Capula Management Ltd Q4 2016 Filing

Filed February 13, 2017

Portfolio Value

$184.4B

Holdings

5

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (5 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
1,225,000$70.7B38.34%Put
2
XLFSELECT SECTOR SPDR TR
2,855,604$66.4B36.00%Put
3
IWDISHARES TR
248,026$27.8B15.07%
4
—POWERSHARES QQQ TRUST
130,001$15.4B8.35%Put
5
EEMISHARES TR
118,128$4.1B2.24%