Capula Management Ltd Hedge Fund

Location: Grand Cayman, Cayman Islands

CIK: 0001557017 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value: $1.155B (100.0% shares, 0.0% debt)

Holdings (10)

XLF SELECT SECTOR SPDR TR 36.3%

Value $420M Shares 15,213,300 Est. Cost $26.75 Unrealized —

XLE SELECT SECTOR SPDR TR 30.5%

Value $353M Shares 4,660,000 Est. Cost $75.80 Unrealized —

FXI ISHARES TR 11.1%

Value $128M Shares 3,000,000 Est. Cost $42.83 Unrealized —

XLF SELECT SECTOR SPDR TR 5.6%

Value $64.89M Shares 2,352,880 Est. Cost $26.75 Unrealized —

XLE SELECT SECTOR SPDR TR 4.7%

Value $54.72M Shares 722,453 Est. Cost $75.80 Unrealized —

XLE SELECT SECTOR SPDR TR 3.3%

Value $37.87M Shares 500,000 Est. Cost $75.80 Unrealized —

XLF SELECT SECTOR SPDR TR 3.2%

Value $36.77M Shares 1,333,300 Est. Cost $26.75 Unrealized —

FXI ISHARES TR 2.8%

Value $32.54M Shares 759,829 Est. Cost $42.83 Unrealized —

FXI ISHARES TR 2.2%

Value $25.69M Shares 600,000 Est. Cost $42.83 Unrealized —

SPY SPDR S&P 500 ETF TR 0.2%

Value $1.876M Shares 6,456 Est. Cost $290.58 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	15,213,300	$420M	36.3%	$26.75	—	Put	81369Y605
XLE	SELECT SECTOR SPDR TR	4,660,000	$353M	30.5%	$75.80	—	Put	81369Y506
FXI	ISHARES TR	3,000,000	$128M	11.1%	$42.83	—	Put	464287184
XLF	SELECT SECTOR SPDR TR	2,352,880	$64.89M	5.6%	$26.75	—	SBI INT-FINL	81369Y605
XLE	SELECT SECTOR SPDR TR	722,453	$54.72M	4.7%	$75.80	—	ENERGY	81369Y506
XLE	SELECT SECTOR SPDR TR	500,000	$37.87M	3.3%	$75.80	—	Call	81369Y506
XLF	SELECT SECTOR SPDR TR	1,333,300	$36.77M	3.2%	$26.75	—	Call	81369Y605
FXI	ISHARES TR	759,829	$32.54M	2.8%	$42.83	—	CHINA LG-CAP ETF	464287184
FXI	ISHARES TR	600,000	$25.69M	2.2%	$42.83	—	Call	464287184
SPY	SPDR S&P 500 ETF TR	6,456	$1.876M	0.2%	$290.58	—	TR UNIT	78462F103