CAPITAL FUND MANAGEMENT S.A. Q3 2020 Filing

Filed November 13, 2020

Portfolio Value

$8.1B

Holdings

763

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (763 positions)

#StockSharesValue% PortfolioType
201
RDS/AROYAL DUTCH SHELL PLC
320,258$8.1B99.54%Put
202
CHDCHURCH & DWIGHT INC
85,009$8.0B98.36%Put
203
LLYLILLY ELI & CO
53,800$8.0B98.34%Put
204
ITBISHARES TR
137,670$7.8B96.29%Put
205
LSCCLATTICE SEMICONDUCTOR CORP
267,523$7.7B95.67%
206
CITCINTAS CORP
23,243$7.7B95.52%
207
DONSPDR DOW JONES INDL AVERAGE
27,600$7.7B94.57%Put
208
MNSTMONSTER BEVERAGE CORP NEW
94,511$7.6B93.58%Put
209
GGENPACT LIMITED
189,101$7.4B90.95%
210
MEDPMEDPACE HLDGS INC
65,827$7.4B90.84%
211
TQJSIGNATURE BK NEW YORK N Y
88,589$7.4B90.79%
212
UPBDRENT A CTR INC NEW
245,517$7.3B90.62%
213
FASTFASTENAL CO
161,900$7.3B90.14%Put
214
PFEPFIZER INC
198,500$7.3B89.95%Put
215
SBUXSTARBUCKS CORP
84,500$7.3B89.65%Put
216
ZIONZIONS BANCORPORATION N A
248,180$7.3B89.53%Put
217
SEDGSOLAREDGE TECHNOLOGIES INC
30,370$7.2B89.39%
218
GILDGILEAD SCIENCES INC
113,600$7.2B88.63%Put
219
HLTHILTON WORLDWIDE HLDGS INC
83,981$7.2B88.46%Put
220
EOGEOG RES INC
199,102$7.2B88.35%Put
221
HCAHCA HEALTHCARE INC
57,266$7.1B88.15%Put
222
GDGENERAL DYNAMICS CORP
50,800$7.0B86.83%Put
223
CHECHEMED CORP NEW
14,636$7.0B86.82%
224
SFMSPROUTS FMRS MKT INC
334,023$7.0B86.31%Put
225
KLACKLA CORP
34,790$6.7B83.24%
226
NYTNEW YORK TIMES CO
151,117$6.5B79.85%Put
227
CAGCONAGRA BRANDS INC
180,900$6.5B79.77%Put
228
ASBASSOCIATED BANC CORP
509,861$6.4B79.46%
229
XRXXEROX HOLDINGS CORP
340,994$6.4B79.02%Put
230
ABMDEURABIOMED INC
22,937$6.4B78.47%
231
EWZISHARES INC
229,300$6.3B78.31%Put
232
AMTAMERICAN TOWER CORP NEW
26,000$6.3B77.60%Call
233
CINFCINCINNATI FINL CORP
78,000$6.1B75.10%Put
234
EAELECTRONIC ARTS INC
46,600$6.1B75.04%Put
235
ASHASHLAND GLOBAL HLDGS INC
84,603$6.0B74.10%
236
WERNWERNER ENTERPRISES INC
142,437$6.0B73.85%
237
GPNGLOBAL PMTS INC
33,454$5.9B73.34%Put
238
TSCOTRACTOR SUPPLY CO
41,400$5.9B73.27%Put
239
AEPAMERICAN ELEC PWR CO INC
72,553$5.9B73.22%Call
240
RSRELIANCE STEEL & ALUMINUM CO
58,049$5.9B73.15%
241
KBHKB HOME
154,212$5.9B73.10%Put
242
FDSFACTSET RESH SYS INC
17,563$5.9B72.63%
243
TPHTRI POINTE GROUP INC
323,838$5.9B72.54%
244
GSGOLDMAN SACHS GROUP INC
29,200$5.9B72.47%Call
245
APPSDIGITAL TURBINE INC
178,937$5.9B72.34%
246
HSICHENRY SCHEIN INC
99,500$5.8B72.22%Put
247
NCLHNORWEGIAN CRUISE LINE HLDG L
339,913$5.8B71.81%Put
248
WMWASTE MGMT INC DEL
50,500$5.7B70.57%Put
249
CBOECBOE GLOBAL MARKETS INC
64,662$5.7B70.06%
250
HUBBHUBBELL INC
40,842$5.6B69.01%
251
HN9HANESBRANDS INC
353,772$5.6B68.79%Put
252
PLDPROLOGIS INC.
55,300$5.6B68.71%Put
253
PRKSSEAWORLD ENTMT INC
274,916$5.4B66.95%
254
GDXJVANECK VECTORS ETF TR
97,757$5.4B66.82%Put
255
XLUSELECT SECTOR SPDR TR
90,700$5.4B66.49%Put
256
8CWCROWN CASTLE INTL CORP NEW
32,100$5.3B66.00%Put
257
ABJAABB LTD
204,600$5.2B64.29%Put
258
MKTXMARKETAXESS HLDGS INC
10,799$5.2B64.22%
259
EFXEQUIFAX INC
32,783$5.1B63.51%Put
260
STWDSTARWOOD PPTY TR INC
340,806$5.1B63.50%Put
261
ADIANALOG DEVICES INC
43,659$5.1B62.93%
262
PWIPOWER INTEGRATIONS INC
91,074$5.0B62.30%
263
DHRDANAHER CORPORATION
23,300$5.0B61.95%Put
264
BCBRUNSWICK CORP
84,914$5.0B61.77%
265
ALVAUTOLIV INC
68,432$5.0B61.59%
266
7HPHP INC
262,579$5.0B61.57%
267
DBDEUTSCHE BANK A G
588,328$4.9B61.02%
268
VMWEURVMWARE INC
34,238$4.9B60.73%
269
ORCLORACLE CORP
81,985$4.9B60.44%
270
LRCXEURLAM RESEARCH CORP
14,700$4.9B60.22%Put
271
ICEINTERCONTINENTAL EXCHANGE IN
48,143$4.8B59.48%Call
272
NUENUCOR CORP
105,800$4.7B58.60%Put
273
HASHASBRO INC
57,200$4.7B58.41%Put
274
MBTGBPMOBILE TELESYSTEMS PJSC
538,237$4.7B58.02%
275
LSTRLANDSTAR SYS INC
37,033$4.6B57.39%
276
CNRCANADIAN NATL RY CO
43,300$4.6B56.92%Put
277
WATWATERS CORP
23,437$4.6B56.63%
278
QSRRESTAURANT BRANDS INTL INC
78,100$4.5B55.46%Put
279
ALBALBEMARLE CORP
50,300$4.5B55.44%Put
280
MSCIMSCI INC
12,459$4.4B54.89%
281
AVGOBROADCOM INC
12,173$4.4B54.76%
282
CHHCHOICE HOTELS INTL INC
51,490$4.4B54.66%
283
DELLDELL TECHNOLOGIES INC
65,094$4.4B54.41%Call
284
FRFIRST INDL RLTY TR INC
110,419$4.4B54.26%
285
AEMAGNICO EAGLE MINES LTD
55,100$4.4B54.16%Put
286
DC4DEXCOM INC
10,600$4.4B53.95%Put
287
MTHMERITAGE HOMES CORP
39,343$4.3B53.63%
288
ITWILLINOIS TOOL WKS INC
22,324$4.3B53.26%
289
USFDUS FOODS HLDG CORP
192,667$4.3B52.86%Call
290
DVADAVITA INC
49,864$4.3B52.73%
291
WGOWINNEBAGO INDS INC
82,224$4.2B52.45%Put
292
OKEONEOK INC NEW
162,702$4.2B52.19%Put
293
JNJJOHNSON & JOHNSON
28,376$4.2B52.16%
294
CTRACABOT OIL & GAS CORP
243,059$4.2B52.10%
295
ROKUROKU INC
22,200$4.2B51.76%Put
296
SPBSPECTRUM BRANDS HLDGS INC NE
72,857$4.2B51.42%
297
HELEHELEN OF TROY LTD
21,501$4.2B51.37%
298
TAPMOLSON COORS BEVERAGE CO
123,500$4.1B51.18%Put
299
NUVAGBPNUVASIVE INC
82,736$4.0B49.62%
300
CVNACARVANA CO
17,800$4.0B49.03%Put
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