Capula Management Ltd Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$45.9T
Holdings
8
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (8 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —POWERSHARES QQQ TRUST | 183,000,000 | $21.7T | 47.37% | Put |
| 2 | EEMISHARES TR | 240,927,185 | $9.0T | 19.67% | Put |
| 3 | XLESELECT SECTOR SPDR TR | 80,366,000 | $5.7T | 12.37% | Put |
| 4 | EFAISHARES TR | 90,825,862 | $5.4T | 11.71% | Call |
| 5 | LQDISHARES TR | 20,500,000 | $2.5T | 5.51% | Call |
| 6 | FXIISHARES TR | 40,166,755 | $1.5T | 3.33% | Put |
| 7 | IWDISHARES TR | 129,026 | $13.6B | 0.03% | |
| 8 | —BARCLAYS BK PLC | 18,750 | $639.0M | 0.00% |