CAPITAL FUND MANAGEMENT S.A. Q2 2020 Filing
Filed August 13, 2020
Portfolio Value
$6.3B
Holdings
660
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (660 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | HIGHARTFORD FINL SVCS GROUP INC | 465,744 | $18.0B | 284.90% | |
| 102 | COPCONOCOPHILLIPS | 411,874 | $17.3B | 274.60% | Put |
| 103 | AMDADVANCED MICRO DEVICES INC | 328,936 | $17.3B | 274.59% | Put |
| 104 | LLYLILLY ELI & CO | 105,339 | $17.3B | 274.40% | Put |
| 105 | EFAISHARES TR | 279,700 | $17.0B | 270.14% | Put |
| 106 | BPBP PLC | 708,500 | $16.5B | 262.16% | Put |
| 107 | 4I1PHILIP MORRIS INTL INC | 235,299 | $16.5B | 261.57% | Put |
| 108 | XLFSELECT SECTOR SPDR TR | 711,200 | $16.5B | 261.13% | Put |
| 109 | TSNTYSON FOODS INC | 275,584 | $16.5B | 261.11% | |
| 110 | BBYBEST BUY INC | 187,529 | $16.4B | 259.69% | |
| 111 | TXNTEXAS INSTRS INC | 127,705 | $16.2B | 257.29% | |
| 112 | FTNTFORTINET INC | 117,705 | $16.2B | 256.35% | Put |
| 113 | UNHUNITEDHEALTH GROUP INC | 51,700 | $15.2B | 241.96% | Put |
| 114 | MMM3M CO | 97,645 | $15.2B | 241.69% | Put |
| 115 | PHPARKER HANNIFIN CORP | 82,066 | $15.0B | 238.64% | Put |
| 116 | YUMYUM BRANDS INC | 170,813 | $14.8B | 235.55% | Put |
| 117 | ADBEADOBE INC | 33,955 | $14.8B | 234.53% | Call |
| 118 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 253,864 | $14.4B | 228.68% | |
| 119 | ADSKAUTODESK INC | 60,000 | $14.3B | 227.71% | Put |
| 120 | EQREQUITY RESIDENTIAL | 241,688 | $14.2B | 225.58% | |
| 121 | EWZISHARES INC | 489,600 | $14.1B | 223.41% | Put |
| 122 | ETSYETSY INC | 126,365 | $13.4B | 212.99% | Put |
| 123 | UNPUNION PAC CORP | 78,997 | $13.4B | 211.94% | |
| 124 | IBBISHARES TR | 97,300 | $13.3B | 211.03% | Put |
| 125 | PFEPFIZER INC | 392,006 | $12.8B | 203.38% | Put |
| 126 | RDS/AROYAL DUTCH SHELL PLC | 389,228 | $12.7B | 201.88% | Put |
| 127 | SBACSBA COMMUNICATIONS CORP NEW | 41,711 | $12.4B | 197.18% | |
| 128 | GDXJVANECK VECTORS ETF TR | 248,119 | $12.3B | 195.18% | Put |
| 129 | ISRGINTUITIVE SURGICAL INC | 21,289 | $12.1B | 192.50% | |
| 130 | VLOVALERO ENERGY CORP | 204,500 | $12.0B | 190.86% | Put |
| 131 | SUSUNCOR ENERGY INC NEW | 705,875 | $11.9B | 188.83% | Put |
| 132 | ABMDEURABIOMED INC | 49,151 | $11.9B | 188.39% | |
| 133 | AFLAFLAC INC | 327,399 | $11.8B | 187.17% | Put |
| 134 | W3UWESTERN UN CO | 526,692 | $11.4B | 180.68% | Put |
| 135 | VRSNVERISIGN INC | 54,713 | $11.3B | 179.57% | |
| 136 | USBUS BANCORP DEL | 302,791 | $11.1B | 176.90% | Put |
| 137 | PNCPNC FINL SVCS GROUP INC | 103,443 | $10.9B | 172.70% | |
| 138 | ALSALLSTATE CORP | 110,744 | $10.7B | 170.44% | |
| 139 | STXSEAGATE TECHNOLOGY PLC | 220,892 | $10.7B | 169.68% | |
| 140 | VENVENTAS INC | 282,390 | $10.3B | 164.06% | Put |
| 141 | TALTAL EDUCATION GROUP | 150,784 | $10.3B | 163.60% | |
| 142 | PEPPEPSICO INC | 77,500 | $10.2B | 162.63% | Put |
| 143 | KELKELLOGG CO | 154,800 | $10.2B | 162.25% | Put |
| 144 | BHCBAUSCH HEALTH COS INC | 550,635 | $10.1B | 159.78% | Put |
| 145 | SYFSYNCHRONY FINANCIAL | 449,412 | $10.0B | 158.02% | |
| 146 | SOSOUTHERN CO | 189,830 | $9.8B | 156.18% | Put |
| 147 | SRESEMPRA ENERGY | 83,900 | $9.8B | 156.05% | Put |
| 148 | SESEA LTD | 90,682 | $9.7B | 154.30% | Put |
| 149 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 68,971 | $9.6B | 152.75% | |
| 150 | ELVANTHEM INC | 35,620 | $9.4B | 148.64% | |
| 151 | MOSMOSAIC CO NEW | 748,833 | $9.4B | 148.64% | |
| 152 | REGNREGENERON PHARMACEUTICALS | 14,900 | $9.3B | 147.45% | Put |
| 153 | ALSNALLISON TRANSMISSION HLDGS I | 250,618 | $9.2B | 146.26% | |
| 154 | MRKMERCK & CO. INC | 118,087 | $9.1B | 144.89% | |
| 155 | PSXPHILLIPS 66 | 127,000 | $9.1B | 144.88% | Put |
| 156 | CMACOMERICA INC | 238,814 | $9.1B | 144.37% | |
| 157 | CLXCLOROX CO DEL | 41,300 | $9.1B | 143.75% | Put |
| 158 | CBCHUBB LIMITED | 71,500 | $9.1B | 143.64% | Put |
| 159 | VMWEURVMWARE INC | 58,422 | $9.0B | 143.56% | |
| 160 | AMTAMERICAN TOWER CORP NEW | 34,800 | $9.0B | 142.75% | Put |
| 161 | IWMISHARES TR | 62,700 | $9.0B | 142.43% | Put |
| 162 | XLKSELECT SECTOR SPDR TR | 84,119 | $8.8B | 139.44% | Put |
| 163 | NTAPNETAPP INC | 189,472 | $8.4B | 133.39% | Put |
| 164 | LVLNSPDR SER TR | 217,800 | $8.4B | 132.66% | Put |
| 165 | CTXSEURCITRIX SYS INC | 55,916 | $8.3B | 131.22% | Put |
| 166 | DWDMORGAN STANLEY | 171,100 | $8.3B | 131.12% | Put |
| 167 | EAELECTRONIC ARTS INC | 62,357 | $8.2B | 130.63% | Put |
| 168 | ICEINTERCONTINENTAL EXCHANGE IN | 87,581 | $8.0B | 127.30% | |
| 169 | CP.TOCANADIAN PAC RY LTD | 30,881 | $7.9B | 125.12% | |
| 170 | 8CWCROWN CASTLE INTL CORP NEW | 46,690 | $7.8B | 123.96% | Put |
| 171 | DFSEURDISCOVER FINL SVCS | 151,878 | $7.6B | 120.71% | Call |
| 172 | GDXVANECK VECTORS ETF TR | 205,702 | $7.5B | 119.71% | Call |
| 173 | ALBALBEMARLE CORP | 96,900 | $7.5B | 118.71% | Put |
| 174 | PHMPULTE GROUP INC | 218,013 | $7.4B | 117.71% | |
| 175 | DHID R HORTON INC | 133,125 | $7.4B | 117.11% | Put |
| 176 | TWTRUSDTWITTER INC | 246,901 | $7.4B | 116.71% | |
| 177 | AWIARMSTRONG WORLD INDS INC | 93,779 | $7.3B | 116.01% | |
| 178 | STZCONSTELLATION BRANDS INC | 41,700 | $7.3B | 115.74% | Put |
| 179 | IRBTQIROBOT CORP | 86,351 | $7.2B | 114.93% | Put |
| 180 | CPRTCOPART INC | 85,620 | $7.1B | 113.11% | Put |
| 181 | NVSNNOVARTIS AG | 81,416 | $7.1B | 112.82% | |
| 182 | WOOFOOT LOCKER INC | 243,602 | $7.1B | 112.70% | Put |
| 183 | CHRWC H ROBINSON WORLDWIDE INC | 89,500 | $7.1B | 112.27% | Put |
| 184 | SBUXSTARBUCKS CORP | 96,000 | $7.1B | 112.08% | Put |
| 185 | URIUNITED RENTALS INC | 47,300 | $7.0B | 111.86% | Put |
| 186 | TERTERADYNE INC | 82,382 | $7.0B | 110.44% | Put |
| 187 | SYYSYSCO CORP | 127,200 | $7.0B | 110.32% | Put |
| 188 | CRMSALESFORCE COM INC | 36,782 | $6.9B | 109.32% | Put |
| 189 | LRCXEURLAM RESEARCH CORP | 21,200 | $6.9B | 108.81% | Put |
| 190 | ANETEURARISTA NETWORKS INC | 32,643 | $6.9B | 108.79% | |
| 191 | DISHDISH NETWORK CORPORATION | 198,300 | $6.8B | 108.57% | Put |
| 192 | TWLOTWILIO INC | 30,957 | $6.8B | 107.78% | |
| 193 | AEPAMERICAN ELEC PWR CO INC | 84,135 | $6.7B | 106.32% | Put |
| 194 | SEDGSOLAREDGE TECHNOLOGIES INC | 48,000 | $6.7B | 105.68% | Put |
| 195 | XLUSELECT SECTOR SPDR TR | 116,054 | $6.5B | 103.91% | Put |
| 196 | PRUPRUDENTIAL FINL INC | 106,084 | $6.5B | 102.51% | |
| 197 | MEDPMEDPACE HLDGS INC | 68,904 | $6.4B | 101.70% | |
| 198 | RSRELIANCE STEEL & ALUMINUM CO | 66,899 | $6.3B | 100.76% | |
| 199 | CDNSCADENCE DESIGN SYSTEM INC | 65,457 | $6.3B | 99.65% | Put |
| 200 | HLTHILTON WORLDWIDE HLDGS INC | 84,600 | $6.2B | 98.59% | Put |