Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 11, 2017

Total Value ($000): $402,971 (100.0% shares, 0.0% debt)

Holdings (5)

XLF SELECT SECTOR SPDR TR 48.4%

Value ($000) $195,090 Shares 7,908,000 Est. Cost $23.62 Unrealized —

EEM ISHARES TR 39.9%

Value ($000) $160,717 Shares 3,883,000 Est. Cost $39.88 Unrealized —

EEM ISHARES TR 7.3%

Value ($000) $29,425 Shares 710,921 Est. Cost $39.88 Unrealized —

XLF SELECT SECTOR SPDR TR 4.0%

Value ($000) $15,953 Shares 646,667 Est. Cost $23.62 Unrealized —

— BARCLAYS BK PLC 0.4%

Value ($000) $1,786 Shares 140,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	7,908,000	$195,090	48.4%	$23.62	—	Put	81369Y605
EEM	ISHARES TR	3,883,000	$160,717	39.9%	$39.88	—	Put	464287234
EEM	ISHARES TR	710,921	$29,425	7.3%	$39.88	—	MSCI EMG MKT ETF	464287234
XLF	SELECT SECTOR SPDR TR	646,667	$15,953	4.0%	$23.62	—	SBI INT-FINL	81369Y605
—	BARCLAYS BK PLC	140,000	$1,786	0.4%	—	—	Call	06740Q252