Capula Management Ltd

Q2 2021 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
6/30/2021
Date filed
8/13/2021
Form type
13F-HR
Num holdings
747
Total value ($000)
$6,197,026
Net value change ($000)
+1,130,209 (22.3%)
New positions
338
Sold out positions
64
Turnover %
45.5%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 5/14/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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 38,565 172.8%
CVS 11,964 3822.4%
VZ 11,726 2427.7%
BHC 11,725 NEW
INTC 10,933 2740.1%
EWY 9,318 NEW
NOC 6,670 1916.7%
JPM 5,852 174.5%
ITW 5,752 NEW
CSX 5,419 NEW
Top Reduces (Value $000, Stocks/ETFs)
SPY -41,591 -32.9%
AAPL -39,322 -86.8%
AMZN -20,263 -66.9%
NVDA -16,433 -95.4%
XLF -9,394 -86.1%
AMD -7,190 -97.8%
WMT -6,103 -74.7%
QCOM -5,848 -60.7%
CVNA -5,438 -100.0%
NFLX -5,284 -85.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,645,488 (91.1% 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