Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $620,712 (100.0% shares, 0.0% debt)

Holdings (9)

XLF SELECT SECTOR SPDR TR 30.9%

Value ($000) $191,801 Shares 7,213,300 Est. Cost $26.62 Unrealized —

XLE SELECT SECTOR SPDR TR 28.1%

Value ($000) $174,662 Shares 2,300,000 Est. Cost $75.94 Unrealized —

XLE SELECT SECTOR SPDR TR 9.8%

Value ($000) $60,752 Shares 800,000 Est. Cost $75.94 Unrealized —

XLF SELECT SECTOR SPDR TR 8.7%

Value ($000) $54,121 Shares 2,035,376 Est. Cost $26.62 Unrealized —

FXI ISHARES TR 7.6%

Value ($000) $47,267 Shares 1,100,000 Est. Cost $42.97 Unrealized —

FXI ISHARES TR 6.2%

Value ($000) $38,673 Shares 900,000 Est. Cost $42.97 Unrealized —

XLF SELECT SECTOR SPDR TR 5.7%

Value ($000) $35,452 Shares 1,333,300 Est. Cost $26.62 Unrealized —

XLE SELECT SECTOR SPDR TR 2.5%

Value ($000) $15,341 Shares 202,013 Est. Cost $75.94 Unrealized —

FXI ISHARES TR 0.4%

Value ($000) $2,643 Shares 61,508 Est. Cost $42.97 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	7,213,300	$191,801	30.9%	$26.62	—	Put	81369Y605
XLE	SELECT SECTOR SPDR TR	2,300,000	$174,662	28.1%	$75.94	—	Put	81369Y506
XLE	SELECT SECTOR SPDR TR	800,000	$60,752	9.8%	$75.94	—	Call	81369Y506
XLF	SELECT SECTOR SPDR TR	2,035,376	$54,121	8.7%	$26.62	—	SBI INT-FINL	81369Y605
FXI	ISHARES TR	1,100,000	$47,267	7.6%	$42.97	—	Call	464287184
FXI	ISHARES TR	900,000	$38,673	6.2%	$42.97	—	Put	464287184
XLF	SELECT SECTOR SPDR TR	1,333,300	$35,452	5.7%	$26.62	—	Call	81369Y605
XLE	SELECT SECTOR SPDR TR	202,013	$15,341	2.5%	$75.94	—	ENERGY	81369Y506
FXI	ISHARES TR	61,508	$2,643	0.4%	$42.97	—	CHINA LG-CAP ETF	464287184