Capula Management Ltd Hedge Fund

Location: Grand Cayman, Cayman Islands

CIK: 0001557017 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value: $586M (100.0% shares, 0.0% debt)

Holdings (10)

XLF SELECT SECTOR SPDR TR 40.9%

Value $239M Shares 10,053,300 Est. Cost $26.45 Unrealized —

FXI ISHARES TR 19.4%

Value $113M Shares 2,900,000 Est. Cost $42.83 Unrealized —

XLF SELECT SECTOR SPDR TR 10.7%

Value $62.43M Shares 2,620,759 Est. Cost $26.45 Unrealized —

XLF SELECT SECTOR SPDR TR 5.4%

Value $31.76M Shares 1,333,300 Est. Cost $26.45 Unrealized —

FXI ISHARES TR 5.0%

Value $29.14M Shares 745,785 Est. Cost $42.83 Unrealized —

XLE SELECT SECTOR SPDR TR 4.9%

Value $28.68M Shares 500,000 Est. Cost $75.80 Unrealized —

XLE SELECT SECTOR SPDR TR 4.9%

Value $28.68M Shares 500,000 Est. Cost $75.80 Unrealized —

XLE SELECT SECTOR SPDR TR 4.8%

Value $28.31M Shares 493,643 Est. Cost $75.80 Unrealized —

— BARCLAYS BK PLC 3.8%

Value $22.27M Shares 475,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 0.3%

Value $1.613M Shares 6,456 Est. Cost $290.58 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	10,053,300	$239M	40.9%	$26.45	—	Put	81369Y605
FXI	ISHARES TR	2,900,000	$113M	19.4%	$42.83	—	Put	464287184
XLF	SELECT SECTOR SPDR TR	2,620,759	$62.43M	10.7%	$26.45	—	SBI INT-FINL	81369Y605
XLF	SELECT SECTOR SPDR TR	1,333,300	$31.76M	5.4%	$26.45	—	Call	81369Y605
FXI	ISHARES TR	745,785	$29.14M	5.0%	$42.83	—	CHINA LG-CAP ETF	464287184
XLE	SELECT SECTOR SPDR TR	500,000	$28.68M	4.9%	$75.80	—	Call	81369Y506
XLE	SELECT SECTOR SPDR TR	500,000	$28.68M	4.9%	$75.80	—	Put	81369Y506
XLE	SELECT SECTOR SPDR TR	493,643	$28.31M	4.8%	$75.80	—	ENERGY	81369Y506
—	BARCLAYS BK PLC	475,000	$22.27M	3.8%	—	—	Put	06746L422
SPY	SPDR S&P 500 ETF TR	6,456	$1.613M	0.3%	$290.58	—	TR UNIT	78462F103