CAPITAL FUND MANAGEMENT S.A. Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$16.7B

Holdings

1,057

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (1,057 positions)

#StockSharesValue% PortfolioType
1
CATCaterpillar Inc
1,841,784$271.4B1629.29%Put
2
BABoeing Co/The
741,259$243.0B1458.84%Put
3
MSFTMicrosoft Corp
2,479,741$226.3B1358.49%Put
4
ABBVAbbVie Inc
2,278,812$215.7B1294.64%Put
5
SPYSPDR S&P 500 ETF Trust
797,400$209.8B1259.51%Put
6
NVDANvidia Corp
840,161$194.6B1167.89%Put
7
Allergan plc
1,110,754$186.9B1122.01%Put
8
CVXChevron Corp
1,632,448$186.2B1117.43%Put
9
WMTWalmart Inc
2,089,035$185.9B1115.60%Put
10
CELGCelgene Corp
1,966,936$175.5B1053.23%Put
11
HDHome Depot Inc/The
969,701$172.8B1037.45%Put
12
DYHTarget Corp
2,470,046$171.5B1029.38%Put
13
MCDMcDonald's Corp
1,032,407$161.4B969.07%Put
14
UPSUNITED PARCEL SERVICE INC
1,413,200$147.9B887.78%Put
15
JPMJPMorgan Chase & Co
1,344,435$147.8B887.44%Put
16
NKENIKE Inc
2,172,500$144.3B866.38%Put
17
MAMastercard Inc
804,424$140.9B845.75%Put
18
INTCIntel Corp
2,666,000$138.8B833.40%Put
19
MUMicron Technology Inc
2,602,526$135.7B814.49%Put
20
GSGOLDMAN SACHS GROUP INC/THE
531,800$133.9B803.95%Put
21
NFLXNetFlix Inc
436,900$129.0B774.54%Put
22
DEDeere & Co
827,336$128.5B771.32%Put
23
CSCOCisco Systems Inc
2,982,848$127.9B767.90%Put
24
AVGOBroadcom Ltd
529,346$124.7B748.73%Put
25
XLUUtilities Select Sector SPDR Fund
2,427,800$122.7B736.35%Put
26
ISRGIntuitive Surgical Inc
293,515$121.2B727.32%Put
27
MOAltria Group Inc
1,820,620$113.5B681.03%Put
28
FDXFedEx Corp
468,900$112.6B675.79%Put
29
BIIBBiogen Inc
404,765$110.8B665.26%Put
30
JNJJohnson & Johnson
851,044$109.1B654.62%Put
31
APCAnadarko Petroleum Corp
1,791,267$108.2B649.52%Put
32
TWTRUSDTwitter Inc
3,720,415$107.9B647.83%Put
33
RTN1USDRAYTHEON CO
491,398$106.1B636.57%Put
34
GEGeneral Electric Co
7,862,800$106.0B636.19%Put
35
MPCMARATHON PETROLEUM CORP
1,439,082$105.2B631.52%Put
36
AMZNAmazon.com Inc
72,400$104.8B628.97%Put
37
XOMExxon Mobil Corp
1,401,098$104.5B627.46%Put
38
BLKCHFBlackRock Inc
192,900$104.5B627.23%Put
39
PYPLPayPal Holdings Inc
1,329,497$100.9B605.45%Put
40
DISWalt Disney Co/The
1,002,176$100.7B604.19%Put
41
XYZSquare Inc
1,981,300$97.5B585.11%Put
42
AMATApplied Materials Inc
1,722,552$95.8B574.97%Put
43
AAPLApple Inc
563,634$94.6B567.62%Put
44
COPConocoPhillips
1,555,767$92.2B553.66%Put
45
KRKROGER CO/THE
3,837,300$91.9B551.40%Put
46
AZOAutozone Inc
140,414$91.1B546.73%Put
47
Mylan NV
2,187,500$90.1B540.57%Put
48
UNHUnitedHealth Group Inc
403,362$86.3B518.12%Put
49
CMGChipotle Mexican Grill Inc
265,600$85.8B515.11%Put
50
UNPUnion Pacific Corp
633,300$85.1B511.01%Put
51
BACVerizon Communications Inc
1,761,663$84.2B505.66%Put
52
NOCNorthrop Grumman Corp
235,500$82.2B493.50%Put
53
SLBSchlumberger Ltd
1,258,776$81.5B489.45%Put
54
4I1Philip Morris International Inc
818,856$81.4B488.56%Put
55
ADBEAdobe Systems Inc
359,400$77.7B466.14%Put
56
WBWeibo Corp
646,029$77.2B463.54%Put
57
MMM3M Co
350,700$77.0B462.09%Put
58
TXNTexas Instruments Inc
731,100$76.0B455.90%Put
59
CBOECboe Global Markets Inc
650,100$74.2B445.23%Put
60
AXPAmerican Express Co
787,610$73.5B440.99%Put
61
ELEstee Lauder Cos Inc/The
479,097$71.7B430.55%Put
62
LOWLowe's Cos Inc
813,255$71.4B428.35%Put
63
IWMiShares Russell 2000 ETF
462,500$70.2B421.50%Put
64
FCXFreeport-McMoRan Inc
3,945,394$69.3B416.09%Put
65
KSSKohl's Corp
1,007,582$66.0B396.20%Put
66
AABAUSDAltaba Inc
884,800$65.5B393.21%Put
67
MRKMerck & Co Inc
1,195,916$65.1B391.00%Put
68
URIUnited Rentals Inc
373,981$64.6B387.74%Put
69
REGNRegeneron Pharmaceuticals Inc
186,900$64.4B386.31%Put
70
VLOValero Energy Corp
688,590$63.9B383.43%Put
71
BABAAlibaba Group Holding Ltd
341,300$62.6B376.00%Put
72
USX1United States Steel Corp
1,769,782$62.3B373.81%Put
73
DLTRDollar Tree Inc
649,583$61.6B370.01%Put
74
ALBAlbemarle Corp
653,117$60.6B363.57%Put
75
KHCKraft Heinz Co/The
964,500$60.1B360.61%Put
76
BPBP PLC
1,475,616$59.8B359.07%Put
77
GMGENERAL MOTORS CO
1,644,800$59.8B358.78%Put
78
METAFacebook Inc
371,463$59.4B356.28%Put
79
MRO*Marathon Oil Corp
3,668,965$59.2B355.22%Put
80
ROSTRoss Stores Inc
753,342$58.7B352.61%Put
81
WFCWells Fargo & Co
1,118,417$58.6B351.84%Put
82
AFWAlign Technology Inc
227,304$57.1B342.63%Put
83
DONSPDR Dow Jones Industrial Average ETF Trust
233,826$56.4B338.80%Put
84
HUMHumana Inc
209,468$56.3B338.00%Put
85
OXYOccidental Petroleum Corp
856,604$55.6B334.01%Put
86
CICigna Corp
327,869$55.0B330.11%Put
87
EFAiShares MSCI EAFE ETF
785,666$54.7B328.60%Put
88
TRVCCitigroup Inc
804,223$54.3B325.84%Put
89
EOGEOG Resources Inc
512,277$53.9B323.69%Put
90
COSTCostco Wholesale Corp
283,679$53.5B320.85%Put
91
ULTAUlta Beauty Inc
260,135$53.1B318.95%Put
92
ELVAnthem Inc
237,317$52.1B312.95%Put
93
PXDEURPioneer Natural Resources Co
303,298$52.1B312.73%Put
94
TEVATeva Pharmaceutical Industries Ltd
3,036,200$51.9B311.45%Put
95
XLKTechnology Select Sector SPDR Fund
784,609$51.3B308.09%Put
96
DVNDEVON ENERGY CORP
1,581,187$50.3B301.71%Put
97
RCLRoyal Caribbean Cruises Ltd
422,894$49.8B298.87%
98
OCOwens Corning
610,487$49.1B294.61%Put
99
DRIDarden Restaurants Inc
563,690$48.1B288.44%Put
100
INTUIntuit Inc
276,861$48.0B288.08%Put
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