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
1	TSLATESLA INC	177,400	$191.6M	3.04%	Put
2	BABOEING CO	908,800	$166.6M	2.64%	Put
3	NFLXNETFLIX INC	327,700	$149.1M	2.37%	Put
4	AAPLAPPLE INC	375,380	$136.9M	2.17%	Put
5	XOMEXXON MOBIL CORP	3,060,000	$136.8M	2.17%	Put
6	NEMNEWMONT CORP	1,578,564	$97.5M	1.55%	Put
7	AMGNAMGEN INC	389,895	$92.0M	1.46%	Put
8	MOALTRIA GROUP INC	2,086,336	$81.9M	1.30%	Put
9	INTCINTEL CORP	1,323,974	$79.2M	1.26%	Put
10	XYZSQUARE INC	733,000	$76.9M	1.22%	Put
11	BABAALIBABA GROUP HLDG LTD	341,279	$73.6M	1.17%	Put
12	XOPSPDR SER TR	1,382,625	$72.1M	1.14%	Put
13	WFCWELLS FARGO CO NEW	2,781,536	$71.2M	1.13%	Put
14	ABXBARRICK GOLD CORPORATION	2,618,334	$70.5M	1.12%	Put
15	SPYSPDR S&P 500 ETF TR	225,416	$69.5M	1.10%	Put
16	ABBVABBVIE INC	705,980	$69.3M	1.10%	Put
17	DYHTARGET CORP	574,913	$68.9M	1.09%	Put
18	PGPROCTER AND GAMBLE CO	575,033	$68.8M	1.09%	Put
19	METAFACEBOOK INC	300,788	$68.3M	1.08%	Put
20	JPMJPMORGAN CHASE & CO	713,652	$67.1M	1.07%	Put
21	BACBK OF AMERICA CORP	2,768,834	$65.8M	1.04%	Put
22	XLESELECT SECTOR SPDR TR	1,531,900	$58.0M	0.92%	Put
23	NKENIKE INC	569,800	$55.9M	0.89%	Put
24	COSTCOSTCO WHSL CORP NEW	183,423	$55.6M	0.88%	Put
25	TAT&T INC	1,791,000	$54.1M	0.86%	Put
26	KOCOCA COLA CO	1,162,520	$51.9M	0.82%	Put
27	MAMASTERCARD INCORPORATED	169,247	$50.0M	0.79%
28	LMTLOCKHEED MARTIN CORP	135,164	$49.3M	0.78%	Put
29	SHOPSHOPIFY INC	51,500	$48.9M	0.78%	Put
30	QCOMQUALCOMM INC	523,125	$47.7M	0.76%	Put
31	MUMICRON TECHNOLOGY INC	918,300	$47.3M	0.75%	Put
32	NVDANVIDIA CORPORATION	123,396	$46.9M	0.74%	Put
33	FDXFEDEX CORP	312,413	$43.8M	0.70%	Put
34	BMYBRISTOL-MYERS SQUIBB CO	738,450	$43.4M	0.69%	Put
35	WDCWESTERN DIGITAL CORP.	977,955	$43.2M	0.69%	Put
36	0VVBVIACOMCBS INC	1,818,600	$42.4M	0.67%	Put
37	DISDISNEY WALT CO	364,500	$40.6M	0.64%	Put
38	HUMHUMANA INC	102,252	$39.6M	0.63%
39	TRVCCITIGROUP INC	766,400	$39.2M	0.62%	Put
40	EBAEBAY INC.	734,109	$38.5M	0.61%	Put
41	CHTRCHARTER COMMUNICATIONS INC N	74,100	$37.8M	0.60%	Put
42	RTXRAYTHEON TECHNOLOGIES CORP	589,631	$36.3M	0.58%	Put
43	SPGIS&P GLOBAL INC	109,196	$36.0M	0.57%
44	NEENEXTERA ENERGY INC	149,600	$35.9M	0.57%	Put
45	SNAPSNAP INC	1,510,151	$35.5M	0.56%	Put
46	COFCAPITAL ONE FINL CORP	565,022	$35.4M	0.56%	Put
47	UPSUNITED PARCEL SERVICE INC	312,400	$34.7M	0.55%	Put
48	CSXCSX CORP	487,226	$34.0M	0.54%	Put
49	NOWSERVICENOW INC	83,027	$33.6M	0.53%	Put
50	CMGCHIPOTLE MEXICAN GRILL INC	31,397	$33.0M	0.52%	Put
51	GMGENERAL MTRS CO	1,305,900	$33.0M	0.52%	Put
52	HALHALLIBURTON CO	2,530,695	$32.8M	0.52%	Put
53	CMECME GROUP INC	200,263	$32.5M	0.52%	Call
54	BIDUNBAIDU INC	270,681	$32.5M	0.51%	Put
55	MRVLMARVELL TECHNOLOGY GROUP LTD	895,669	$31.4M	0.50%	Put
56	AFWALIGN TECHNOLOGY INC	113,871	$31.3M	0.50%	Put
57	JNJJOHNSON & JOHNSON	221,476	$31.1M	0.49%	Put
58	CAHCARDINAL HEALTH INC	579,036	$30.2M	0.48%
59	EWEDWARDS LIFESCIENCES CORP	430,771	$29.8M	0.47%	Put
60	VEEVVEEVA SYS INC	125,853	$29.5M	0.47%	Put
61	CVSCVS HEALTH CORP	449,600	$29.2M	0.46%	Put
62	CFCF INDS HLDGS INC	1,035,107	$29.1M	0.46%	Put
63	AWMSKYWORKS SOLUTIONS INC	226,595	$29.0M	0.46%	Put
64	WDAYWORKDAY INC	151,276	$28.3M	0.45%	Call
65	BIIBBIOGEN INC	105,703	$28.3M	0.45%
66	VVISA INC	144,029	$27.8M	0.44%
67	LOWLOWES COS INC	204,116	$27.6M	0.44%	Put
68	MSFTMICROSOFT CORP	135,027	$27.5M	0.44%	Put
69	BUDANHEUSER BUSCH INBEV SA/NV	556,200	$27.4M	0.44%	Put
70	KHCKRAFT HEINZ CO	854,200	$27.2M	0.43%	Put
71	TEAMATLASSIAN CORP PLC	147,359	$26.6M	0.42%	Put
72	LULULULULEMON ATHLETICA INC	85,100	$26.6M	0.42%	Put
73	CATCATERPILLAR INC DEL	206,100	$26.1M	0.41%	Put
74	AIGAMERICAN INTL GROUP INC	824,500	$25.7M	0.41%	Put
75	MLMMARTIN MARIETTA MATLS INC	121,676	$25.1M	0.40%
76	IBMINTERNATIONAL BUSINESS MACHS	208,100	$25.1M	0.40%	Put
77	NSCNORFOLK SOUTHERN CORP	140,156	$24.6M	0.39%
78	HDHOME DEPOT INC	96,300	$24.1M	0.38%	Put
79	OXYOCCIDENTAL PETE CORP	1,315,591	$24.1M	0.38%	Put
80	SPGSIMON PPTY GROUP INC NEW	344,855	$23.6M	0.37%	Put
81	WBAWALGREENS BOOTS ALLIANCE INC	552,900	$23.4M	0.37%	Put
82	DLTRDOLLAR TREE INC	250,857	$23.2M	0.37%
83	DOCUDOCUSIGN INC	134,100	$23.1M	0.37%	Put
84	KSUEURKANSAS CITY SOUTHERN	151,427	$22.6M	0.36%
85	ATVIEURACTIVISION BLIZZARD INC	296,862	$22.5M	0.36%	Put
86	XLNXEURXILINX INC	222,058	$21.8M	0.35%	Put
87	ORCLORACLE CORP	394,865	$21.8M	0.35%
88	FNVFRANCO NEV CORP	152,064	$21.2M	0.34%	Put
89	MPCMARATHON PETE CORP	563,600	$21.1M	0.33%	Put
90	NRANRG ENERGY INC	642,907	$20.9M	0.33%
91	GOOGLALPHABET INC	14,739	$20.9M	0.33%
92	BRK/BBERKSHIRE HATHAWAY INC DEL	115,600	$20.6M	0.33%	Put
93	SLBSCHLUMBERGER LTD	1,117,100	$20.5M	0.33%	Put
94	DGDOLLAR GEN CORP NEW	106,397	$20.3M	0.32%	Call
95	XBISPDR SER TR	178,400	$20.0M	0.32%	Put
96	TDOCTELADOC HEALTH INC	102,300	$19.5M	0.31%	Put
97	BXBLACKSTONE GROUP INC	343,900	$19.5M	0.31%	Put
98	PYPLPAYPAL HLDGS INC	110,315	$19.2M	0.30%	Put
99	GSGOLDMAN SACHS GROUP INC	97,030	$19.2M	0.30%	Put
100	SPLKCHFSPLUNK INC	92,500	$18.4M	0.29%	Put

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