Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Apr 26, 2017

Total Value ($000): $365,722 (100.0% shares, 0.0% debt)

Holdings (6)

EFA ISHARES TR 19.2%

Value ($000) $70,085 Shares 1,255,547 Est. Cost $55.82 Unrealized —

EEM ISHARES TR 18.8%

Value ($000) $68,720 Shares 2,000,000 Est. Cost — Unrealized —

EEM ISHARES TR 18.8%

Value ($000) $68,720 Shares 2,000,000 Est. Cost — Unrealized —

EFA ISHARES TR 14.8%

Value ($000) $54,145 Shares 970,000 Est. Cost $55.82 Unrealized —

IWD ISHARES TR 14.7%

Value ($000) $53,814 Shares 521,300 Est. Cost $103.23 Unrealized —

EFA ISHARES TR 13.7%

Value ($000) $50,238 Shares 900,000 Est. Cost $55.82 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	1,255,547	$70,085	19.2%	$55.82	—	MSCI EAFE ETF	464287465
EEM	ISHARES TR	2,000,000	$68,720	18.8%	—	—	Put	464287234
EEM	ISHARES TR	2,000,000	$68,720	18.8%	—	—	Call	464287234
EFA	ISHARES TR	970,000	$54,145	14.8%	$55.82	—	Call	464287465
IWD	ISHARES TR	521,300	$53,814	14.7%	$103.23	—	RUS 1000 VAL ETF	464287598
EFA	ISHARES TR	900,000	$50,238	13.7%	$55.82	—	Put	464287465