Capula Management Ltd

Q3 2020 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
133
Total value ($000)
$785,312
Net value change ($000)
-2,030,582 (-72.1%)
New positions
12
Sold out positions
52
Turnover %
138.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
CSCO 18,569 1636.0%
MSFT 7,637 NEW
ASML 5,012 NEW
GILD 4,805 152.0%
AMZN 4,518 NEW
GOOGL 3,217 NEW
BAC 2,236 NEW
CTXS 1,944 346.5%
META 1,866 NEW
JNP 1,805 43.4%
Top Reduces (Value $000, Stocks/ETFs)
XLE -42,560 -90.9%
QQQ -33,041 -64.7%
FXI -12,645 -100.0%
PFE -9,972 -100.0%
WMT -9,076 -100.0%
XLI -6,915 -50.6%
AMD -5,931 -99.0%
BMY -5,619 -100.0%
QCOM -4,745 -100.0%
XLF -4,694 -92.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 684,107 (87.1% 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