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)

#	Stock	Shares	Value	% Portfolio	Type
301	MANHMANHATTAN ASSOCS INC	41,540	$4.0M	0.05%
302	AMATAPPLIED MATLS INC	63,923	$3.8M	0.05%	Put
303	PGRPROGRESSIVE CORP	40,066	$3.8M	0.05%
304	IPOAGBPVIRGIN GALACTIC HOLDINGS INC	195,012	$3.8M	0.05%
305	CNCCENTENE CORP DEL	64,300	$3.8M	0.05%	Put
306	ITTITT INC	63,055	$3.7M	0.05%
307	ACMAECOM	88,704	$3.7M	0.05%
308	SSS1EURLIFE STORAGE INC	35,248	$3.7M	0.05%
309	MKSIMKS INSTRS INC	33,823	$3.7M	0.05%
310	TOLTOLL BROTHERS INC	74,808	$3.6M	0.04%	Put
311	VENVENTAS INC	86,027	$3.6M	0.04%	Put
312	—CREE INC	56,550	$3.6M	0.04%
313	WSMWILLIAMS SONOMA INC	39,800	$3.6M	0.04%	Put
314	LITELUMENTUM HLDGS INC	47,743	$3.6M	0.04%
315	SEICSEI INVTS CO	70,582	$3.6M	0.04%
316	WIXWIX COM LTD	14,009	$3.6M	0.04%
317	AFWALIGN TECHNOLOGY INC	10,900	$3.6M	0.04%	Call
318	MDLZMONDELEZ INTL INC	61,600	$3.5M	0.04%	Put
319	MARMARRIOTT INTL INC NEW	38,100	$3.5M	0.04%	Put
320	LVLNSPDR SER TR	96,000	$3.4M	0.04%	Put
321	STLDSTEEL DYNAMICS INC	119,476	$3.4M	0.04%
322	LEALEAR CORP	31,241	$3.4M	0.04%
323	VNQVANGUARD INDEX FDS	43,100	$3.4M	0.04%	Put
324	MDMEDNAX INC	208,919	$3.4M	0.04%
325	AWIARMSTRONG WORLD INDS INC	49,388	$3.4M	0.04%
326	QRVOQORVO INC	26,318	$3.4M	0.04%
327	AYXEURALTERYX INC	29,800	$3.4M	0.04%	Put
328	TXNMPNM RES INC	81,285	$3.4M	0.04%
329	VCVISTEON CORP	48,380	$3.3M	0.04%
330	HDSUSDHD SUPPLY HLDGS INC	80,559	$3.3M	0.04%
331	KDPKEURIG DR PEPPER INC	119,826	$3.3M	0.04%
332	NUANEURNUANCE COMMUNICATIONS INC	99,593	$3.3M	0.04%	Call
333	BHCBAUSCH HEALTH COS INC	212,377	$3.3M	0.04%	Put
334	LDOSLEIDOS HOLDINGS INC	36,888	$3.3M	0.04%	Call
335	MUSAMURPHY USA INC	25,434	$3.3M	0.04%
336	DECKDECKERS OUTDOOR CORP	14,765	$3.2M	0.04%
337	SYNASYNAPTICS INC	40,299	$3.2M	0.04%
338	COHREURCOHERENT INC	29,070	$3.2M	0.04%
339	RSGREPUBLIC SVCS INC	33,972	$3.2M	0.04%
340	DRIDARDEN RESTAURANTS INC	31,400	$3.2M	0.04%	Put
341	NSPINSPERITY INC	48,266	$3.2M	0.04%
342	KMXCARMAX INC	33,800	$3.1M	0.04%	Put
343	OLEDUNIVERSAL DISPLAY CORP	17,186	$3.1M	0.04%
344	AKAMAKAMAI TECHNOLOGIES INC	28,000	$3.1M	0.04%	Put
345	CLCOLGATE PALMOLIVE CO	40,100	$3.1M	0.04%	Put
346	KMIKINDER MORGAN INC DEL	249,600	$3.1M	0.04%	Call
347	CRWDCROWDSTRIKE HLDGS INC	22,123	$3.0M	0.04%
348	SYYSYSCO CORP	48,800	$3.0M	0.04%	Put
349	NTAPNETAPP INC	69,158	$3.0M	0.04%
350	ROLROLLINS INC	55,696	$3.0M	0.04%
351	AMEDAMEDISYS INC	12,767	$3.0M	0.04%
352	LPLALPL FINL HLDGS INC	39,303	$3.0M	0.04%
353	TROWPRICE T ROWE GROUP INC	23,500	$3.0M	0.04%	Put
354	2362120DSINCLAIR BROADCAST GROUP INC	156,187	$3.0M	0.04%
355	IRINGERSOLL RAND INC	83,800	$3.0M	0.04%	Put
356	TPDTEMPUR SEALY INTL INC	33,292	$3.0M	0.04%
357	URIUNITED RENTALS INC	16,945	$3.0M	0.04%
358	EWWISHARES INC	88,400	$2.9M	0.04%	Put
359	RUNSUNRUN INC	38,200	$2.9M	0.04%	Call
360	CERNCHFCERNER CORP	40,600	$2.9M	0.04%	Put
361	ZBRAZEBRA TECHNOLOGIES CORPORATI	11,602	$2.9M	0.04%
362	HSYHERSHEY CO	20,400	$2.9M	0.04%	Call
363	ETNEATON CORP PLC	28,600	$2.9M	0.04%	Put
364	PAYXPAYCHEX INC	36,420	$2.9M	0.04%	Call
365	PPLPEMBINA PIPELINE CORP	136,065	$2.9M	0.04%
366	IRBTQIROBOT CORP	37,660	$2.9M	0.04%	Put
367	CEOCNOOC LIMITED	29,688	$2.9M	0.04%
368	NTRSNORTHERN TR CORP	36,459	$2.8M	0.04%
369	ZTOZTO EXPRESS CAYMAN INC	94,877	$2.8M	0.04%
370	VIPSVIPSHOP HOLDINGS LIMITED	180,956	$2.8M	0.03%
371	VLOVALERO ENERGY CORP	65,300	$2.8M	0.03%	Put
372	BJBJS WHSL CLUB HLDGS INC	67,900	$2.8M	0.03%	Put
373	INVAINNOVIVA INC	266,730	$2.8M	0.03%
374	AONAON PLC	13,500	$2.8M	0.03%	Call
375	GTGOODYEAR TIRE & RUBR CO	362,522	$2.8M	0.03%
376	XRTSPDR SER TR	55,700	$2.8M	0.03%	Put
377	NTNXNUTANIX INC	124,680	$2.8M	0.03%	Put
378	HHYATT HOTELS CORP	51,586	$2.8M	0.03%
379	SSNCSS&C TECHNOLOGIES HLDGS INC	45,500	$2.8M	0.03%	Put
380	ENBENBRIDGE INC	94,200	$2.8M	0.03%	Put
381	NWSANEWS CORP NEW	195,178	$2.7M	0.03%
382	JACKJACK IN THE BOX INC	34,400	$2.7M	0.03%	Put
383	EWJISHARES INC	46,100	$2.7M	0.03%	Put
384	DREUSDDUKE REALTY CORP	73,747	$2.7M	0.03%
385	TFCTRUIST FINL CORP	71,400	$2.7M	0.03%	Put
386	SPSCSPS COMMERCE INC	34,709	$2.7M	0.03%
387	CECELANESE CORP DEL	25,103	$2.7M	0.03%
388	SILGLOBAL X FDS	61,900	$2.7M	0.03%	Put
389	NVSNNOVARTIS AG	30,813	$2.7M	0.03%	Call
390	PBRPETROLEO BRASILEIRO SA PETRO	375,300	$2.7M	0.03%	Put
391	SIXEURSIX FLAGS ENTMT CORP NEW	130,973	$2.7M	0.03%	Put
392	OCOWENS CORNING NEW	38,300	$2.6M	0.03%	Put
393	GLDDGREAT LAKES DREDGE & DOCK CO	276,579	$2.6M	0.03%
394	PPLPPL CORP	96,200	$2.6M	0.03%	Put
395	CVXCHEVRON CORP NEW	35,800	$2.6M	0.03%	Put
396	SEESEALED AIR CORP NEW	66,313	$2.6M	0.03%
397	ALCALCON AG	44,890	$2.6M	0.03%
398	CSLCARLISLE COS INC	20,824	$2.5M	0.03%
399	WPCWP CAREY INC	39,045	$2.5M	0.03%
400	PSXPHILLIPS 66	48,900	$2.5M	0.03%	Put

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