CAPITAL FUND MANAGEMENT S.A. Q4 2018 Filing

Filed February 13, 2019

Portfolio Value

$11.3B

Holdings

1,051

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (1,051 positions)

#StockSharesValue% PortfolioType
301
VVisa Inc
50,351$6.6B58.79%Put
302
LENLENNAR CORP
169,474$6.6B58.70%Put
303
XLFIConsumer Staples Select Sector SPDR Fund
129,500$6.6B58.19%Put
304
URBNUrban Outfitters Inc
196,504$6.5B57.73%
305
FLIRFLIR Systems Inc
148,825$6.5B57.34%Put
306
LVLNSPDR S&P Regional Banking ETF
138,300$6.5B57.26%Put
307
STLDSteel Dynamics Inc
214,199$6.4B56.94%
308
RHRH
53,277$6.4B56.49%Put
309
CEOCNOOC Ltd
41,644$6.3B56.18%
310
PXDEURPioneer Natural Resources Co
48,005$6.3B55.87%Put
311
FDCFirst Data Corp
370,900$6.3B55.50%Put
312
PSAPublic Storage
30,925$6.3B55.38%Call
313
Kemet Corp
355,894$6.2B55.23%
314
XLEEnergy Select Sector SPDR Fund
107,000$6.1B54.29%Put
315
FMCFMC Corp
82,092$6.1B53.73%
316
CTLEURCenturyLink Inc
399,021$6.0B53.49%Put
317
FDSFactset Research Systems Inc
30,067$6.0B53.24%
318
BMTABritish American Tobacco PLC
187,833$6.0B52.95%Put
319
TWOEURTwo Harbors Investment Corp
458,522$5.9B52.09%
320
NTNXNutanix Inc
141,112$5.9B51.93%Put
321
WOOFoot Locker Inc
110,253$5.9B51.90%Put
322
STTState Street Corp
92,775$5.9B51.78%Put
323
Stamps.com Inc
37,585$5.8B51.75%Put
324
JACKJack in the Box Inc
74,093$5.8B50.90%
325
IQVIQVIA Holdings Inc
49,500$5.8B50.89%Put
326
RRyder System Inc
118,153$5.7B50.35%Put
327
ANFABERCROMBIE & FITCH CO
283,346$5.7B50.27%
328
DWDMorgan Stanley
141,500$5.6B49.65%Put
329
STLAFiat Chrysler Automobiles NV
386,697$5.6B49.48%Put
330
EWJiShares MSCI Japan ETF
110,282$5.6B49.46%Put
331
NxStage Medical Inc
194,489$5.6B49.25%
332
DDominion Energy Inc
77,600$5.5B49.06%Put
333
LNGCheniere Energy Inc
93,285$5.5B48.86%
334
HAEHAEMONETICS CORP
55,070$5.5B48.75%
335
ABTAbbott Laboratories
75,671$5.5B48.43%Put
336
AWMSkyworks Solutions Inc
81,600$5.5B48.39%Put
337
IJHiShares Core S&P Mid-Cap ETF
32,692$5.4B48.04%Put
338
LYBLyondellBasell Industries NV
65,200$5.4B47.98%Put
339
Dun & Bradstreet Corp/The
37,934$5.4B47.91%
340
ALKSAlkermes Plc
181,933$5.4B47.51%
341
MCHPMicrochip Technology Inc
74,400$5.3B47.34%Put
342
IRIngersoll-Rand PLC
58,410$5.3B47.15%
343
BRK/BBerkshire Hathaway Inc
26,100$5.3B47.15%Put
344
ERICTelefonaktiebolaget LM Ericsson
595,600$5.3B46.75%
345
OPLNKAR Auction Services Inc
110,322$5.3B46.59%
346
Integrated Device Technology Inc
108,051$5.2B46.30%
347
NFGNational Fuel Gas Co
102,122$5.2B46.25%
348
MPCMARATHON PETROLEUM CORP
88,500$5.2B46.21%Put
349
VMCVulcan Materials Co
52,427$5.2B45.84%
350
CDKCDK Global Inc
108,088$5.2B45.79%Put
351
TSSTotal System Services Inc
63,641$5.2B45.77%
352
SNAPSnap Inc
933,830$5.1B45.53%Put
353
HESHess Corp
127,011$5.1B45.52%Put
354
Aspen Insurance Holdings Ltd
122,483$5.1B45.51%
355
SEDGSolarEdge Technologies Inc
146,263$5.1B45.43%Call
356
GLNGGolar LNG Ltd
234,939$5.1B45.23%
357
DKSDick's Sporting Goods Inc
163,628$5.1B45.17%Call
358
PDCEUSDPDC Energy Inc
171,235$5.1B45.09%Put
359
3M4Masimo Corp
47,439$5.1B45.07%
360
TMUST-Mobile US Inc
79,925$5.1B44.99%Put
361
XLVHealth Care Select Sector SPDR Fund
58,733$5.1B44.96%Call
362
QRVOQorvo Inc
83,404$5.1B44.82%
363
AWNAdvance Auto Parts Inc
32,100$5.1B44.73%Put
364
EPREPR Properties
78,873$5.0B44.68%Put
365
UBNTEURUbiquiti Networks Inc
50,674$5.0B44.58%
366
ONON Semiconductor Corp
304,930$5.0B44.54%Put
367
ASHAshland Global Holdings Inc
70,876$5.0B44.50%
368
MDYSPDR S&P MidCap 400 ETF Trust
16,562$5.0B44.36%Put
369
MOSMosaic Co/The
171,324$5.0B44.29%Put
370
Sina Corp/China
93,000$5.0B44.14%Put
371
TMOThermo Fisher Scientific Inc
22,213$5.0B43.99%Put
372
IVViShares Core S&P 500 ETF
19,635$4.9B43.71%
373
IWFiShares Russell 1000 Growth ETF
37,700$4.9B43.67%Put
374
TDOCTeladoc Health Inc
99,217$4.9B43.52%Put
375
CNDTConduent Inc
460,369$4.9B43.30%
376
CHDChurch & Dwight Co Inc
73,624$4.8B42.84%
377
EXPEagle Materials Inc
79,249$4.8B42.79%Put
378
ROKRockwell Automation Inc
32,033$4.8B42.65%Put
379
OSKOshkosh Corp
78,500$4.8B42.58%Put
380
CTRPUSDCtrip.com International Ltd
176,400$4.8B42.23%Put
381
SCCOSouthern Copper Corp
154,797$4.8B42.15%Put
382
DGDollar General Corp
44,070$4.8B42.15%
383
Cree Inc
111,017$4.7B42.02%Put
384
CVXChevron Corp
43,500$4.7B41.87%Put
385
TSTenaris SA
220,752$4.7B41.64%
386
Ellie Mae Inc
74,700$4.7B41.53%Put
387
UALUnited Continental Holdings Inc
56,000$4.7B41.49%Put
388
JAZZJazz Pharmaceuticals Plc
37,687$4.7B41.34%
389
AVAAvista Corp
109,929$4.7B41.32%
390
KMBKimberly-Clark Corp
40,787$4.6B41.12%Put
391
DSW Inc
185,430$4.6B40.53%
392
ETSYEtsy Inc
95,700$4.6B40.29%Put
393
MUSAMurphy USA Inc
59,163$4.5B40.12%
394
HCQAMN Healthcare Services Inc
79,843$4.5B40.03%
395
CHS1USDChico's FAS Inc
804,426$4.5B40.00%
396
USFDUS Foods Holding Corp
142,212$4.5B39.82%
397
CHTRCharter Communications Inc
15,700$4.5B39.59%Put
398
AAAlcoa Corp
167,967$4.5B39.51%Put
399
FANGDiamondback Energy Inc
47,991$4.4B39.37%Put
400
JCIJohnson Controls International plc
149,119$4.4B39.12%Put
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