Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value ($000): $1,155,347 (100.0% shares, 0.0% debt)

Holdings (10)

XLF SELECT SECTOR SPDR TR 36.3%

Value ($000) $419,582 Shares 15,213,300 Est. Cost $26.75 Unrealized —

XLE SELECT SECTOR SPDR TR 30.5%

Value ($000) $352,948 Shares 4,660,000 Est. Cost $75.80 Unrealized —

FXI ISHARES TR 11.1%

Value ($000) $128,460 Shares 3,000,000 Est. Cost $42.83 Unrealized —

XLF SELECT SECTOR SPDR TR 5.6%

Value ($000) $64,892 Shares 2,352,880 Est. Cost $26.75 Unrealized —

XLE SELECT SECTOR SPDR TR 4.7%

Value ($000) $54,719 Shares 722,453 Est. Cost $75.80 Unrealized —

XLE SELECT SECTOR SPDR TR 3.3%

Value ($000) $37,870 Shares 500,000 Est. Cost $75.80 Unrealized —

XLF SELECT SECTOR SPDR TR 3.2%

Value ($000) $36,772 Shares 1,333,300 Est. Cost $26.75 Unrealized —

FXI ISHARES TR 2.8%

Value ($000) $32,536 Shares 759,829 Est. Cost $42.83 Unrealized —

FXI ISHARES TR 2.2%

Value ($000) $25,692 Shares 600,000 Est. Cost $42.83 Unrealized —

SPY SPDR S&P 500 ETF TR 0.2%

Value ($000) $1,876 Shares 6,456 Est. Cost $290.58 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	15,213,300	$419,582	36.3%	$26.75	—	Put	81369Y605
XLE	SELECT SECTOR SPDR TR	4,660,000	$352,948	30.5%	$75.80	—	Put	81369Y506
FXI	ISHARES TR	3,000,000	$128,460	11.1%	$42.83	—	Put	464287184
XLF	SELECT SECTOR SPDR TR	2,352,880	$64,892	5.6%	$26.75	—	SBI INT-FINL	81369Y605
XLE	SELECT SECTOR SPDR TR	722,453	$54,719	4.7%	$75.80	—	ENERGY	81369Y506
XLE	SELECT SECTOR SPDR TR	500,000	$37,870	3.3%	$75.80	—	Call	81369Y506
XLF	SELECT SECTOR SPDR TR	1,333,300	$36,772	3.2%	$26.75	—	Call	81369Y605
FXI	ISHARES TR	759,829	$32,536	2.8%	$42.83	—	CHINA LG-CAP ETF	464287184
FXI	ISHARES TR	600,000	$25,692	2.2%	$42.83	—	Call	464287184
SPY	SPDR S&P 500 ETF TR	6,456	$1,876	0.2%	$290.58	—	TR UNIT	78462F103