Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $616,109 (100.0% shares, 0.0% debt)

Holdings (7)

XLF SELECT SECTOR SPDR TR 50.9%

Value ($000) $313,426 Shares 13,208,000 Est. Cost $23.62 Unrealized —

XLE SELECT SECTOR SPDR TR 17.0%

Value ($000) $104,850 Shares 1,500,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 10.5%

Value ($000) $64,800 Shares 2,730,737 Est. Cost $23.62 Unrealized —

EEM ISHARES TR 9.0%

Value ($000) $55,146 Shares 1,400,000 Est. Cost $38.85 Unrealized —

XLE SELECT SECTOR SPDR TR 8.5%

Value ($000) $52,425 Shares 750,000 Est. Cost — Unrealized —

EEM ISHARES TR 2.7%

Value ($000) $16,687 Shares 423,628 Est. Cost $38.85 Unrealized —

IWF ISHARES TR 1.4%

Value ($000) $8,775 Shares 77,107 Est. Cost $113.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	13,208,000	$313,426	50.9%	$23.62	—	Put	81369Y605
XLE	SELECT SECTOR SPDR TR	1,500,000	$104,850	17.0%	—	—	Put	81369Y506
XLF	SELECT SECTOR SPDR TR	2,730,737	$64,800	10.5%	$23.62	—	SBI INT-FINL	81369Y605
EEM	ISHARES TR	1,400,000	$55,146	9.0%	$38.85	—	Put	464287234
XLE	SELECT SECTOR SPDR TR	750,000	$52,425	8.5%	—	—	Call	81369Y506
EEM	ISHARES TR	423,628	$16,687	2.7%	$38.85	—	MSCI EMG MKT ETF	464287234
IWF	ISHARES TR	77,107	$8,775	1.4%	$113.80	—	RUS 1000 GRW ETF	464287614