Capula Management Ltd Hedge Fund

Location: Grand Cayman, Cayman Islands

CIK: 0001557017 · Show all filings

Period: Q4 2015 (Next →)

Filing Date: Apr 26, 2017

Total Value: $406M (100.0% shares, 0.0% debt)

Holdings (10)

EFA ISHARES TR 45.0%

Value $183M Shares 3,110,000 Est. Cost $58.76 Unrealized —

EEM ISHARES TR 26.9%

Value $109M Shares 3,400,000 Est. Cost $32.19 Unrealized —

EFA ISHARES TR 14.5%

Value $58.72M Shares 1,000,000 Est. Cost $58.76 Unrealized —

EWZ ISHARES 4.3%

Value $17.58M Shares 850,000 Est. Cost — Unrealized —

FXI ISHARES TR 3.5%

Value $14.12M Shares 400,000 Est. Cost $35.29 Unrealized —

IWF ISHARES TR 2.9%

Value $11.58M Shares 116,405 Est. Cost $99.48 Unrealized —

EEM ISHARES TR 1.6%

Value $6.472M Shares 201,061 Est. Cost $32.19 Unrealized —

FXI ISHARES TR 1.4%

Value $5.547M Shares 157,173 Est. Cost $35.29 Unrealized —

EFA ISHARES TR 0.0%

Value $118K Shares 2,008 Est. Cost $58.76 Unrealized —

NEWT NEWTEK BUSINESS SVCS CORP 0.0%

Value $1,000 Shares 55 Est. Cost $15.57 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	3,110,000	$183M	45.0%	$58.76	—	Call	464287465
EEM	ISHARES TR	3,400,000	$109M	26.9%	$32.19	—	Call	464287234
EFA	ISHARES TR	1,000,000	$58.72M	14.5%	$58.76	—	Put	464287465
EWZ	ISHARES	850,000	$17.58M	4.3%	—	—	Call	464286400
FXI	ISHARES TR	400,000	$14.12M	3.5%	$35.29	—	Call	464287184
IWF	ISHARES TR	116,405	$11.58M	2.9%	$99.48	—	RUS 1000 GRW ETF	464287614
EEM	ISHARES TR	201,061	$6.472M	1.6%	$32.19	—	MSCI EMG MKT ETF	464287234
FXI	ISHARES TR	157,173	$5.547M	1.4%	$35.29	—	CHINA LG-CAP ETF	464287184
EFA	ISHARES TR	2,008	$118K	0.0%	$58.76	—	MSCI EAFE ETF	464287465
NEWT	NEWTEK BUSINESS SVCS CORP	55	$1,000	0.0%	$15.57	0.0%	COM NEW	652526203