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
201
LUVSouthwest Airlines Co
376,721$23.5B128.27%Put
202
WBWeibo Corp
317,800$23.2B126.71%Put
203
SHWSherwin-Williams Co/The
50,618$23.0B125.63%Put
204
VENVentas Inc
421,611$22.9B125.01%Put
205
WWayfair Inc
155,100$22.9B124.87%Put
206
TSCOTractor Supply Co
250,990$22.8B124.36%Put
207
ACNAccenture PLC
133,971$22.8B124.31%Put
208
CTXSEURCitrix Systems Inc
204,271$22.7B123.81%Put
209
PTCPTC Inc
213,400$22.7B123.55%Put
210
KMBKimberly-Clark Corp
197,989$22.5B122.67%Put
211
Stamps.com Inc
99,440$22.5B122.63%
212
AEPAMERICAN ELECTRIC POWER CO INC
317,251$22.5B122.60%Put
213
STTState Street Corp
267,265$22.4B122.08%Call
214
ADSKAutodesk Inc
143,200$22.4B121.88%Put
215
Trinseo SA
284,480$22.3B121.45%
216
S9QSpirit Aerosystems Holdings Inc
241,515$22.1B120.71%Call
217
HFCUSDHollyFrontier Corp
315,797$22.1B120.35%Put
218
AZPNUSDAspen Technology Inc
193,468$22.0B120.15%Put
219
AXPAmerican Express Co
206,700$22.0B120.01%Put
220
HCCWarrior Met Coal Inc
813,550$22.0B119.94%
221
FDCFirst Data Corp
895,800$21.9B119.51%Put
222
NCLHNorwegian Cruise Line Holdings Ltd
380,894$21.9B119.26%
223
BRK/BBerkshire Hathaway Inc
102,100$21.9B119.18%Put
224
VALEVale SA
1,462,468$21.7B118.33%
225
3M4Masimo Corp
173,853$21.7B118.05%
226
MTCHEURMatch Group Inc
372,564$21.6B117.63%
227
MBTGBPMobile TeleSystems PJSC
2,516,825$21.5B117.05%
228
PVHPVH Corp
146,009$21.1B114.95%
229
BIDUNBaidu Inc
90,100$20.6B112.34%Put
230
WMWaste Management Inc
225,831$20.4B111.26%Put
231
HUNHuntsman Corp
744,386$20.3B110.51%
232
FIVEFive Below Inc
155,373$20.2B110.18%Put
233
MLCOMelco Resorts & Entertainment Ltd
952,660$20.1B109.85%Put
234
XECEURCimarex Energy Co
214,700$20.0B108.79%Put
235
HDSUSDHD Supply Holdings Inc
465,900$19.9B108.69%Call
236
SCHWCharles Schwab Corp/The
401,458$19.7B107.58%Put
237
EQREquity Residential
297,089$19.7B107.33%Put
238
NVSNNOVARTIS AG
228,250$19.7B107.22%
239
Whiting Petroleum Corp
369,525$19.6B106.86%Put
240
LPXLouisiana-Pacific Corp
739,102$19.6B106.75%
241
HESHess Corp
273,500$19.6B106.74%Put
242
DHIDR Horton Inc
462,611$19.5B106.39%Put
243
MSIMotorola Solutions Inc
148,513$19.3B105.38%Put
244
GLWCorning Inc
532,100$18.8B102.41%Put
245
OCOwens Corning
342,300$18.6B101.28%Put
246
STXSeagate Technology PLC
387,279$18.3B99.98%Put
247
PNCPNC Financial Services Group Inc/The
134,370$18.3B99.77%
248
PLCEChildren's Place Inc/The
142,650$18.2B99.39%Put
249
ALLYAlly Financial Inc
687,053$18.2B99.08%
250
BTUPeabody Energy Corp
509,638$18.2B99.03%
251
STMSTMicroelectronics NV
987,884$18.1B98.78%
252
HLFHerbalife Nutrition Ltd
330,405$18.0B98.26%Put
253
Michael Kors Holdings Ltd
261,936$18.0B97.91%Put
254
OKEOneok Inc
261,978$17.8B96.83%Put
255
HAEHAEMONETICS CORP
154,755$17.7B96.68%
256
DONSPDR Dow Jones Industrial Average ETF Trust
66,826$17.7B96.33%Put
257
SIGSignet Jewelers Ltd
259,174$17.1B93.16%
258
AXONAxon Enterprise Inc
249,600$17.1B93.12%Put
259
KBHKB Home
713,297$17.1B92.99%
260
XLYConsumer Discretionary Select Sector SPDR Fund
145,467$17.1B92.97%Put
261
California Resources Corp
349,935$17.0B92.59%Put
262
DATATableau Software Inc
151,600$16.9B92.35%Put
263
AVYAvery Dennison Corp
154,962$16.8B91.54%
264
MASMasco Corp
458,483$16.8B91.49%
265
YUMCYum China Holdings Inc
470,115$16.5B89.99%
266
WOOFoot Locker Inc
321,744$16.4B89.43%Put
267
IJRiShares Core S&P Small-Cap ETF
186,529$16.3B88.72%Put
268
VIPSVipshop Holdings Ltd
2,582,300$16.1B87.85%Put
269
ROSTRoss Stores Inc
161,400$16.0B87.21%Put
270
CHEChemed Corp
50,000$16.0B87.12%
271
TSLATesla Inc
60,000$15.9B86.61%Put
272
MANHManhattan Associates Inc
290,863$15.9B86.58%
273
VMWEURVMware Inc
101,481$15.8B86.35%Call
274
ISRGIntuitive Surgical Inc
27,569$15.8B86.28%Put
275
IWMiShares Russell 2000 ETF
93,200$15.7B85.64%Put
276
PKGPackaging Corp of America
141,932$15.6B84.88%
277
MDYSPDR S&P MidCap 400 ETF Trust
42,354$15.6B84.85%Put
278
WIXWix.com Ltd
128,455$15.4B83.83%Put
279
CITCintas Corp
76,807$15.2B82.84%Put
280
DVADaVita Inc
210,874$15.1B82.35%
281
DUKDuke Energy Corp
187,900$15.0B81.98%Put
282
CHRWCH Robinson Worldwide Inc
152,983$15.0B81.67%Put
283
TECK/BTeck Resources Ltd
621,529$15.0B81.67%
284
WYWeyerhaeuser Co
458,883$14.8B80.73%Put
285
VOYAVoya Financial Inc
294,294$14.6B79.70%
286
ZEN1EURZendesk Inc
205,396$14.6B79.51%Put
287
SRPTSarepta Therapeutics Inc
90,000$14.5B79.25%Put
288
XRAYDENTSPLY SIRONA Inc
384,700$14.5B79.15%Put
289
STLAFiat Chrysler Automobiles NV
828,720$14.5B79.12%Put
290
XLVHealth Care Select Sector SPDR Fund
150,867$14.4B78.26%Put
291
GrubHub Inc
103,411$14.3B78.16%Put
292
PRKSSeaWorld Entertainment Inc
451,857$14.2B77.43%Put
293
Sina Corp/China
201,600$14.0B76.37%Put
294
OKTAOkta Inc
198,400$14.0B76.11%Put
295
Ultimate Software Group Inc/The
43,284$13.9B76.04%Put
296
ADMArcher-Daniels-Midland Co
277,136$13.9B75.96%Put
297
LWLamb Weston Holdings Inc
206,580$13.8B75.01%Put
298
IPGPIPG Photonics Corp
87,835$13.7B74.74%Put
299
HIGHartford Financial Services Group Inc/The
274,092$13.7B74.66%
300
CTLEURCenturyLink Inc
643,000$13.6B74.32%Put
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