Capula Management Ltd

Q3 2022 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
592
Total value ($000)
$7,414,234
Net value change ($000)
+1,558,715 (26.6%)
New positions
230
Sold out positions
31
Turnover %
47.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
GOOGL 22,095 134.9%
IBM 21,276 NEW
CVX 17,981 35256.9%
AMZN 14,067 79.2%
AAPL 13,859 33.0%
XOM 13,117 491.6%
LMT 11,545 NEW
QQQ 11,200 250.1%
AMGN 10,722 NEW
XLV 10,706 3167.5%
Top Reduces (Value $000, Stocks/ETFs)
SPY -31,964 -39.0%
IWM -28,236 -88.6%
XLE -28,148 -96.7%
DIA -26,138 -69.2%
HON -24,872 -86.5%
WDC -24,706 -89.9%
NVDA -16,680 -62.0%
DOW -14,751 -100.0%
CAT -10,821 -83.8%
UNP -10,558 -96.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 6,600,130 (89.0% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type