Capula Management Ltd

Q3 2021 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
829
Total value ($000)
$8,114,998
Net value change ($000)
+1,917,972 (30.9%)
New positions
269
Sold out positions
209
Turnover %
33.6%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/13/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
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 242,030 285.5%
AAPL 33,740 562.5%
MSFT 27,154 357.6%
META 25,717 1032.0%
AMZN 21,749 216.8%
GOOGL 19,085 526.3%
PYPL 18,593 590.3%
BABA 17,089 879.5%
ADBE 16,530 325.7%
FXI 14,274 NEW
Top Reduces (Value $000, Stocks/ETFs)
QQQ -60,882 -100.0%
BHC -11,725 -100.0%
CVS -10,932 -89.0%
EWY -9,318 -100.0%
VZ -8,636 -70.7%
INTC -8,559 -75.5%
NOC -5,660 -80.6%
CNC -4,854 -100.0%
CSX -4,138 -76.4%
MET -3,865 -98.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 6,820,609 (84.0% 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.
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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