Capula Management Ltd

Q1 2024 13F-HR Holdings

Location
Grand Cayman, E9
Holdings as of
3/31/2024
Date filed
5/9/2024
Form type
13F-HR
Num holdings
455
Total value ($000)
$4,219,084
Net value change ($000)
+1,721,908 (69.0%)
New positions
278
Sold out positions
133
Turnover %
14.4%
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 Q4 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 1,116,640 146.7%
HYG 66,385 54.5%
QQQ 55,429 205.9%
AAPL 46,556 15675.4%
UNP 44,370 NEW
GOOGL 40,829 26.7%
LYV 26,443 NEW
BKLN 25,084 NEW
AMZN 18,500 18.7%
LBRDA 9,124 NEW
Top Reduces (Value $000, Stocks/ETFs)
META -105,356 -99.2%
PIONEER NATURAL RESOURCES CO -25,680 -98.4%
SMH -24,132 -100.0%
XLRE -22,753 -100.0%
SPLUNK INC -13,031 -100.0%
TLT -7,416 -100.0%
XLF -6,031 -43.8%
AHC -3,782 -65.6%
ROVER GROUP, INC. -3,003 -100.0%
WestRock Co -2,532 -37.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,264,442 (30.0% 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