CAPITAL FUND MANAGEMENT S.A. Q2 2021 Filing

Filed August 12, 2021

Portfolio Value

$12.6B

Holdings

795

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (795 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	772,715	$330.8M	2.62%	Put
2	CATCATERPILLAR INC	1,029,569	$224.1M	1.77%	Put
3	MRNAMODERNA INC	910,500	$213.9M	1.69%	Put
4	TWTRUSDTWITTER INC	2,993,898	$206.0M	1.63%	Put
5	PGPROCTER AND GAMBLE CO	1,467,600	$198.0M	1.57%	Put
6	DYHTARGET CORP	736,473	$178.0M	1.41%	Put
7	MUMICRON TECHNOLOGY INC	1,977,428	$168.0M	1.33%	Put
8	TSMTAIWAN SEMICONDUCTOR MFG LTD	1,395,200	$167.6M	1.33%	Put
9	TSLATESLA INC	236,800	$161.0M	1.27%	Put
10	UPSUNITED PARCEL SERVICE INC	768,257	$159.8M	1.26%	Put
11	0VVBVIACOMCBS INC	3,142,300	$142.0M	1.12%	Put
12	SNAPSNAP INC	2,048,507	$139.6M	1.10%	Put
13	LYFTLYFT INC	2,306,413	$139.5M	1.10%	Put
14	ROKUROKU INC	288,596	$132.5M	1.05%	Put
15	ZMZOOM VIDEO COMMUNICATIONS IN	339,662	$131.5M	1.04%	Put
16	WMWASTE MGMT INC DEL	897,652	$125.8M	1.00%	Put
17	INTCINTEL CORP	2,051,173	$115.2M	0.91%	Put
18	GILDGILEAD SCIENCES INC	1,661,383	$114.4M	0.91%	Put
19	DISDISNEY WALT CO	644,938	$113.4M	0.90%	Put
20	ORCLORACLE CORP	1,436,800	$111.8M	0.89%	Put
21	COSTCOSTCO WHSL CORP NEW	280,891	$111.1M	0.88%	Put
22	XYZSQUARE INC	446,554	$108.9M	0.86%	Put
23	GSGOLDMAN SACHS GROUP INC	285,300	$108.3M	0.86%	Put
24	QCOMQUALCOMM INC	753,793	$107.7M	0.85%	Put
25	AMDADVANCED MICRO DEVICES INC	1,140,071	$107.1M	0.85%	Put
26	WFCWELLS FARGO CO NEW	2,336,600	$105.8M	0.84%	Put
27	FDXFEDEX CORP	342,804	$102.3M	0.81%	Put
28	BRK/BBERKSHIRE HATHAWAY INC DEL	362,300	$100.7M	0.80%	Put
29	TXNTEXAS INSTRS INC	503,365	$96.8M	0.77%	Put
30	XOMEXXON MOBIL CORP	1,510,800	$95.3M	0.75%	Put
31	AAPLAPPLE INC	676,905	$92.7M	0.73%	Put
32	WMTWALMART INC	612,707	$86.4M	0.68%	Call
33	SBUXSTARBUCKS CORP	758,773	$84.8M	0.67%	Put
34	TDOCTELADOC HEALTH INC	506,600	$84.2M	0.67%	Put
35	HDHOME DEPOT INC	251,300	$80.1M	0.63%	Put
36	MMM3M CO	393,651	$78.2M	0.62%	Put
37	PTONPELOTON INTERACTIVE INC	627,700	$77.8M	0.62%	Put
38	MGMMGM RESORTS INTERNATIONAL	1,736,792	$74.1M	0.59%	Put
39	BABOEING CO	298,000	$71.4M	0.57%	Put
40	SPOTSPOTIFY TECHNOLOGY S A	256,679	$70.7M	0.56%	Put
41	FCXFREEPORT-MCMORAN INC	1,864,100	$69.2M	0.55%	Put
42	JNJJOHNSON & JOHNSON	419,208	$69.1M	0.55%	Put
43	FDO.FMACYS INC	3,607,332	$68.4M	0.54%	Put
44	MOALTRIA GROUP INC	1,427,138	$68.0M	0.54%	Put
45	BACBK OF AMERICA CORP	1,624,501	$67.0M	0.53%	Put
46	CVXCHEVRON CORP NEW	617,764	$64.7M	0.51%	Put
47	OXYOCCIDENTAL PETE CORP	2,051,447	$64.1M	0.51%	Put
48	LOWLOWES COS INC	318,111	$61.7M	0.49%	Put
49	PEPPEPSICO INC	409,900	$60.7M	0.48%	Put
50	ASMLASML HOLDING N V	86,864	$60.0M	0.48%	Put
51	TJXTJX COS INC NEW	869,653	$58.6M	0.46%
52	MAMASTERCARD INCORPORATED	159,440	$58.2M	0.46%	Put
53	CHWYCHEWY INC	717,065	$57.2M	0.45%	Put
54	CRWDCROWDSTRIKE HLDGS INC	220,319	$55.4M	0.44%	Put
55	XLESELECT SECTOR SPDR TR	1,021,593	$55.0M	0.44%	Put
56	PENNPENN NATL GAMING INC	694,700	$53.1M	0.42%	Put
57	KOCOCA COLA CO	963,000	$52.1M	0.41%	Put
58	DEDEERE & CO	145,200	$51.2M	0.41%	Put
59	ISRGINTUITIVE SURGICAL INC	55,675	$51.2M	0.41%
60	FTCHQFARFETCH LTD	997,771	$50.2M	0.40%	Put
61	HALHALLIBURTON CO	2,166,373	$50.1M	0.40%	Put
62	GEGENERAL ELECTRIC CO	3,719,900	$50.1M	0.40%	Put
63	MPCMARATHON PETE CORP	827,511	$50.0M	0.40%	Put
64	GMGENERAL MTRS CO	843,319	$49.9M	0.39%	Put
65	NKENIKE INC	321,700	$49.7M	0.39%	Put
66	KMBKIMBERLY-CLARK CORP	355,400	$47.5M	0.38%	Put
67	LMTLOCKHEED MARTIN CORP	125,600	$47.5M	0.38%	Put
68	LVLNSPDR SER TR	723,100	$47.4M	0.38%	Put
69	CLXCLOROX CO DEL	261,815	$47.1M	0.37%	Put
70	SCHWSCHWAB CHARLES CORP	635,700	$46.3M	0.37%	Put
71	SLBSCHLUMBERGER LTD	1,396,800	$44.7M	0.35%	Put
72	PINSPINTEREST INC	562,007	$44.4M	0.35%	Put
73	AMATAPPLIED MATLS INC	303,600	$43.2M	0.34%	Put
74	GOOGLALPHABET INC	17,542	$42.8M	0.34%
75	TRVCCITIGROUP INC	600,500	$42.5M	0.34%	Put
76	UNPUNION PAC CORP	192,302	$42.3M	0.33%	Put
77	TRIPTRIPADVISOR INC	1,025,403	$41.3M	0.33%	Put
78	XOPSPDR SER TR	420,525	$40.7M	0.32%	Put
79	MARMARRIOTT INTL INC NEW	292,622	$39.9M	0.32%	Put
80	ZSZSCALER INC	184,832	$39.9M	0.32%	Put
81	HLTHILTON WORLDWIDE HLDGS INC	329,819	$39.8M	0.31%	Put
82	FVRRFIVERR INTL LTD	160,117	$38.8M	0.31%	Put
83	ETSYETSY INC	182,232	$37.5M	0.30%	Put
84	DWDMORGAN STANLEY	409,100	$37.5M	0.30%	Put
85	BPBP PLC	1,388,772	$36.7M	0.29%	Put
86	YUMYUM BRANDS INC	315,500	$36.3M	0.29%	Put
87	EFAISHARES TR	459,757	$36.3M	0.29%	Put
88	ABTABBOTT LABS	310,549	$36.0M	0.28%	Put
89	ZZILLOW GROUP INC	292,500	$35.7M	0.28%	Put
90	BYNDBEYOND MEAT INC	225,585	$35.5M	0.28%	Put
91	FSLRFIRST SOLAR INC	391,400	$35.4M	0.28%	Put
92	TPRTAPESTRY INC	810,748	$35.3M	0.28%	Put
93	WBAWALGREENS BOOTS ALLIANCE INC	666,400	$35.1M	0.28%	Put
94	RDS/AROYAL DUTCH SHELL PLC	862,580	$34.8M	0.28%	Put
95	JPMJPMORGAN CHASE & CO	218,300	$34.0M	0.27%	Put
96	TMUST-MOBILE US INC	225,900	$32.7M	0.26%	Put
97	DISCAUSDDISCOVERY INC	1,046,157	$32.1M	0.25%	Put
98	XBISPDR SER TR	235,701	$31.9M	0.25%	Put
99	VVISA INC	134,580	$31.5M	0.25%	Call
100	DHID R HORTON INC	348,100	$31.5M	0.25%	Put

Page 1 of 8Next