CAPITAL FUND MANAGEMENT S.A. Q1 2020 Filing
Filed May 13, 2020
Portfolio Value
$6.5B
Holdings
998
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (998 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | LRCXEURLam Research Corp | 64,445 | $15.5B | 239.28% | Put |
| 102 | CTRACabot Oil & Gas Corp | 898,857 | $15.5B | 239.03% | Put |
| 103 | MPCMARATHON PETROLEUM CORP | 621,583 | $14.7B | 227.12% | Put |
| 104 | GDXVanEck Vectors Gold Miners ETF | 636,000 | $14.7B | 226.69% | Put |
| 105 | CVXChevron Corp | 200,449 | $14.5B | 224.69% | Put |
| 106 | LOWLowe's Cos Inc | 168,650 | $14.5B | 224.51% | Put |
| 107 | VALEVale SA | 1,740,408 | $14.4B | 223.21% | |
| 108 | VENVentas Inc | 537,119 | $14.4B | 222.68% | Put |
| 109 | MEDPMedpace Holdings Inc | 194,127 | $14.2B | 220.38% | |
| 110 | TMUST-Mobile US Inc | 167,867 | $14.1B | 217.88% | |
| 111 | HIGHartford Financial Services Group Inc/The | 398,230 | $14.0B | 217.11% | |
| 112 | FNVFRANCO-NEVADA CORP | 140,075 | $13.9B | 215.66% | Put |
| 113 | AMDAdvanced Micro Devices Inc | 305,643 | $13.9B | 215.05% | Put |
| 114 | ABMDEURAbiomed Inc | 95,232 | $13.8B | 213.86% | Call |
| 115 | REGNRegeneron Pharmaceuticals Inc | 28,300 | $13.8B | 213.78% | Put |
| 116 | USBUS Bancorp | 399,509 | $13.8B | 212.92% | Put |
| 117 | ALSNAllison Transmission Holdings Inc | 416,155 | $13.6B | 209.95% | |
| 118 | PBRPetroleo Brasileiro SA | 2,462,361 | $13.5B | 209.51% | |
| 119 | DGDollar General Corp | 89,599 | $13.5B | 209.33% | Put |
| 120 | CMECME Group Inc | 77,810 | $13.5B | 208.12% | Put |
| 121 | CFCF Industries Holdings Inc | 491,361 | $13.4B | 206.76% | Put |
| 122 | QRVOQorvo Inc | 165,029 | $13.3B | 205.86% | Put |
| 123 | TALTAL EDUCATION GROUP | 249,056 | $13.3B | 205.21% | |
| 124 | DUKDuke Energy Corp | 163,548 | $13.2B | 204.64% | |
| 125 | 0VVBViacomCBS Inc | 943,200 | $13.2B | 204.43% | Put |
| 126 | KELKellogg Co | 217,200 | $13.0B | 201.58% | Put |
| 127 | NSCNorfolk Southern Corp | 88,016 | $12.9B | 198.81% | Put |
| 128 | ADBEAdobe Inc | 39,997 | $12.7B | 196.91% | Put |
| 129 | WDAYWorkday Inc | 97,378 | $12.7B | 196.16% | Put |
| 130 | CRMSalesforce.com Inc | 87,665 | $12.6B | 195.27% | Put |
| 131 | WMWaste Management Inc | 135,388 | $12.5B | 193.87% | Put |
| 132 | MMM3M Co | 91,316 | $12.5B | 192.84% | Put |
| 133 | CLXClorox Co/The | 70,688 | $12.2B | 189.45% | Put |
| 134 | JDJD.com Inc | 300,305 | $12.2B | 188.17% | Put |
| 135 | NEMNewmont Corp | 265,351 | $12.0B | 185.89% | Put |
| 136 | ASMLASML Holding NV | 44,843 | $11.7B | 181.51% | Put |
| 137 | CMICummins Inc | 86,678 | $11.7B | 181.45% | Put |
| 138 | DVADaVita Inc | 153,688 | $11.7B | 180.83% | Put |
| 139 | AWIArmstrong World Industries Inc | 147,122 | $11.7B | 180.76% | |
| 140 | SPLKCHFSplunk Inc | 92,200 | $11.6B | 180.06% | Put |
| 141 | EQREquity Residential | 186,307 | $11.5B | 177.86% | |
| 142 | HSYHershey Co/The | 86,175 | $11.4B | 176.66% | Put |
| 143 | ETREntergy Corp | 120,381 | $11.3B | 175.00% | Put |
| 144 | ADSKAutodesk Inc | 71,191 | $11.1B | 171.92% | Put |
| 145 | STTState Street Corp | 202,488 | $10.8B | 166.88% | Put |
| 146 | INCYIncyte Corp | 141,709 | $10.4B | 160.54% | |
| 147 | MCDMcDonald's Corp | 62,600 | $10.4B | 160.13% | Put |
| 148 | BHPBHP Group Ltd | 281,975 | $10.3B | 160.06% | |
| 149 | EFAiShares MSCI EAFE ETF | 192,600 | $10.3B | 159.28% | Put |
| 150 | AWNAdvance Auto Parts Inc | 110,149 | $10.3B | 159.02% | |
| 151 | RSRELIANCE STEEL & ALUMINUM CO | 114,220 | $10.0B | 154.78% | |
| 152 | ATVIEURActivision Blizzard Inc | 167,100 | $9.9B | 153.76% | Put |
| 153 | BUDAnheuser-Busch InBev SA/NV | 224,800 | $9.9B | 153.43% | Put |
| 154 | EWZiShares MSCI Brazil ETF | 417,000 | $9.8B | 152.00% | Put |
| 155 | STZConstellation Brands Inc | 68,100 | $9.8B | 151.04% | Put |
| 156 | CSCOCisco Systems Inc | 246,437 | $9.7B | 149.86% | Put |
| 157 | SRESempra Energy | 85,100 | $9.6B | 148.76% | Put |
| 158 | FEFirstEnergy Corp | 236,213 | $9.5B | 146.43% | Call |
| 159 | PRUPrudential Financial Inc | 179,789 | $9.4B | 145.02% | |
| 160 | SBACSBA Communications Corp | 34,664 | $9.4B | 144.77% | |
| 161 | PCARPACCAR Inc | 151,310 | $9.3B | 143.10% | Put |
| 162 | KRKROGER CO/THE | 304,477 | $9.2B | 141.88% | Put |
| 163 | NVONovo Nordisk A/S | 150,864 | $9.1B | 140.50% | |
| 164 | AONAon PLC/UK | 54,098 | $8.9B | 138.13% | Call |
| 165 | UNUSDUnilever NV | 182,541 | $8.9B | 137.78% | |
| 166 | RFRegions Financial Corp | 992,216 | $8.9B | 137.69% | |
| 167 | MBTGBPMobile TeleSystems PJSC | 1,162,059 | $8.8B | 136.63% | |
| 168 | XLNXEURXilinx Inc | 112,330 | $8.8B | 135.44% | Put |
| 169 | STXSeagate Technology PLC | 178,652 | $8.7B | 134.89% | Put |
| 170 | CFGCitizens Financial Group Inc | 460,713 | $8.7B | 134.07% | |
| 171 | HCAHCA Healthcare Inc | 96,025 | $8.6B | 133.48% | |
| 172 | VLOValero Energy Corp | 189,231 | $8.6B | 132.78% | Put |
| 173 | SUSuncor Energy Inc | 540,052 | $8.5B | 132.01% | |
| 174 | CHEChemed Corp | 19,618 | $8.5B | 131.48% | |
| 175 | EAElectronic Arts Inc | 84,318 | $8.4B | 130.66% | Put |
| 176 | ARNAEURArena Pharmaceuticals Inc | 196,298 | $8.2B | 127.55% | |
| 177 | BPBP PLC | 333,679 | $8.1B | 125.90% | Put |
| 178 | SHWSherwin-Williams Co/The | 17,611 | $8.1B | 125.20% | Put |
| 179 | BHCBausch Health Cos Inc | 519,209 | $8.0B | 124.51% | Put |
| 180 | RHIROBERT HALF INTERNATIONAL INC | 207,075 | $7.8B | 120.93% | |
| 181 | PHMPulteGroup Inc | 349,327 | $7.8B | 120.62% | Call |
| 182 | TNDMTandem Diabetes Care Inc | 120,579 | $7.8B | 120.03% | |
| 183 | ESSEssex Property Trust Inc | 34,899 | $7.7B | 118.92% | Put |
| 184 | SLBSchlumberger Ltd | 549,000 | $7.4B | 114.57% | Put |
| 185 | AWMSkyworks Solutions Inc | 82,800 | $7.4B | 114.50% | Put |
| 186 | ENBEnbridge Inc | 253,757 | $7.4B | 114.20% | Put |
| 187 | FFIVF5 Networks Inc | 68,333 | $7.3B | 112.72% | |
| 188 | XLFIConsumer Staples Select Sector SPDR Fund | 133,195 | $7.3B | 112.24% | Put |
| 189 | HFCUSDHollyFrontier Corp | 295,159 | $7.2B | 111.91% | |
| 190 | CEOCNOOC Ltd | 68,066 | $7.0B | 108.96% | |
| 191 | SFMSprouts Farmers Market Inc | 378,825 | $7.0B | 108.94% | |
| 192 | CNRCanadian National Railway Co | 89,404 | $6.9B | 107.36% | |
| 193 | RIORio Tinto PLC | 151,325 | $6.9B | 106.65% | |
| 194 | XBISPDR S&P Biotech ETF | 88,798 | $6.9B | 106.39% | Put |
| 195 | LULULululemon Athletica Inc | 36,100 | $6.8B | 105.86% | Put |
| 196 | XLEEnergy Select Sector SPDR Fund | 235,000 | $6.8B | 105.65% | Put |
| 197 | MDTMedtronic PLC | 74,200 | $6.7B | 103.53% | Put |
| 198 | DECKDeckers Outdoor Corp | 49,273 | $6.6B | 102.15% | |
| 199 | TSCOTractor Supply Co | 77,280 | $6.5B | 101.08% | |
| 200 | AMEDAmedisys Inc | 35,371 | $6.5B | 100.43% |