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
1	AERAerCap Holdings NV	99,992	$2.3M	0.04%	Put
2	CTXSEURCitrix Systems Inc	158,772	$1.7M	0.03%	Put
3	STTState Street Corp	202,488	$1.7M	0.03%	Put
4	—Capri Holdings Ltd	303,116	$1.6M	0.03%	Put
5	STLDSteel Dynamics Inc	71,513	$1.6M	0.02%	Put
6	MARMarriott International Inc/MD	21,500	$1.6M	0.02%	Put
7	IFFINTERNATIONAL FLAVORS & FRAGRANCES INC	15,630	$1.6M	0.02%	Call
8	PEOExelon Corp	137,023	$1.6M	0.02%	Put
9	GDXJVanEck Vectors Junior Gold Miners ETF	55,400	$1.6M	0.02%	Put
10	ZIONZions Bancorp NA	101,791	$1.6M	0.02%	Put
11	WMTWalmart Inc	28,766	$1.6M	0.02%	Put
12	CITCintas Corp	8,900	$1.5M	0.02%	Put
13	EDConsolidated Edison Inc	52,360	$1.5M	0.02%	Put
14	CYBRCyberArk Software Ltd	17,878	$1.5M	0.02%	Put
15	URIUnited Rentals Inc	14,600	$1.5M	0.02%	Put
16	SYYSysco Corp	32,815	$1.5M	0.02%	Put
17	IPInternational Paper Co	91,086	$1.5M	0.02%	Put
18	JWNUSDNordstrom Inc	95,695	$1.5M	0.02%	Put
19	EWEdwards Lifesciences Corp	165,348	$1.4M	0.02%	Put
20	HASHasbro Inc	19,900	$1.4M	0.02%	Put
21	MSFTMicrosoft Corp	15,958	$1.4M	0.02%	Put
22	MPTMedical Properties Trust Inc	80,700	$1.4M	0.02%	Put
23	AVGOBroadcom Inc	10,307	$1.3M	0.02%	Put
24	CHLUSDChina Mobile Ltd	63,599	$1.3M	0.02%	Put
25	CHRWCH Robinson Worldwide Inc	37,416	$1.3M	0.02%	Put
26	ZTSZoetis Inc	10,700	$1.3M	0.02%	Put
27	RLRalph Lauren Corp	18,795	$1.3M	0.02%	Put
28	DOCUDocuSign Inc	34,912	$1.2M	0.02%	Put
29	ZBRAZebra Technologies Corp	6,686	$1.2M	0.02%	Put
30	ROPRoper Technologies Inc	3,890	$1.2M	0.02%	Put
31	LYBLyondellBasell Industries NV	24,200	$1.2M	0.02%	Put
32	ORealty Income Corp	23,950	$1.2M	0.02%	Put
33	CP.TOCanadian Pacific Railway Ltd	23,769	$1.2M	0.02%	Put
34	ILMNIllumina Inc	4,300	$1.2M	0.02%	Put
35	PPGPPG Industries Inc	75,409	$1.2M	0.02%	Put
36	NTESNetEase Inc	58,828	$1.1M	0.02%	Put
37	CGNXCognex Corp	27,021	$1.1M	0.02%	Call
38	QSRRestaurant Brands International Inc	28,400	$1.1M	0.02%	Put
39	DGDollar General Corp	89,599	$1.1M	0.02%	Put
40	S76STORE Capital Corp	61,035	$1.1M	0.02%	Call
41	CERNCHFCerner Corp	45,565	$1.1M	0.02%	Put
42	FITBFifth Third Bancorp	72,853	$1.1M	0.02%	Call
43	ADPAUTOMATIC DATA PROCESSING INC	7,900	$1.1M	0.02%	Put
44	AAPLApple Inc	347,481	$1.1M	0.02%	Put
45	ITBiShares U.S. Home Construction ETF	81,287	$1.1M	0.02%	Put
46	NXPINXP Semiconductors NV	25,663	$1.1M	0.02%	Put
47	CRSPCRISPR Therapeutics AG	24,635	$1.0M	0.02%	Call
48	TSMTaiwan Semiconductor Manufacturing Co Ltd	43,100	$1.0M	0.02%	Put
49	WPMWheaton Precious Metals Corp	37,400	$1.0M	0.02%	Put
50	COUPEURCoupa Software Inc	7,300	$1.0M	0.02%	Put
51	PEPPepsiCo Inc	431,231	$1.0M	0.02%	Put
52	DEDeere & Co	7,300	$1.0M	0.02%	Put
53	NSCNorfolk Southern Corp	88,016	$1.0M	0.02%	Put
54	KRKROGER CO/THE	304,477	$1.0M	0.02%	Put
55	ORCLOracle Corp	567,819	$993K	0.02%	Put
56	LHXL3Harris Technologies Inc	5,500	$990K	0.02%	Put
57	LPLALPL Financial Holdings Inc	18,156	$988K	0.02%
58	ELEstee Lauder Cos Inc/The	6,200	$988K	0.02%	Put
59	GPNGlobal Payments Inc	28,706	$985K	0.02%	Put
60	MACMacerich Co/The	174,811	$984K	0.02%	Put
61	WWayfair Inc	18,400	$984K	0.02%	Put
62	PENGSMART Global Holdings Inc	40,387	$981K	0.02%
63	HUBBHUBBELL INC	8,547	$981K	0.02%
64	AYXEURAlteryx Inc	10,300	$980K	0.02%	Put
65	LBTYBLiberty Global Plc	62,408	$980K	0.02%
66	SRPTSarepta Therapeutics Inc	9,923	$971K	0.02%
67	LADLithia Motors Inc	11,835	$968K	0.01%
68	SF9Sanderson Farms Inc	7,846	$968K	0.01%	Put
69	HSYHershey Co/The	86,175	$965K	0.01%	Put
70	COPConocoPhillips	81,308	$963K	0.01%	Put
71	EWJiShares MSCI Japan ETF	19,400	$958K	0.01%	Put
72	AESAES Corp/VA	70,175	$954K	0.01%
73	VENVentas Inc	537,119	$951K	0.01%	Put
74	ALSALLSTATE CORP/THE	369,522	$950K	0.01%	Put
75	GEGeneral Electric Co	119,400	$948K	0.01%	Call
76	—Stamps.com Inc	7,272	$946K	0.01%
77	LEGLeggett & Platt Inc	35,443	$946K	0.01%
78	ROLRollins Inc	26,113	$944K	0.01%
79	ODFLOld Dominion Freight Line Inc	7,159	$940K	0.01%	Put
80	PPLPPL CORP	168,664	$933K	0.01%	Put
81	ROSTRoss Stores Inc	10,725	$933K	0.01%
82	AYIAcuity Brands Inc	10,885	$932K	0.01%
83	TWLOTwilio Inc	10,400	$931K	0.01%	Call
84	WATWaters Corp	5,111	$930K	0.01%	Call
85	CDNSCadence Design Systems Inc	14,064	$929K	0.01%
86	BKEBuckle Inc/The	67,469	$925K	0.01%
87	ROKRockwell Automation Inc	20,893	$923K	0.01%	Call
88	AWCAmerican Water Works Co Inc	7,700	$920K	0.01%	Put
89	CMICummins Inc	86,678	$918K	0.01%	Put
90	OPLNKAR Auction Services Inc	76,274	$915K	0.01%
91	ALNYAlnylam Pharmaceuticals Inc	32,032	$910K	0.01%	Put
92	OGEOGE Energy Corp	29,380	$903K	0.01%
93	HUMHumana Inc	78,428	$903K	0.01%	Put
94	CTRACabot Oil & Gas Corp	898,857	$898K	0.01%	Put
95	JECUSDJacobs Engineering Group Inc	11,300	$896K	0.01%	Call
96	PCTYPaylocity Holding Corp	10,142	$896K	0.01%
97	TJXTJX Cos Inc/The	18,686	$894K	0.01%	Put
98	OKTAOkta Inc	7,300	$892K	0.01%	Call
99	SAICScience Applications International Corp	11,931	$890K	0.01%
100	WUBAUSD58.Com Inc	18,235	$888K	0.01%

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