Capula Management Ltd

Q1 2022 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
3/31/2022
Date filed
5/17/2022
Form type
13F-HR
Num holdings
275
Total value ($000)
$6,998,243
Net value change ($000)
+2,289,777 (48.6%)
New positions
31
Sold out positions
14
Turnover %
36.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2022 Next filing: 8/15/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
XLF 12,667 194.1%
TSM 12,658 NEW
APD 11,387 NEW
XLY 9,790 NEW
DIS 7,579 NEW
LOW 7,263 NEW
XLP 6,816 NEW
AAPL 5,693 75.4%
C 5,470 110.0%
CVS 5,452 840.1%
Top Reduces (Value $000, Stocks/ETFs)
SPY -928,570 -90.2%
QQQ -150,971 -73.0%
FXI -34,507 -100.0%
IWM -14,493 -54.7%
GOOGL -9,374 -55.1%
JD -4,905 -100.0%
JPM -4,464 -62.2%
AMZN -4,101 -35.1%
NFLX -3,681 -60.6%
TXN -2,528 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 6,637,825 (94.8% 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