CAPITAL FUND MANAGEMENT S.A. Q2 2019 Filing

Filed August 12, 2019

Portfolio Value

$11.0B

Holdings

915

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (915 positions)

#StockSharesValue% PortfolioType
201
GTGoodyear Tire & Rubber Co/The
925,668$14.2B128.86%Put
202
WMWaste Management Inc
122,514$14.1B128.62%Put
203
PHMPulteGroup Inc
446,727$14.1B128.53%
204
JWNUSDNordstrom Inc
438,317$14.0B127.07%Put
205
TSMTAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
351,323$13.8B125.21%
206
CDWCDW Corp/DE
122,892$13.6B124.12%
207
AVBAvalonBay Communities Inc
67,000$13.6B123.87%Put
208
ITUBItau Unibanco Holding SA
1,433,914$13.5B122.90%Call
209
MHKMohawk Industries Inc
91,200$13.4B122.37%Put
210
AZPNUSDAspen Technology Inc
107,720$13.4B121.81%
211
RIGTransocean Ltd
2,076,479$13.3B121.11%Put
212
PAYCPaycom Software Inc
58,375$13.2B120.43%Put
213
BKBANK OF NEW YORK MELLON CORP/THE
298,927$13.2B120.09%
214
SAMBoston Beer Co Inc/The
34,898$13.2B119.96%Put
215
HCCWarrior Met Coal Inc
501,172$13.1B119.12%
216
COUPEURCoupa Software Inc
103,151$13.1B118.84%Put
217
HIGHartford Financial Services Group Inc/The
226,436$12.6B114.80%Put
218
BBDBanco Bradesco SA
1,280,303$12.6B114.40%
219
CTSHCognizant Technology Solutions Corp
197,800$12.5B114.09%Put
220
KMBKimberly-Clark Corp
93,000$12.4B112.78%Put
221
MCXMCCORMICK & CO INC/MD
79,500$12.3B112.14%Put
222
DRIDarden Restaurants Inc
98,959$12.0B109.62%Put
223
MDBMongoDB Inc
78,700$12.0B108.92%Put
224
SYYSysco Corp
169,199$12.0B108.88%Call
225
SBACSBA Communications Corp
53,146$11.9B108.73%Put
226
DGDollar General Corp
87,954$11.9B108.17%
227
HRBH&R Block Inc
403,417$11.8B107.55%
228
EQREquity Residential
155,312$11.8B107.29%
229
ECLEcolab Inc
59,600$11.8B107.08%Put
230
ORCLOracle Corp
205,192$11.7B106.37%
231
MTCHEURMatch Group Inc
172,772$11.6B105.75%Put
232
CTLEURCenturyLink Inc
967,880$11.4B103.57%Put
233
REEverest Re Group Ltd
45,600$11.3B102.57%Put
234
MSCIMSCI Inc
46,785$11.2B101.65%Put
235
CATCaterpillar Inc
81,100$11.1B100.57%Put
236
NINiSource Inc
382,600$11.0B100.26%
237
UTXZUnited Technologies Corp
84,500$11.0B100.11%Put
238
KMIKinder Morgan Inc/DE
524,300$10.9B99.61%Put
239
ESSEssex Property Trust Inc
37,109$10.8B98.57%Put
240
ADPAUTOMATIC DATA PROCESSING INC
64,623$10.7B97.21%Put
241
BLKCHFBlackRock Inc
22,600$10.6B96.51%Put
242
UNMUnum Group
315,876$10.6B96.43%
243
ULTAUlta Beauty Inc
30,161$10.5B95.20%Put
244
ALBAlbemarle Corp
147,501$10.4B94.50%Put
245
WBWeibo Corp
233,600$10.2B92.57%Put
246
VALEVale SA
756,631$10.2B92.53%
247
STAYUSDExtended Stay America Inc
600,383$10.1B92.27%
248
ROPRoper Technologies Inc
27,626$10.1B92.07%Put
249
AXPAmerican Express Co
81,152$10.0B91.15%Put
250
XLNXEURXilinx Inc
84,596$10.0B90.77%Put
251
ZTSZoetis Inc
87,493$9.9B90.35%Put
252
AKAMAkamai Technologies Inc
122,573$9.8B89.38%Call
253
CERNCHFCerner Corp
133,769$9.8B89.22%Put
254
BACBank of America Corp
333,076$9.7B87.90%Put
255
AFLAflac Inc
175,663$9.6B87.61%Put
256
HIIHUNTINGTON INGALLS INDUSTRIES INC
42,498$9.6B86.91%
257
EXASExact Sciences Corp
80,568$9.5B86.53%Put
258
QRVOQorvo Inc
141,104$9.4B85.52%
259
NWLNewell Brands Inc
607,170$9.4B85.20%
260
CITUSDCIT Group Inc
177,922$9.3B85.06%
261
SUSuncor Energy Inc
292,120$9.1B82.83%Put
262
MACMacerich Co/The
271,603$9.1B82.77%Put
263
PAYXPaychex Inc
110,200$9.1B82.52%Put
264
CMICummins Inc
52,888$9.1B82.46%
265
LVSLas Vegas Sands Corp
152,886$9.0B82.20%Put
266
BTUPeabody Energy Corp
373,415$9.0B81.88%
267
AEEAMEREN CORP
119,600$9.0B81.74%
268
DELLDell Technologies Inc
176,371$9.0B81.53%Put
269
CFCF Industries Holdings Inc
190,786$8.9B81.09%
270
EQNREquinor ASA
447,004$8.8B80.45%
271
DC4DexCom Inc
58,580$8.8B79.87%Put
272
PG4Principal Financial Group Inc
150,319$8.7B79.22%
273
WINGWingstop Inc
91,623$8.7B78.99%
274
Trinseo SA
203,597$8.6B78.43%
275
VODVodafone Group PLC
527,017$8.6B78.31%
276
DFSEURDiscover Financial Services
110,790$8.6B78.22%Put
277
ZBRAZebra Technologies Corp
40,939$8.6B78.03%Put
278
ISRGIntuitive Surgical Inc
16,300$8.6B77.80%Put
279
ROSTRoss Stores Inc
86,191$8.5B77.73%Call
280
WELLWelltower Inc
104,300$8.5B77.38%Put
281
AREALEXANDRIA REAL ESTATE EQUITIES INC
60,200$8.5B77.29%Put
282
WFCWells Fargo & Co
179,245$8.5B77.18%Put
283
CLXClorox Co/The
55,300$8.5B77.04%Put
284
GAPGap Inc/The
470,450$8.5B76.91%Put
285
TSNTYSON FOODS INC
103,700$8.4B76.19%Put
286
WOOFoot Locker Inc
198,517$8.3B75.71%Put
287
EDUNew Oriental Education & Technology Group Inc
86,000$8.3B75.57%Put
288
TSCOTractor Supply Co
76,265$8.3B75.50%
289
Hertz Global Holdings Inc
519,505$8.3B75.44%
290
FDCFirst Data Corp
303,500$8.2B74.76%Put
291
CUCAAvis Budget Group Inc
232,445$8.2B74.37%Put
292
AMEDAmedisys Inc
66,398$8.1B73.35%
293
FSLRFirst Solar Inc
121,398$8.0B72.56%Put
294
IPInternational Paper Co
183,700$8.0B72.41%Put
295
MUSAMurphy USA Inc
93,323$7.8B71.36%
296
WMTWalmart Inc
70,300$7.8B70.68%Put
297
ABTAbbott Laboratories
91,441$7.7B69.98%Put
298
IWMiShares Russell 2000 ETF
49,400$7.7B69.89%Put
299
EWEdwards Lifesciences Corp
41,100$7.6B69.09%Put
300
TMUST-Mobile US Inc
101,560$7.5B68.52%
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