Capula Management Ltd Hedge Fund

Location: Grand Cayman, Cayman Islands

CIK: 0001557017 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

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

Holdings (7)

XLF SELECT SECTOR SPDR TR 50.9%

Value $313M Shares 13,208,000 Est. Cost $23.62 Unrealized —

XLE SELECT SECTOR SPDR TR 17.0%

Value $105M Shares 1,500,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 10.5%

Value $64.8M Shares 2,730,737 Est. Cost $23.62 Unrealized —

EEM ISHARES TR 9.0%

Value $55.15M Shares 1,400,000 Est. Cost $38.85 Unrealized —

XLE SELECT SECTOR SPDR TR 8.5%

Value $52.42M Shares 750,000 Est. Cost — Unrealized —

EEM ISHARES TR 2.7%

Value $16.69M Shares 423,628 Est. Cost $38.85 Unrealized —

IWF ISHARES TR 1.4%

Value $8.775M Shares 77,107 Est. Cost $113.80 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	13,208,000	$313M	50.9%	$23.62	—	Put	81369Y605
XLE	SELECT SECTOR SPDR TR	1,500,000	$105M	17.0%	—	—	Put	81369Y506
XLF	SELECT SECTOR SPDR TR	2,730,737	$64.8M	10.5%	$23.62	—	SBI INT-FINL	81369Y605
EEM	ISHARES TR	1,400,000	$55.15M	9.0%	$38.85	—	Put	464287234
XLE	SELECT SECTOR SPDR TR	750,000	$52.42M	8.5%	—	—	Call	81369Y506
EEM	ISHARES TR	423,628	$16.69M	2.7%	$38.85	—	MSCI EMG MKT ETF	464287234
IWF	ISHARES TR	77,107	$8.775M	1.4%	$113.80	—	RUS 1000 GRW ETF	464287614