Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Apr 26, 2017

Total Value ($000): $587,303 (100.0% shares, 0.0% debt)

Holdings (13)

— POWERSHARES QQQ TRUST 23.5%

Value ($000) $138,309 Shares 1,165,000 Est. Cost — Unrealized —

EEM ISHARES TR 15.3%

Value ($000) $89,880 Shares 2,400,000 Est. Cost $37.45 Unrealized —

— POWERSHARES QQQ TRUST 13.4%

Value ($000) $78,949 Shares 665,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 9.6%

Value ($000) $56,488 Shares 800,000 Est. Cost $70.61 Unrealized —

EFA ISHARES TR 9.1%

Value ($000) $53,217 Shares 900,000 Est. Cost $55.82 Unrealized —

EFA ISHARES TR 8.3%

Value ($000) $48,833 Shares 825,862 Est. Cost $55.82 Unrealized —

EEM ISHARES TR 5.9%

Value ($000) $34,723 Shares 927,185 Est. Cost $37.45 Unrealized —

XLE SELECT SECTOR SPDR TR 4.4%

Value ($000) $25,843 Shares 366,000 Est. Cost $70.61 Unrealized —

LQD ISHARES TR 4.3%

Value ($000) $25,252 Shares 205,000 Est. Cost — Unrealized —

FXI ISHARES TR 2.6%

Value ($000) $15,204 Shares 400,000 Est. Cost $38.01 Unrealized —

IWD ISHARES TR 2.3%

Value ($000) $13,628 Shares 129,026 Est. Cost $103.23 Unrealized —

FXI ISHARES TR 1.1%

Value ($000) $6,338 Shares 166,755 Est. Cost $38.01 Unrealized —

— BARCLAYS BK PLC 0.1%

Value ($000) $639 Shares 18,750 Est. Cost $34.08 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	POWERSHARES QQQ TRUST	1,165,000	$138,309	23.5%	—	—	Call	73935A104
EEM	ISHARES TR	2,400,000	$89,880	15.3%	$37.45	—	Put	464287234
—	POWERSHARES QQQ TRUST	665,000	$78,949	13.4%	—	—	Put	73935A104
XLE	SELECT SECTOR SPDR TR	800,000	$56,488	9.6%	$70.61	—	Put	81369Y506
EFA	ISHARES TR	900,000	$53,217	9.1%	$55.82	—	Call	464287465
EFA	ISHARES TR	825,862	$48,833	8.3%	$55.82	—	MSCI EAFE ETF	464287465
EEM	ISHARES TR	927,185	$34,723	5.9%	$37.45	—	MSCI EMG MKT ETF	464287234
XLE	SELECT SECTOR SPDR TR	366,000	$25,843	4.4%	$70.61	—	SBI INT-ENERGY	81369Y506
LQD	ISHARES TR	205,000	$25,252	4.3%	—	—	Call	464287242
FXI	ISHARES TR	400,000	$15,204	2.6%	$38.01	—	Put	464287184
IWD	ISHARES TR	129,026	$13,628	2.3%	$103.23	—	RUS 1000 VAL ETF	464287598
FXI	ISHARES TR	166,755	$6,338	1.1%	$38.01	—	CHINA LG-CAP ETF	464287184
—	BARCLAYS BK PLC	18,750	$639	0.1%	$34.08	—	IPATH S&P500 VIX	06740Q252