Capula Management Ltd Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$585.7B

Holdings

5

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (5 positions)

#StockSharesValue% PortfolioType
1
XLFSELECT SECTOR SPDR TR
14,007,359$333.7B56.97%Put
2
FXIISHARES TR
3,645,785$142.5B24.33%Put
3
XLESELECT SECTOR SPDR TR
1,493,643$85.7B14.63%Put
4
—BARCLAYS BK PLC
475,000$22.3B3.80%Put
5
SPYSPDR S&P 500 ETF TR
6,456$1.6B0.28%