Capula Management Ltd

Q2 2022 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
304
Total value ($000)
$5,855,519
Net value change ($000)
-1,142,724 (-16.3%)
New positions
61
Sold out positions
18
Turnover %
49.6%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/17/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
DIA 37,750 NEW
XLE 29,121 NEW
AAPL 28,770 217.2%
HON 28,754 NEW
WDC 27,472 NEW
BAC 22,837 21343.0%
NVDA 22,619 527.2%
IWM 19,880 165.8%
DOW 14,751 NEW
MSFT 13,661 131.4%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -51,274 -92.0%
SPY -18,696 -18.6%
XLF -11,995 -62.5%
XLY -9,790 -100.0%
C -7,488 -71.7%
LOW -6,816 -93.8%
XLP -6,816 -100.0%
WDAY -6,244 -100.0%
APD -5,012 -44.0%
ESI -3,176 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,143,267 (87.8% 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