Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 12, 2018

Total Value ($000): $588,568 (100.0% shares, 0.0% debt)

Holdings (6)

XLF SELECT SECTOR SPDR TR 44.1%

Value ($000) $259,786 Shares 9,308,000 Est. Cost $23.62 Unrealized —

EEM ISHARES TR 26.1%

Value ($000) $153,611 Shares 3,260,000 Est. Cost $39.88 Unrealized —

HYG ISHARES TR 14.8%

Value ($000) $87,260 Shares 1,000,000 Est. Cost — Unrealized —

EEM ISHARES TR 14.1%

Value ($000) $82,931 Shares 1,760,000 Est. Cost $39.88 Unrealized —

EEM ISHARES TR 0.8%

Value ($000) $4,973 Shares 105,540 Est. Cost $39.88 Unrealized —

XLF SELECT SECTOR SPDR TR 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	9,308,000	$259,786	44.1%	$23.62	—	Put	81369Y605
EEM	ISHARES TR	3,260,000	$153,611	26.1%	$39.88	—	Put	464287234
HYG	ISHARES TR	1,000,000	$87,260	14.8%	—	—	Put	464288513
EEM	ISHARES TR	1,760,000	$82,931	14.1%	$39.88	—	Call	464287234
EEM	ISHARES TR	105,540	$4,973	0.8%	$39.88	—	MSCI EMG MKT ETF	464287234
XLF	SELECT SECTOR SPDR TR	255	$7	0.0%	$23.62	—	SBI INT-FINL	81369Y605