CAPITAL FUND MANAGEMENT S.A. Q1 2020 Filing

Filed May 13, 2020

Portfolio Value

$6.5B

Holdings

998

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (998 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF Trust	595,467	$153.5B	2374.42%	Put
2	BMYBristol-Myers Squibb Co	2,540,978	$141.6B	2191.13%	Put
3	TSLATesla Inc	258,826	$135.6B	2098.15%	Put
4	XOMExxon Mobil Corp	3,365,432	$127.8B	1976.89%	Put
5	INTCIntel Corp	2,360,958	$127.8B	1976.72%	Put
6	NFLXNetFlix Inc	334,600	$125.6B	1943.74%	Put
7	AMGNAmgen Inc	616,254	$124.9B	1932.76%	Put
8	COSTCostco Wholesale Corp	404,968	$115.5B	1786.33%	Put
9	CVSCVS Health Corp	1,863,838	$110.6B	1710.74%	Put
10	AAPLApple Inc	347,481	$88.4B	1366.98%	Put
11	MOAltria Group Inc	2,076,976	$80.3B	1242.53%	Put
12	PFEPfizer Inc	2,422,577	$79.1B	1223.29%	Put
13	BIDUNBaidu Inc	775,346	$78.1B	1208.96%	Put
14	MRKMerck & Co Inc	961,722	$74.0B	1144.71%	Put
15	NVDANvidia Corp	270,600	$71.3B	1103.50%	Put
16	QCOMQualcomm Inc	1,004,318	$67.9B	1051.10%	Put
17	PGProcter & Gamble Co/The	570,115	$62.7B	970.19%	Put
18	SHOPShopify Inc	147,000	$61.3B	948.16%	Put
19	LLYEli Lilly & Co	419,973	$58.3B	901.27%	Put
20	ABBVAbbVie Inc	764,512	$58.2B	901.12%	Put
21	TRVCCitigroup Inc	1,278,524	$53.9B	833.09%	Put
22	XLUUtilities Select Sector SPDR Fund	939,517	$52.1B	805.37%	Put
23	BACBank of America Corp	2,443,522	$51.9B	802.54%	Put
24	METAFacebook Inc	310,631	$51.8B	801.57%	Put
25	PEPPepsiCo Inc	431,231	$51.8B	801.24%	Put
26	DYHTarget Corp	545,685	$50.7B	784.84%	Put
27	LMTLockheed Martin Corp	148,540	$50.3B	778.90%	Put
28	UPSUNITED PARCEL SERVICE INC	506,186	$47.3B	731.56%	Put
29	TXNTexas Instruments Inc	466,195	$46.6B	720.72%	Put
30	TAT&T Inc	1,590,200	$46.4B	717.13%	Put
31	DISWalt Disney Co/The	475,300	$45.9B	710.31%	Put
32	JNJJohnson & Johnson	344,306	$45.1B	698.47%	Put
33	XOPSPDR S&P Oil & Gas Exploration & Production ETF	1,353,325	$44.5B	688.82%	Put
34	SBUXStarbucks Corp	675,852	$44.4B	687.35%	Put
35	MUMicron Technology Inc	1,027,900	$43.2B	668.84%	Put
36	JPMJPMorgan Chase & Co	474,524	$42.7B	660.91%	Put
37	CATCaterpillar Inc	358,100	$41.6B	642.85%	Put
38	HDHome Depot Inc/The	216,800	$40.5B	626.22%	Put
39	XYZSquare Inc	765,014	$40.1B	619.91%	Put
40	WBAWalgreens Boots Alliance Inc	854,310	$39.1B	604.64%	Put
41	GSGOLDMAN SACHS GROUP INC/THE	243,323	$37.6B	581.92%	Put
42	KHCKraft Heinz Co/The	1,514,900	$37.5B	579.80%	Put
43	BABAAlibaba Group Holding Ltd	192,674	$37.5B	579.69%	Put
44	BXBlackstone Group Inc/The	819,443	$37.3B	577.69%	Put
45	BIIBBiogen Inc	114,700	$36.3B	561.40%	Put
46	WFCWells Fargo & Co	1,263,023	$36.2B	560.78%	Put
47	GOOGLAlphabet Inc	30,947	$36.0B	556.30%	Put
48	WDCWestern Digital Corp	827,886	$34.5B	533.06%	Put
49	ALSALLSTATE CORP/THE	369,522	$33.9B	524.38%	Put
50	IBMInternational Business Machines Corp	286,672	$31.8B	491.96%	Put
51	EWEdwards Lifesciences Corp	165,348	$31.2B	482.47%	Put
52	CHTRCharter Communications Inc	69,920	$30.5B	471.95%	Put
53	XLFFinancial Select Sector SPDR Fund	1,443,182	$30.0B	464.84%	Put
54	BABoeing Co/The	195,000	$29.1B	449.91%	Put
55	XLVHealth Care Select Sector SPDR Fund	322,416	$28.6B	441.83%	Put
56	NEENextEra Energy Inc	118,200	$28.4B	439.99%	Put
57	DWDMorgan Stanley	810,764	$27.6B	426.46%	Put
58	ORCLOracle Corp	567,819	$27.4B	424.55%	Put
59	KOCoca-Cola Co/The	619,592	$27.4B	424.15%	Put
60	NRANRG Energy Inc	1,002,482	$27.3B	422.77%
61	UNPUnion Pacific Corp	191,949	$27.1B	418.83%	Put
62	YUMYum! Brands Inc	374,921	$25.7B	397.48%	Put
63	OXYOccidental Petroleum Corp	2,184,700	$25.3B	391.38%	Put
64	CMGChipotle Mexican Grill Inc	38,502	$25.2B	389.79%	Put
65	GENNortonLifeLock Inc	1,345,721	$25.2B	389.51%
66	NKENIKE Inc	300,200	$24.8B	384.27%	Put
67	HUMHumana Inc	78,428	$24.6B	381.00%	Put
68	PSXPhillips 66	457,095	$24.5B	379.39%	Put
69	INTUIntuit Inc	106,550	$24.5B	379.13%	Put
70	CICigna Corp	135,657	$24.0B	371.85%	Put
71	EBAeBay Inc	797,318	$24.0B	370.79%	Put
72	FDXFedEx Corp	192,300	$23.3B	360.75%	Put
73	XLKTechnology Select Sector SPDR Fund	285,541	$22.9B	355.03%	Put
74	PYPLPayPal Holdings Inc	235,627	$22.6B	349.00%	Call
75	CTXSEURCitrix Systems Inc	158,772	$22.5B	347.70%	Put
76	CAHCardinal Health Inc	460,860	$22.1B	341.80%
77	RDS/ARoyal Dutch Shell PLC	619,789	$21.6B	334.53%	Put
78	NOCNorthrop Grumman Corp	70,913	$21.5B	331.92%	Put
79	4I1Philip Morris International Inc	284,400	$20.7B	320.99%	Put
80	NTESNetEase Inc	58,828	$18.9B	292.11%	Put
81	BSXBoston Scientific Corp	567,599	$18.5B	286.51%	Put
82	VMWEURVMware Inc	149,715	$18.1B	280.48%	Put
83	IYRiShares U.S. Real Estate ETF	259,792	$18.1B	279.60%	Put
84	AFLAflac Inc	522,346	$17.9B	276.69%	Put
85	ROKURoku Inc	203,500	$17.8B	275.42%	Put
86	NVSNNOVARTIS AG	213,403	$17.6B	272.20%	Put
87	IWMiShares Russell 2000 ETF	149,779	$17.1B	265.21%	Put
88	8CWCrown Castle International Corp	118,664	$17.1B	265.08%	Put
89	HALHalliburton Co	2,490,284	$17.1B	263.91%	Put
90	AEPAMERICAN ELECTRIC POWER CO INC	210,275	$16.8B	260.18%	Put
91	NOWServiceNow Inc	58,471	$16.8B	259.22%	Put
92	TEAMAtlassian Corp PLC	120,573	$16.6B	256.03%
93	DLTRDollar Tree Inc	224,991	$16.5B	255.74%	Put
94	CSXCSX Corp	287,102	$16.5B	254.50%	Put
95	BKBANK OF NEW YORK MELLON CORP/THE	485,907	$16.4B	253.17%	Put
96	AFWAlign Technology Inc	91,592	$15.9B	246.49%	Put
97	CLColgate-Palmolive Co	239,185	$15.9B	245.55%	Put
98	MAMastercard Inc	65,214	$15.8B	243.70%	Put
99	BRK/BBerkshire Hathaway Inc	84,900	$15.5B	240.13%	Put
100	AMTAmerican Tower Corp	71,200	$15.5B	239.85%	Put

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