Capula Management Ltd

Q4 2021 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
167
Total value ($000)
$4,708,466
Net value change ($000)
-3,406,532 (-42.0%)
New positions
10
Sold out positions
469
Turnover %
69.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/15/2021 Next filing: 5/17/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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 702,366 214.9%
QQQ 206,724 NEW
IWM 26,480 NEW
FXI 20,233 141.7%
XLF 6,526 NEW
ASHR 5,082 NEW
JD 4,905 NEW
XLI 4,029 NEW
PLUG 2,487 NEW
PINS 2,200 NEW
Top Reduces (Value $000, Stocks/ETFs)
AAPL -32,186 -81.0%
MSFT -26,580 -76.5%
META -24,510 -86.9%
PYPL -21,743 -100.0%
ADBE -21,606 -100.0%
AMZN -20,106 -63.3%
BABA -19,032 -100.0%
QCOM -12,444 -100.0%
VRSN -11,293 -100.0%
DIS -10,623 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,293,900 (70.0% 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