Capula Management Ltd

Q2 2020 13F-HR Detailed Holdings

Location
Grand Cayman, E9
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
300
Total value ($000)
$2,815,894
Net value change ($000)
+44,357 (1.6%)
New positions
35
Sold out positions
75
Turnover %
165.6%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

Snapshot: Change Analysis

Compared to Q1 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
QQQ 51,067 NEW
WMT 6,635 271.8%
AMD 5,988 NEW
PFE 5,341 115.3%
XLF 5,079 NEW
LMT 4,223 NEW
XLI 4,164 43.8%
JNP 4,158 NEW
BLK 3,150 NEW
COST 2,945 NEW
Top Reduces (Value $000, Stocks/ETFs)
SPY -53,910 -94.6%
IWM -21,666 -100.0%
EEM -20,904 -79.7%
GS -18,978 -89.8%
CSX -17,683 -100.0%
UBS GROUP AG -16,487 -100.0%
MS -15,444 -100.0%
SBUX -14,846 -100.0%
META -14,528 -100.0%
CAT -11,285 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,555,477 (90.8% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Capula Investment US LP 028-17204
2 Capula Investment Management LLP 028-17757