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
101
BRK/BBerkshire Hathaway Inc
238,000$47.5B284.97%Put
102
CFGCitizens Financial Group Inc
1,122,125$47.1B282.75%Put
103
CMECME Group Inc
290,499$47.0B282.03%Put
104
SHOPShopify Inc
372,089$46.4B278.26%Put
105
CMCSAComcast Corp
1,280,882$43.8B262.71%Call
106
WOOFoot Locker Inc
950,144$43.3B259.72%Put
107
YYEURYY Inc
408,882$43.0B258.19%Put
108
SPGIS&P Global Inc
224,837$43.0B257.84%Put
109
MOMOUSDMomo Inc
1,136,066$42.5B254.90%Put
110
SJMJM Smucker Co/The
335,500$41.6B249.73%Put
111
ALSALLSTATE CORP/THE
429,648$40.7B244.48%Put
112
PEPPepsiCo Inc
372,113$40.6B243.79%Put
113
FDO.FMacy's Inc
1,364,044$40.6B243.50%Put
114
XLEEnergy Select Sector SPDR Fund
600,200$40.5B242.86%Put
115
WCGEURWellcare Health Plans Inc
207,998$40.3B241.74%
116
DGDollar General Corp
425,151$39.8B238.73%Put
117
TAT&T Inc
1,095,700$39.1B234.46%Put
118
BBYBest Buy Co Inc
546,941$38.3B229.78%Put
119
GISGeneral Mills Inc
834,800$37.6B225.78%Put
120
NEMNewmont Mining Corp
933,943$36.5B219.02%
121
MLB1MercadoLibre Inc
101,959$36.3B218.11%Put
122
BIDUNBaidu Inc
160,389$35.8B214.87%Put
123
CMICummins Inc
219,682$35.6B213.73%Put
124
WMWaste Management Inc
421,631$35.5B212.89%Put
125
LVSLas Vegas Sands Corp
490,379$35.3B211.63%
126
DGXQuest Diagnostics Inc
349,030$35.0B210.13%
127
RLRalph Lauren Corp
307,269$34.4B206.20%Put
128
UTXZUnited Technologies Corp
270,000$34.0B203.91%Put
129
FMCFMC Corp
439,828$33.7B202.14%Put
130
RDS/ARoyal Dutch Shell PLC
510,134$32.6B195.39%Put
131
BACBank of America Corp
1,076,823$32.3B193.83%Put
132
OLEDUniversal Display Corp
316,186$31.9B191.68%Put
133
PCGPG&E Corp
716,343$31.5B188.89%Put
134
PKGPackaging Corp of America
278,632$31.4B188.48%Put
135
PGProcter & Gamble Co/The
394,800$31.3B187.87%Put
136
AG8Agilent Technologies Inc
460,660$30.8B184.98%
137
ATVIEURActivision Blizzard Inc
454,955$30.7B184.22%Put
138
WUBAUSD58.Com Inc
374,596$29.9B179.56%Put
139
EBAeBay Inc
742,784$29.9B179.41%Put
140
TTWOTake-Two Interactive Software Inc
300,078$29.3B176.11%Put
141
DUKDuke Energy Corp
367,224$28.4B170.75%Put
142
AWMSkyworks Solutions Inc
282,576$28.3B170.05%Put
143
BMYBristol-Myers Squibb Co
447,145$28.3B169.76%Put
144
IACIEURIAC/InterActiveCorp
180,405$28.2B169.33%Put
145
EQIXEquinix Inc
67,410$28.2B169.19%Call
146
VIABViacom Inc
902,905$28.0B168.33%Put
147
SQMSociedad Quimica y Minera de Chile SA
568,684$28.0B167.77%Put
148
EMREmerson Electric Co
408,700$27.9B167.56%Put
149
GOOGLAlphabet Inc
26,850$27.8B167.15%Put
150
CHRWCH Robinson Worldwide Inc
295,300$27.7B166.10%Put
151
GWWWW Grainger Inc
97,800$27.6B165.70%Put
152
PLDProLogis Inc
438,120$27.6B165.65%
153
STZConstellation Brands Inc
120,418$27.4B164.73%Put
154
IQVIQVIA Holdings Inc
277,744$27.3B163.56%Put
155
UEOWestlake Chemical Corp
245,154$27.2B163.56%Put
156
3M4Masimo Corp
306,823$27.0B161.97%
157
Whiting Petroleum Corp
783,825$26.5B159.21%
158
LPXLouisiana-Pacific Corp
916,801$26.4B158.32%
159
RHRH
274,867$26.2B157.20%Put
160
HALHalliburton Co
554,140$26.0B156.13%Put
161
LRCXEURLam Research Corp
127,857$26.0B155.92%Put
162
SOSouthern Co/The
580,300$25.9B155.56%Put
163
FSLRFirst Solar Inc
358,005$25.4B152.53%Put
164
JDJD.com Inc
617,089$25.0B149.97%Put
165
STLAFiat Chrysler Automobiles NV
1,198,417$24.6B147.60%Put
166
Pinnacle Foods Inc
452,995$24.5B147.10%
167
Sina Corp/China
234,664$24.5B146.87%
168
PANWPalo Alto Networks Inc
134,532$24.4B146.58%Put
169
IRIngersoll-Rand PLC
285,304$24.4B146.43%
170
Aptiv PLC
285,331$24.2B145.53%Put
171
LVLNSPDR S&P Regional Banking ETF
383,000$23.1B138.83%Put
172
EIXEdison International
362,866$23.1B138.65%Call
173
LBEURL Brands Inc
594,470$22.7B136.34%Put
174
NLYEURANNALY CAPITAL MANAGEMENT INC
2,173,025$22.7B136.04%
175
FFIVF5 Networks Inc
156,398$22.6B135.76%Put
176
UAAUnder Armour Inc
1,367,394$22.4B134.20%Put
177
ACNAccenture PLC
143,000$21.9B131.75%Put
178
PRUPrudential Financial Inc
210,676$21.8B130.94%Put
179
SWKStanley Black & Decker Inc
140,238$21.5B128.96%Put
180
KMBKimberly-Clark Corp
193,200$21.3B127.71%Put
181
TALTAL EDUCATION GROUP
565,365$21.0B125.87%Put
182
CPACopa Holdings SA
162,267$20.9B125.28%
183
LEALear Corp
111,436$20.7B124.47%Put
184
NVSNNOVARTIS AG
255,150$20.6B123.82%Put
185
WDCWestern Digital Corp
223,388$20.6B123.72%Put
186
HIIHUNTINGTON INGALLS INDUSTRIES INC
79,935$20.6B123.67%Call
187
FANGDiamondback Energy Inc
159,473$20.2B121.10%Put
188
NVONovo Nordisk A/S
408,674$20.1B120.80%Put
189
Shire PLC
134,549$20.1B120.65%
190
XRAYDENTSPLY SIRONA Inc
399,200$20.1B120.55%Call
191
CDNSCadence Design Systems Inc
541,646$19.9B119.54%Put
192
MARMarriott International Inc/MD
145,300$19.8B118.59%Put
193
HUNHuntsman Corp
674,946$19.7B118.50%
194
SF9Sanderson Farms Inc
165,200$19.7B118.02%Put
195
PHParker-Hannifin Corp
114,800$19.6B117.85%Put
196
WYNNWynn Resorts Ltd
107,656$19.6B117.84%Put
197
ESSEssex Property Trust Inc
80,400$19.4B116.15%
198
CUCAAvis Budget Group Inc
412,827$19.3B116.07%Put
199
PFEPfizer Inc
539,200$19.1B114.86%Put
200
BIGGQBig Lots Inc
439,387$19.1B114.80%Put
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