Capula Management Ltd Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$616.1B

Holdings

4

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (4 positions)

#StockSharesValue% PortfolioType
1
XLFSELECT SECTOR SPDR TR
15,938,737$378.2B61.39%Put
2
XLESELECT SECTOR SPDR TR
2,250,000$157.3B25.53%Put
3
EEMISHARES TR
1,823,628$71.8B11.66%Put
4
IWFISHARES TR
77,107$8.8B1.42%