Capula Management Ltd

Q4 2022 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
12/31/2022
Date filed
2/14/2023
Form type
13F-HR
Num holdings
700
Total value ($000)
$7,424,587
Net value change ($000)
+10,353 (0.1%)
New positions
279
Sold out positions
150
Turnover %
56.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2022 Next filing: 5/10/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
FXI 50,655 979.4%
WMT 33,293 NEW
TXN 23,109 397.7%
EEM 22,740 NEW
BMY 16,211 NEW
CRM 15,378 NEW
DIS 14,807 1886.2%
CVS 13,678 76.6%
COST 12,258 315.0%
MCD 10,943 210.6%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -34,627 -90.0%
AMZN -24,796 -77.9%
AAPL -23,863 -42.7%
MS -12,942 -97.7%
QQQ -12,674 -80.8%
DIA -11,612 -100.0%
LMT -11,545 -100.0%
XLV -11,044 -100.0%
AVGO -8,023 -100.0%
PEP -6,948 -69.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 6,458,817 (87.0% 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