CAPITAL FUND MANAGEMENT S.A. Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$16.7B

Holdings

1,057

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (1,057 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	CATCaterpillar Inc	1,841,784	$271.4M	1.63%	Put
2	BABoeing Co/The	741,259	$243.0M	1.46%	Put
3	MSFTMicrosoft Corp	2,479,741	$226.3M	1.36%	Put
4	ABBVAbbVie Inc	2,278,812	$215.7M	1.29%	Put
5	SPYSPDR S&P 500 ETF Trust	797,400	$209.8M	1.26%	Put
6	NVDANvidia Corp	840,161	$194.6M	1.17%	Put
7	—Allergan plc	1,110,754	$186.9M	1.12%	Put
8	CVXChevron Corp	1,632,448	$186.2M	1.12%	Put
9	WMTWalmart Inc	2,089,035	$185.9M	1.12%	Put
10	CELGCelgene Corp	1,966,936	$175.5M	1.05%	Put
11	HDHome Depot Inc/The	969,701	$172.8M	1.04%	Put
12	DYHTarget Corp	2,470,046	$171.5M	1.03%	Put
13	MCDMcDonald's Corp	1,032,407	$161.4M	0.97%	Put
14	UPSUNITED PARCEL SERVICE INC	1,413,200	$147.9M	0.89%	Put
15	JPMJPMorgan Chase & Co	1,344,435	$147.8M	0.89%	Put
16	NKENIKE Inc	2,172,500	$144.3M	0.87%	Put
17	MAMastercard Inc	804,424	$140.9M	0.85%	Put
18	INTCIntel Corp	2,666,000	$138.8M	0.83%	Put
19	MUMicron Technology Inc	2,602,526	$135.7M	0.81%	Put
20	GSGOLDMAN SACHS GROUP INC/THE	531,800	$133.9M	0.80%	Put
21	NFLXNetFlix Inc	436,900	$129.0M	0.77%	Put
22	DEDeere & Co	827,336	$128.5M	0.77%	Put
23	CSCOCisco Systems Inc	2,982,848	$127.9M	0.77%	Put
24	AVGOBroadcom Ltd	529,346	$124.7M	0.75%	Put
25	XLUUtilities Select Sector SPDR Fund	2,427,800	$122.7M	0.74%	Put
26	ISRGIntuitive Surgical Inc	293,515	$121.2M	0.73%	Put
27	MOAltria Group Inc	1,820,620	$113.5M	0.68%	Put
28	FDXFedEx Corp	468,900	$112.6M	0.68%	Put
29	BIIBBiogen Inc	404,765	$110.8M	0.67%	Put
30	JNJJohnson & Johnson	851,044	$109.1M	0.65%	Put
31	APCAnadarko Petroleum Corp	1,791,267	$108.2M	0.65%	Put
32	TWTRUSDTwitter Inc	3,720,415	$107.9M	0.65%	Put
33	RTN1USDRAYTHEON CO	491,398	$106.1M	0.64%	Put
34	GEGeneral Electric Co	7,862,800	$106.0M	0.64%	Put
35	MPCMARATHON PETROLEUM CORP	1,439,082	$105.2M	0.63%	Put
36	AMZNAmazon.com Inc	72,400	$104.8M	0.63%	Put
37	XOMExxon Mobil Corp	1,401,098	$104.5M	0.63%	Put
38	BLKCHFBlackRock Inc	192,900	$104.5M	0.63%	Put
39	PYPLPayPal Holdings Inc	1,329,497	$100.9M	0.61%	Put
40	DISWalt Disney Co/The	1,002,176	$100.7M	0.60%	Put
41	XYZSquare Inc	1,981,300	$97.5M	0.59%	Put
42	AMATApplied Materials Inc	1,722,552	$95.8M	0.57%	Put
43	AAPLApple Inc	563,634	$94.6M	0.57%	Put
44	COPConocoPhillips	1,555,767	$92.2M	0.55%	Put
45	KRKROGER CO/THE	3,837,300	$91.9M	0.55%	Put
46	AZOAutozone Inc	140,414	$91.1M	0.55%	Put
47	—Mylan NV	2,187,500	$90.1M	0.54%	Put
48	UNHUnitedHealth Group Inc	403,362	$86.3M	0.52%	Put
49	CMGChipotle Mexican Grill Inc	265,600	$85.8M	0.52%	Put
50	UNPUnion Pacific Corp	633,300	$85.1M	0.51%	Put
51	BACVerizon Communications Inc	1,761,663	$84.2M	0.51%	Put
52	NOCNorthrop Grumman Corp	235,500	$82.2M	0.49%	Put
53	SLBSchlumberger Ltd	1,258,776	$81.5M	0.49%	Put
54	4I1Philip Morris International Inc	818,856	$81.4M	0.49%	Put
55	ADBEAdobe Systems Inc	359,400	$77.7M	0.47%	Put
56	WBWeibo Corp	646,029	$77.2M	0.46%	Put
57	MMM3M Co	350,700	$77.0M	0.46%	Put
58	TXNTexas Instruments Inc	731,100	$76.0M	0.46%	Put
59	CBOECboe Global Markets Inc	650,100	$74.2M	0.45%	Put
60	AXPAmerican Express Co	787,610	$73.5M	0.44%	Put
61	ELEstee Lauder Cos Inc/The	479,097	$71.7M	0.43%	Put
62	LOWLowe's Cos Inc	813,255	$71.4M	0.43%	Put
63	IWMiShares Russell 2000 ETF	462,500	$70.2M	0.42%	Put
64	FCXFreeport-McMoRan Inc	3,945,394	$69.3M	0.42%	Put
65	KSSKohl's Corp	1,007,582	$66.0M	0.40%	Put
66	AABAUSDAltaba Inc	884,800	$65.5M	0.39%	Put
67	MRKMerck & Co Inc	1,195,916	$65.1M	0.39%	Put
68	URIUnited Rentals Inc	373,981	$64.6M	0.39%	Put
69	REGNRegeneron Pharmaceuticals Inc	186,900	$64.4M	0.39%	Put
70	VLOValero Energy Corp	688,590	$63.9M	0.38%	Put
71	BABAAlibaba Group Holding Ltd	341,300	$62.6M	0.38%	Put
72	USX1United States Steel Corp	1,769,782	$62.3M	0.37%	Put
73	DLTRDollar Tree Inc	649,583	$61.6M	0.37%	Put
74	ALBAlbemarle Corp	653,117	$60.6M	0.36%	Put
75	KHCKraft Heinz Co/The	964,500	$60.1M	0.36%	Put
76	BPBP PLC	1,475,616	$59.8M	0.36%	Put
77	GMGENERAL MOTORS CO	1,644,800	$59.8M	0.36%	Put
78	METAFacebook Inc	371,463	$59.4M	0.36%	Put
79	MRO*Marathon Oil Corp	3,668,965	$59.2M	0.36%	Put
80	ROSTRoss Stores Inc	753,342	$58.7M	0.35%	Put
81	WFCWells Fargo & Co	1,118,417	$58.6M	0.35%	Put
82	AFWAlign Technology Inc	227,304	$57.1M	0.34%	Put
83	DONSPDR Dow Jones Industrial Average ETF Trust	233,826	$56.4M	0.34%	Put
84	HUMHumana Inc	209,468	$56.3M	0.34%	Put
85	OXYOccidental Petroleum Corp	856,604	$55.6M	0.33%	Put
86	CICigna Corp	327,869	$55.0M	0.33%	Put
87	EFAiShares MSCI EAFE ETF	785,666	$54.7M	0.33%	Put
88	TRVCCitigroup Inc	804,223	$54.3M	0.33%	Put
89	EOGEOG Resources Inc	512,277	$53.9M	0.32%	Put
90	COSTCostco Wholesale Corp	283,679	$53.5M	0.32%	Put
91	ULTAUlta Beauty Inc	260,135	$53.1M	0.32%	Put
92	ELVAnthem Inc	237,317	$52.1M	0.31%	Put
93	PXDEURPioneer Natural Resources Co	303,298	$52.1M	0.31%	Put
94	TEVATeva Pharmaceutical Industries Ltd	3,036,200	$51.9M	0.31%	Put
95	XLKTechnology Select Sector SPDR Fund	784,609	$51.3M	0.31%	Put
96	DVNDEVON ENERGY CORP	1,581,187	$50.3M	0.30%	Put
97	RCLRoyal Caribbean Cruises Ltd	422,894	$49.8M	0.30%
98	OCOwens Corning	610,487	$49.1M	0.29%	Put
99	DRIDarden Restaurants Inc	563,690	$48.1M	0.29%	Put
100	INTUIntuit Inc	276,861	$48.0M	0.29%	Put

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