Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $785,312 (100.0% shares, 0.0% debt)

Holdings (133)

EEM ISHARES TR 9.5%
Value ($000) $74,954 Shares 1,700,000 Est. Cost $36.92 Unrealized
GLD SPDR GOLD TR 5.6%
Value ($000) $44,280 Shares 250,000 Est. Cost Unrealized
QQQ INVESCO QQQ TR 3.5%
Value ($000) $27,784 Shares 100,000 Est. Cost $247.60 Unrealized
CSCO CISCO SYS INC 2.8%
Value ($000) $22,259 Shares 565,100 Est. Cost $37.34 Unrealized -0.7%
CSCO CISCO SYS INC 2.5%
Value ($000) $19,704 Shares 500,240 Est. Cost $37.34 Unrealized -0.7%
INTC INTEL CORP 2.3%
Value ($000) $18,065 Shares 202,600 Est. Cost Unrealized
QQQ INVESCO QQQ TR 2.3%
Value ($000) $18,026 Shares 64,880 Est. Cost $247.60 Unrealized
META FACEBOOK INC 2.3%
Value ($000) $17,835 Shares 68,100 Est. Cost $256.10 Unrealized 0.0%
GLD SPDR GOLD TR 2.3%
Value ($000) $17,712 Shares 100,000 Est. Cost Unrealized
MSFT MICROSOFT CORP 2.2%
Value ($000) $17,626 Shares 83,800 Est. Cost $200.75 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 2.1%
Value ($000) $16,745 Shares 50,000 Est. Cost $257.82 Unrealized
SPY SPDR S&P 500 ETF TR 2.1%
Value ($000) $16,745 Shares 50,000 Est. Cost $257.82 Unrealized
XLE SELECT SECTOR SPDR TR 2.0%
Value ($000) $16,002 Shares 534,300 Est. Cost $29.06 Unrealized
XLE SELECT SECTOR SPDR TR 2.0%
Value ($000) $15,990 Shares 533,900 Est. Cost $29.06 Unrealized
AMZN AMAZON COM INC 2.0%
Value ($000) $15,429 Shares 4,900 Est. Cost $157.65 Unrealized 0.0%
XLI SELECT SECTOR SPDR TR 2.0%
Value ($000) $15,396 Shares 200,000 Est. Cost $60.85 Unrealized
GOOGL ALPHABET INC 1.9%
Value ($000) $14,656 Shares 10,000 Est. Cost $75.62 Unrealized 0.0%
INTC INTEL CORP 1.7%
Value ($000) $13,044 Shares 251,900 Est. Cost Unrealized
SBUX STARBUCKS CORP 1.6%
Value ($000) $12,879 Shares 149,900 Est. Cost Unrealized
CMCSA COMCAST CORP NEW 1.6%
Value ($000) $12,194 Shares 263,600 Est. Cost $32.76 Unrealized +14.8%
BKNG BOOKING HOLDINGS INC 1.5%
Value ($000) $11,974 Shares 7,000 Est. Cost Unrealized
GILD GILEAD SCIENCES INC 1.5%
Value ($000) $11,608 Shares 183,700 Est. Cost $57.20 Unrealized -1.9%
TXN TEXAS INSTRS INC 1.4%
Value ($000) $10,952 Shares 76,700 Est. Cost Unrealized
JUNIPER NETWORKS INC 1.3%
Value ($000) $10,446 Shares 485,900 Est. Cost $22.39 Unrealized
ASML ASML HOLDING N V 1.3%
Value ($000) $10,045 Shares 27,200 Est. Cost $369.29 Unrealized
EEM ISHARES TR 1.1%
Value ($000) $8,819 Shares 200,000 Est. Cost $36.92 Unrealized
CMCSA COMCAST CORP NEW 1.1%
Value ($000) $8,655 Shares 187,100 Est. Cost $32.76 Unrealized +14.8%
FXI ISHARES TR 1.1%
Value ($000) $8,400 Shares 200,000 Est. Cost $39.80 Unrealized
AMD ADVANCED MICRO DEVICES INC 1.0%
Value ($000) $8,051 Shares 98,200 Est. Cost $53.02 Unrealized +40.0%
GILD GILEAD SCIENCES INC 1.0%
Value ($000) $7,966 Shares 126,061 Est. Cost $57.20 Unrealized -1.9%
MSFT MICROSOFT CORP 1.0%
Value ($000) $7,637 Shares 36,310 Est. Cost $200.75 Unrealized 0.0%
SBUX STARBUCKS CORP 0.9%
Value ($000) $7,295 Shares 84,900 Est. Cost Unrealized
NFLX NETFLIX INC 0.9%
Value ($000) $7,250 Shares 14,500 Est. Cost $35.38 Unrealized +40.7%
QQQ INVESCO QQQ TR 0.9%
Value ($000) $6,946 Shares 25,000 Est. Cost $247.60 Unrealized
BARCLAYS BANK PLC 0.9%
Value ($000) $6,803 Shares 273,200 Est. Cost Unrealized
XLI SELECT SECTOR SPDR TR 0.9%
Value ($000) $6,760 Shares 87,800 Est. Cost $60.85 Unrealized
ACTIVISION BLIZZARD INC 0.8%
Value ($000) $5,990 Shares 74,000 Est. Cost $69.95 Unrealized
JUNIPER NETWORKS INC 0.8%
Value ($000) $5,963 Shares 277,360 Est. Cost $22.39 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.7%
Value ($000) $5,549 Shares 50,200 Est. Cost $100.53 Unrealized +10.4%
CHRW C H ROBINSON WORLDWIDE INC 0.7%
Value ($000) $5,518 Shares 54,000 Est. Cost $82.63 Unrealized 0.0%
PCAR PACCAR INC 0.7%
Value ($000) $5,432 Shares 63,700 Est. Cost Unrealized
OLED UNIVERSAL DISPLAY CORP 0.7%
Value ($000) $5,422 Shares 30,000 Est. Cost Unrealized
COST COSTCO WHSL CORP NEW 0.7%
Value ($000) $5,325 Shares 15,000 Est. Cost $279.18 Unrealized +10.7%
IYR ISHARES TR 0.7%
Value ($000) $5,134 Shares 64,300 Est. Cost Unrealized
TCOM TRIP COM GROUP LTD 0.7%
Value ($000) $5,119 Shares 164,400 Est. Cost $31.15 Unrealized
XLF SELECT SECTOR SPDR TR 0.6%
Value ($000) $5,058 Shares 210,100 Est. Cost $23.14 Unrealized
AMGN AMGEN INC 0.6%
Value ($000) $5,058 Shares 19,900 Est. Cost Unrealized
ASML ASML HOLDING N V 0.6%
Value ($000) $5,012 Shares 13,572 Est. Cost $369.29 Unrealized
SEAGATE TECHNOLOGY PLC 0.6%
Value ($000) $4,991 Shares 101,300 Est. Cost $48.42 Unrealized
PG PROCTER AND GAMBLE CO 0.6%
Value ($000) $4,921 Shares 35,400 Est. Cost Unrealized
XLB SELECT SECTOR SPDR TR 0.6%
Value ($000) $4,792 Shares 75,300 Est. Cost Unrealized
AMZN AMAZON COM INC 0.6%
Value ($000) $4,518 Shares 1,435 Est. Cost $157.65 Unrealized 0.0%
DHI D R HORTON INC 0.6%
Value ($000) $4,493 Shares 59,400 Est. Cost $45.81 Unrealized +41.2%
AVGO BROADCOM INC 0.6%
Value ($000) $4,335 Shares 11,900 Est. Cost Unrealized
XLE SELECT SECTOR SPDR TR 0.5%
Value ($000) $4,256 Shares 142,089 Est. Cost $29.06 Unrealized
CITRIX SYS INC 0.5%
Value ($000) $4,022 Shares 29,200 Est. Cost $139.86 Unrealized
EEM ISHARES TR 0.5%
Value ($000) $3,928 Shares 89,069 Est. Cost $36.92 Unrealized
NFLX NETFLIX INC 0.5%
Value ($000) $3,800 Shares 7,600 Est. Cost $35.38 Unrealized +40.7%
CSCO CISCO SYS INC 0.5%
Value ($000) $3,742 Shares 95,000 Est. Cost $37.34 Unrealized -0.7%
TXN TEXAS INSTRS INC 0.5%
Value ($000) $3,698 Shares 25,900 Est. Cost Unrealized
MAS MASCO CORP 0.5%
Value ($000) $3,605 Shares 65,400 Est. Cost Unrealized
AAPL APPLE INC 0.4%
Value ($000) $3,474 Shares 30,000 Est. Cost Unrealized
BKNG BOOKING HOLDINGS INC 0.4%
Value ($000) $3,421 Shares 2,000 Est. Cost Unrealized
GOOGL ALPHABET INC 0.4%
Value ($000) $3,217 Shares 2,195 Est. Cost $75.62 Unrealized 0.0%
NKE NIKE INC 0.4%
Value ($000) $3,139 Shares 25,000 Est. Cost $86.01 Unrealized +15.8%
GS GOLDMAN SACHS GROUP INC 0.4%
Value ($000) $3,135 Shares 15,600 Est. Cost $184.40 Unrealized -2.9%
UPS UNITED PARCEL SERVICE INC 0.4%
Value ($000) $3,132 Shares 18,800 Est. Cost $117.34 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.4%
Value ($000) $3,062 Shares 27,700 Est. Cost $100.53 Unrealized +10.4%
MARVELL TECHNOLOGY GROUP LTD 0.4%
Value ($000) $3,026 Shares 76,200 Est. Cost $35.04 Unrealized
PEP PEPSICO INC 0.4%
Value ($000) $2,772 Shares 20,000 Est. Cost $112.77 Unrealized +2.1%
PEP PEPSICO INC 0.4%
Value ($000) $2,772 Shares 20,000 Est. Cost $112.77 Unrealized +2.1%
EWZ ISHARES INC 0.4%
Value ($000) $2,766 Shares 100,000 Est. Cost Unrealized
EBAY EBAY INC. 0.3%
Value ($000) $2,605 Shares 50,000 Est. Cost Unrealized
CITRIX SYS INC 0.3%
Value ($000) $2,505 Shares 18,190 Est. Cost $139.86 Unrealized
MS MORGAN STANLEY 0.3%
Value ($000) $2,359 Shares 48,800 Est. Cost Unrealized
NFLX NETFLIX INC 0.3%
Value ($000) $2,335 Shares 4,670 Est. Cost $35.38 Unrealized +40.7%
BAC BK OF AMERICA CORP 0.3%
Value ($000) $2,236 Shares 92,811 Est. Cost $21.82 Unrealized 0.0%
BAC BK OF AMERICA CORP 0.3%
Value ($000) $2,233 Shares 92,700 Est. Cost $21.82 Unrealized 0.0%
CHKP CHECK POINT SOFTWARE TECH LT 0.3%
Value ($000) $2,141 Shares 17,800 Est. Cost $122.00 Unrealized 0.0%
CLX CLOROX CO DEL 0.3%
Value ($000) $2,102 Shares 10,000 Est. Cost Unrealized
FXI ISHARES TR 0.3%
Value ($000) $2,100 Shares 50,000 Est. Cost $39.80 Unrealized
PG PROCTER AND GAMBLE CO 0.3%
Value ($000) $2,084 Shares 15,000 Est. Cost Unrealized
JUNIPER NETWORKS INC 0.3%
Value ($000) $2,038 Shares 94,800 Est. Cost $22.39 Unrealized
SEAGATE TECHNOLOGY PLC 0.3%
Value ($000) $2,030 Shares 41,200 Est. Cost $48.42 Unrealized
META FACEBOOK INC 0.3%
Value ($000) $1,964 Shares 7,500 Est. Cost $256.10 Unrealized 0.0%
META FACEBOOK INC 0.2%
Value ($000) $1,866 Shares 7,125 Est. Cost $256.10 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.2%
Value ($000) $1,784 Shares 30,000 Est. Cost $51.23 Unrealized +14.9%
COST COSTCO WHSL CORP NEW 0.2%
Value ($000) $1,775 Shares 5,000 Est. Cost $279.18 Unrealized +10.7%
MRK MERCK & CO. INC 0.2%
Value ($000) $1,609 Shares 19,400 Est. Cost Unrealized
AMGN AMGEN INC 0.2%
Value ($000) $1,550 Shares 6,100 Est. Cost Unrealized
QCOM QUALCOMM INC 0.2%
Value ($000) $1,530 Shares 13,000 Est. Cost $72.41 Unrealized +31.4%
ASML ASML HOLDING N V 0.2%
Value ($000) $1,514 Shares 4,100 Est. Cost $369.29 Unrealized
AVGO BROADCOM INC 0.2%
Value ($000) $1,384 Shares 3,800 Est. Cost Unrealized
CSX CSX CORP 0.2%
Value ($000) $1,289 Shares 16,600 Est. Cost Unrealized
IRDM IRIDIUM COMMUNICATIONS INC 0.2%
Value ($000) $1,279 Shares 50,000 Est. Cost $27.52 Unrealized 0.0%
ADBE ADOBE SYSTEMS INCORPORATED 0.2%
Value ($000) $1,226 Shares 2,500 Est. Cost Unrealized
FOOT LOCKER INC 0.2%
Value ($000) $1,222 Shares 37,000 Est. Cost $29.14 Unrealized
CHKP CHECK POINT SOFTWARE TECH LT 0.1%
Value ($000) $1,107 Shares 9,200 Est. Cost $122.00 Unrealized 0.0%
IRDM IRIDIUM COMMUNICATIONS INC 0.1%
Value ($000) $1,077 Shares 42,110 Est. Cost $27.52 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.1%
Value ($000) $1,075 Shares 7,500 Est. Cost $20.01 Unrealized +31.7%
TRV TRAVELERS COMPANIES INC 0.1%
Value ($000) $1,071 Shares 9,900 Est. Cost $93.55 Unrealized +9.5%
AMAT APPLIED MATLS INC 0.1%
Value ($000) $927 Shares 15,600 Est. Cost $51.23 Unrealized +14.9%
CSX CSX CORP 0.1%
Value ($000) $909 Shares 11,700 Est. Cost Unrealized
BIDU BAIDU INC 0.1%
Value ($000) $899 Shares 7,100 Est. Cost Unrealized
CI CIGNA CORP NEW 0.1%
Value ($000) $866 Shares 5,110 Est. Cost $161.03 Unrealized 0.0%
CI CIGNA CORP NEW 0.1%
Value ($000) $864 Shares 5,100 Est. Cost $161.03 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $859 Shares 6,700 Est. Cost $89.85 Unrealized +16.8%
ES EVERSOURCE ENERGY 0.1%
Value ($000) $836 Shares 10,000 Est. Cost Unrealized
CHKP CHECK POINT SOFTWARE TECH LT 0.1%
Value ($000) $808 Shares 6,717 Est. Cost $122.00 Unrealized 0.0%
CITRIX SYS INC 0.1%
Value ($000) $716 Shares 5,200 Est. Cost $139.86 Unrealized
BXP BOSTON PROPERTIES INC 0.1%
Value ($000) $602 Shares 7,500 Est. Cost Unrealized
BXP BOSTON PROPERTIES INC 0.1%
Value ($000) $602 Shares 7,500 Est. Cost Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $544 Shares 2,000 Est. Cost $274.66 Unrealized +0.4%
NUE NUCOR CORP 0.1%
Value ($000) $516 Shares 11,500 Est. Cost Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.1%
Value ($000) $494 Shares 8,200 Est. Cost $48.58 Unrealized +0.0%
TCOM TRIP COM GROUP LTD 0.1%
Value ($000) $443 Shares 14,220 Est. Cost $31.15 Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $405 Shares 1,490 Est. Cost $274.66 Unrealized +0.4%
MARVELL TECHNOLOGY GROUP LTD 0.1%
Value ($000) $404 Shares 10,170 Est. Cost $35.04 Unrealized
XLF SELECT SECTOR SPDR TR 0.0%
Value ($000) $385 Shares 16,000 Est. Cost $23.14 Unrealized
PCAR PACCAR INC 0.0%
Value ($000) $350 Shares 4,100 Est. Cost Unrealized
CHRW C H ROBINSON WORLDWIDE INC 0.0%
Value ($000) $341 Shares 3,340 Est. Cost $82.63 Unrealized 0.0%
ES EVERSOURCE ENERGY 0.0%
Value ($000) $167 Shares 2,000 Est. Cost Unrealized
TROW PRICE T ROWE GROUP INC 0.0%
Value ($000) $153 Shares 1,190 Est. Cost $89.85 Unrealized +16.8%
TRV TRAVELERS COMPANIES INC 0.0%
Value ($000) $149 Shares 1,380 Est. Cost $93.55 Unrealized +9.5%
MAS MASCO CORP 0.0%
Value ($000) $149 Shares 2,700 Est. Cost Unrealized
FOOT LOCKER INC 0.0%
Value ($000) $99 Shares 3,000 Est. Cost $29.14 Unrealized
AMD ADVANCED MICRO DEVICES INC 0.0%
Value ($000) $57 Shares 700 Est. Cost $53.02 Unrealized +40.0%
AMAT APPLIED MATLS INC 0.0%
Value ($000) $53 Shares 890 Est. Cost $51.23 Unrealized +14.9%
QCOM QUALCOMM INC 0.0%
Value ($000) $36 Shares 300 Est. Cost $72.41 Unrealized +31.4%
TSCO TRACTOR SUPPLY CO 0.0%
Value ($000) $25 Shares 172 Est. Cost $20.01 Unrealized +31.7%
XLF SELECT SECTOR SPDR TR 0.0%
Value ($000) $24 Shares 1,000 Est. Cost $23.14 Unrealized
UPS UNITED PARCEL SERVICE INC 0.0%
Value ($000) $11 Shares 68 Est. Cost $117.34 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 0.0%
Value ($000) $0 Shares 1 Est. Cost $257.82 Unrealized