC CORP	$399,000	-96.4%	2,050	-96.0%	0.01%	-97.3%
GDX	Sell	VANECK ETF TRUSTgold miners etf	$342,000	-78.0%	14,175	-75.1%	0.01%	-81.5%
XLB	Sell	SELECT SECTOR SPDR TRput	$156,000	-93.9%	2,300	-93.4%	0.00%	-95.5%
BMY	Exit	BRISTOL-MYERS SQUIBB CO	$0	–	-1,023	-100.0%	-0.00%	–
PSFE	Exit	PAYSAFE LIMITEDord	$0	–	-23,637	-100.0%	-0.00%	–
APA	Exit	APA CORPORATION	$0	–	-2,073	-100.0%	-0.00%	–
NKTR	Exit	NEKTAR THERAPEUTICS	$0	–	-21,648	-100.0%	-0.00%	–
ORCL	Exit	ORACLE CORP	$0	–	-5,302	-100.0%	-0.01%	–
NOW	Exit	SERVICENOW INC	$0	–	-810	-100.0%	-0.01%	–
SBUX	Exit	STARBUCKS CORP	$0	–	-6,418	-100.0%	-0.01%	–
	Exit	ON HLDG AGnamen akt a	$0	–	-33,539	-100.0%	-0.01%	–
	Exit	ON HLDG AGput	$0	–	-35,300	-100.0%	-0.01%	–
TEAM	Exit	ATLASSIAN CORP PLCcl a	$0	–	-3,698	-100.0%	-0.01%	–
NOW	Exit	SERVICENOW INCput	$0	–	-1,500	-100.0%	-0.01%	–
NTAP	Exit	NETAPP INCput	$0	–	-12,300	-100.0%	-0.01%	–
ANTM	Exit	ELEVANCE HEALTH INC	$0	–	-1,685	-100.0%	-0.01%	–
COP	Exit	CONOCOPHILLIPSput	$0	–	-9,500	-100.0%	-0.02%	–
XME	Exit	SPDR SER TRs&p metals mng	$0	–	-28,592	-100.0%	-0.02%	–
XLB	Exit	SELECT SECTOR SPDR TRsbi materials	$0	–	-19,430	-100.0%	-0.02%	–
ANTM	Exit	ELEVANCE HEALTH INCput	$0	–	-3,200	-100.0%	-0.03%	–
NTAP	Exit	NETAPP INCcall	$0	–	-25,000	-100.0%	-0.03%	–
NFLX	Exit	NETFLIX INC	$0	–	-10,366	-100.0%	-0.03%	–
ETN	Exit	EATON CORP PLCput	$0	–	-16,000	-100.0%	-0.03%	–
ETN	Exit	EATON CORP PLC	$0	–	-15,795	-100.0%	-0.03%	–
XME	Exit	SPDR SER TRput	$0	–	-55,000	-100.0%	-0.04%	–
JBHT	Exit	HUNT J B TRANS SVCS INCcall	$0	–	-15,600	-100.0%	-0.04%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-28,225	-100.0%	-0.05%	–
	Exit	BATH & BODY WORKS INCput	$0	–	-105,500	-100.0%	-0.05%	–
	Exit	BATH & BODY WORKS INC	$0	–	-106,605	-100.0%	-0.05%	–
XLU	Exit	SELECT SECTOR SPDR TRsbi int-utils	$0	–	-41,471	-100.0%	-0.05%	–
KMI	Exit	KINDER MORGAN INC DEL	$0	–	-177,638	-100.0%	-0.05%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-54,902	-100.0%	-0.05%	–
MU	Exit	MICRON TECHNOLOGY INCput	$0	–	-56,000	-100.0%	-0.05%	–
XLI	Exit	SELECT SECTOR SPDR TRsbi int-inds	$0	–	-39,213	-100.0%	-0.06%	–
APA	Exit	APA CORPORATIONcall	$0	–	-100,000	-100.0%	-0.06%	–
TEAM	Exit	ATLASSIAN CORP PLCput	$0	–	-20,000	-100.0%	-0.06%	–
DHR	Exit	DANAHER CORPORATION	$0	–	-14,876	-100.0%	-0.06%	–
TEAM	Exit	ATLASSIAN CORP PLCcall	$0	–	-20,000	-100.0%	-0.06%	–
LLY	Exit	LILLY ELI & CO	$0	–	-11,509	-100.0%	-0.06%	–
INDA	Exit	ISHARES TRput	$0	–	-100,000	-100.0%	-0.07%	–
T	Exit	AT&T INCput	$0	–	-190,000	-100.0%	-0.07%	–
AGNC	Exit	AGNC INVT CORPput	$0	–	-360,000	-100.0%	-0.07%	–
HBAN	Exit	HUNTINGTON BANCSHARES INCcall	$0	–	-344,600	-100.0%	-0.07%	–
UL	Exit	UNILEVER PLCcall	$0	–	-93,600	-100.0%	-0.07%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-8,031	-100.0%	-0.08%	–
ETN	Exit	EATON CORP PLCcall	$0	–	-35,000	-100.0%	-0.08%	–
THC	Exit	TENET HEALTHCARE CORP	$0	–	-89,153	-100.0%	-0.08%	–
THC	Exit	TENET HEALTHCARE CORPput	$0	–	-90,000	-100.0%	-0.08%	–
THC	Exit	TENET HEALTHCARE CORPcall	$0	–	-90,000	-100.0%	-0.08%	–
KMI	Exit	KINDER MORGAN INC DELput	$0	–	-299,300	-100.0%	-0.09%	–
CRM	Exit	SALESFORCE INC	$0	–	-31,035	-100.0%	-0.09%	–
SBUX	Exit	STARBUCKS CORPput	$0	–	-75,000	-100.0%	-0.10%	–
HBAN	Exit	HUNTINGTON BANCSHARES INCput	$0	–	-492,200	-100.0%	-0.10%	–
HBAN	Exit	HUNTINGTON BANCSHARES INC	$0	–	-491,654	-100.0%	-0.10%	–
XLK	Exit	SELECT SECTOR SPDR TRcall	$0	–	-46,800	-100.0%	-0.10%	–
GOLD	Exit	BARRICK GOLD CORPcall	$0	–	-345,000	-100.0%	-0.10%	–
APD	Exit	AIR PRODS & CHEMS INC	$0	–	-26,509	-100.0%	-0.11%	–
ICE	Exit	INTERCONTINENTAL EXCHANGE INput	$0	–	-70,000	-100.0%	-0.11%	–
ICE	Exit	INTERCONTINENTAL EXCHANGE IN	$0	–	-69,911	-100.0%	-0.11%	–
ICE	Exit	INTERCONTINENTAL EXCHANGE INcall	$0	–	-70,000	-100.0%	-0.11%	–
MMM	Exit	3M COcall	$0	–	-57,600	-100.0%	-0.13%	–
MMM	Exit	3M COput	$0	–	-57,600	-100.0%	-0.13%	–
ASHR	Exit	DBX ETF TRxtrack hrvst csi	$0	–	-220,000	-100.0%	-0.13%	–
WMT	Exit	WALMART INC	$0	–	-63,619	-100.0%	-0.13%	–
DHR	Exit	DANAHER CORPORATIONput	$0	–	-37,000	-100.0%	-0.16%	–
BAX	Exit	BAXTER INTL INCcall	$0	–	-150,000	-100.0%	-0.16%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INCput	$0	–	-20,300	-100.0%	-0.19%	–
DOW	Exit	DOW INC	$0	–	-285,819	-100.0%	-0.25%	–
T	Exit	AT&T INCcall	$0	–	-720,000	-100.0%	-0.26%	–
DOW	Exit	DOW INCput	$0	–	-316,000	-100.0%	-0.28%	–
DOW	Exit	DOW INCcall	$0	–	-336,900	-100.0%	-0.30%	–
	Exit	SHELL PLCcall	$0	–	-350,000	-100.0%	-0.31%	–
MDLZ	Exit	MONDELEZ INTL INCput	$0	–	-352,000	-100.0%	-0.37%	–
MDLZ	Exit	MONDELEZ INTL INCcall	$0	–	-352,000	-100.0%	-0.37%	–
KWEB	Exit	KRANESHARES TRcall	$0	–	-790,000	-100.0%	-0.44%	–
WDC	Exit	WESTERN DIGITAL CORP.call	$0	–	-709,800	-100.0%	-0.54%	–
YUM	Exit	YUM BRANDS INCcall	$0	–	-300,000	-100.0%	-0.58%	–
ASHR	Exit	DBX ETF TRcall	$0	–	-1,010,000	-100.0%	-0.59%	–

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 2022-11-14

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.

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