Capula Management Ltd Q3 2018 Filing

Filed November 13, 2018

Portfolio Value

$1.2T

Holdings

4

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (4 positions)

#StockSharesValue% PortfolioType
1
XLFSELECT SECTOR SPDR TR
18,899,480$521.2B45.12%Put
2
XLESELECT SECTOR SPDR TR
5,882,453$445.5B38.56%Put
3
FXIISHARES TR
4,359,829$186.7B16.16%Put
4
SPYSPDR S&P 500 ETF TR
6,456$1.9B0.16%