Capula Management Ltd

Q3 2023 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
9/30/2023
Date filed
11/3/2023
Form type
13F-HR
Num holdings
500
Total value ($000)
$4,767,483
Net value change ($000)
+670,216 (16.4%)
New positions
216
Sold out positions
167
Turnover %
46.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2023 Next filing: 2/12/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
SPY 534,687 333.4%
GOOGL 95,545 191.5%
AMZN 86,189 NEW
AIY 33,707 NEW
AAPL 28,567 NEW
Horizon Therapeutics Public Ltd Co 21,355 321.2%
UPS 18,368 3826.7%
Seagen Inc. 14,638 NEW
NEW RELIC, INC. 14,035 NEW
CPRI 9,996 NEW
Top Reduces (Value $000, Stocks/ETFs)
VCIT -189,785 -100.0%
QQQ -50,120 -49.1%
EEM -10,294 -100.0%
DICE Therapeutics, Inc. -9,933 -100.0%
IVERIC bio, Inc. -8,320 -100.0%
Univar Solutions Inc. -6,505 -100.0%
Syneos Health, Inc. -6,005 -100.0%
SBUX -5,437 -75.6%
ABBV -4,527 -100.0%
BMY -4,515 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,232,318 (67.8% 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