CAPITAL FUND MANAGEMENT S.A. Q4 2019 Filing

Filed February 13, 2020

Portfolio Value

$12.7B

Holdings

1,089

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (1,089 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	PGProcter & Gamble Co/The	2,682,127	$335.0M	2.64%	Put
2	INTCIntel Corp	4,406,582	$263.7M	2.08%	Put
3	AAPLApple Inc	804,972	$236.4M	1.86%	Put
4	COSTCostco Wholesale Corp	664,736	$195.4M	1.54%	Put
5	BIDUNBaidu Inc	1,376,665	$174.0M	1.37%	Put
6	TSLATesla Inc	404,435	$169.2M	1.33%	Put
7	NEMNewmont Goldcorp Corp	3,781,700	$164.3M	1.29%	Put
8	MOAltria Group Inc	3,087,659	$154.1M	1.21%	Put
9	SBUXStarbucks Corp	1,750,491	$153.9M	1.21%	Put
10	CATCaterpillar Inc	1,004,822	$148.4M	1.17%	Put
11	TXNTexas Instruments Inc	1,137,770	$146.0M	1.15%	Put
12	SHOPShopify Inc	358,000	$142.3M	1.12%	Put
13	PFEPfizer Inc	3,516,562	$137.8M	1.08%	Put
14	CVSCVS Health Corp	1,848,466	$137.3M	1.08%	Put
15	PEPPepsiCo Inc	983,000	$134.3M	1.06%	Put
16	XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF	5,341,011	$126.6M	1.00%	Put
17	IBMInternational Business Machines Corp	906,593	$121.5M	0.96%	Put
18	OXYOccidental Petroleum Corp	2,921,003	$120.4M	0.95%	Put
19	GDXVanEck Vectors Gold Miners ETF	4,086,917	$119.7M	0.94%	Put
20	CMGChipotle Mexican Grill Inc	134,989	$113.0M	0.89%	Put
21	BMYBristol-Myers Squibb Co	1,753,269	$112.5M	0.89%	Put
22	QCOMQualcomm Inc	1,230,837	$108.6M	0.85%	Put
23	TAT&T Inc	2,710,600	$105.9M	0.83%	Put
24	NVDANvidia Corp	439,200	$103.3M	0.81%	Put
25	PYPLPayPal Holdings Inc	939,935	$101.7M	0.80%	Put
26	BXBlackstone Group Inc/The	1,797,769	$100.6M	0.79%	Put
27	NFLXNetFlix Inc	308,800	$99.9M	0.79%	Put
28	MUMicron Technology Inc	1,813,343	$97.5M	0.77%	Put
29	WDCWestern Digital Corp	1,536,390	$97.5M	0.77%	Put
30	YUMYum! Brands Inc	938,849	$94.6M	0.74%	Put
31	KHCKraft Heinz Co/The	2,865,060	$92.1M	0.72%	Put
32	AMDAdvanced Micro Devices Inc	1,894,684	$86.9M	0.68%	Put
33	LRCXEURLam Research Corp	286,892	$83.9M	0.66%	Put
34	AMTAmerican Tower Corp	354,087	$81.4M	0.64%	Put
35	AMGNAmgen Inc	334,760	$80.7M	0.63%	Put
36	DYHTarget Corp	616,997	$79.1M	0.62%	Put
37	HALHalliburton Co	3,196,500	$78.2M	0.62%	Put
38	INTUIntuit Inc	297,874	$78.0M	0.61%	Put
39	SPYSPDR S&P 500 ETF Trust	235,755	$75.9M	0.60%	Put
40	LLYEli Lilly & Co	576,214	$75.7M	0.60%	Put
41	WMTWalmart Inc	635,659	$75.5M	0.59%	Put
42	ORCLOracle Corp	1,361,963	$72.2M	0.57%
43	AEPAMERICAN ELECTRIC POWER CO INC	755,900	$71.4M	0.56%	Put
44	GOOGLAlphabet Inc	52,798	$70.7M	0.56%	Put
45	DISWalt Disney Co/The	476,800	$69.0M	0.54%	Put
46	XYZSquare Inc	1,052,934	$65.9M	0.52%	Put
47	ALSALLSTATE CORP/THE	572,869	$64.4M	0.51%	Put
48	CSCOCisco Systems Inc	1,297,466	$62.2M	0.49%	Put
49	COPConocoPhillips	953,768	$62.0M	0.49%
50	ASMLASML Holding NV	201,996	$59.8M	0.47%	Put
51	METAFacebook Inc	288,229	$59.2M	0.47%	Put
52	ADIAnalog Devices Inc	496,694	$59.0M	0.46%	Put
53	VVisa Inc	309,584	$58.2M	0.46%	Put
54	FDXFedEx Corp	376,880	$57.0M	0.45%	Put
55	GEGeneral Electric Co	4,951,900	$55.3M	0.43%	Put
56	KOCoca-Cola Co/The	994,290	$55.0M	0.43%	Put
57	NOCNorthrop Grumman Corp	157,284	$54.1M	0.43%	Put
58	BACBank of America Corp	1,531,213	$53.9M	0.42%	Put
59	WBAWalgreens Boots Alliance Inc	910,381	$53.7M	0.42%	Put
60	FISVFiserv Inc	457,612	$52.9M	0.42%	Put
61	—Capri Holdings Ltd	1,378,852	$52.6M	0.41%	Put
62	CTXSEURCitrix Systems Inc	467,775	$51.9M	0.41%	Put
63	AMATApplied Materials Inc	838,400	$51.2M	0.40%	Put
64	AFWAlign Technology Inc	180,697	$50.4M	0.40%	Put
65	URIUnited Rentals Inc	300,314	$50.1M	0.39%	Put
66	TRVCCitigroup Inc	613,300	$49.0M	0.39%	Put
67	CLColgate-Palmolive Co	692,982	$47.7M	0.38%	Put
68	ROKURoku Inc	348,679	$46.7M	0.37%	Put
69	ATVIEURActivision Blizzard Inc	785,200	$46.7M	0.37%	Put
70	JDJD.com Inc	1,321,988	$46.6M	0.37%	Put
71	XLUUtilities Select Sector SPDR Fund	720,261	$46.5M	0.37%	Put
72	EWEdwards Lifesciences Corp	197,326	$46.0M	0.36%	Put
73	VMWEURVMware Inc	291,514	$44.2M	0.35%	Put
74	NKENIKE Inc	427,666	$43.3M	0.34%	Put
75	XLFIConsumer Staples Select Sector SPDR Fund	683,399	$43.0M	0.34%	Put
76	MRKMerck & Co Inc	472,965	$43.0M	0.34%	Put
77	4I1Philip Morris International Inc	504,600	$42.9M	0.34%	Put
78	SLBSchlumberger Ltd	1,060,000	$42.6M	0.34%	Put
79	DGDollar General Corp	272,912	$42.6M	0.33%	Put
80	VLOValero Energy Corp	452,185	$42.3M	0.33%	Put
81	UPSUNITED PARCEL SERVICE INC	360,300	$42.2M	0.33%	Put
82	LMTLockheed Martin Corp	107,453	$41.8M	0.33%	Put
83	UALUnited Airlines Holdings Inc	468,921	$41.3M	0.33%	Put
84	HDHome Depot Inc/The	188,786	$41.2M	0.32%	Put
85	TALTAL EDUCATION GROUP	854,833	$41.2M	0.32%	Put
86	XLKTechnology Select Sector SPDR Fund	444,700	$40.8M	0.32%	Put
87	8CWCrown Castle International Corp	286,579	$40.7M	0.32%	Put
88	NEENextEra Energy Inc	165,100	$40.0M	0.31%	Put
89	LOWLowe's Cos Inc	329,877	$39.5M	0.31%	Put
90	UNPUnion Pacific Corp	215,780	$39.0M	0.31%	Call
91	NSCNorfolk Southern Corp	199,683	$38.8M	0.30%	Put
92	BRK/BBerkshire Hathaway Inc	171,014	$38.7M	0.30%	Put
93	MSIMotorola Solutions Inc	240,242	$38.7M	0.30%	Put
94	IYRiShares U.S. Real Estate ETF	387,480	$36.1M	0.28%	Put
95	HSYHershey Co/The	244,765	$36.0M	0.28%	Put
96	MAMastercard Inc	120,296	$35.9M	0.28%	Put
97	CMICummins Inc	199,525	$35.7M	0.28%	Put
98	—Allergan plc	186,600	$35.7M	0.28%	Put
99	BUDAnheuser-Busch InBev SA/NV	427,900	$35.1M	0.28%	Put
100	MCDMcDonald's Corp	176,100	$34.8M	0.27%	Put

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