CAPITAL FUND MANAGEMENT S.A. Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$18.3B

Holdings

1,089

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (1,089 positions)

#StockSharesValue% PortfolioType
1
XYZSquare Inc
3,296,136$326.4B1779.30%Put
2
AAPLApple Inc
1,201,064$271.1B1478.22%Put
3
ABBVAbbVie Inc
2,477,412$234.3B1277.50%Put
4
MRKMerck & Co Inc
3,206,300$227.5B1240.10%Put
5
CMGChipotle Mexican Grill Inc
476,700$216.7B1181.30%Put
6
BABoeing Co/The
566,652$210.7B1148.97%Put
7
BMYBristol-Myers Squibb Co
3,133,345$194.5B1060.53%Put
8
AMDAdvanced Micro Devices Inc
6,120,700$189.1B1030.82%Put
9
MSFTMicrosoft Corp
1,638,828$187.4B1021.90%Put
10
MAMastercard Inc
799,700$178.0B970.59%Put
11
NFLXNetFlix Inc
454,200$169.9B926.48%Put
12
UNPUnion Pacific Corp
1,023,600$166.7B908.72%Put
13
AMZNAmazon.com Inc
82,843$165.9B904.69%Put
14
UPSUNITED PARCEL SERVICE INC
1,368,800$159.8B871.28%Put
15
DYHTarget Corp
1,727,652$152.4B830.88%Put
16
TXNTexas Instruments Inc
1,355,513$145.4B792.92%Put
17
Allergan plc
759,700$144.7B788.96%Put
18
CRMSalesforce.com Inc
901,100$143.3B781.30%Put
19
XLUUtilities Select Sector SPDR Fund
2,712,829$142.8B778.73%Put
20
NKENIKE Inc
1,655,462$140.3B764.66%Put
21
HALHalliburton Co
3,314,090$134.3B732.33%Put
22
LULULululemon Athletica Inc
822,947$133.7B729.06%Put
23
MMM3M Co
631,700$133.1B725.70%Put
24
BACVerizon Communications Inc
2,393,037$127.8B696.58%Put
25
INTUIntuit Inc
557,253$126.7B690.89%Put
26
PEPPepsiCo Inc
1,114,400$124.6B679.28%Put
27
OXYOccidental Petroleum Corp
1,447,404$118.9B648.44%Put
28
WFCWells Fargo & Co
2,232,971$117.4B639.89%Put
29
NSCNorfolk Southern Corp
647,260$116.8B636.98%Put
30
VLOValero Energy Corp
1,002,760$114.1B621.89%Put
31
SPYSPDR S&P 500 ETF Trust
387,600$112.7B614.36%Put
32
INTCIntel Corp
2,342,326$110.8B603.92%Put
33
JPMJPMorgan Chase & Co
972,894$109.8B598.54%Put
34
PGProcter & Gamble Co/The
1,287,914$107.2B584.43%Put
35
KSSKohl's Corp
1,419,001$105.8B576.76%Put
36
TJXTJX Cos Inc/The
923,482$103.4B564.01%Put
37
ADBEAdobe Systems Inc
374,800$101.2B551.63%Put
38
PFEPfizer Inc
2,257,600$99.5B542.45%Put
39
GEGeneral Electric Co
8,809,900$99.5B542.29%Put
40
GISGeneral Mills Inc
2,282,600$98.0B534.14%Put
41
CATCaterpillar Inc
634,645$96.8B527.64%Put
42
BIIBBiogen Inc
273,300$96.6B526.45%Put
43
GSGOLDMAN SACHS GROUP INC/THE
428,056$96.0B523.34%Put
44
COPConocoPhillips
1,232,967$95.4B520.31%Put
45
LVSLas Vegas Sands Corp
1,598,400$94.8B517.05%Put
46
XOMExxon Mobil Corp
1,099,600$93.5B509.71%Put
47
4I1Philip Morris International Inc
1,112,635$90.7B494.64%Put
48
JDJD.com Inc
3,430,522$89.5B487.97%Put
49
JNJJohnson & Johnson
641,800$88.7B483.48%Put
50
WMTWalmart Inc
926,135$87.0B474.19%Put
51
AALAmerican Airlines Group Inc
2,097,400$86.7B472.62%Put
52
KHCKraft Heinz Co/The
1,571,500$86.6B472.18%Put
53
TALTAL EDUCATION GROUP
3,339,044$85.8B468.05%Put
54
TAT&T Inc
2,499,800$83.9B457.67%Put
55
BKNGBooking Holdings Inc
41,700$82.7B451.06%Put
56
GMGENERAL MOTORS CO
2,425,765$81.7B445.30%Put
57
DISWalt Disney Co/The
686,200$80.2B437.50%Put
58
TEVATeva Pharmaceutical Industries Ltd
3,689,000$79.5B433.23%Put
59
PSXPhillips 66
696,723$78.5B428.18%Put
60
CELGCelgene Corp
874,400$78.3B426.63%Put
61
MUMicron Technology Inc
1,727,160$78.1B425.92%Put
62
GDXVanEck Vectors Gold Miners ETF
4,164,934$77.1B420.55%Put
63
NVDANvidia Corp
271,200$76.2B415.52%Put
64
MOAltria Group Inc
1,256,520$75.8B413.16%Put
65
KRKROGER CO/THE
2,514,400$73.2B399.06%Put
66
TWTRUSDTwitter Inc
2,392,661$68.1B371.27%Put
67
CSCOCisco Systems Inc
1,381,242$67.2B366.37%Put
68
ZTSZoetis Inc
727,316$66.6B363.07%Put
69
MPCMARATHON PETROLEUM CORP
818,245$65.4B356.76%Put
70
FFIVF5 Networks Inc
327,614$65.3B356.20%Put
71
CMCSAComcast Corp
1,835,200$65.0B354.30%Put
72
APCAnadarko Petroleum Corp
955,900$64.4B351.32%Put
73
RIGTransocean Ltd
4,569,832$63.7B347.57%Put
74
WCGEURWellcare Health Plans Inc
195,194$62.6B341.07%Put
75
UNHUnitedHealth Group Inc
232,986$62.0B337.94%Put
76
RHT1EURRed Hat Inc
452,135$61.6B335.94%Put
77
FDO.FMacy's Inc
1,772,500$61.6B335.63%Put
78
CVSCVS Health Corp
773,600$60.9B332.02%Put
79
CICigna Corp
288,869$60.2B327.98%Put
80
WDCWestern Digital Corp
1,017,100$59.5B324.62%Put
81
URIUnited Rentals Inc
362,583$59.3B323.41%Put
82
COSTCostco Wholesale Corp
246,074$57.8B315.12%Put
83
BABAAlibaba Group Holding Ltd
350,700$57.8B315.03%Put
84
PBRPETROLEO BRASILEIRO SA
4,488,649$54.2B295.38%Put
85
GOOGLAlphabet Inc
44,630$53.9B293.72%Put
86
AFWAlign Technology Inc
137,200$53.7B292.64%Put
87
AWNAdvance Auto Parts Inc
313,414$52.8B287.64%Put
88
CSXCSX Corp
708,000$52.4B285.84%Put
89
SHOPShopify Inc
318,760$52.4B285.82%Put
90
BLKCHFBlackRock Inc
110,715$52.2B284.51%Put
91
XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF
1,191,932$51.6B281.32%Put
92
CFGCitizens Financial Group Inc
1,318,425$50.9B277.25%
93
MRO*Marathon Oil Corp
2,181,200$50.8B276.85%Put
94
PANWPalo Alto Networks Inc
218,607$49.2B268.48%Put
95
QCOMQualcomm Inc
682,525$49.2B268.04%Put
96
DRIDarden Restaurants Inc
439,680$48.9B266.54%Put
97
NEMNewmont Mining Corp
1,616,543$48.8B266.17%Put
98
TIFEURTiffany & Co
375,201$48.4B263.82%Put
99
METAFacebook Inc
292,542$48.1B262.31%Put
100
CMICummins Inc
328,623$48.0B261.71%Put
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