Capula Management Ltd

Q2 2023 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
411
Total value ($000)
$4,097,267
Net value change ($000)
-4,175,732 (-50.5%)
New positions
166
Sold out positions
271
Turnover %
84.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/10/2023 Next filing: 11/3/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
VCIT 189,785 NEW
META 86,144 18932.7%
GOOGL 48,772 4393.9%
QQQ 29,554 40.8%
GOOGL 24,010 3557.0%
NATIONAL INSTRUMENTS CORP 11,311 NEW
EEM 10,294 NEW
DICE Therapeutics, Inc. 9,933 NEW
IVERIC bio, Inc. 8,320 NEW
SBUX 6,062 535.0%
Top Reduces (Value $000, Stocks/ETFs)
SPY -354,319 -68.8%
FXI -72,870 -99.3%
JPM -44,242 -100.0%
MS -26,534 -100.0%
C -18,258 -100.0%
CVS -17,598 -100.0%
WFC -17,160 -100.0%
PG -14,018 -100.0%
BAC -13,727 -97.5%
Horizon Therapeutics Public Ltd Co -11,315 -63.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,266,363 (79.7% 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