CAPITAL FUND MANAGEMENT S.A. Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$16.7T

Holdings

1,057

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (1,057 positions)

#StockSharesValue% PortfolioType
1
CATCaterpillar Inc
1,841,784$271.4B1.63%Put
2
BABoeing Co/The
741,259$243.0B1.46%Put
3
MSFTMicrosoft Corp
2,479,741$226.3B1.36%Put
4
ABBVAbbVie Inc
2,278,812$215.7B1.29%Put
5
SPYSPDR S&P 500 ETF Trust
797,400$209.8B1.26%Put
6
NVDANvidia Corp
840,161$194.6B1.17%Put
7
Allergan plc
1,110,754$186.9B1.12%Put
8
CVXChevron Corp
1,632,448$186.2B1.12%Put
9
WMTWalmart Inc
2,089,035$185.9B1.12%Put
10
CELGCelgene Corp
1,966,936$175.5B1.05%Put
11
HDHome Depot Inc/The
969,701$172.8B1.04%Put
12
DYHTarget Corp
2,470,046$171.5B1.03%Put
13
MCDMcDonald's Corp
1,032,407$161.4B0.97%Put
14
UPSUNITED PARCEL SERVICE INC
1,413,200$147.9B0.89%Put
15
JPMJPMorgan Chase & Co
1,344,435$147.8B0.89%Put
16
NKENIKE Inc
2,172,500$144.3B0.87%Put
17
MAMastercard Inc
804,424$140.9B0.85%Put
18
INTCIntel Corp
2,666,000$138.8B0.83%Put
19
MUMicron Technology Inc
2,602,526$135.7B0.81%Put
20
GSGOLDMAN SACHS GROUP INC/THE
531,800$133.9B0.80%Put
21
NFLXNetFlix Inc
436,900$129.0B0.77%Put
22
DEDeere & Co
827,336$128.5B0.77%Put
23
CSCOCisco Systems Inc
2,982,848$127.9B0.77%Put
24
AVGOBroadcom Ltd
529,346$124.7B0.75%Put
25
XLUUtilities Select Sector SPDR Fund
2,427,800$122.7B0.74%Put
26
ISRGIntuitive Surgical Inc
293,515$121.2B0.73%Put
27
MOAltria Group Inc
1,820,620$113.5B0.68%Put
28
FDXFedEx Corp
468,900$112.6B0.68%Put
29
BIIBBiogen Inc
404,765$110.8B0.67%Put
30
JNJJohnson & Johnson
851,044$109.1B0.65%Put
31
APCAnadarko Petroleum Corp
1,791,267$108.2B0.65%Put
32
TWTRUSDTwitter Inc
3,720,415$107.9B0.65%Put
33
RTN1USDRAYTHEON CO
491,398$106.1B0.64%Put
34
GEGeneral Electric Co
7,862,800$106.0B0.64%Put
35
MPCMARATHON PETROLEUM CORP
1,439,082$105.2B0.63%Put
36
AMZNAmazon.com Inc
72,400$104.8B0.63%Put
37
XOMExxon Mobil Corp
1,401,098$104.5B0.63%Put
38
BLKCHFBlackRock Inc
192,900$104.5B0.63%Put
39
PYPLPayPal Holdings Inc
1,329,497$100.9B0.61%Put
40
DISWalt Disney Co/The
1,002,176$100.7B0.60%Put
41
XYZSquare Inc
1,981,300$97.5B0.59%Put
42
AMATApplied Materials Inc
1,722,552$95.8B0.57%Put
43
AAPLApple Inc
563,634$94.6B0.57%Put
44
COPConocoPhillips
1,555,767$92.2B0.55%Put
45
KRKROGER CO/THE
3,837,300$91.9B0.55%Put
46
AZOAutozone Inc
140,414$91.1B0.55%Put
47
Mylan NV
2,187,500$90.1B0.54%Put
48
UNHUnitedHealth Group Inc
403,362$86.3B0.52%Put
49
CMGChipotle Mexican Grill Inc
265,600$85.8B0.52%Put
50
UNPUnion Pacific Corp
633,300$85.1B0.51%Put
51
BACVerizon Communications Inc
1,761,663$84.2B0.51%Put
52
NOCNorthrop Grumman Corp
235,500$82.2B0.49%Put
53
SLBSchlumberger Ltd
1,258,776$81.5B0.49%Put
54
4I1Philip Morris International Inc
818,856$81.4B0.49%Put
55
ADBEAdobe Systems Inc
359,400$77.7B0.47%Put
56
WBWeibo Corp
646,029$77.2B0.46%Put
57
MMM3M Co
350,700$77.0B0.46%Put
58
TXNTexas Instruments Inc
731,100$76.0B0.46%Put
59
CBOECboe Global Markets Inc
650,100$74.2B0.45%Put
60
AXPAmerican Express Co
787,610$73.5B0.44%Put
61
ELEstee Lauder Cos Inc/The
479,097$71.7B0.43%Put
62
LOWLowe's Cos Inc
813,255$71.4B0.43%Put
63
IWMiShares Russell 2000 ETF
462,500$70.2B0.42%Put
64
FCXFreeport-McMoRan Inc
3,945,394$69.3B0.42%Put
65
KSSKohl's Corp
1,007,582$66.0B0.40%Put
66
AABAUSDAltaba Inc
884,800$65.5B0.39%Put
67
MRKMerck & Co Inc
1,195,916$65.1B0.39%Put
68
URIUnited Rentals Inc
373,981$64.6B0.39%Put
69
REGNRegeneron Pharmaceuticals Inc
186,900$64.4B0.39%Put
70
VLOValero Energy Corp
688,590$63.9B0.38%Put
71
BABAAlibaba Group Holding Ltd
341,300$62.6B0.38%Put
72
USX1United States Steel Corp
1,769,782$62.3B0.37%Put
73
DLTRDollar Tree Inc
649,583$61.6B0.37%Put
74
ALBAlbemarle Corp
653,117$60.6B0.36%Put
75
KHCKraft Heinz Co/The
964,500$60.1B0.36%Put
76
BPBP PLC
1,475,616$59.8B0.36%Put
77
GMGENERAL MOTORS CO
1,644,800$59.8B0.36%Put
78
METAFacebook Inc
371,463$59.4B0.36%Put
79
MRO*Marathon Oil Corp
3,668,965$59.2B0.36%Put
80
ROSTRoss Stores Inc
753,342$58.7B0.35%Put
81
WFCWells Fargo & Co
1,118,417$58.6B0.35%Put
82
AFWAlign Technology Inc
227,304$57.1B0.34%Put
83
DONSPDR Dow Jones Industrial Average ETF Trust
233,826$56.4B0.34%Put
84
HUMHumana Inc
209,468$56.3B0.34%Put
85
OXYOccidental Petroleum Corp
856,604$55.6B0.33%Put
86
CICigna Corp
327,869$55.0B0.33%Put
87
EFAiShares MSCI EAFE ETF
785,666$54.7B0.33%Put
88
TRVCCitigroup Inc
804,223$54.3B0.33%Put
89
EOGEOG Resources Inc
512,277$53.9B0.32%Put
90
COSTCostco Wholesale Corp
283,679$53.5B0.32%Put
91
ULTAUlta Beauty Inc
260,135$53.1B0.32%Put
92
ELVAnthem Inc
237,317$52.1B0.31%Put
93
PXDEURPioneer Natural Resources Co
303,298$52.1B0.31%Put
94
TEVATeva Pharmaceutical Industries Ltd
3,036,200$51.9B0.31%Put
95
XLKTechnology Select Sector SPDR Fund
784,609$51.3B0.31%Put
96
DVNDEVON ENERGY CORP
1,581,187$50.3B0.30%Put
97
RCLRoyal Caribbean Cruises Ltd
422,894$49.8B0.30%
98
OCOwens Corning
610,487$49.1B0.29%Put
99
DRIDarden Restaurants Inc
563,690$48.1B0.29%Put
100
INTUIntuit Inc
276,861$48.0B0.29%Put
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