Capula Management Ltd

Q1 2020 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
352
Total value ($000)
$2,771,537
Net value change ($000)
-1,909,534 (-40.8%)
New positions
63
Sold out positions
39
Turnover %
70.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/3/2021 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
SPY 56,836 35972.2%
XLE 52,172 NEW
IWM 21,666 NEW
GS 21,135 NEW
CSX 17,683 NEW
EEM 17,254 192.3%
UBS GROUP AG 16,487 NEW
SBUX 14,846 NEW
META 14,528 NEW
MS 11,903 336.1%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -26,062 -100.0%
BA -20,130 -100.0%
FXI -8,850 -38.7%
IYR -8,198 -100.0%
OXY -3,209 -85.5%
VZ -2,913 -96.4%
CBOE -1,929 -100.0%
LMT -1,868 -100.0%
QCOM -1,791 -40.0%
YUM -1,772 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,160,001 (77.9% 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