Capula Management Ltd

Q1 2021 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
3/31/2021
Date filed
5/14/2021
Form type
13F-HR
Num holdings
477
Total value ($000)
$5,066,817
Net value change ($000)
+3,052,179 (151.5%)
New positions
114
Sold out positions
28
Turnover %
43.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/16/2021 Next filing: 8/13/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AAPL 44,546 5755.3%
AMZN 30,297 NEW
QQQ 22,317 NEW
NVDA 15,237 763.8%
XLF 10,916 NEW
MSFT 8,500 738.5%
QCOM 8,319 635.5%
WMT 7,866 2587.5%
MET 6,435 629.0%
XOM 5,818 1458.1%
Top Reduces (Value $000, Stocks/ETFs)
SPY -132,791 -51.2%
EWY -9,896 -100.0%
DPZ -6,398 -100.0%
ITB -4,426 -100.0%
GILD -4,167 -84.8%
FXI -3,725 -97.8%
LOW -3,009 -100.0%
BARCLAYS BANK PLC -2,748 -100.0%
FTCHQ -1,914 -100.0%
HD -1,538 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 4,587,413 (90.5% 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