Capula Management Ltd Hedge Fund

Location: Grand Cayman, Cayman Islands

CIK: 0001557017 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Apr 26, 2017

Total Value: $587M (100.0% shares, 0.0% debt)

Holdings (13)

— POWERSHARES QQQ TRUST 23.5%

Value $138M Shares 1,165,000 Est. Cost — Unrealized —

EEM ISHARES TR 15.3%

Value $89.88M Shares 2,400,000 Est. Cost $37.45 Unrealized —

— POWERSHARES QQQ TRUST 13.4%

Value $78.95M Shares 665,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 9.6%

Value $56.49M Shares 800,000 Est. Cost $70.61 Unrealized —

EFA ISHARES TR 9.1%

Value $53.22M Shares 900,000 Est. Cost $55.82 Unrealized —

EFA ISHARES TR 8.3%

Value $48.83M Shares 825,862 Est. Cost $55.82 Unrealized —

EEM ISHARES TR 5.9%

Value $34.72M Shares 927,185 Est. Cost $37.45 Unrealized —

XLE SELECT SECTOR SPDR TR 4.4%

Value $25.84M Shares 366,000 Est. Cost $70.61 Unrealized —

LQD ISHARES TR 4.3%

Value $25.25M Shares 205,000 Est. Cost — Unrealized —

FXI ISHARES TR 2.6%

Value $15.2M Shares 400,000 Est. Cost $38.01 Unrealized —

IWD ISHARES TR 2.3%

Value $13.63M Shares 129,026 Est. Cost $103.23 Unrealized —

FXI ISHARES TR 1.1%

Value $6.338M Shares 166,755 Est. Cost $38.01 Unrealized —

— BARCLAYS BK PLC 0.1%

Value $639K Shares 18,750 Est. Cost $34.08 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	POWERSHARES QQQ TRUST	1,165,000	$138M	23.5%	—	—	Call	73935A104
EEM	ISHARES TR	2,400,000	$89.88M	15.3%	$37.45	—	Put	464287234
—	POWERSHARES QQQ TRUST	665,000	$78.95M	13.4%	—	—	Put	73935A104
XLE	SELECT SECTOR SPDR TR	800,000	$56.49M	9.6%	$70.61	—	Put	81369Y506
EFA	ISHARES TR	900,000	$53.22M	9.1%	$55.82	—	Call	464287465
EFA	ISHARES TR	825,862	$48.83M	8.3%	$55.82	—	MSCI EAFE ETF	464287465
EEM	ISHARES TR	927,185	$34.72M	5.9%	$37.45	—	MSCI EMG MKT ETF	464287234
XLE	SELECT SECTOR SPDR TR	366,000	$25.84M	4.4%	$70.61	—	SBI INT-ENERGY	81369Y506
LQD	ISHARES TR	205,000	$25.25M	4.3%	—	—	Call	464287242
FXI	ISHARES TR	400,000	$15.2M	2.6%	$38.01	—	Put	464287184
IWD	ISHARES TR	129,026	$13.63M	2.3%	$103.23	—	RUS 1000 VAL ETF	464287598
FXI	ISHARES TR	166,755	$6.338M	1.1%	$38.01	—	CHINA LG-CAP ETF	464287184
—	BARCLAYS BK PLC	18,750	$639K	0.1%	$34.08	—	IPATH S&P500 VIX	06740Q252