CAPITAL FUND MANAGEMENT S.A. Q3 2017 Filing

Filed November 13, 2017

Portfolio Value

$13.9B

Holdings

955

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (955 positions)

#StockSharesValue% PortfolioType
1
BABoeing Co/The
1,417,790$360.4B2590.41%Put
2
NVDANvidia Corp
1,563,600$279.5B2009.03%Put
3
SPYSPDR S&P500 ETF Trust
1,088,722$273.5B1965.87%Put
4
AAPLApple Inc
1,634,809$252.0B1810.88%Put
5
MCDMcDonald's Corp
1,470,807$230.4B1656.28%Put
6
BIDUNBaidu Inc
909,600$225.3B1619.29%Put
7
CMGChipotle Mexican Grill Inc
716,300$220.5B1584.79%Put
8
MSFTMicrosoft Corp
2,663,600$198.4B1426.04%Put
9
AMATApplied Materials Inc
3,521,523$183.4B1318.41%Put
10
ULTAUlta Beauty Inc
808,879$182.9B1314.23%Put
11
BABAAlibaba Group Holding Ltd
946,700$163.5B1175.16%Put
12
APCAnadarko Petroleum Corp
3,255,790$159.0B1143.10%Put
13
IBMInternational Business Machines Corp
1,062,100$154.1B1107.48%Put
14
AZOAutozone Inc
239,000$142.2B1022.26%Put
15
MOAltria Group Inc
2,219,874$140.8B1011.86%Put
16
IWMiShares Russell 2000 ETF
945,254$140.1B1006.70%Put
17
TSLATesla Inc
409,900$139.8B1004.90%Put
18
4I1Philip Morris International Inc
1,155,839$128.3B922.20%Put
19
MUMicron Technology Inc
3,067,600$120.6B867.14%Put
20
USX1United States Steel Corp
4,699,361$120.6B866.69%Put
21
JNJJohnson & Johnson
922,200$119.9B861.72%Put
22
AVGOBroadcom Ltd
489,842$118.8B853.89%
23
DEDeere & Co
926,195$116.3B836.02%Put
24
GEGeneral Electric Co
4,651,748$112.5B808.42%Put
25
PYPLPayPal Holdings Inc
1,678,600$107.5B772.50%Put
26
DISWalt Disney Co/The
1,086,704$107.1B769.88%Put
27
METAFacebook Inc
612,366$104.6B752.04%Put
28
DYHTarget Corp
1,740,356$102.7B738.13%Put
29
Allergan plc
496,196$101.7B730.91%Put
30
ABXBarrick Gold Corp
6,201,411$99.8B717.15%Put
31
BACBank of America Corp
3,934,588$99.7B716.59%Put
32
WMTWal-Mart Stores Inc
1,249,300$97.6B701.62%Put
33
MRKMerck & Co Inc
1,480,018$94.8B681.10%Put
34
HUMHumana Inc
385,197$93.8B674.50%
35
JDJD.com Inc
2,379,035$90.9B653.18%Put
36
UNHUnitedHealth Group Inc
441,709$86.5B621.76%Put
37
CVXChevron Corp
732,400$86.1B618.52%Put
38
CATCaterpillar Inc
686,768$85.6B615.56%Put
39
TXNTexas Instruments Inc
950,404$85.2B612.31%Put
40
ADBEAdobe Systems Inc
542,058$80.9B581.19%Put
41
GOOGLAlphabet Inc
80,101$78.0B560.59%Put
42
HALHalliburton Co
1,681,700$77.4B556.36%Put
43
JPMJPMorgan Chase & Co
808,476$77.2B554.99%Put
44
REGNRegeneron Pharmaceuticals Inc
163,900$73.3B526.71%Put
45
ABBVAbbVie Inc
817,800$72.7B522.30%Put
46
DVNDEVON ENERGY CORP
1,951,037$71.6B514.77%Put
47
LRCXEURLam Research Corp
383,400$70.9B509.90%Put
48
PXDEURPioneer Natural Resources Co
479,780$70.8B508.76%Put
49
ISRGIntuitive Surgical Inc
67,314$70.4B506.01%Put
50
NFLXNetFlix Inc
386,800$70.1B504.16%Put
51
SLBSchlumberger Ltd
993,800$69.3B498.28%Put
52
BACVerizon Communications Inc
1,396,000$69.1B496.56%Put
53
COSTCostco Wholesale Corp
420,217$69.0B496.20%Put
54
MMM3M Co
325,200$68.3B490.60%Put
55
XOMExxon Mobil Corp
830,900$68.1B489.58%Put
56
FCXFreeport-McMoRan Inc
4,810,978$67.5B485.48%Put
57
EOGEOG Resources Inc
690,213$66.8B479.91%Put
58
TEVATeva Pharmaceutical Industries Ltd
3,542,500$62.3B448.11%Put
59
UPSUNITED PARCEL SERVICE INC
518,500$62.3B447.52%Put
60
AXPAmerican Express Co
681,842$61.7B443.30%Put
61
ATVIEURActivision Blizzard Inc
954,958$61.6B442.77%Put
62
URIUnited Rentals Inc
440,137$61.1B438.88%Put
63
INTUIntuit Inc
427,074$60.7B436.30%
64
LOWLowe's Cos Inc
732,645$58.6B420.94%
65
HDHome Depot Inc/The
357,923$58.5B420.76%Put
66
WOOFoot Locker Inc
1,613,549$56.8B408.45%Put
67
MOSMosaic Co/The
2,624,628$56.7B407.27%Put
68
TAT&T Inc
1,398,499$54.8B393.72%Put
69
TMUST-Mobile US Inc
876,731$54.1B388.54%Put
70
ROSTRoss Stores Inc
813,942$52.6B377.73%
71
RCLRoyal Caribbean Cruises Ltd
441,405$52.3B376.07%Put
72
KBESPDR S&P Bank ETF
1,153,334$52.0B373.77%Put
73
CFGCitizens Financial Group Inc
1,362,225$51.6B370.77%
74
CSXCSX Corp
900,855$48.9B351.31%Put
75
VVisa Inc
450,528$47.4B340.78%Put
76
TRVCCitigroup Inc
647,600$47.1B338.56%Put
77
LUVSouthwest Airlines Co
840,507$47.1B338.17%Put
78
KRKROGER CO/THE
2,314,700$46.4B333.73%Put
79
DONSPDR Dow Jones Industrial Average ETF Trust
205,865$46.1B331.17%Put
80
SPGIS&P Global Inc
294,537$46.0B330.90%Put
81
CAGConagra Brands Inc
1,323,527$44.7B320.96%Call
82
GILDGilead Sciences Inc
549,600$44.5B320.04%Put
83
UAAUnder Armour Inc
2,700,587$44.5B319.88%Put
84
MOMOUSDMomo Inc
1,414,784$44.3B318.68%
85
CELGCelgene Corp
303,500$44.3B318.08%Put
86
WBWeibo Corp
440,619$43.6B313.33%Put
87
XLFFinancial Select Sector SPDR Fund
1,611,329$41.7B299.49%Put
88
JNPJuniper Networks Inc
1,485,427$41.3B297.12%
89
CMAComerica Inc
541,960$41.3B297.05%
90
NEMNewmont Mining Corp
1,061,185$39.8B286.10%Put
91
VMWEURVMware Inc
364,519$39.8B286.07%Put
92
AABAUSDAltaba Inc
593,000$39.3B282.32%Put
93
TIFEURTiffany & Co
418,648$38.4B276.16%Put
94
XLUUtilities Select Sector SPDR Fund
720,554$38.2B274.73%Put
95
CCChemours Co/The
743,137$37.6B270.31%Put
96
DWDMorgan Stanley
774,427$37.3B268.11%Put
97
VMCVulcan Materials Co
310,961$37.2B267.30%
98
GSGOLDMAN SACHS GROUP INC/THE
155,988$37.0B265.92%Put
99
MRO*Marathon Oil Corp
2,716,965$36.8B264.79%Put
100
BKNGPriceline Group Inc/The
19,900$36.4B261.85%Put
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