Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $184,437 (100.0% shares, 0.0% debt)

Holdings (10)

XLF SELECT SECTOR SPDR TR 28.4%

Value ($000) $52,313 Shares 2,250,000 Est. Cost $23.25 Unrealized —

EFA ISHARES TR 17.5%

Value ($000) $32,329 Shares 560,000 Est. Cost $55.82 Unrealized —

EFA ISHARES TR 17.5%

Value ($000) $32,329 Shares 560,000 Est. Cost $55.82 Unrealized —

IWD ISHARES TR 15.1%

Value ($000) $27,786 Shares 248,026 Est. Cost $107.45 Unrealized —

XLF SELECT SECTOR SPDR TR 7.6%

Value ($000) $14,080 Shares 605,604 Est. Cost $23.25 Unrealized —

— POWERSHARES QQQ TRUST 4.2%

Value ($000) $7,701 Shares 65,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 4.2%

Value ($000) $7,701 Shares 65,000 Est. Cost — Unrealized —

EFA ISHARES TR 3.3%

Value ($000) $6,062 Shares 105,000 Est. Cost $55.82 Unrealized —

EEM ISHARES TR 2.2%

Value ($000) $4,136 Shares 118,128 Est. Cost $37.45 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $0 Shares 1 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	2,250,000	$52,313	28.4%	$23.25	—	Put	81369Y605
EFA	ISHARES TR	560,000	$32,329	17.5%	$55.82	—	Call	464287465
EFA	ISHARES TR	560,000	$32,329	17.5%	$55.82	—	Put	464287465
IWD	ISHARES TR	248,026	$27,786	15.1%	$107.45	—	RUS 1000 VAL ETF	464287598
XLF	SELECT SECTOR SPDR TR	605,604	$14,080	7.6%	$23.25	—	SBI INT-FINL	81369Y605
—	POWERSHARES QQQ TRUST	65,000	$7,701	4.2%	—	—	Put	73935A104
—	POWERSHARES QQQ TRUST	65,000	$7,701	4.2%	—	—	Call	73935A104
EFA	ISHARES TR	105,000	$6,062	3.3%	$55.82	—	MSCI EAFE ETF	464287465
EEM	ISHARES TR	118,128	$4,136	2.2%	$37.45	—	MSCI EMG MKT ETF	464287234
—	POWERSHARES QQQ TRUST	1	$0	0.0%	—	—	UNIT SER 1	73935A104