Capula Management Ltd Hedge Fund

Location: Grand Cayman, Cayman Islands

CIK: 0001557017 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 14, 2018

Total Value: $669M (100.0% shares, 0.0% debt)

Holdings (8)

EEM ISHARES TR 50.0%

Value $335M Shares 6,930,000 Est. Cost $39.88 Unrealized —

EEM ISHARES TR 20.3%

Value $136M Shares 2,810,000 Est. Cost $39.88 Unrealized —

XLF SELECT SECTOR SPDR TR 9.4%

Value $62.95M Shares 2,283,300 Est. Cost $27.55 Unrealized —

XLF SELECT SECTOR SPDR TR 9.4%

Value $62.95M Shares 2,283,300 Est. Cost $27.55 Unrealized —

XLE SELECT SECTOR SPDR TR 5.0%

Value $33.7M Shares 500,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 5.0%

Value $33.7M Shares 500,000 Est. Cost — Unrealized —

EEM ISHARES TR 0.5%

Value $3.389M Shares 70,203 Est. Cost $39.88 Unrealized —

XLF SELECT SECTOR SPDR TR 0.2%

Value $1.626M Shares 58,989 Est. Cost $27.55 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	6,930,000	$335M	50.0%	$39.88	—	Put	464287234
EEM	ISHARES TR	2,810,000	$136M	20.3%	$39.88	—	Call	464287234
XLF	SELECT SECTOR SPDR TR	2,283,300	$62.95M	9.4%	$27.55	—	Put	81369Y605
XLF	SELECT SECTOR SPDR TR	2,283,300	$62.95M	9.4%	$27.55	—	Call	81369Y605
XLE	SELECT SECTOR SPDR TR	500,000	$33.7M	5.0%	—	—	Call	81369Y506
XLE	SELECT SECTOR SPDR TR	500,000	$33.7M	5.0%	—	—	Put	81369Y506
EEM	ISHARES TR	70,203	$3.389M	0.5%	$39.88	—	MSCI EMG MKT ETF	464287234
XLF	SELECT SECTOR SPDR TR	58,989	$1.626M	0.2%	$27.55	—	SBI INT-FINL	81369Y605