CAPITAL FUND MANAGEMENT S.A. Q4 2019 Filing
Filed February 13, 2020
Portfolio Value
$12.7B
Holdings
1,089
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (1,089 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | BIIBBiogen Inc | 116,591 | $34.6B | 272.20% | Put |
| 102 | VIPSVipshop Holdings Ltd | 2,428,800 | $34.4B | 270.78% | Put |
| 103 | TERTeradyne Inc | 502,810 | $34.3B | 269.76% | Put |
| 104 | DWDMorgan Stanley | 669,079 | $34.2B | 269.12% | Put |
| 105 | XOMExxon Mobil Corp | 490,000 | $34.2B | 269.02% | Put |
| 106 | GENNortonLifeLock Inc | 1,320,029 | $33.7B | 265.05% | |
| 107 | ABBVAbbVie Inc | 372,478 | $33.0B | 259.48% | Put |
| 108 | SPGIS&P Global Inc | 119,700 | $32.7B | 257.16% | Put |
| 109 | 0VVBViacomCBS Inc | 722,800 | $30.3B | 238.68% | Put |
| 110 | ADSKAutodesk Inc | 165,203 | $30.3B | 238.46% | Put |
| 111 | EBAeBay Inc | 822,903 | $29.7B | 233.80% | Put |
| 112 | HUMHumana Inc | 80,651 | $29.6B | 232.57% | Put |
| 113 | HPEHewlett Packard Enterprise Co | 1,863,391 | $29.6B | 232.52% | |
| 114 | VENVentas Inc | 510,323 | $29.5B | 231.84% | Put |
| 115 | MMM3M Co | 165,792 | $29.2B | 230.13% | Put |
| 116 | MPCMARATHON PETROLEUM CORP | 476,700 | $28.7B | 225.98% | Put |
| 117 | DUKDuke Energy Corp | 314,100 | $28.6B | 225.41% | Put |
| 118 | GDGeneral Dynamics Corp | 161,535 | $28.5B | 224.13% | Put |
| 119 | CSXCSX Corp | 392,237 | $28.4B | 223.32% | Put |
| 120 | PBRPetroleo Brasileiro SA | 1,760,061 | $28.1B | 220.74% | Put |
| 121 | RHIROBERT HALF INTERNATIONAL INC | 436,129 | $27.5B | 216.70% | |
| 122 | SYYSysco Corp | 313,416 | $26.8B | 210.94% | Put |
| 123 | MCKMcKesson Corp | 188,729 | $26.1B | 205.39% | |
| 124 | JNJJohnson & Johnson | 176,964 | $25.8B | 203.10% | Put |
| 125 | ELVAnthem Inc | 84,675 | $25.6B | 201.22% | Put |
| 126 | CMCSAComcast Corp | 563,900 | $25.4B | 199.52% | Put |
| 127 | AIGAmerican International Group Inc | 490,400 | $25.2B | 198.05% | Put |
| 128 | MSFTMicrosoft Corp | 156,578 | $24.7B | 194.28% | Put |
| 129 | WMWaste Management Inc | 216,000 | $24.6B | 193.68% | Put |
| 130 | CMECME Group Inc | 122,104 | $24.5B | 192.83% | Put |
| 131 | EQREquity Residential | 302,212 | $24.5B | 192.41% | Put |
| 132 | CMAComerica Inc | 339,861 | $24.4B | 191.86% | |
| 133 | IWMiShares Russell 2000 ETF | 145,112 | $24.0B | 189.16% | Put |
| 134 | SHWSherwin-Williams Co/The | 40,567 | $23.7B | 186.26% | Put |
| 135 | CICigna Corp | 113,096 | $23.1B | 181.96% | Put |
| 136 | ALSNAllison Transmission Holdings Inc | 476,696 | $23.0B | 181.23% | |
| 137 | WOOFoot Locker Inc | 575,993 | $22.5B | 176.69% | Put |
| 138 | LVLNSPDR S&P Regional Banking ETF | 384,500 | $22.4B | 176.22% | Put |
| 139 | GPCGenuine Parts Co | 210,743 | $22.4B | 176.14% | Put |
| 140 | CXOEURConcho Resources Inc | 251,700 | $22.0B | 173.43% | Put |
| 141 | JPMJPMorgan Chase & Co | 157,000 | $21.9B | 172.20% | Put |
| 142 | BHCBausch Health Cos Inc | 731,329 | $21.9B | 172.16% | Put |
| 143 | CRMSalesforce.com Inc | 133,319 | $21.7B | 170.60% | |
| 144 | CFCF Industries Holdings Inc | 446,201 | $21.3B | 167.60% | |
| 145 | XLEEnergy Select Sector SPDR Fund | 349,443 | $21.0B | 165.07% | Put |
| 146 | LUVSouthwest Airlines Co | 386,757 | $20.9B | 164.26% | Put |
| 147 | SPGSimon Property Group Inc | 140,034 | $20.9B | 164.12% | Put |
| 148 | XLNXEURXilinx Inc | 211,626 | $20.7B | 162.80% | Put |
| 149 | AMZNAmazon.com Inc | 10,843 | $20.0B | 157.64% | Put |
| 150 | KELKellogg Co | 288,000 | $19.9B | 156.71% | Put |
| 151 | PSAPublic Storage | 93,000 | $19.8B | 155.83% | Put |
| 152 | GPNGlobal Payments Inc | 108,463 | $19.8B | 155.79% | Put |
| 153 | CPRTCopart Inc | 211,764 | $19.3B | 151.53% | Put |
| 154 | MEDPMedpace Holdings Inc | 227,204 | $19.1B | 150.27% | |
| 155 | AWIArmstrong World Industries Inc | 200,702 | $18.9B | 148.39% | |
| 156 | TWLOTwilio Inc | 191,600 | $18.8B | 148.15% | Put |
| 157 | ALLYAlly Financial Inc | 610,063 | $18.6B | 146.69% | |
| 158 | AKAMAkamai Technologies Inc | 214,672 | $18.5B | 145.90% | Put |
| 159 | ADBEAdobe Inc | 56,052 | $18.5B | 145.45% | Put |
| 160 | TRVTravelers Cos Inc/The | 134,958 | $18.5B | 145.42% | Put |
| 161 | HCAHCA Healthcare Inc | 123,699 | $18.3B | 143.86% | Call |
| 162 | GMGENERAL MOTORS CO | 498,100 | $18.2B | 143.43% | Put |
| 163 | ETREntergy Corp | 151,593 | $18.2B | 142.88% | Put |
| 164 | DVNDEVON ENERGY CORP | 698,724 | $18.1B | 142.77% | Put |
| 165 | BHPBHP Group Ltd | 329,367 | $18.0B | 141.78% | |
| 166 | PSXPhillips 66 | 160,896 | $17.9B | 141.03% | Put |
| 167 | SOSouthern Co/The | 280,900 | $17.9B | 140.78% | Put |
| 168 | EOGEOG Resources Inc | 211,700 | $17.7B | 139.51% | Put |
| 169 | MARMarriott International Inc/MD | 117,000 | $17.7B | 139.40% | Put |
| 170 | BBYBest Buy Co Inc | 201,683 | $17.7B | 139.33% | Put |
| 171 | GISGeneral Mills Inc | 328,400 | $17.6B | 138.39% | Put |
| 172 | ETRAE Trade Financial Corp | 387,081 | $17.6B | 138.18% | |
| 173 | BFHAlliance Data Systems Corp | 156,421 | $17.6B | 138.09% | Put |
| 174 | TTDTrade Desk Inc/The | 67,400 | $17.5B | 137.76% | Put |
| 175 | SNPSSynopsys Inc | 125,727 | $17.5B | 137.70% | |
| 176 | ETNEaton Corp PLC | 183,400 | $17.4B | 136.67% | Put |
| 177 | CNRCanadian National Railway Co | 190,090 | $17.2B | 135.28% | |
| 178 | NXPINXP Semiconductors NV | 133,993 | $17.1B | 134.16% | Put |
| 179 | GSGOLDMAN SACHS GROUP INC/THE | 74,014 | $17.0B | 133.90% | Put |
| 180 | NVSNNOVARTIS AG | 178,236 | $16.9B | 132.80% | Call |
| 181 | CP.TOCanadian Pacific Railway Ltd | 65,299 | $16.6B | 130.99% | Put |
| 182 | PVHPVH Corp | 157,897 | $16.6B | 130.63% | Put |
| 183 | UNHUnitedHealth Group Inc | 55,700 | $16.4B | 128.83% | Put |
| 184 | OKTAOkta Inc | 137,237 | $15.8B | 124.57% | Put |
| 185 | XBISPDR S&P Biotech ETF | 164,473 | $15.6B | 123.08% | Put |
| 186 | LYBLyondellBasell Industries NV | 164,900 | $15.6B | 122.58% | Put |
| 187 | WFCWells Fargo & Co | 288,910 | $15.5B | 122.29% | Put |
| 188 | DRIDarden Restaurants Inc | 141,302 | $15.4B | 121.19% | |
| 189 | DECKDeckers Outdoor Corp | 90,826 | $15.3B | 120.67% | |
| 190 | S9QSpirit Aerosystems Holdings Inc | 208,715 | $15.2B | 119.68% | |
| 191 | CHKPCheck Point Software Technologies Ltd | 136,150 | $15.1B | 118.86% | Put |
| 192 | GLWCorning Inc | 518,409 | $15.1B | 118.74% | |
| 193 | CHTRCharter Communications Inc | 31,000 | $15.0B | 118.32% | Put |
| 194 | STZConstellation Brands Inc | 78,818 | $15.0B | 117.67% | Put |
| 195 | WWayfair Inc | 165,200 | $14.9B | 117.46% | Put |
| 196 | HFCUSDHollyFrontier Corp | 291,551 | $14.8B | 116.33% | Put |
| 197 | ITWILLINOIS TOOL WORKS INC | 82,300 | $14.8B | 116.32% | Put |
| 198 | MBTGBPMobile TeleSystems PJSC | 1,449,937 | $14.7B | 115.79% | |
| 199 | ZSZscaler Inc | 313,891 | $14.6B | 114.84% | Put |
| 200 | DELLDell Technologies Inc | 280,695 | $14.4B | 113.50% | Call |