CAPITAL FUND MANAGEMENT S.A. Q1 2019 Filing

Filed May 13, 2019

Portfolio Value

$11.3B

Holdings

1,051

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (1,051 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF Trust
1,448,112$361.9B3202.36%Put
2
AAPLApple Inc
1,397,454$220.4B1950.50%Put
3
MRKMerck & Co Inc
2,768,926$211.6B1872.09%Put
4
NFLXNetFlix Inc
742,709$198.8B1759.02%Put
5
PGProcter & Gamble Co/The
1,663,300$152.9B1352.85%Put
6
XYZSquare Inc
2,640,531$148.1B1310.52%Put
7
AMZNAmazon.com Inc
97,140$145.9B1291.01%Put
8
JNJJohnson & Johnson
1,023,000$132.0B1168.16%Put
9
JDJD.com Inc
6,099,628$127.7B1129.64%Put
10
IWMiShares Russell 2000 ETF
919,959$123.2B1089.98%Put
11
PFEPfizer Inc
2,747,100$119.9B1061.02%Put
12
CMGChipotle Mexican Grill Inc
270,300$116.7B1032.73%Put
13
BACVerizon Communications Inc
2,064,400$116.1B1026.95%Put
14
METAFacebook Inc
871,150$114.2B1010.48%Put
15
NVDANvidia Corp
852,700$113.8B1007.27%Put
16
AMDAdvanced Micro Devices Inc
6,158,322$113.7B1005.93%Put
17
GEGeneral Electric Co
13,815,755$104.6B925.42%Put
18
AMATApplied Materials Inc
3,186,253$104.3B923.05%Put
19
MUMicron Technology Inc
3,134,577$99.5B880.07%Put
20
GMGENERAL MOTORS CO
2,838,378$94.9B840.11%Put
21
IBMInternational Business Machines Corp
803,400$91.3B808.06%Put
22
CATCaterpillar Inc
709,000$90.1B797.18%Put
23
TALTAL EDUCATION GROUP
3,303,742$88.1B779.93%Put
24
INTCIntel Corp
1,847,800$86.7B767.31%Put
25
CELGCelgene Corp
1,316,950$84.4B746.85%Put
26
Allergan plc
611,717$81.8B723.47%Put
27
MSFTMicrosoft Corp
786,900$79.9B707.21%Put
28
WDCWestern Digital Corp
2,146,100$79.3B702.05%Put
29
QCOMQualcomm Inc
1,383,334$78.7B696.59%Put
30
XLUUtilities Select Sector SPDR Fund
1,419,983$75.1B664.93%Put
31
HALHalliburton Co
2,728,092$72.5B641.62%Put
32
DYHTarget Corp
1,054,160$69.7B616.46%Put
33
AALAmerican Airlines Group Inc
2,144,200$68.8B609.22%Put
34
PEPPepsiCo Inc
621,200$68.6B607.27%Put
35
GDXVanEck Vectors Gold Miners ETF
3,168,441$66.8B591.27%Put
36
KHCKraft Heinz Co/The
1,526,718$65.7B581.43%Put
37
UNHUnitedHealth Group Inc
258,092$64.3B568.92%Put
38
4I1Philip Morris International Inc
956,500$63.9B565.02%Put
39
UPSUNITED PARCEL SERVICE INC
636,200$62.0B549.04%Put
40
NKENIKE Inc
834,518$61.9B547.46%Put
41
KRKROGER CO/THE
2,247,112$61.8B546.80%Put
42
LLYEli Lilly & Co
524,795$60.7B537.36%Put
43
BABoeing Co/The
187,928$60.6B536.28%Put
44
ABBVAbbVie Inc
649,727$59.9B530.01%Put
45
BMYBristol-Myers Squibb Co
1,136,763$59.1B522.84%Put
46
CLXClorox Co/The
377,800$58.2B515.28%Put
47
XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF
2,166,357$57.5B508.56%Put
48
XLKTechnology Select Sector SPDR Fund
879,231$54.5B482.20%Put
49
PYPLPayPal Holdings Inc
634,386$53.3B472.03%Put
50
WFCWells Fargo & Co
1,088,620$50.2B443.87%Put
51
LRCXEURLam Research Corp
364,300$49.6B438.95%Put
52
RHT1EURRed Hat Inc
282,100$49.5B438.42%Put
53
GISGeneral Mills Inc
1,267,753$49.4B436.81%Put
54
DUKDuke Energy Corp
566,093$48.9B432.28%Put
55
FDXFedEx Corp
299,445$48.3B427.46%Put
56
FFIVF5 Networks Inc
296,493$48.0B425.08%Put
57
BABAAlibaba Group Holding Ltd
338,400$46.4B410.44%Put
58
TEVATeva Pharmaceutical Industries Ltd
2,913,200$44.9B397.49%Put
59
BIDUNBaidu Inc
283,149$44.9B397.36%Put
60
MOAltria Group Inc
900,367$44.5B393.48%Put
61
TXNTexas Instruments Inc
470,550$44.5B393.46%Put
62
KSSKohl's Corp
665,594$44.2B390.70%Put
63
TWTRUSDTwitter Inc
1,486,231$42.7B377.95%Put
64
TAT&T Inc
1,494,200$42.6B377.33%Put
65
GTGoodyear Tire & Rubber Co/The
2,046,711$41.8B369.63%Put
66
NEMNewmont Mining Corp
1,192,300$41.3B365.56%Put
67
CMCSAComcast Corp
1,202,040$40.9B362.17%Put
68
ADBEAdobe Inc
178,309$40.3B356.95%Put
69
WMTWalmart Inc
415,800$38.7B342.72%Put
70
GOOGLAlphabet Inc
37,009$38.7B342.20%Put
71
SHOPShopify Inc
277,505$38.4B339.96%Put
72
Goldcorp Inc
3,805,192$37.3B329.96%Put
73
WYNNWynn Resorts Ltd
372,226$36.8B325.78%Put
74
CSCOCisco Systems Inc
834,583$36.2B319.99%Put
75
XOMExxon Mobil Corp
527,400$36.0B318.22%Put
76
STZConstellation Brands Inc
223,412$35.9B317.92%Put
77
LVSLas Vegas Sands Corp
688,269$35.8B316.99%Put
78
CLColgate-Palmolive Co
600,538$35.7B316.28%Put
79
PBRPETROLEO BRASILEIRO SA
2,741,145$35.7B315.56%Put
80
LULULululemon Athletica Inc
287,344$34.9B309.19%Put
81
CRMSalesforce.com Inc
252,123$34.5B305.56%Put
82
AFWAlign Technology Inc
161,200$33.8B298.73%Put
83
JPMJPMorgan Chase & Co
345,723$33.7B298.63%Put
84
BLKCHFBlackRock Inc
84,700$33.3B294.41%Put
85
NOCNorthrop Grumman Corp
134,300$32.9B291.03%Put
86
CVSCVS Health Corp
496,006$32.5B287.57%Put
87
CICigna Corp
170,100$32.3B285.86%Put
88
VIABViacom Inc
1,256,513$32.3B285.73%Put
89
WWEUSDWorld Wrestling Entertainment Inc
428,545$32.0B283.34%Put
90
YYEURYY Inc
530,427$31.8B280.96%Put
91
GWWWW Grainger Inc
111,935$31.6B279.66%Put
92
ELEstee Lauder Cos Inc/The
238,497$31.0B274.55%Put
93
AEOAMERICAN EAGLE OUTFITTERS INC
1,600,728$30.9B273.79%Call
94
TJXTJX Cos Inc/The
689,424$30.8B272.92%Put
95
SBUXStarbucks Corp
478,054$30.8B272.41%Put
96
PSXPhillips 66
357,090$30.8B272.21%Put
97
XBISPDR S&P Biotech ETF
425,734$30.5B270.28%Put
98
BIIBBiogen Inc
101,227$30.5B269.53%Put
99
UNPUnion Pacific Corp
217,102$30.0B265.54%Put
100
HCAHCA Healthcare Inc
239,922$29.9B264.20%Put
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