Capula Management Ltd
Q4 2023 13F-HR Holdings
Net value change ($000)
-2,270,307
(-47.6%)
New positions
125
Sold out positions
213
Turnover %
37.1%
Sector allocation + QoQ delta (equities-only)
Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown
Snapshot: Change Analysis
Compared to Q3 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)
| HYG | 121,812 | NEW |
| SPY | 66,086 | 9.5% |
| PIONEER NATURAL RESOURCES CO | 25,590 | 5159.3% |
| XLRE | 22,753 | NEW |
| SMH | 16,448 | 214.1% |
| XLF | 13,780 | NEW |
| META | 13,676 | 14.8% |
| XLK | 12,907 | NEW |
| AMZN | 12,821 | 14.9% |
| EEM | 11,118 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| AIY | -33,707 | -100.0% |
| AAPL | -28,270 | -99.0% |
| Horizon Therapeutics Public Ltd Co | -28,003 | -100.0% |
| QQQ | -24,992 | -48.1% |
| UPS | -18,848 | -100.0% |
| Seagen Inc. | -14,638 | -100.0% |
| NEW RELIC, INC. | -14,035 | -100.0% |
| NATIONAL INSTRUMENTS CORP | -10,197 | -100.0% |
| SciPlay Corp | -8,214 | -100.0% |
| DENBURY INC | -7,861 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
912,089
(36.5% 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 |
|---|