Capula Management Ltd Hedge Fund

CIK: 0001557017 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $4,708,466 (100.0% shares, 0.0% debt)

Holdings (167)

SPY SPDR S&P 500 ETF TR 21.9%
Value ($000) $1,029,157 Shares 2,166,828 Est. Cost $453.81 Unrealized
AAPL APPLE INC 5.6%
Value ($000) $261,578 Shares 1,473,100 Est. Cost $140.95 Unrealized +9.8%
NVDA NVIDIA CORPORATION 5.0%
Value ($000) $237,406 Shares 807,200 Est. Cost $20.21 Unrealized +35.8%
SPY SPDR S&P 500 ETF TR 5.0%
Value ($000) $233,633 Shares 491,900 Est. Cost $453.81 Unrealized
MSFT MICROSOFT CORP 4.9%
Value ($000) $230,009 Shares 683,900 Est. Cost $266.94 Unrealized +17.4%
QQQ INVESCO QQQ TR 4.4%
Value ($000) $206,724 Shares 519,602 Est. Cost $397.85 Unrealized
XLF SELECT SECTOR SPDR TR 4.1%
Value ($000) $195,066 Shares 4,995,300 Est. Cost $39.05 Unrealized
GOOGL ALPHABET INC 4.1%
Value ($000) $190,915 Shares 65,900 Est. Cost $125.81 Unrealized +13.6%
AMZN AMAZON COM INC 3.9%
Value ($000) $183,389 Shares 55,000 Est. Cost $168.28 Unrealized +1.7%
QQQ INVESCO QQQ TR 2.1%
Value ($000) $99,503 Shares 250,100 Est. Cost $397.85 Unrealized
FXI ISHARES TR 1.9%
Value ($000) $91,450 Shares 2,500,000 Est. Cost $37.49 Unrealized
XLF SELECT SECTOR SPDR TR 1.7%
Value ($000) $80,423 Shares 2,059,500 Est. Cost $39.05 Unrealized
META META PLATFORMS INC 1.6%
Value ($000) $76,823 Shares 228,400 Est. Cost $349.47 Unrealized -5.7%
NFLX NETFLIX INC 1.6%
Value ($000) $75,365 Shares 125,100 Est. Cost $54.16 Unrealized +18.0%
TSLA TESLA INC 1.4%
Value ($000) $65,520 Shares 62,000 Est. Cost $233.88 Unrealized +43.4%
SPY SPDR S&P 500 ETF TR 1.2%
Value ($000) $55,048 Shares 115,900 Est. Cost $453.81 Unrealized
UNP UNION PAC CORP 1.0%
Value ($000) $48,270 Shares 191,600 Est. Cost $195.16 Unrealized +10.2%
UNP UNION PAC CORP 1.0%
Value ($000) $46,607 Shares 185,000 Est. Cost $195.16 Unrealized +10.2%
TIP ISHARES TR 0.8%
Value ($000) $38,760 Shares 300,000 Est. Cost Unrealized
JPM JPMORGAN CHASE & CO 0.8%
Value ($000) $38,004 Shares 240,000 Est. Cost $131.93 Unrealized +12.1%
C CITIGROUP INC 0.8%
Value ($000) $35,697 Shares 591,100 Est. Cost $60.44 Unrealized -5.4%
FXI ISHARES TR 0.8%
Value ($000) $35,483 Shares 970,000 Est. Cost $37.49 Unrealized
IWM ISHARES TR 0.7%
Value ($000) $34,702 Shares 156,000 Est. Cost $222.45 Unrealized
FXI ISHARES TR 0.7%
Value ($000) $34,507 Shares 943,341 Est. Cost $37.49 Unrealized
META META PLATFORMS INC 0.7%
Value ($000) $33,635 Shares 100,000 Est. Cost $349.47 Unrealized -5.7%
WMT WALMART INC 0.7%
Value ($000) $33,279 Shares 230,000 Est. Cost $44.71 Unrealized +1.0%
IWM ISHARES TR 0.6%
Value ($000) $26,480 Shares 119,036 Est. Cost $222.45 Unrealized
AAPL APPLE INC 0.5%
Value ($000) $24,895 Shares 140,200 Est. Cost $140.95 Unrealized +9.8%
IBM INTERNATIONAL BUSINESS MACHS 0.5%
Value ($000) $24,874 Shares 186,100 Est. Cost $112.12 Unrealized -5.0%
MCD MCDONALDS CORP 0.5%
Value ($000) $24,689 Shares 92,100 Est. Cost $209.57 Unrealized +9.6%
WMT WALMART INC 0.5%
Value ($000) $24,265 Shares 167,700 Est. Cost $44.71 Unrealized +1.0%
BAC BK OF AMERICA CORP 0.5%
Value ($000) $24,189 Shares 543,700 Est. Cost $32.18 Unrealized +27.4%
GS GOLDMAN SACHS GROUP INC 0.4%
Value ($000) $20,696 Shares 54,100 Est. Cost $334.05 Unrealized +6.7%
BAC BK OF AMERICA CORP 0.4%
Value ($000) $20,336 Shares 457,100 Est. Cost $32.18 Unrealized +27.4%
XLE SELECT SECTOR SPDR TR 0.4%
Value ($000) $20,113 Shares 362,400 Est. Cost $52.09 Unrealized
NSC NORFOLK SOUTHN CORP 0.4%
Value ($000) $19,500 Shares 65,500 Est. Cost $235.37 Unrealized +8.4%
C CITIGROUP INC 0.4%
Value ($000) $18,051 Shares 298,900 Est. Cost $60.44 Unrealized -5.4%
PEP PEPSICO INC 0.4%
Value ($000) $17,718 Shares 102,000 Est. Cost $126.17 Unrealized +13.7%
GOOGL ALPHABET INC 0.4%
Value ($000) $17,017 Shares 5,874 Est. Cost $125.81 Unrealized +13.6%
NFLX NETFLIX INC 0.4%
Value ($000) $16,868 Shares 28,000 Est. Cost $54.16 Unrealized +18.0%
AMZN AMAZON COM INC 0.4%
Value ($000) $16,672 Shares 5,000 Est. Cost $168.28 Unrealized +1.7%
CSCO CISCO SYS INC 0.3%
Value ($000) $16,147 Shares 254,800 Est. Cost $48.95 Unrealized +3.1%
ASHR DBX ETF TR 0.3%
Value ($000) $16,027 Shares 410,000 Est. Cost $39.09 Unrealized
RTX RAYTHEON TECHNOLOGIES CORP 0.3%
Value ($000) $15,069 Shares 175,100 Est. Cost $71.05 Unrealized +11.6%
KO COCA COLA CO 0.3%
Value ($000) $14,803 Shares 250,000 Est. Cost $48.32 Unrealized +1.8%
IBM INTERNATIONAL BUSINESS MACHS 0.3%
Value ($000) $13,379 Shares 100,100 Est. Cost $112.12 Unrealized -5.0%
RTX RAYTHEON TECHNOLOGIES CORP 0.3%
Value ($000) $12,909 Shares 150,000 Est. Cost $71.05 Unrealized +11.6%
PLUG PLUG POWER INC 0.3%
Value ($000) $12,704 Shares 450,000 Est. Cost $34.60 Unrealized 0.0%
COIN COINBASE GLOBAL INC 0.3%
Value ($000) $12,619 Shares 50,000 Est. Cost Unrealized
TXN TEXAS INSTRS INC 0.3%
Value ($000) $12,251 Shares 65,000 Est. Cost $149.51 Unrealized +13.8%
AMZN AMAZON COM INC 0.2%
Value ($000) $11,677 Shares 3,502 Est. Cost $168.28 Unrealized +1.7%
MCD MCDONALDS CORP 0.2%
Value ($000) $11,125 Shares 41,500 Est. Cost $209.57 Unrealized +9.6%
WDAY WORKDAY INC 0.2%
Value ($000) $10,927 Shares 40,000 Est. Cost $244.63 Unrealized +13.5%
XLI SELECT SECTOR SPDR TR 0.2%
Value ($000) $10,422 Shares 98,500 Est. Cost $105.82 Unrealized
TXN TEXAS INSTRS INC 0.2%
Value ($000) $10,366 Shares 55,000 Est. Cost $149.51 Unrealized +13.8%
WDAY WORKDAY INC 0.2%
Value ($000) $10,244 Shares 37,500 Est. Cost $244.63 Unrealized +13.5%
LMT LOCKHEED MARTIN CORP 0.2%
Value ($000) $9,596 Shares 27,000 Est. Cost Unrealized
XLB SELECT SECTOR SPDR TR 0.2%
Value ($000) $9,514 Shares 105,000 Est. Cost Unrealized
QQQ INVESCO QQQ TR 0.2%
Value ($000) $9,509 Shares 23,900 Est. Cost $397.85 Unrealized
CSX CSX CORP 0.2%
Value ($000) $9,400 Shares 250,000 Est. Cost $30.96 Unrealized +7.5%
BKNG BOOKING HOLDINGS INC 0.2%
Value ($000) $9,357 Shares 3,900 Est. Cost $2225.31 Unrealized +4.8%
XLI SELECT SECTOR SPDR TR 0.2%
Value ($000) $9,343 Shares 88,300 Est. Cost $105.82 Unrealized
ITW ILLINOIS TOOL WKS INC 0.2%
Value ($000) $9,033 Shares 36,600 Est. Cost $205.01 Unrealized +2.6%
NSC NORFOLK SOUTHN CORP 0.2%
Value ($000) $8,991 Shares 30,200 Est. Cost $235.37 Unrealized +8.4%
IWM ISHARES TR 0.2%
Value ($000) $8,653 Shares 38,900 Est. Cost $222.45 Unrealized
GS GOLDMAN SACHS GROUP INC 0.2%
Value ($000) $8,607 Shares 22,500 Est. Cost $334.05 Unrealized +6.7%
MSFT MICROSOFT CORP 0.2%
Value ($000) $8,408 Shares 25,000 Est. Cost $266.94 Unrealized +17.4%
BKNG BOOKING HOLDINGS INC 0.2%
Value ($000) $8,397 Shares 3,500 Est. Cost $2225.31 Unrealized +4.8%
MSFT MICROSOFT CORP 0.2%
Value ($000) $8,167 Shares 24,283 Est. Cost $266.94 Unrealized +17.4%
CMG CHIPOTLE MEXICAN GRILL INC 0.2%
Value ($000) $8,042 Shares 4,600 Est. Cost $32.55 Unrealized +8.2%
MMM 3M CO 0.2%
Value ($000) $7,940 Shares 44,700 Est. Cost $137.38 Unrealized -7.3%
KO COCA COLA CO 0.2%
Value ($000) $7,620 Shares 128,700 Est. Cost $48.32 Unrealized +1.8%
AAPL APPLE INC 0.2%
Value ($000) $7,552 Shares 42,527 Est. Cost $140.95 Unrealized +9.8%
SMH VANECK ETF TRUST 0.2%
Value ($000) $7,534 Shares 24,400 Est. Cost Unrealized
GLD SPDR GOLD TR 0.2%
Value ($000) $7,437 Shares 43,500 Est. Cost Unrealized
ITW ILLINOIS TOOL WKS INC 0.2%
Value ($000) $7,379 Shares 29,900 Est. Cost $205.01 Unrealized +2.6%
JPM JPMORGAN CHASE & CO 0.2%
Value ($000) $7,177 Shares 45,322 Est. Cost $131.93 Unrealized +12.1%
LMT LOCKHEED MARTIN CORP 0.2%
Value ($000) $7,108 Shares 20,000 Est. Cost Unrealized
KEYS KEYSIGHT TECHNOLOGIES INC 0.1%
Value ($000) $6,980 Shares 33,800 Est. Cost $145.10 Unrealized +28.9%
CVS CVS HEALTH CORP 0.1%
Value ($000) $6,736 Shares 65,300 Est. Cost $70.25 Unrealized +14.6%
MCHP MICROCHIP TECHNOLOGY INC. 0.1%
Value ($000) $6,669 Shares 76,600 Est. Cost Unrealized
ESI ELEMENT SOLUTIONS INC 0.1%
Value ($000) $6,643 Shares 273,600 Est. Cost $22.24 Unrealized 0.0%
ESI ELEMENT SOLUTIONS INC 0.1%
Value ($000) $6,643 Shares 273,600 Est. Cost $22.24 Unrealized 0.0%
CSX CSX CORP 0.1%
Value ($000) $6,580 Shares 175,000 Est. Cost $30.96 Unrealized +7.5%
XLF SELECT SECTOR SPDR TR 0.1%
Value ($000) $6,526 Shares 167,131 Est. Cost $39.05 Unrealized
PNC PNC FINL SVCS GROUP INC 0.1%
Value ($000) $6,517 Shares 32,500 Est. Cost $135.30 Unrealized +28.8%
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $6,508 Shares 41,100 Est. Cost $131.93 Unrealized +12.1%
CAT CATERPILLAR INC 0.1%
Value ($000) $6,223 Shares 30,100 Est. Cost $206.96 Unrealized -9.8%
PNC PNC FINL SVCS GROUP INC 0.1%
Value ($000) $6,156 Shares 30,700 Est. Cost $135.30 Unrealized +28.8%
DOW DOW INC 0.1%
Value ($000) $6,148 Shares 108,400 Est. Cost $47.81 Unrealized -5.8%
KRE SPDR SER TR 0.1%
Value ($000) $6,136 Shares 86,600 Est. Cost Unrealized
NFLX NETFLIX INC 0.1%
Value ($000) $6,078 Shares 10,090 Est. Cost $54.16 Unrealized +18.0%
CRM SALESFORCE COM INC 0.1%
Value ($000) $5,972 Shares 23,500 Est. Cost $239.68 Unrealized +15.8%
NTAP NETAPP INC 0.1%
Value ($000) $5,970 Shares 64,900 Est. Cost $75.95 Unrealized +7.3%
XLU SELECT SECTOR SPDR TR 0.1%
Value ($000) $5,884 Shares 82,200 Est. Cost Unrealized
CVX CHEVRON CORP NEW 0.1%
Value ($000) $5,868 Shares 50,000 Est. Cost $83.57 Unrealized +15.0%
CVX CHEVRON CORP NEW 0.1%
Value ($000) $5,868 Shares 50,000 Est. Cost $83.57 Unrealized +15.0%
SWK STANLEY BLACK & DECKER INC 0.1%
Value ($000) $5,659 Shares 30,000 Est. Cost $166.72 Unrealized -4.9%
NVDA NVIDIA CORPORATION 0.1%
Value ($000) $5,655 Shares 19,227 Est. Cost $20.21 Unrealized +35.8%
SMH VANECK ETF TRUST 0.1%
Value ($000) $5,620 Shares 18,200 Est. Cost Unrealized
USB US BANCORP DEL 0.1%
Value ($000) $5,617 Shares 100,000 Est. Cost $46.66 Unrealized +4.7%
CAT CATERPILLAR INC 0.1%
Value ($000) $5,313 Shares 25,700 Est. Cost $206.96 Unrealized -9.8%
MMM 3M CO 0.1%
Value ($000) $5,276 Shares 29,700 Est. Cost $137.38 Unrealized -7.3%
ASHR DBX ETF TR 0.1%
Value ($000) $5,082 Shares 130,000 Est. Cost $39.09 Unrealized
COF CAPITAL ONE FINL CORP 0.1%
Value ($000) $5,020 Shares 34,600 Est. Cost $142.66 Unrealized +0.5%
C CITIGROUP INC 0.1%
Value ($000) $4,971 Shares 82,313 Est. Cost $60.44 Unrealized -5.4%
DOW DOW INC 0.1%
Value ($000) $4,929 Shares 86,900 Est. Cost $47.81 Unrealized -5.8%
JD JD.COM INC 0.1%
Value ($000) $4,905 Shares 70,000 Est. Cost $70.07 Unrealized
XLE SELECT SECTOR SPDR TR 0.1%
Value ($000) $4,723 Shares 85,100 Est. Cost $52.09 Unrealized
SWK STANLEY BLACK & DECKER INC 0.1%
Value ($000) $4,640 Shares 24,600 Est. Cost $166.72 Unrealized -4.9%
KRE SPDR SER TR 0.1%
Value ($000) $4,577 Shares 64,600 Est. Cost Unrealized
CRM SALESFORCE COM INC 0.1%
Value ($000) $4,574 Shares 18,000 Est. Cost $239.68 Unrealized +15.8%
XLV SELECT SECTOR SPDR TR 0.1%
Value ($000) $4,523 Shares 32,100 Est. Cost Unrealized
VANECK ETF TRUST 0.1%
Value ($000) $4,444 Shares 166,700 Est. Cost Unrealized
PG PROCTER AND GAMBLE CO 0.1%
Value ($000) $4,368 Shares 26,700 Est. Cost $125.43 Unrealized +6.9%
PG PROCTER AND GAMBLE CO 0.1%
Value ($000) $4,368 Shares 26,700 Est. Cost $125.43 Unrealized +6.9%
GOOGL ALPHABET INC 0.1%
Value ($000) $4,346 Shares 1,500 Est. Cost $125.81 Unrealized +13.6%
KHC KRAFT HEINZ CO 0.1%
Value ($000) $4,308 Shares 120,000 Est. Cost $29.49 Unrealized 0.0%
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.1%
Value ($000) $4,103 Shares 34,100 Est. Cost $112.36 Unrealized
XLI SELECT SECTOR SPDR TR 0.1%
Value ($000) $4,029 Shares 38,074 Est. Cost $105.82 Unrealized
META META PLATFORMS INC 0.1%
Value ($000) $3,699 Shares 10,998 Est. Cost $349.47 Unrealized -5.7%
CMG CHIPOTLE MEXICAN GRILL INC 0.1%
Value ($000) $3,497 Shares 2,000 Est. Cost $32.55 Unrealized +8.2%
XLY SELECT SECTOR SPDR TR 0.1%
Value ($000) $3,475 Shares 17,000 Est. Cost Unrealized
PINS PINTEREST INC 0.1%
Value ($000) $3,435 Shares 94,500 Est. Cost $44.44 Unrealized 0.0%
XLP SELECT SECTOR SPDR TR 0.1%
Value ($000) $3,431 Shares 44,500 Est. Cost Unrealized
INTC INTEL CORP 0.1%
Value ($000) $3,348 Shares 65,000 Est. Cost $53.46 Unrealized -11.5%
XLV SELECT SECTOR SPDR TR 0.1%
Value ($000) $3,339 Shares 23,700 Est. Cost Unrealized
EMR EMERSON ELEC CO 0.1%
Value ($000) $3,263 Shares 35,100 Est. Cost $72.68 Unrealized +19.0%
GDX VANECK ETF TRUST 0.1%
Value ($000) $3,203 Shares 100,000 Est. Cost Unrealized
WDC WESTERN DIGITAL CORP. 0.1%
Value ($000) $3,189 Shares 48,900 Est. Cost $47.33 Unrealized -8.5%
GS GOLDMAN SACHS GROUP INC 0.1%
Value ($000) $2,990 Shares 7,817 Est. Cost $334.05 Unrealized +6.7%
MRK MERCK & CO INC 0.1%
Value ($000) $2,981 Shares 38,900 Est. Cost $63.46 Unrealized +10.1%
EMR EMERSON ELEC CO 0.1%
Value ($000) $2,789 Shares 30,000 Est. Cost $72.68 Unrealized +19.0%
FDX FEDEX CORP 0.1%
Value ($000) $2,742 Shares 10,600 Est. Cost $248.69 Unrealized -11.6%
TXN TEXAS INSTRS INC 0.1%
Value ($000) $2,528 Shares 13,413 Est. Cost $149.51 Unrealized +13.8%
PLUG PLUG POWER INC 0.1%
Value ($000) $2,487 Shares 88,113 Est. Cost $34.60 Unrealized 0.0%
NTAP NETAPP INC 0.1%
Value ($000) $2,484 Shares 27,000 Est. Cost $75.95 Unrealized +7.3%
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.1%
Value ($000) $2,406 Shares 20,000 Est. Cost $112.36 Unrealized
SWKS SKYWORKS SOLUTIONS INC 0.0%
Value ($000) $2,327 Shares 15,000 Est. Cost $160.14 Unrealized -11.3%
SWKS SKYWORKS SOLUTIONS INC 0.0%
Value ($000) $2,327 Shares 15,000 Est. Cost $160.14 Unrealized -11.3%
COF CAPITAL ONE FINL CORP 0.0%
Value ($000) $2,327 Shares 16,040 Est. Cost $142.66 Unrealized +0.5%
TSLA TESLA INC 0.0%
Value ($000) $2,262 Shares 2,140 Est. Cost $233.88 Unrealized +43.4%
MRK MERCK & CO INC 0.0%
Value ($000) $2,207 Shares 28,800 Est. Cost $63.46 Unrealized +10.1%
PINS PINTEREST INC 0.0%
Value ($000) $2,200 Shares 60,530 Est. Cost $44.44 Unrealized 0.0%
ADSK AUTODESK INC 0.0%
Value ($000) $2,193 Shares 7,800 Est. Cost $302.80 Unrealized -3.7%
XLU SELECT SECTOR SPDR TR 0.0%
Value ($000) $2,004 Shares 28,000 Est. Cost Unrealized
KHC KRAFT HEINZ CO 0.0%
Value ($000) $1,830 Shares 50,980 Est. Cost $29.49 Unrealized 0.0%
ETN EATON CORP PLC 0.0%
Value ($000) $1,711 Shares 9,900 Est. Cost $148.38 Unrealized +4.8%
MCHP MICROCHIP TECHNOLOGY INC. 0.0%
Value ($000) $1,637 Shares 18,800 Est. Cost Unrealized
ADSK AUTODESK INC 0.0%
Value ($000) $1,575 Shares 5,600 Est. Cost $302.80 Unrealized -3.7%
MMM 3M CO 0.0%
Value ($000) $1,573 Shares 8,858 Est. Cost $137.38 Unrealized -7.3%
GD GENERAL DYNAMICS CORP 0.0%
Value ($000) $1,480 Shares 7,100 Est. Cost $147.01 Unrealized +26.0%
TWITTER INC 0.0%
Value ($000) $1,348 Shares 31,200 Est. Cost $61.29 Unrealized
USB US BANCORP DEL 0.0%
Value ($000) $1,045 Shares 18,600 Est. Cost $46.66 Unrealized +4.7%
NIO NIO INC 0.0%
Value ($000) $1,033 Shares 32,600 Est. Cost $42.27 Unrealized
XLE SELECT SECTOR SPDR TR 0.0%
Value ($000) $953 Shares 17,169 Est. Cost $52.09 Unrealized
TWITTER INC 0.0%
Value ($000) $952 Shares 22,022 Est. Cost $61.29 Unrealized
FDX FEDEX CORP 0.0%
Value ($000) $931 Shares 3,600 Est. Cost $248.69 Unrealized -11.6%
WDAY WORKDAY INC 0.0%
Value ($000) $874 Shares 3,200 Est. Cost $244.63 Unrealized +13.5%
SWK STANLEY BLACK & DECKER INC 0.0%
Value ($000) $849 Shares 4,503 Est. Cost $166.72 Unrealized -4.9%
CRM SALESFORCE COM INC 0.0%
Value ($000) $668 Shares 2,630 Est. Cost $239.68 Unrealized +15.8%
CVS CVS HEALTH CORP 0.0%
Value ($000) $649 Shares 6,290 Est. Cost $70.25 Unrealized +14.6%
INTC INTEL CORP 0.0%
Value ($000) $622 Shares 12,080 Est. Cost $53.46 Unrealized -11.5%
ESI ELEMENT SOLUTIONS INC 0.0%
Value ($000) $618 Shares 25,450 Est. Cost $22.24 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.0%
Value ($000) $455 Shares 260 Est. Cost $32.55 Unrealized +8.2%
NIO NIO INC 0.0%
Value ($000) $326 Shares 10,300 Est. Cost $42.27 Unrealized
WDC WESTERN DIGITAL CORP. 0.0%
Value ($000) $300 Shares 4,600 Est. Cost $47.33 Unrealized -8.5%