Capula Management Ltd

Q4 2019 13F-HR/A Holdings

Location
Grand Cayman, E9
Holdings as of
12/31/2019
Date filed
2/3/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
367
Total value ($000)
$4,681,071
Net value change ($000)
—
New positions
87
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: — Next filing: 5/15/2020 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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 26,062 —
FXI 22,852 —
BA 20,130 —
CMG 9,844 —
EEM 8,974 —
IYR 8,198 —
BKNG 6,202 —
ABBV 5,665 —
ALXN 5,090 —
PEP 4,753 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 4,494,346 (96.0% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type