Capula Management Ltd

Q4 2020 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
274
Total value ($000)
$2,014,638
Net value change ($000)
+1,229,326 (156.5%)
New positions
60
Sold out positions
17
Turnover %
32.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/16/2020 Next filing: 5/14/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
SPY 259,143 NEW
EWY 9,896 NEW
DPZ 6,398 NEW
ITB 4,426 NEW
FXI 3,810 NEW
DLR 3,031 NEW
LOW 3,009 NEW
AMD 2,833 4970.2%
BARCLAYS BANK PLC 2,748 NEW
GOOGL 2,707 84.1%
Top Reduces (Value $000, Stocks/ETFs)
CSCO -18,526 -94.0%
QQQ -18,026 -100.0%
MSFT -6,486 -84.9%
JNP -5,963 -100.0%
XLI -5,112 -75.6%
ASML -5,012 -100.0%
AMZN -4,518 -100.0%
XLE -4,256 -100.0%
EEM -3,897 -99.2%
GILD -3,051 -38.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,661,281 (82.5% 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