Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $2,815,894 (100.0% shares, 0.0% debt)

Holdings (298)

SPY SPDR S&P 500 ETF TR 7.6%
Value ($000) $212,768 Shares 690,000 Est. Cost $257.82 Unrealized
SPY SPDR S&P 500 ETF TR 6.9%
Value ($000) $195,187 Shares 631,900 Est. Cost $257.82 Unrealized
AMZN AMAZON COM INC 3.5%
Value ($000) $97,938 Shares 35,500 Est. Cost $96.79 Unrealized +24.8%
AAPL APPLE INC 2.8%
Value ($000) $79,380 Shares 217,600 Est. Cost $71.07 Unrealized +5.7%
GOOGL ALPHABET INC 2.3%
Value ($000) $65,656 Shares 46,300 Est. Cost Unrealized
GOOGL ALPHABET INC 2.3%
Value ($000) $65,656 Shares 46,300 Est. Cost Unrealized
QQQ INVESCO QQQ TR 2.2%
Value ($000) $61,900 Shares 250,000 Est. Cost $247.60 Unrealized
QQQ INVESCO QQQ TR 1.8%
Value ($000) $51,067 Shares 206,247 Est. Cost $247.60 Unrealized
LOW LOWES COS INC 1.7%
Value ($000) $48,643 Shares 360,000 Est. Cost $98.27 Unrealized +5.1%
FXI ISHARES TR 1.7%
Value ($000) $47,640 Shares 1,200,000 Est. Cost $39.80 Unrealized
LOW LOWES COS INC 1.7%
Value ($000) $47,468 Shares 351,300 Est. Cost $98.27 Unrealized +5.1%
XLE SELECT SECTOR SPDR TR 1.7%
Value ($000) $46,934 Shares 1,240,000 Est. Cost $29.06 Unrealized
XLE SELECT SECTOR SPDR TR 1.7%
Value ($000) $46,816 Shares 1,236,871 Est. Cost $29.06 Unrealized
AMZN AMAZON COM INC 1.4%
Value ($000) $40,279 Shares 14,600 Est. Cost $96.79 Unrealized +24.8%
EEM ISHARES TR 1.4%
Value ($000) $39,990 Shares 1,000,000 Est. Cost $36.92 Unrealized
CSCO CISCO SYS INC 1.2%
Value ($000) $33,842 Shares 725,600 Est. Cost $42.78 Unrealized -13.5%
MA MASTERCARD INCORPORATED 1.1%
Value ($000) $32,290 Shares 109,200 Est. Cost $285.96 Unrealized -4.4%
ORCL ORACLE CORP 1.0%
Value ($000) $28,508 Shares 515,800 Est. Cost $48.99 Unrealized 0.0%
AAPL APPLE INC 0.9%
Value ($000) $25,536 Shares 70,000 Est. Cost $71.07 Unrealized +5.7%
PYPL PAYPAL HLDGS INC 0.9%
Value ($000) $25,002 Shares 143,500 Est. Cost $110.05 Unrealized +25.3%
IEF ISHARES TR 0.9%
Value ($000) $24,374 Shares 200,000 Est. Cost Unrealized
HSBC HSBC HLDGS PLC 0.8%
Value ($000) $23,892 Shares 1,024,100 Est. Cost $28.01 Unrealized
ADBE ADOBE INC 0.8%
Value ($000) $23,768 Shares 54,600 Est. Cost $342.05 Unrealized +8.3%
ADBE ADOBE INC 0.8%
Value ($000) $21,374 Shares 49,100 Est. Cost $342.05 Unrealized +8.3%
TLT ISHARES TR 0.7%
Value ($000) $20,917 Shares 127,600 Est. Cost Unrealized
BAC BK OF AMERICA CORP 0.7%
Value ($000) $20,399 Shares 858,900 Est. Cost $25.91 Unrealized -20.6%
PFE PFIZER INC 0.7%
Value ($000) $20,150 Shares 616,200 Est. Cost $25.91 Unrealized +0.3%
XLV SELECT SECTOR SPDR TR 0.7%
Value ($000) $20,014 Shares 200,000 Est. Cost Unrealized
V VISA INC 0.7%
Value ($000) $19,317 Shares 100,000 Est. Cost Unrealized
EA ELECTRONIC ARTS INC 0.7%
Value ($000) $18,870 Shares 142,900 Est. Cost Unrealized
WDAY WORKDAY INC 0.7%
Value ($000) $18,511 Shares 98,800 Est. Cost $167.81 Unrealized -3.7%
BKNG BOOKING HOLDINGS INC 0.6%
Value ($000) $17,516 Shares 11,000 Est. Cost $1858.67 Unrealized -19.4%
NKE NIKE INC 0.6%
Value ($000) $17,159 Shares 175,000 Est. Cost $86.01 Unrealized -0.6%
HSBC HSBC HLDGS PLC 0.6%
Value ($000) $16,975 Shares 727,600 Est. Cost $28.01 Unrealized
GLD SPDR GOLD TR 0.6%
Value ($000) $16,737 Shares 100,000 Est. Cost $147.06 Unrealized
GLD SPDR GOLD TR 0.6%
Value ($000) $16,737 Shares 100,000 Est. Cost $147.06 Unrealized
CMCSA COMCAST CORP NEW 0.6%
Value ($000) $16,340 Shares 419,200 Est. Cost $32.76 Unrealized 0.0%
NFLX NETFLIX INC 0.6%
Value ($000) $16,290 Shares 35,800 Est. Cost $35.38 Unrealized +20.3%
MRK MERCK & CO. INC 0.5%
Value ($000) $15,226 Shares 196,900 Est. Cost Unrealized
ABBV ABBVIE INC 0.5%
Value ($000) $15,218 Shares 155,000 Est. Cost $65.41 Unrealized +7.8%
CVS CVS HEALTH CORP 0.5%
Value ($000) $15,209 Shares 234,100 Est. Cost $55.31 Unrealized -4.9%
WMT WALMART INC 0.5%
Value ($000) $14,996 Shares 125,200 Est. Cost $37.30 Unrealized +2.0%
MCD MCDONALDS CORP 0.5%
Value ($000) $14,444 Shares 78,300 Est. Cost $171.87 Unrealized -6.3%
BKNG BOOKING HOLDINGS INC 0.5%
Value ($000) $14,331 Shares 9,000 Est. Cost $1858.67 Unrealized -19.4%
BLACKROCK INC 0.5%
Value ($000) $14,146 Shares 26,000 Est. Cost $544.04 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.5%
Value ($000) $14,058 Shares 255,000 Est. Cost $40.85 Unrealized -0.2%
MA MASTERCARD INCORPORATED 0.5%
Value ($000) $13,750 Shares 46,500 Est. Cost $285.96 Unrealized -4.4%
XLI SELECT SECTOR SPDR TR 0.5%
Value ($000) $13,740 Shares 200,000 Est. Cost $60.85 Unrealized
QCOM QUALCOMM INC 0.5%
Value ($000) $13,682 Shares 150,000 Est. Cost $72.41 Unrealized -2.0%
XLI SELECT SECTOR SPDR TR 0.5%
Value ($000) $13,675 Shares 199,057 Est. Cost $60.85 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.4%
Value ($000) $12,658 Shares 118,200 Est. Cost $100.53 Unrealized 0.0%
FXI ISHARES TR 0.4%
Value ($000) $12,645 Shares 318,509 Est. Cost $39.80 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.4%
Value ($000) $12,222 Shares 221,700 Est. Cost $40.85 Unrealized -0.2%
AMD ADVANCED MICRO DEVICES INC 0.4%
Value ($000) $12,169 Shares 231,300 Est. Cost $53.02 Unrealized 0.0%
JUNIPER NETWORKS INC 0.4%
Value ($000) $12,086 Shares 528,700 Est. Cost $22.86 Unrealized
UPS UNITED PARCEL SERVICE INC 0.4%
Value ($000) $12,007 Shares 108,000 Est. Cost $81.89 Unrealized -2.6%
META FACEBOOK INC 0.4%
Value ($000) $11,354 Shares 50,000 Est. Cost $194.43 Unrealized +6.6%
META FACEBOOK INC 0.4%
Value ($000) $11,354 Shares 50,000 Est. Cost $194.43 Unrealized +6.6%
CRM SALESFORCE COM INC 0.4%
Value ($000) $11,240 Shares 60,000 Est. Cost $169.39 Unrealized -1.7%
CRM SALESFORCE COM INC 0.4%
Value ($000) $11,240 Shares 60,000 Est. Cost $169.39 Unrealized -1.7%
AVGO BROADCOM INC 0.4%
Value ($000) $11,015 Shares 34,900 Est. Cost Unrealized
EWJ ISHARES INC 0.4%
Value ($000) $10,984 Shares 200,000 Est. Cost Unrealized
SBUX STARBUCKS CORP 0.4%
Value ($000) $10,862 Shares 147,600 Est. Cost $71.00 Unrealized -6.6%
ABBV ABBVIE INC 0.4%
Value ($000) $10,751 Shares 109,500 Est. Cost $65.41 Unrealized +7.8%
IWM ISHARES TR 0.4%
Value ($000) $10,739 Shares 75,000 Est. Cost $114.46 Unrealized
MRK MERCK & CO. INC 0.4%
Value ($000) $10,300 Shares 133,200 Est. Cost Unrealized
MS MORGAN STANLEY 0.4%
Value ($000) $10,264 Shares 212,500 Est. Cost $39.08 Unrealized -9.9%
MSFT MICROSOFT CORP 0.4%
Value ($000) $10,257 Shares 50,400 Est. Cost $156.34 Unrealized +10.7%
GILD GILEAD SCIENCES INC 0.4%
Value ($000) $10,248 Shares 133,200 Est. Cost $59.44 Unrealized +3.4%
LMT LOCKHEED MARTIN CORP 0.4%
Value ($000) $10,218 Shares 28,000 Est. Cost $323.73 Unrealized 0.0%
PFE PFIZER INC 0.4%
Value ($000) $9,972 Shares 304,950 Est. Cost $25.91 Unrealized +0.3%
ORCL ORACLE CORP 0.4%
Value ($000) $9,943 Shares 179,900 Est. Cost $48.99 Unrealized 0.0%
PEP PEPSICO INC 0.3%
Value ($000) $9,602 Shares 72,600 Est. Cost $112.77 Unrealized -1.8%
AVGO BROADCOM INC 0.3%
Value ($000) $9,468 Shares 30,000 Est. Cost Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.3%
Value ($000) $9,390 Shares 159,700 Est. Cost $48.58 Unrealized -1.3%
CLX CLOROX CO DEL 0.3%
Value ($000) $9,367 Shares 42,700 Est. Cost Unrealized
COST COSTCO WHSL CORP NEW 0.3%
Value ($000) $9,309 Shares 30,700 Est. Cost $279.18 Unrealized 0.0%
XLP SELECT SECTOR SPDR TR 0.3%
Value ($000) $9,136 Shares 155,800 Est. Cost $58.65 Unrealized
WMT WALMART INC 0.3%
Value ($000) $9,076 Shares 75,770 Est. Cost $37.30 Unrealized +2.0%
CMI CUMMINS INC 0.3%
Value ($000) $8,975 Shares 51,800 Est. Cost $134.72 Unrealized +3.4%
IBM INTERNATIONAL BUSINESS MACHS 0.3%
Value ($000) $8,973 Shares 74,300 Est. Cost $99.46 Unrealized -8.1%
KO COCA COLA CO 0.3%
Value ($000) $8,936 Shares 200,000 Est. Cost $44.99 Unrealized -13.9%
GS GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $8,873 Shares 44,900 Est. Cost $184.40 Unrealized -11.0%
ADSK AUTODESK INC 0.3%
Value ($000) $8,850 Shares 37,000 Est. Cost $183.53 Unrealized +7.1%
LULU LULULEMON ATHLETICA INC 0.3%
Value ($000) $8,799 Shares 28,200 Est. Cost $223.73 Unrealized +14.3%
CSCO CISCO SYS INC 0.3%
Value ($000) $8,740 Shares 187,400 Est. Cost $42.78 Unrealized -13.5%
UPS UNITED PARCEL SERVICE INC 0.3%
Value ($000) $8,494 Shares 76,400 Est. Cost $81.89 Unrealized -2.6%
BARCLAYS BK PLC 0.3%
Value ($000) $8,488 Shares 250,000 Est. Cost Unrealized
ICE INTERCONTINENTAL EXCHANGE IN 0.3%
Value ($000) $8,464 Shares 92,400 Est. Cost $84.96 Unrealized +0.2%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.3%
Value ($000) $8,374 Shares 60,000 Est. Cost Unrealized
SHW SHERWIN WILLIAMS CO 0.3%
Value ($000) $8,205 Shares 14,200 Est. Cost $171.57 Unrealized 0.0%
MMM 3M CO 0.3%
Value ($000) $7,955 Shares 51,000 Est. Cost $105.95 Unrealized -3.3%
MMM 3M CO 0.3%
Value ($000) $7,955 Shares 51,000 Est. Cost $105.95 Unrealized -3.3%
KO COCA COLA CO 0.3%
Value ($000) $7,752 Shares 173,500 Est. Cost $44.99 Unrealized -13.9%
ICE INTERCONTINENTAL EXCHANGE IN 0.3%
Value ($000) $7,465 Shares 81,500 Est. Cost $84.96 Unrealized +0.2%
EBAY EBAY INC. 0.3%
Value ($000) $7,458 Shares 142,200 Est. Cost $31.52 Unrealized +21.9%
LULU LULULEMON ATHLETICA INC 0.3%
Value ($000) $7,363 Shares 23,600 Est. Cost $223.73 Unrealized +14.3%
CMCSA COMCAST CORP NEW 0.3%
Value ($000) $7,324 Shares 187,900 Est. Cost $32.76 Unrealized 0.0%
WMT WALMART INC 0.3%
Value ($000) $7,259 Shares 60,600 Est. Cost $37.30 Unrealized +2.0%
AMGN AMGEN INC 0.3%
Value ($000) $7,076 Shares 30,000 Est. Cost Unrealized
GS GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $7,075 Shares 35,800 Est. Cost $184.40 Unrealized -11.0%
HD HOME DEPOT INC 0.2%
Value ($000) $6,438 Shares 25,700 Est. Cost $191.21 Unrealized +4.5%
MNST MONSTER BEVERAGE CORP NEW 0.2%
Value ($000) $6,364 Shares 91,800 Est. Cost $32.65 Unrealized 0.0%
MDT MEDTRONIC PLC 0.2%
Value ($000) $6,336 Shares 69,100 Est. Cost $82.96 Unrealized -1.4%
HD HOME DEPOT INC 0.2%
Value ($000) $6,263 Shares 25,000 Est. Cost $191.21 Unrealized +4.5%
CVX CHEVRON CORP NEW 0.2%
Value ($000) $6,157 Shares 69,000 Est. Cost $76.00 Unrealized -8.1%
MSFT MICROSOFT CORP 0.2%
Value ($000) $6,105 Shares 30,000 Est. Cost $156.34 Unrealized +10.7%
VMC VULCAN MATLS CO 0.2%
Value ($000) $6,024 Shares 52,000 Est. Cost $122.58 Unrealized -14.8%
MAR MARRIOTT INTL INC NEW 0.2%
Value ($000) $6,001 Shares 70,000 Est. Cost $83.76 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.2%
Value ($000) $6,001 Shares 70,000 Est. Cost $83.76 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.2%
Value ($000) $5,988 Shares 113,820 Est. Cost $53.02 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.2%
Value ($000) $5,899 Shares 20,000 Est. Cost $256.66 Unrealized +1.7%
MCO MOODYS CORP 0.2%
Value ($000) $5,879 Shares 21,400 Est. Cost $242.42 Unrealized 0.0%
MS MORGAN STANLEY 0.2%
Value ($000) $5,791 Shares 119,900 Est. Cost $39.08 Unrealized -9.9%
BMY BRISTOL-MYERS SQUIBB CO 0.2%
Value ($000) $5,619 Shares 95,558 Est. Cost $48.58 Unrealized -1.3%
PCAR PACCAR INC 0.2%
Value ($000) $5,576 Shares 74,500 Est. Cost Unrealized
CLX CLOROX CO DEL 0.2%
Value ($000) $5,484 Shares 25,000 Est. Cost Unrealized
JD JD.COM INC 0.2%
Value ($000) $5,416 Shares 90,000 Est. Cost $60.21 Unrealized
JD JD.COM INC 0.2%
Value ($000) $5,416 Shares 90,000 Est. Cost $60.21 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $5,376 Shares 50,200 Est. Cost $100.53 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.2%
Value ($000) $5,361 Shares 40,600 Est. Cost Unrealized
EEM ISHARES TR 0.2%
Value ($000) $5,324 Shares 133,145 Est. Cost $36.92 Unrealized
VMC VULCAN MATLS CO 0.2%
Value ($000) $5,306 Shares 45,800 Est. Cost $122.58 Unrealized -14.8%
SEAGATE TECHNOLOGY PLC 0.2%
Value ($000) $5,127 Shares 105,900 Est. Cost $48.42 Unrealized
XLF SELECT SECTOR SPDR TR 0.2%
Value ($000) $5,079 Shares 219,500 Est. Cost $23.14 Unrealized
CSX CSX CORP 0.2%
Value ($000) $5,035 Shares 72,200 Est. Cost $21.57 Unrealized -4.9%
SHW SHERWIN WILLIAMS CO 0.2%
Value ($000) $5,027 Shares 8,700 Est. Cost $171.57 Unrealized 0.0%
ALL ALLSTATE CORP 0.2%
Value ($000) $4,946 Shares 51,000 Est. Cost Unrealized
XILINX INC 0.2%
Value ($000) $4,920 Shares 50,000 Est. Cost $98.38 Unrealized
PFE PFIZER INC 0.2%
Value ($000) $4,908 Shares 150,100 Est. Cost $25.91 Unrealized +0.3%
DHI D R HORTON INC 0.2%
Value ($000) $4,785 Shares 86,300 Est. Cost $45.81 Unrealized 0.0%
MAS MASCO CORP 0.2%
Value ($000) $4,775 Shares 95,100 Est. Cost $39.55 Unrealized -0.4%
PCAR PACCAR INC 0.2%
Value ($000) $4,768 Shares 63,700 Est. Cost Unrealized
PEP PEPSICO INC 0.2%
Value ($000) $4,761 Shares 36,000 Est. Cost $112.77 Unrealized -1.8%
BAC BK OF AMERICA CORP 0.2%
Value ($000) $4,757 Shares 200,300 Est. Cost $25.91 Unrealized -20.6%
QCOM QUALCOMM INC 0.2%
Value ($000) $4,745 Shares 52,020 Est. Cost $72.41 Unrealized -2.0%
AMGN AMGEN INC 0.2%
Value ($000) $4,717 Shares 20,000 Est. Cost Unrealized
DE DEERE & CO 0.2%
Value ($000) $4,715 Shares 30,000 Est. Cost Unrealized
VIACOMCBS INC 0.2%
Value ($000) $4,664 Shares 200,000 Est. Cost $18.14 Unrealized
AFL AFLAC INC 0.2%
Value ($000) $4,641 Shares 128,800 Est. Cost Unrealized
BLACKROCK INC 0.2%
Value ($000) $4,625 Shares 8,500 Est. Cost $544.04 Unrealized
DG DOLLAR GEN CORP NEW 0.2%
Value ($000) $4,572 Shares 24,000 Est. Cost $167.17 Unrealized 0.0%
ALL ALLSTATE CORP 0.2%
Value ($000) $4,471 Shares 46,100 Est. Cost Unrealized
V VISA INC 0.2%
Value ($000) $4,424 Shares 22,900 Est. Cost Unrealized
EEM ISHARES TR 0.2%
Value ($000) $4,399 Shares 110,000 Est. Cost $36.92 Unrealized
NFLX NETFLIX INC 0.2%
Value ($000) $4,320 Shares 9,494 Est. Cost $35.38 Unrealized +20.3%
KANSAS CITY SOUTHERN 0.2%
Value ($000) $4,300 Shares 28,800 Est. Cost Unrealized
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $4,223 Shares 11,572 Est. Cost $323.73 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.1%
Value ($000) $4,209 Shares 4,000 Est. Cost $16.01 Unrealized +15.6%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $4,187 Shares 30,000 Est. Cost Unrealized
JUNIPER NETWORKS INC 0.1%
Value ($000) $4,158 Shares 181,893 Est. Cost $22.86 Unrealized
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $4,129 Shares 43,900 Est. Cost $103.61 Unrealized -21.1%
CHRW C H ROBINSON WORLDWIDE INC 0.1%
Value ($000) $4,127 Shares 52,200 Est. Cost Unrealized
SBUX STARBUCKS CORP 0.1%
Value ($000) $4,099 Shares 55,700 Est. Cost $71.00 Unrealized -6.6%
AXTA AXALTA COATING SYS LTD 0.1%
Value ($000) $4,059 Shares 180,000 Est. Cost Unrealized
KANSAS CITY SOUTHERN 0.1%
Value ($000) $4,016 Shares 26,900 Est. Cost Unrealized
CMI CUMMINS INC 0.1%
Value ($000) $4,002 Shares 23,100 Est. Cost $134.72 Unrealized +3.4%
CVX CHEVRON CORP NEW 0.1%
Value ($000) $3,901 Shares 43,715 Est. Cost $76.00 Unrealized -8.1%
NFLX NETFLIX INC 0.1%
Value ($000) $3,640 Shares 8,000 Est. Cost $35.38 Unrealized +20.3%
CVS CVS HEALTH CORP 0.1%
Value ($000) $3,508 Shares 54,000 Est. Cost $55.31 Unrealized -4.9%
TMO THERMO FISHER SCIENTIFIC INC 0.1%
Value ($000) $3,478 Shares 9,600 Est. Cost Unrealized
XLF SELECT SECTOR SPDR TR 0.1%
Value ($000) $3,471 Shares 150,000 Est. Cost $23.14 Unrealized
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $3,459 Shares 19,700 Est. Cost $163.63 Unrealized -7.7%
APD AIR PRODS & CHEMS INC 0.1%
Value ($000) $3,429 Shares 14,200 Est. Cost $198.67 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW 0.1%
Value ($000) $3,419 Shares 50,000 Est. Cost Unrealized
JCI JOHNSON CTLS INTL PLC 0.1%
Value ($000) $3,414 Shares 100,000 Est. Cost Unrealized
CME CME GROUP INC 0.1%
Value ($000) $3,397 Shares 20,900 Est. Cost $144.33 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.1%
Value ($000) $3,320 Shares 47,900 Est. Cost $32.65 Unrealized 0.0%
DHI D R HORTON INC 0.1%
Value ($000) $3,294 Shares 59,400 Est. Cost $45.81 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 0.1%
Value ($000) $3,293 Shares 47,000 Est. Cost $54.79 Unrealized 0.0%
MAS MASCO CORP 0.1%
Value ($000) $3,284 Shares 65,400 Est. Cost $39.55 Unrealized -0.4%
KR KROGER CO 0.1%
Value ($000) $3,277 Shares 96,800 Est. Cost Unrealized
KR KROGER CO 0.1%
Value ($000) $3,277 Shares 96,800 Est. Cost Unrealized
GLAXOSMITHKLINE PLC 0.1%
Value ($000) $3,222 Shares 79,000 Est. Cost $40.79 Unrealized
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $3,161 Shares 41,090 Est. Cost $59.44 Unrealized +3.4%
BLACKROCK INC 0.1%
Value ($000) $3,150 Shares 5,790 Est. Cost $544.04 Unrealized
SPY SPDR S&P 500 ETF TR 0.1%
Value ($000) $3,084 Shares 10,002 Est. Cost $257.82 Unrealized
VIACOMCBS INC 0.1%
Value ($000) $3,075 Shares 131,867 Est. Cost $18.14 Unrealized
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $2,945 Shares 9,714 Est. Cost $279.18 Unrealized 0.0%
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $2,903 Shares 10,000 Est. Cost $271.12 Unrealized 0.0%
XLF SELECT SECTOR SPDR TR 0.1%
Value ($000) $2,893 Shares 125,000 Est. Cost $23.14 Unrealized
SEAGATE TECHNOLOGY PLC 0.1%
Value ($000) $2,825 Shares 58,346 Est. Cost $48.42 Unrealized
XILINX INC 0.1%
Value ($000) $2,680 Shares 27,240 Est. Cost $98.38 Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.1%
Value ($000) $2,672 Shares 76,200 Est. Cost $35.04 Unrealized
UNH UNITEDHEALTH GROUP INC 0.1%
Value ($000) $2,651 Shares 8,988 Est. Cost $256.66 Unrealized +1.7%
JUNIPER NETWORKS INC 0.1%
Value ($000) $2,638 Shares 115,400 Est. Cost $22.86 Unrealized
NKE NIKE INC 0.1%
Value ($000) $2,637 Shares 26,897 Est. Cost $86.01 Unrealized -0.6%
CMG CHIPOTLE MEXICAN GRILL INC 0.1%
Value ($000) $2,631 Shares 2,500 Est. Cost $16.01 Unrealized +15.6%
EBAY EBAY INC. 0.1%
Value ($000) $2,623 Shares 50,000 Est. Cost $31.52 Unrealized +21.9%
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $2,584 Shares 8,900 Est. Cost $271.12 Unrealized 0.0%
ADSK AUTODESK INC 0.1%
Value ($000) $2,583 Shares 10,800 Est. Cost $183.53 Unrealized +7.1%
ASML ASML HOLDING N V 0.1%
Value ($000) $2,503 Shares 6,800 Est. Cost Unrealized
XLP SELECT SECTOR SPDR TR 0.1%
Value ($000) $2,390 Shares 40,750 Est. Cost $58.65 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $2,321 Shares 42,104 Est. Cost $40.85 Unrealized -0.2%
TMO THERMO FISHER SCIENTIFIC INC 0.1%
Value ($000) $2,319 Shares 6,400 Est. Cost Unrealized
MU MICRON TECHNOLOGY INC 0.1%
Value ($000) $2,318 Shares 45,000 Est. Cost $46.01 Unrealized 0.0%
MDT MEDTRONIC PLC 0.1%
Value ($000) $2,284 Shares 24,905 Est. Cost $82.96 Unrealized -1.4%
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $2,277 Shares 30,000 Est. Cost $69.95 Unrealized
TWITTER INC 0.1%
Value ($000) $2,264 Shares 76,000 Est. Cost $27.81 Unrealized
CMCSA COMCAST CORP NEW 0.1%
Value ($000) $2,219 Shares 56,929 Est. Cost $32.76 Unrealized 0.0%
CI CIGNA CORP NEW 0.1%
Value ($000) $2,196 Shares 11,700 Est. Cost Unrealized
PG PROCTER AND GAMBLE CO 0.1%
Value ($000) $2,176 Shares 18,200 Est. Cost Unrealized
GS GOLDMAN SACHS GROUP INC 0.1%
Value ($000) $2,157 Shares 10,914 Est. Cost $184.40 Unrealized -11.0%
TRV TRAVELERS COMPANIES INC 0.1%
Value ($000) $2,144 Shares 18,800 Est. Cost $93.55 Unrealized 0.0%
CHRW C H ROBINSON WORLDWIDE INC 0.1%
Value ($000) $2,111 Shares 26,700 Est. Cost Unrealized
PYPL PAYPAL HLDGS INC 0.1%
Value ($000) $2,091 Shares 12,000 Est. Cost $110.05 Unrealized +25.3%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value ($000) $2,053 Shares 17,000 Est. Cost $99.46 Unrealized -8.1%
HSBC HSBC HLDGS PLC 0.1%
Value ($000) $2,040 Shares 87,441 Est. Cost $28.01 Unrealized
AMAT APPLIED MATLS INC 0.1%
Value ($000) $1,940 Shares 32,100 Est. Cost $51.23 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.1%
Value ($000) $1,867 Shares 100,000 Est. Cost Unrealized
CNP CENTERPOINT ENERGY INC 0.1%
Value ($000) $1,867 Shares 100,000 Est. Cost Unrealized
GLAXOSMITHKLINE PLC 0.1%
Value ($000) $1,862 Shares 45,643 Est. Cost $40.79 Unrealized
WDC WESTERN DIGITAL CORP. 0.1%
Value ($000) $1,828 Shares 41,400 Est. Cost $42.44 Unrealized -24.0%
PG PROCTER AND GAMBLE CO 0.1%
Value ($000) $1,794 Shares 15,000 Est. Cost Unrealized
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $1,770 Shares 18,818 Est. Cost $103.61 Unrealized -21.1%
DHI D R HORTON INC 0.1%
Value ($000) $1,764 Shares 31,810 Est. Cost $45.81 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $1,749 Shares 16,330 Est. Cost $100.53 Unrealized 0.0%
PEP PEPSICO INC 0.1%
Value ($000) $1,738 Shares 13,143 Est. Cost $112.77 Unrealized -1.8%
DG DOLLAR GEN CORP NEW 0.1%
Value ($000) $1,613 Shares 8,467 Est. Cost $167.17 Unrealized 0.0%
KO COCA COLA CO 0.1%
Value ($000) $1,581 Shares 35,377 Est. Cost $44.99 Unrealized -13.9%
PM PHILIP MORRIS INTL INC 0.1%
Value ($000) $1,581 Shares 22,570 Est. Cost $54.79 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.1%
Value ($000) $1,579 Shares 17,700 Est. Cost $76.00 Unrealized -8.1%
CITRIX SYS INC 0.1%
Value ($000) $1,568 Shares 10,600 Est. Cost $148.02 Unrealized
MDLZ MONDELEZ INTL INC 0.1%
Value ($000) $1,559 Shares 30,500 Est. Cost $46.36 Unrealized -3.9%
CSX CSX CORP 0.1%
Value ($000) $1,534 Shares 22,000 Est. Cost $21.57 Unrealized -4.9%
T AT&T INC 0.1%
Value ($000) $1,512 Shares 50,000 Est. Cost $15.50 Unrealized 0.0%
DISCOVER FINL SVCS 0.1%
Value ($000) $1,503 Shares 30,000 Est. Cost $41.81 Unrealized
AXP AMERICAN EXPRESS CO 0.1%
Value ($000) $1,428 Shares 15,000 Est. Cost $107.60 Unrealized -20.4%
DISCOVER FINL SVCS 0.1%
Value ($000) $1,427 Shares 28,489 Est. Cost $41.81 Unrealized
MCD MCDONALDS CORP 0.0%
Value ($000) $1,384 Shares 7,500 Est. Cost $171.87 Unrealized -6.3%
ASML ASML HOLDING N V 0.0%
Value ($000) $1,325 Shares 3,600 Est. Cost Unrealized
KELLOGG CO 0.0%
Value ($000) $1,315 Shares 19,900 Est. Cost Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $1,266 Shares 13,300 Est. Cost $107.60 Unrealized -20.4%
CAT CATERPILLAR INC DEL 0.0%
Value ($000) $1,265 Shares 10,000 Est. Cost $113.38 Unrealized -6.3%
MCO MOODYS CORP 0.0%
Value ($000) $1,245 Shares 4,530 Est. Cost $242.42 Unrealized 0.0%
GM GENERAL MTRS CO 0.0%
Value ($000) $1,184 Shares 46,800 Est. Cost $29.19 Unrealized -19.6%
MMM 3M CO 0.0%
Value ($000) $1,174 Shares 7,527 Est. Cost $105.95 Unrealized -3.3%
LEN LENNAR CORP 0.0%
Value ($000) $1,171 Shares 19,000 Est. Cost Unrealized
ICE INTERCONTINENTAL EXCHANGE IN 0.0%
Value ($000) $1,143 Shares 12,473 Est. Cost $84.96 Unrealized +0.2%
CSCO CISCO SYS INC 0.0%
Value ($000) $1,135 Shares 24,346 Est. Cost $42.78 Unrealized -13.5%
DIS DISNEY WALT CO 0.0%
Value ($000) $1,115 Shares 10,000 Est. Cost $125.42 Unrealized -14.0%
DIS DISNEY WALT CO 0.0%
Value ($000) $1,115 Shares 10,000 Est. Cost $125.42 Unrealized -14.0%
CL COLGATE PALMOLIVE CO 0.0%
Value ($000) $1,099 Shares 15,000 Est. Cost $60.41 Unrealized +3.2%
MARVELL TECHNOLOGY GROUP LTD 0.0%
Value ($000) $1,092 Shares 31,160 Est. Cost $35.04 Unrealized
FOOT LOCKER INC 0.0%
Value ($000) $1,079 Shares 37,000 Est. Cost $29.14 Unrealized
BSX BOSTON SCIENTIFIC CORP 0.0%
Value ($000) $1,053 Shares 30,000 Est. Cost $36.01 Unrealized 0.0%
KELLOGG CO 0.0%
Value ($000) $1,017 Shares 15,400 Est. Cost Unrealized
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $988 Shares 10,500 Est. Cost $103.61 Unrealized -21.1%
TSCO TRACTOR SUPPLY CO 0.0%
Value ($000) $988 Shares 7,500 Est. Cost $20.01 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRISE C 0.0%
Value ($000) $973 Shares 100,000 Est. Cost $11.39 Unrealized -27.9%
MDT MEDTRONIC PLC 0.0%
Value ($000) $963 Shares 10,500 Est. Cost $82.96 Unrealized -1.4%
CI CIGNA CORP NEW 0.0%
Value ($000) $957 Shares 5,100 Est. Cost Unrealized
MU MICRON TECHNOLOGY INC 0.0%
Value ($000) $949 Shares 18,420 Est. Cost $46.01 Unrealized 0.0%
VRSN VERISIGN INC 0.0%
Value ($000) $931 Shares 4,500 Est. Cost $194.92 Unrealized +5.6%
HPE HEWLETT PACKARD ENTERPRISE C 0.0%
Value ($000) $930 Shares 95,550 Est. Cost $11.39 Unrealized -27.9%
MAXIM INTEGRATED PRODS INC 0.0%
Value ($000) $915 Shares 15,100 Est. Cost Unrealized
LABORATORY CORP AMER HLDGS 0.0%
Value ($000) $897 Shares 5,400 Est. Cost Unrealized
GM GENERAL MTRS CO 0.0%
Value ($000) $886 Shares 35,000 Est. Cost $29.19 Unrealized -19.6%
MAR MARRIOTT INTL INC NEW 0.0%
Value ($000) $843 Shares 9,836 Est. Cost $83.76 Unrealized 0.0%
ES EVERSOURCE ENERGY 0.0%
Value ($000) $833 Shares 10,000 Est. Cost Unrealized
TROW PRICE T ROWE GROUP INC 0.0%
Value ($000) $827 Shares 6,700 Est. Cost $89.85 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.0%
Value ($000) $813 Shares 13,450 Est. Cost $51.23 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.0%
Value ($000) $797 Shares 3,300 Est. Cost $198.67 Unrealized 0.0%
CME CME GROUP INC 0.0%
Value ($000) $764 Shares 4,700 Est. Cost $144.33 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.0%
Value ($000) $705 Shares 10,173 Est. Cost $32.65 Unrealized 0.0%
VIACOMCBS INC 0.0%
Value ($000) $700 Shares 30,000 Est. Cost $18.14 Unrealized
MARATHON OIL CORP 0.0%
Value ($000) $686 Shares 112,124 Est. Cost $4.03 Unrealized
MARATHON OIL CORP 0.0%
Value ($000) $682 Shares 111,500 Est. Cost $4.03 Unrealized
WDC WESTERN DIGITAL CORP. 0.0%
Value ($000) $680 Shares 15,412 Est. Cost $42.44 Unrealized -24.0%
LEN LENNAR CORP 0.0%
Value ($000) $672 Shares 10,900 Est. Cost Unrealized
TRV TRAVELERS COMPANIES INC 0.0%
Value ($000) $646 Shares 5,660 Est. Cost $93.55 Unrealized 0.0%
MAXIM INTEGRATED PRODS INC 0.0%
Value ($000) $636 Shares 10,500 Est. Cost Unrealized
SHW SHERWIN WILLIAMS CO 0.0%
Value ($000) $630 Shares 1,090 Est. Cost $171.57 Unrealized 0.0%
DE DEERE & CO 0.0%
Value ($000) $629 Shares 4,000 Est. Cost Unrealized
AVB AVALONBAY CMNTYS INC 0.0%
Value ($000) $572 Shares 3,700 Est. Cost $161.69 Unrealized -19.8%
AVB AVALONBAY CMNTYS INC 0.0%
Value ($000) $572 Shares 3,699 Est. Cost $161.69 Unrealized -19.8%
CITRIX SYS INC 0.0%
Value ($000) $561 Shares 3,790 Est. Cost $148.02 Unrealized
TWITTER INC 0.0%
Value ($000) $530 Shares 17,787 Est. Cost $27.81 Unrealized
JD JD.COM INC 0.0%
Value ($000) $525 Shares 8,720 Est. Cost $60.21 Unrealized
APD AIR PRODS & CHEMS INC 0.0%
Value ($000) $483 Shares 2,000 Est. Cost $198.67 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO 0.0%
Value ($000) $482 Shares 8,200 Est. Cost $48.58 Unrealized -1.3%
ACTIVISION BLIZZARD INC 0.0%
Value ($000) $463 Shares 6,106 Est. Cost $69.95 Unrealized
CPB CAMPBELL SOUP CO 0.0%
Value ($000) $422 Shares 8,500 Est. Cost $39.64 Unrealized +4.0%
TROW PRICE T ROWE GROUP INC 0.0%
Value ($000) $393 Shares 3,180 Est. Cost $89.85 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.0%
Value ($000) $379 Shares 10,800 Est. Cost $36.01 Unrealized 0.0%
T AT&T INC 0.0%
Value ($000) $317 Shares 10,480 Est. Cost $15.50 Unrealized 0.0%
CME CME GROUP INC 0.0%
Value ($000) $314 Shares 1,932 Est. Cost $144.33 Unrealized 0.0%
GM GENERAL MTRS CO 0.0%
Value ($000) $313 Shares 12,375 Est. Cost $29.19 Unrealized -19.6%
VRSN VERISIGN INC 0.0%
Value ($000) $279 Shares 1,350 Est. Cost $194.92 Unrealized +5.6%
FOOT LOCKER INC 0.0%
Value ($000) $271 Shares 9,300 Est. Cost $29.14 Unrealized
NSC NORFOLK SOUTHERN CORP 0.0%
Value ($000) $228 Shares 1,300 Est. Cost $163.63 Unrealized -7.7%
TSCO TRACTOR SUPPLY CO 0.0%
Value ($000) $216 Shares 1,642 Est. Cost $20.01 Unrealized 0.0%
TW TRADEWEB MKTS INC 0.0%
Value ($000) $203 Shares 3,500 Est. Cost Unrealized
VMC VULCAN MATLS CO 0.0%
Value ($000) $169 Shares 1,463 Est. Cost $122.58 Unrealized -14.8%
ES EVERSOURCE ENERGY 0.0%
Value ($000) $167 Shares 2,000 Est. Cost Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $135 Shares 1,417 Est. Cost $107.60 Unrealized -20.4%
VRTX VERTEX PHARMACEUTICALS INC 0.0%
Value ($000) $111 Shares 383 Est. Cost $271.12 Unrealized 0.0%
ORCL ORACLE CORP 0.0%
Value ($000) $89 Shares 1,604 Est. Cost $48.99 Unrealized 0.0%