Capula Management Ltd Hedge Fund

Location: Grand Cayman, Cayman Islands

CIK: 0001557017 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 12, 2018

Total Value: $589M (100.0% shares, 0.0% debt)

Holdings (6)

XLF SELECT SECTOR SPDR TR 44.1%

Value $260M Shares 9,308,000 Est. Cost $23.62 Unrealized —

EEM ISHARES TR 26.1%

Value $154M Shares 3,260,000 Est. Cost $39.88 Unrealized —

HYG ISHARES TR 14.8%

Value $87.26M Shares 1,000,000 Est. Cost — Unrealized —

EEM ISHARES TR 14.1%

Value $82.93M Shares 1,760,000 Est. Cost $39.88 Unrealized —

EEM ISHARES TR 0.8%

Value $4.973M Shares 105,540 Est. Cost $39.88 Unrealized —

XLF SELECT SECTOR SPDR TR 0.0%

Value $7,000 Shares 255 Est. Cost $23.62 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	9,308,000	$260M	44.1%	$23.62	—	Put	81369Y605
EEM	ISHARES TR	3,260,000	$154M	26.1%	$39.88	—	Put	464287234
HYG	ISHARES TR	1,000,000	$87.26M	14.8%	—	—	Put	464288513
EEM	ISHARES TR	1,760,000	$82.93M	14.1%	$39.88	—	Call	464287234
EEM	ISHARES TR	105,540	$4.973M	0.8%	$39.88	—	MSCI EMG MKT ETF	464287234
XLF	SELECT SECTOR SPDR TR	255	$7,000	0.0%	$23.62	—	SBI INT-FINL	81369Y605