Capula Management Ltd

Q1 2023 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
3/31/2023
Date filed
5/10/2023
Form type
13F-HR
Num holdings
669
Total value ($000)
$8,272,999
Net value change ($000)
+848,412 (11.4%)
New positions
193
Sold out positions
248
Turnover %
30.5%
Sector allocation + QoQ delta (equities-only)

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

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

Snapshot: Change Analysis

Compared to Q4 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)
SPY 463,997 915.2%
QQQ 69,475 2312.0%
JPM 41,308 1407.9%
MS 26,225 8487.1%
FXI 17,587 31.5%
C 13,982 327.0%
WFC 12,522 270.0%
Horizon Therapeutics Public Ltd Co 12,342 219.6%
PG 11,713 508.2%
NKE 10,631 944.1%
Top Reduces (Value $000, Stocks/ETFs)
WMT -33,081 -99.4%
MSFT -32,478 -93.6%
AAPL -29,506 -92.2%
TXN -28,760 -99.4%
EEM -22,740 -100.0%
UPS -20,057 -99.3%
AMGN -16,102 -97.2%
MCD -15,946 -98.8%
DIS -15,417 -98.9%
CRM -15,187 -98.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,122,785 (86.1% 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