Capitolis Liquid Global Markets LLC Quant / Systematic

CIK: 0001960050 · Show all filings

Period: Q4 2023 (Next →)

Filing Date: Feb 14, 2024

Total Value ($000): $2,432,272 (100.0% shares, 0.0% debt)

Holdings (74)

TLT ISHARES TR 7.9%
Value ($000) $192,816 Shares 1,950,000 Est. Cost $98.88 Unrealized
IEF ISHARES TR 7.1%
Value ($000) $173,502 Shares 1,800,000 Est. Cost $96.39 Unrealized
ACWI ISHARES TR 5.5%
Value ($000) $132,912 Shares 1,306,000 Est. Cost $101.77 Unrealized
AMZN AMAZON COM INC 4.9%
Value ($000) $119,926 Shares 789,300 Est. Cost $140.18 Unrealized 0.0%
AAPL APPLE INC 4.6%
Value ($000) $112,052 Shares 582,000 Est. Cost $182.81 Unrealized 0.0%
MSFT MICROSOFT CORP 4.1%
Value ($000) $100,779 Shares 268,000 Est. Cost $350.36 Unrealized 0.0%
NVDA NVIDIA CORPORATION 4.1%
Value ($000) $100,530 Shares 203,000 Est. Cost $46.31 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 3.8%
Value ($000) $93,555 Shares 550,000 Est. Cost $144.89 Unrealized 0.0%
CL COLGATE PALMOLIVE CO 3.4%
Value ($000) $83,058 Shares 1,042,000 Est. Cost $71.73 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 3.2%
Value ($000) $78,370 Shares 500,000 Est. Cost $143.59 Unrealized 0.0%
MU MICRON TECHNOLOGY INC 3.0%
Value ($000) $74,160 Shares 869,000 Est. Cost $73.62 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 2.9%
Value ($000) $71,512 Shares 488,000 Est. Cost $140.61 Unrealized 0.0%
MA MASTERCARD INCORPORATED 2.5%
Value ($000) $61,417 Shares 144,000 Est. Cost $397.11 Unrealized 0.0%
SCHW SCHWAB CHARLES CORP 2.3%
Value ($000) $55,040 Shares 800,000 Est. Cost $56.12 Unrealized 0.0%
WMT WALMART INC 1.9%
Value ($000) $45,876 Shares 291,000 Est. Cost $51.64 Unrealized 0.0%
CSCO CISCO SYS INC 1.9%
Value ($000) $45,670 Shares 904,000 Est. Cost $47.98 Unrealized 0.0%
VRTX VERTEX PHARMACEUTICALS INC 1.8%
Value ($000) $44,758 Shares 110,000 Est. Cost $369.42 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO 1.8%
Value ($000) $44,614 Shares 869,500 Est. Cost $47.02 Unrealized 0.0%
TJX TJX COS INC NEW 1.8%
Value ($000) $43,903 Shares 468,000 Est. Cost $87.27 Unrealized 0.0%
CRM SALESFORCE INC 1.7%
Value ($000) $42,102 Shares 160,000 Est. Cost $223.60 Unrealized 0.0%
PEP PEPSICO INC 1.6%
Value ($000) $39,063 Shares 230,000 Est. Cost $153.75 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 1.6%
Value ($000) $38,577 Shares 100,000 Est. Cost $317.74 Unrealized 0.0%
QCOM QUALCOMM INC 1.5%
Value ($000) $36,158 Shares 250,000 Est. Cost $118.34 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 1.3%
Value ($000) $32,180 Shares 71,000 Est. Cost $417.42 Unrealized 0.0%
HD HOME DEPOT INC 1.2%
Value ($000) $29,844 Shares 86,117 Est. Cost $293.72 Unrealized 0.0%
PBR PETROLEO BRASILEIRO SA PETRO 1.2%
Value ($000) $28,746 Shares 1,800,000 Est. Cost $15.97 Unrealized
MCHI ISHARES TR 1.2%
Value ($000) $28,518 Shares 700,000 Est. Cost $40.74 Unrealized
UNH UNITEDHEALTH GROUP INC 1.1%
Value ($000) $26,850 Shares 51,000 Est. Cost $511.31 Unrealized 0.0%
LNWO LIGHT & WONDER INC 1.1%
Value ($000) $25,947 Shares 316,000 Est. Cost $80.25 Unrealized 0.0%
NRG NRG ENERGY INC 1.1%
Value ($000) $25,850 Shares 500,000 Est. Cost $43.46 Unrealized 0.0%
VCIT VANGUARD SCOTTSDALE FDS 1.1%
Value ($000) $25,603 Shares 315,000 Est. Cost $81.28 Unrealized
META META PLATFORMS INC 1.0%
Value ($000) $24,777 Shares 70,000 Est. Cost $323.40 Unrealized 0.0%
TGT TARGET CORP 0.9%
Value ($000) $21,363 Shares 150,000 Est. Cost $113.03 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.8%
Value ($000) $19,655 Shares 327,200 Est. Cost $52.33 Unrealized 0.0%
ABBV ABBVIE INC 0.7%
Value ($000) $17,047 Shares 110,000 Est. Cost $135.72 Unrealized 0.0%
BIIB BIOGEN INC 0.6%
Value ($000) $13,974 Shares 54,000 Est. Cost $245.62 Unrealized 0.0%
VTV VANGUARD INDEX FDS 0.6%
Value ($000) $13,455 Shares 90,000 Est. Cost $149.50 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.5%
Value ($000) $13,054 Shares 110,300 Est. Cost $111.25 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.5%
Value ($000) $12,720 Shares 54,600 Est. Cost $222.04 Unrealized 0.0%
ADBE ADOBE INC 0.5%
Value ($000) $12,529 Shares 21,000 Est. Cost $576.76 Unrealized 0.0%
VWO VANGUARD INTL EQUITY INDEX F 0.5%
Value ($000) $12,330 Shares 300,000 Est. Cost $41.10 Unrealized
PDD PDD HOLDINGS INC 0.5%
Value ($000) $12,144 Shares 83,000 Est. Cost $146.31 Unrealized
KO COCA COLA CO 0.5%
Value ($000) $11,786 Shares 200,000 Est. Cost $53.26 Unrealized 0.0%
VT VANGUARD INTL EQUITY INDEX F 0.4%
Value ($000) $10,288 Shares 100,000 Est. Cost $102.88 Unrealized
AGG ISHARES TR 0.4%
Value ($000) $9,925 Shares 100,000 Est. Cost $99.25 Unrealized
UBER UBER TECHNOLOGIES INC 0.4%
Value ($000) $9,236 Shares 150,000 Est. Cost $52.31 Unrealized 0.0%
CVS CVS HEALTH CORP 0.4%
Value ($000) $9,159 Shares 116,000 Est. Cost $65.40 Unrealized 0.0%
ASML ASML HOLDING N V 0.3%
Value ($000) $8,326 Shares 11,000 Est. Cost $756.92 Unrealized
MRK MERCK & CO INC 0.3%
Value ($000) $7,991 Shares 73,300 Est. Cost $96.81 Unrealized 0.0%
JUNIPER NETWORKS INC 0.3%
Value ($000) $7,783 Shares 264,000 Est. Cost $29.48 Unrealized
KVUE KENVUE INC 0.3%
Value ($000) $7,536 Shares 350,000 Est. Cost $18.40 Unrealized 0.0%
HESS CORP 0.3%
Value ($000) $7,352 Shares 51,000 Est. Cost $144.16 Unrealized
COST COSTCO WHSL CORP NEW 0.3%
Value ($000) $6,601 Shares 10,000 Est. Cost $573.49 Unrealized 0.0%
VNO VORNADO RLTY TR 0.3%
Value ($000) $6,356 Shares 225,000 Est. Cost $28.25 Unrealized
AMD ADVANCED MICRO DEVICES INC 0.3%
Value ($000) $6,191 Shares 42,000 Est. Cost $117.86 Unrealized 0.0%
MTCH MATCH GROUP INC NEW 0.3%
Value ($000) $6,190 Shares 169,600 Est. Cost $33.00 Unrealized 0.0%
MMM 3M CO 0.3%
Value ($000) $6,089 Shares 55,700 Est. Cost $75.54 Unrealized 0.0%
HON HONEYWELL INTL INC 0.2%
Value ($000) $5,977 Shares 28,500 Est. Cost $172.33 Unrealized 0.0%
C CITIGROUP INC 0.2%
Value ($000) $5,957 Shares 115,800 Est. Cost $41.35 Unrealized 0.0%
PFE PFIZER INC 0.2%
Value ($000) $5,948 Shares 206,600 Est. Cost $26.40 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 0.2%
Value ($000) $5,936 Shares 63,100 Est. Cost $83.71 Unrealized 0.0%
HUM HUMANA INC 0.2%
Value ($000) $5,906 Shares 12,900 Est. Cost $479.75 Unrealized 0.0%
XEL XCEL ENERGY INC 0.2%
Value ($000) $5,875 Shares 94,900 Est. Cost $55.51 Unrealized 0.0%
CI THE CIGNA GROUP 0.2%
Value ($000) $5,869 Shares 19,600 Est. Cost $280.77 Unrealized 0.0%
CAH CARDINAL HEALTH INC 0.2%
Value ($000) $5,836 Shares 57,900 Est. Cost $95.72 Unrealized 0.0%
MARATHON OIL CORP 0.2%
Value ($000) $5,738 Shares 237,500 Est. Cost $24.16 Unrealized
DAL DELTA AIR LINES INC DEL 0.2%
Value ($000) $5,729 Shares 142,400 Est. Cost $35.44 Unrealized 0.0%
GOOG ALPHABET INC 0.2%
Value ($000) $5,637 Shares 40,000 Est. Cost $134.68 Unrealized 0.0%
AVGO BROADCOM INC 0.2%
Value ($000) $5,581 Shares 5,000 Est. Cost $92.23 Unrealized 0.0%
ADM ARCHER DANIELS MIDLAND CO 0.2%
Value ($000) $5,055 Shares 70,000 Est. Cost $67.79 Unrealized 0.0%
AZN ASTRAZENECA PLC 0.2%
Value ($000) $4,849 Shares 72,000 Est. Cost $67.35 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 0.1%
Value ($000) $2,412 Shares 10,000 Est. Cost $225.07 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.0%
Value ($000) $1,145 Shares 90,000 Est. Cost $9.98 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 0.0%
Value ($000) $1,077 Shares 10,000 Est. Cost $89.69 Unrealized 0.0%