Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q4 2015 (Next →)

Filing Date: Apr 26, 2017

Total Value ($000): $406,197 (100.0% shares, 0.0% debt)

Holdings (10)

EFA ISHARES TR 45.0%

Value ($000) $182,619 Shares 3,110,000 Est. Cost $58.76 Unrealized —

EEM ISHARES TR 26.9%

Value ($000) $109,446 Shares 3,400,000 Est. Cost $32.19 Unrealized —

EFA ISHARES TR 14.5%

Value ($000) $58,720 Shares 1,000,000 Est. Cost $58.76 Unrealized —

EWZ ISHARES 4.3%

Value ($000) $17,578 Shares 850,000 Est. Cost — Unrealized —

FXI ISHARES TR 3.5%

Value ($000) $14,116 Shares 400,000 Est. Cost $35.29 Unrealized —

IWF ISHARES TR 2.9%

Value ($000) $11,580 Shares 116,405 Est. Cost $99.48 Unrealized —

EEM ISHARES TR 1.6%

Value ($000) $6,472 Shares 201,061 Est. Cost $32.19 Unrealized —

FXI ISHARES TR 1.4%

Value ($000) $5,547 Shares 157,173 Est. Cost $35.29 Unrealized —

EFA ISHARES TR 0.0%

Value ($000) $118 Shares 2,008 Est. Cost $58.76 Unrealized —

NEWT NEWTEK BUSINESS SVCS CORP 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	3,110,000	$182,619	45.0%	$58.76	—	Call	464287465
EEM	ISHARES TR	3,400,000	$109,446	26.9%	$32.19	—	Call	464287234
EFA	ISHARES TR	1,000,000	$58,720	14.5%	$58.76	—	Put	464287465
EWZ	ISHARES	850,000	$17,578	4.3%	—	—	Call	464286400
FXI	ISHARES TR	400,000	$14,116	3.5%	$35.29	—	Call	464287184
IWF	ISHARES TR	116,405	$11,580	2.9%	$99.48	—	RUS 1000 GRW ETF	464287614
EEM	ISHARES TR	201,061	$6,472	1.6%	$32.19	—	MSCI EMG MKT ETF	464287234
FXI	ISHARES TR	157,173	$5,547	1.4%	$35.29	—	CHINA LG-CAP ETF	464287184
EFA	ISHARES TR	2,008	$118	0.0%	$58.76	—	MSCI EAFE ETF	464287465
NEWT	NEWTEK BUSINESS SVCS CORP	55	$1	0.0%	$15.57	0.0%	COM NEW	652526203