CAPITAL FUND MANAGEMENT S.A. Q2 2019 Filing

Filed August 12, 2019

Portfolio Value

$11.0B

Holdings

915

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (915 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	PGProcter & Gamble Co/The	2,580,609	$283.0M	2.57%	Put
2	LLYEli Lilly & Co	1,313,038	$145.5M	1.32%	Put
3	CMGChipotle Mexican Grill Inc	188,500	$138.1M	1.26%	Put
4	NEMNewmont Goldcorp Corp	3,576,300	$137.6M	1.25%	Put
5	PYPLPayPal Holdings Inc	1,077,286	$123.3M	1.12%	Put
6	METAFacebook Inc	631,300	$121.8M	1.11%	Put
7	XLKTechnology Select Sector SPDR Fund	1,499,494	$117.0M	1.06%	Put
8	TXNTexas Instruments Inc	1,019,676	$117.0M	1.06%	Put
9	INTUIntuit Inc	417,752	$109.2M	0.99%	Put
10	FDXFedEx Corp	658,542	$108.1M	0.98%	Put
11	COPConocoPhillips	1,648,972	$100.6M	0.92%
12	JNJJohnson & Johnson	715,903	$99.7M	0.91%	Put
13	KHCKraft Heinz Co/The	3,197,958	$99.3M	0.90%	Put
14	AMTAmerican Tower Corp	481,372	$98.4M	0.90%	Put
15	STZConstellation Brands Inc	498,400	$98.2M	0.89%	Put
16	IYRiShares U.S. Real Estate ETF	1,097,400	$95.8M	0.87%	Put
17	QCOMQualcomm Inc	1,247,900	$94.9M	0.86%	Put
18	OXYOccidental Petroleum Corp	1,828,694	$91.9M	0.84%	Put
19	SBUXStarbucks Corp	1,065,068	$89.3M	0.81%	Put
20	MRKMerck & Co Inc	1,057,400	$88.7M	0.81%	Put
21	CVSCVS Health Corp	1,612,200	$87.8M	0.80%	Put
22	XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF	3,208,056	$87.4M	0.80%	Put
23	AMGNAmgen Inc	473,877	$87.3M	0.79%
24	AMDAdvanced Micro Devices Inc	2,856,000	$86.7M	0.79%	Put
25	INTCIntel Corp	1,788,780	$85.6M	0.78%	Put
26	AAPLApple Inc	431,500	$85.4M	0.78%	Put
27	PEPPepsiCo Inc	614,200	$80.5M	0.73%	Put
28	4I1Philip Morris International Inc	1,023,739	$80.4M	0.73%	Put
29	—Allergan plc	479,500	$80.3M	0.73%	Put
30	APCAnadarko Petroleum Corp	1,091,300	$77.0M	0.70%	Put
31	WDCWestern Digital Corp	1,613,200	$76.7M	0.70%	Put
32	BIDUNBaidu Inc	653,370	$76.7M	0.70%	Put
33	JDJD.com Inc	2,426,135	$73.5M	0.67%	Put
34	CICigna Corp	442,352	$69.7M	0.63%	Put
35	CMCSAComcast Corp	1,642,300	$69.4M	0.63%	Put
36	REGNRegeneron Pharmaceuticals Inc	221,818	$69.4M	0.63%	Put
37	WBAWalgreens Boots Alliance Inc	1,263,886	$69.1M	0.63%	Put
38	BABoeing Co/The	185,028	$67.4M	0.61%	Put
39	DISWalt Disney Co/The	474,300	$66.2M	0.60%	Put
40	CSCOCisco Systems Inc	1,181,568	$64.7M	0.59%	Put
41	VLOValero Energy Corp	749,384	$64.2M	0.58%	Put
42	VMWEURVMware Inc	375,653	$62.8M	0.57%	Put
43	MMM3M Co	359,033	$62.2M	0.57%	Put
44	JPMJPMorgan Chase & Co	547,922	$61.3M	0.56%	Call
45	ABBVAbbVie Inc	832,196	$60.5M	0.55%	Put
46	CTXSEURCitrix Systems Inc	608,372	$59.7M	0.54%
47	GOOGLAlphabet Inc	54,817	$59.4M	0.54%
48	LRCXEURLam Research Corp	307,360	$57.7M	0.53%	Put
49	GEGeneral Electric Co	5,492,900	$57.7M	0.52%	Put
50	AEPAMERICAN ELECTRIC POWER CO INC	647,988	$57.0M	0.52%	Put
51	ALSALLSTATE CORP/THE	554,079	$56.3M	0.51%	Put
52	YUMYum! Brands Inc	501,174	$55.5M	0.50%	Put
53	ATVIEURActivision Blizzard Inc	1,164,300	$55.0M	0.50%	Put
54	NEENextEra Energy Inc	261,550	$53.6M	0.49%	Put
55	MOAltria Group Inc	1,130,200	$53.5M	0.49%	Put
56	CLColgate-Palmolive Co	727,217	$52.1M	0.47%	Put
57	AMATApplied Materials Inc	1,160,200	$52.1M	0.47%	Put
58	SHOPShopify Inc	171,943	$51.6M	0.47%	Put
59	UNPUnion Pacific Corp	304,338	$51.5M	0.47%	Put
60	DONSPDR Dow Jones Industrial Average ETF Trust	193,526	$51.4M	0.47%	Put
61	BBYBest Buy Co Inc	731,744	$51.0M	0.46%	Put
62	SPYSPDR S&P 500 ETF Trust	172,700	$50.6M	0.46%	Put
63	LVLNSPDR S&P Regional Banking ETF	925,300	$49.4M	0.45%	Put
64	LULULululemon Athletica Inc	274,082	$49.4M	0.45%	Put
65	HALHalliburton Co	2,166,000	$49.3M	0.45%	Put
66	WDAYWorkday Inc	230,884	$47.5M	0.43%	Put
67	AFWAlign Technology Inc	171,802	$47.0M	0.43%	Put
68	NFLXNetFlix Inc	127,900	$47.0M	0.43%	Put
69	TRVCCitigroup Inc	660,000	$46.2M	0.42%	Put
70	NVDANvidia Corp	268,500	$44.1M	0.40%	Put
71	DUKDuke Energy Corp	497,250	$43.9M	0.40%	Put
72	HSYHershey Co/The	323,712	$43.4M	0.39%	Put
73	GISGeneral Mills Inc	807,900	$42.4M	0.39%	Put
74	SPGSimon Property Group Inc	262,727	$42.0M	0.38%	Put
75	AMZNAmazon.com Inc	22,111	$41.9M	0.38%	Put
76	IBMInternational Business Machines Corp	303,235	$41.8M	0.38%	Put
77	SLBSchlumberger Ltd	1,042,800	$41.4M	0.38%	Put
78	MAMastercard Inc	148,100	$39.2M	0.36%	Put
79	PFEPfizer Inc	886,239	$38.4M	0.35%	Put
80	EBAeBay Inc	968,756	$38.3M	0.35%	Put
81	XOMExxon Mobil Corp	483,500	$37.1M	0.34%	Put
82	NKENIKE Inc	440,401	$37.0M	0.34%	Put
83	KSSKohl's Corp	758,897	$36.1M	0.33%	Put
84	SOSouthern Co/The	648,400	$35.8M	0.33%	Put
85	COSTCostco Wholesale Corp	135,065	$35.7M	0.32%	Put
86	MSIMotorola Solutions Inc	213,167	$35.5M	0.32%	Put
87	DYHTarget Corp	407,767	$35.3M	0.32%	Put
88	XLUUtilities Select Sector SPDR Fund	578,832	$34.5M	0.31%	Put
89	MSFTMicrosoft Corp	253,613	$34.0M	0.31%	Put
90	FFIVF5 Networks Inc	232,971	$33.9M	0.31%	Put
91	ELEstee Lauder Cos Inc/The	181,465	$33.2M	0.30%	Put
92	NTAPNetApp Inc	532,290	$32.8M	0.30%	Put
93	XLYConsumer Discretionary Select Sector SPDR Fund	274,623	$32.7M	0.30%	Put
94	HPEHewlett Packard Enterprise Co	2,187,947	$32.7M	0.30%
95	BHPBHP Group Ltd	558,932	$32.5M	0.30%
96	HDHome Depot Inc/The	156,136	$32.5M	0.30%	Put
97	8CWCrown Castle International Corp	248,882	$32.4M	0.30%	Put
98	SNAPSnap Inc	2,256,200	$32.3M	0.29%	Put
99	SYKStryker Corp	155,533	$32.0M	0.29%	Put
100	MRSHMARSH & MCLENNAN COS INC	320,327	$32.0M	0.29%	Put

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