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
301	DOCUDocuSign Inc	34,912	$3.2M	0.05%	Put
302	HPEHewlett Packard Enterprise Co	331,892	$3.2M	0.05%
303	IBBiShares Nasdaq Biotechnology ETF	29,800	$3.2M	0.05%	Put
304	MAAMID-AMERICA APARTMENT COMMUNITIES INC	30,931	$3.2M	0.05%
305	ALXNAlexion Pharmaceuticals Inc	35,200	$3.2M	0.05%	Put
306	ROKRockwell Automation Inc	20,893	$3.2M	0.05%	Call
307	AEMAgnico Eagle Mines Ltd	79,110	$3.1M	0.05%
308	S9QSpirit Aerosystems Holdings Inc	130,394	$3.1M	0.05%
309	NTRSNorthern Trust Corp	40,600	$3.1M	0.05%	Put
310	SNPSSynopsys Inc	23,391	$3.0M	0.05%
311	PRGSProgress Software Corp	93,097	$3.0M	0.05%
312	LUVSouthwest Airlines Co	83,314	$3.0M	0.05%
313	TAPMolson Coors Beverage Co	75,962	$3.0M	0.05%
314	RGAREINSURANCE GROUP OF AMERICA INC	35,190	$3.0M	0.05%
315	LNCLincoln National Corp	112,016	$2.9M	0.05%
316	VVisa Inc	18,200	$2.9M	0.05%	Put
317	CDWCDW Corp/DE	31,351	$2.9M	0.05%
318	XRXXerox Holdings Corp	152,664	$2.9M	0.04%
319	CERNCHFCerner Corp	45,565	$2.9M	0.04%	Put
320	NTAPNetApp Inc	68,581	$2.9M	0.04%	Put
321	IPInternational Paper Co	91,086	$2.8M	0.04%	Put
322	SIRIEURSirius XM Holdings Inc	571,639	$2.8M	0.04%
323	CTLEURCenturyLink Inc	295,360	$2.8M	0.04%
324	DELLDell Technologies Inc	70,455	$2.8M	0.04%	Put
325	METMetLife Inc	90,600	$2.8M	0.04%	Put
326	AXPAmerican Express Co	32,200	$2.8M	0.04%	Put
327	PRIPrimerica Inc	31,097	$2.8M	0.04%
328	KMBKimberly-Clark Corp	21,500	$2.7M	0.04%	Put
329	ZIONZions Bancorp NA	101,791	$2.7M	0.04%	Put
330	NBIXNEUROCRINE BIOSCIENCES INC	31,243	$2.7M	0.04%	Call
331	ALLYAlly Financial Inc	184,715	$2.7M	0.04%
332	SHAKShake Shack Inc	70,600	$2.7M	0.04%	Put
333	ADMArcher-Daniels-Midland Co	75,100	$2.6M	0.04%	Put
334	SPSCSPS Commerce Inc	55,976	$2.6M	0.04%
335	T7DTransDigm Group Inc	8,059	$2.6M	0.04%
336	W3UWestern Union Co/The	139,500	$2.5M	0.04%	Put
337	WERNWerner Enterprises Inc	69,746	$2.5M	0.04%
338	MSFTMicrosoft Corp	15,958	$2.5M	0.04%	Put
339	COPConocoPhillips	81,308	$2.5M	0.04%	Put
340	DC4DexCom Inc	9,223	$2.5M	0.04%
341	CHRWCH Robinson Worldwide Inc	37,416	$2.5M	0.04%	Put
342	GLDDGreat Lakes Dredge & Dock Corp	297,799	$2.5M	0.04%
343	EOGEOG Resources Inc	68,400	$2.5M	0.04%	Put
344	SSDSimpson Manufacturing Co Inc	39,601	$2.5M	0.04%
345	TRVTravelers Cos Inc/The	24,700	$2.5M	0.04%	Put
346	DEODiageo PLC	19,268	$2.4M	0.04%
347	AVGOBroadcom Inc	10,307	$2.4M	0.04%	Put
348	VSATViasat Inc	67,958	$2.4M	0.04%
349	ALBAlbemarle Corp	43,200	$2.4M	0.04%	Put
350	GMGENERAL MOTORS CO	116,500	$2.4M	0.04%	Put
351	CHLUSDChina Mobile Ltd	63,599	$2.4M	0.04%	Put
352	K6BKBR Inc	115,443	$2.4M	0.04%
353	ROFKforce Inc	93,156	$2.4M	0.04%
354	IRBTQiRobot Corp	57,900	$2.4M	0.04%	Put
355	ITBiShares U.S. Home Construction ETF	81,287	$2.4M	0.04%	Put
356	ERICTelefonaktiebolaget LM Ericsson	290,442	$2.4M	0.04%
357	NUANEURNuance Communications Inc	139,323	$2.3M	0.04%
358	WHRWhirlpool Corp	26,748	$2.3M	0.04%
359	MPWRMonolithic Power Systems Inc	13,664	$2.3M	0.04%
360	AMHAmerican Homes 4 Rent	98,377	$2.3M	0.04%
361	AERAerCap Holdings NV	99,992	$2.3M	0.04%	Put
362	ATHMAutohome Inc	32,026	$2.3M	0.04%
363	TRUTransUnion	34,206	$2.3M	0.04%
364	JBSSJohn B Sanfilippo & Son Inc	25,112	$2.2M	0.03%
365	ITWILLINOIS TOOL WORKS INC	15,600	$2.2M	0.03%	Put
366	CPRTCopart Inc	32,064	$2.2M	0.03%
367	UHSUNIVERSAL HEALTH SERVICES INC	21,897	$2.2M	0.03%
368	GNTXGentex Corp	97,737	$2.2M	0.03%
369	BBYBest Buy Co Inc	37,754	$2.2M	0.03%
370	CIENCiena Corp	53,969	$2.1M	0.03%
371	OSISOSI Systems Inc	30,924	$2.1M	0.03%
372	RAMPLiveRamp Holdings Inc	64,669	$2.1M	0.03%
373	NXPINXP Semiconductors NV	25,663	$2.1M	0.03%	Put
374	XLIIndustrial Select Sector SPDR Fund	35,300	$2.1M	0.03%	Put
375	FISVFiserv Inc	21,700	$2.1M	0.03%	Put
376	TSMTaiwan Semiconductor Manufacturing Co Ltd	43,100	$2.1M	0.03%	Put
377	EVTCEVERTEC Inc	90,156	$2.0M	0.03%
378	OMCOMNICOM GROUP INC	36,971	$2.0M	0.03%
379	PBFPBF Energy Inc	286,649	$2.0M	0.03%
380	CAGConagra Brands Inc	69,100	$2.0M	0.03%	Put
381	DISCAUSDDiscovery Inc	103,996	$2.0M	0.03%
382	—BMC Stock Holdings Inc	113,104	$2.0M	0.03%
383	MDLZMondelez International Inc	39,600	$2.0M	0.03%
384	CITUSDCIT Group Inc	114,142	$2.0M	0.03%
385	ZNGAEURZynga Inc	287,454	$2.0M	0.03%
386	AMATApplied Materials Inc	42,853	$2.0M	0.03%	Put
387	GDDYGoDaddy Inc	34,189	$2.0M	0.03%
388	EHTHeHealth Inc	13,840	$1.9M	0.03%
389	IRMIron Mountain Inc	81,420	$1.9M	0.03%	Call
390	—Cornerstone OnDemand Inc	60,649	$1.9M	0.03%
391	ECEcopetrol SA	200,908	$1.9M	0.03%
392	TROWT Rowe Price Group Inc	19,300	$1.9M	0.03%	Put
393	CCChemours Co/The	209,734	$1.9M	0.03%	Put
394	MOHMolina Healthcare Inc	13,281	$1.9M	0.03%
395	TTECTTEC Holdings Inc	50,331	$1.8M	0.03%
396	WSTWEST PHARMACEUTICAL SERVICES INC	12,129	$1.8M	0.03%
397	BLDRBuilders FirstSource Inc	150,098	$1.8M	0.03%
398	JBHTJB Hunt Transport Services Inc	19,899	$1.8M	0.03%	Put
399	NUVAGBPNuVasive Inc	36,012	$1.8M	0.03%
400	GISGeneral Mills Inc	34,500	$1.8M	0.03%	Put

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