CAPITAL FUND MANAGEMENT S.A. Q1 2019 Filing

Filed May 13, 2019

Portfolio Value

$11.3T

Holdings

1,051

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (1,051 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF Trust
1,448,112$361.9B3.20%Put
2
AAPLApple Inc
1,397,454$220.4B1.95%Put
3
MRKMerck & Co Inc
2,768,926$211.6B1.87%Put
4
NFLXNetFlix Inc
742,709$198.8B1.76%Put
5
PGProcter & Gamble Co/The
1,663,300$152.9B1.35%Put
6
XYZSquare Inc
2,640,531$148.1B1.31%Put
7
AMZNAmazon.com Inc
97,140$145.9B1.29%Put
8
JNJJohnson & Johnson
1,023,000$132.0B1.17%Put
9
JDJD.com Inc
6,099,628$127.7B1.13%Put
10
IWMiShares Russell 2000 ETF
919,959$123.2B1.09%Put
11
PFEPfizer Inc
2,747,100$119.9B1.06%Put
12
CMGChipotle Mexican Grill Inc
270,300$116.7B1.03%Put
13
BACVerizon Communications Inc
2,064,400$116.1B1.03%Put
14
METAFacebook Inc
871,150$114.2B1.01%Put
15
NVDANvidia Corp
852,700$113.8B1.01%Put
16
AMDAdvanced Micro Devices Inc
6,158,322$113.7B1.01%Put
17
GEGeneral Electric Co
13,815,755$104.6B0.93%Put
18
AMATApplied Materials Inc
3,186,253$104.3B0.92%Put
19
MUMicron Technology Inc
3,134,577$99.5B0.88%Put
20
GMGENERAL MOTORS CO
2,838,378$94.9B0.84%Put
21
IBMInternational Business Machines Corp
803,400$91.3B0.81%Put
22
CATCaterpillar Inc
709,000$90.1B0.80%Put
23
TALTAL EDUCATION GROUP
3,303,742$88.1B0.78%Put
24
INTCIntel Corp
1,847,800$86.7B0.77%Put
25
CELGCelgene Corp
1,316,950$84.4B0.75%Put
26
Allergan plc
611,717$81.8B0.72%Put
27
MSFTMicrosoft Corp
786,900$79.9B0.71%Put
28
WDCWestern Digital Corp
2,146,100$79.3B0.70%Put
29
QCOMQualcomm Inc
1,383,334$78.7B0.70%Put
30
XLUUtilities Select Sector SPDR Fund
1,419,983$75.1B0.66%Put
31
HALHalliburton Co
2,728,092$72.5B0.64%Put
32
DYHTarget Corp
1,054,160$69.7B0.62%Put
33
AALAmerican Airlines Group Inc
2,144,200$68.8B0.61%Put
34
PEPPepsiCo Inc
621,200$68.6B0.61%Put
35
GDXVanEck Vectors Gold Miners ETF
3,168,441$66.8B0.59%Put
36
KHCKraft Heinz Co/The
1,526,718$65.7B0.58%Put
37
UNHUnitedHealth Group Inc
258,092$64.3B0.57%Put
38
4I1Philip Morris International Inc
956,500$63.9B0.57%Put
39
UPSUNITED PARCEL SERVICE INC
636,200$62.0B0.55%Put
40
NKENIKE Inc
834,518$61.9B0.55%Put
41
KRKROGER CO/THE
2,247,112$61.8B0.55%Put
42
LLYEli Lilly & Co
524,795$60.7B0.54%Put
43
BABoeing Co/The
187,928$60.6B0.54%Put
44
ABBVAbbVie Inc
649,727$59.9B0.53%Put
45
BMYBristol-Myers Squibb Co
1,136,763$59.1B0.52%Put
46
CLXClorox Co/The
377,800$58.2B0.52%Put
47
XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF
2,166,357$57.5B0.51%Put
48
XLKTechnology Select Sector SPDR Fund
879,231$54.5B0.48%Put
49
PYPLPayPal Holdings Inc
634,386$53.3B0.47%Put
50
WFCWells Fargo & Co
1,088,620$50.2B0.44%Put
51
LRCXEURLam Research Corp
364,300$49.6B0.44%Put
52
RHT1EURRed Hat Inc
282,100$49.5B0.44%Put
53
GISGeneral Mills Inc
1,267,753$49.4B0.44%Put
54
DUKDuke Energy Corp
566,093$48.9B0.43%Put
55
FDXFedEx Corp
299,445$48.3B0.43%Put
56
FFIVF5 Networks Inc
296,493$48.0B0.43%Put
57
BABAAlibaba Group Holding Ltd
338,400$46.4B0.41%Put
58
TEVATeva Pharmaceutical Industries Ltd
2,913,200$44.9B0.40%Put
59
BIDUNBaidu Inc
283,149$44.9B0.40%Put
60
MOAltria Group Inc
900,367$44.5B0.39%Put
61
TXNTexas Instruments Inc
470,550$44.5B0.39%Put
62
KSSKohl's Corp
665,594$44.2B0.39%Put
63
TWTRUSDTwitter Inc
1,486,231$42.7B0.38%Put
64
TAT&T Inc
1,494,200$42.6B0.38%Put
65
GTGoodyear Tire & Rubber Co/The
2,046,711$41.8B0.37%Put
66
NEMNewmont Mining Corp
1,192,300$41.3B0.37%Put
67
CMCSAComcast Corp
1,202,040$40.9B0.36%Put
68
ADBEAdobe Inc
178,309$40.3B0.36%Put
69
WMTWalmart Inc
415,800$38.7B0.34%Put
70
GOOGLAlphabet Inc
37,009$38.7B0.34%Put
71
SHOPShopify Inc
277,505$38.4B0.34%Put
72
Goldcorp Inc
3,805,192$37.3B0.33%Put
73
WYNNWynn Resorts Ltd
372,226$36.8B0.33%Put
74
CSCOCisco Systems Inc
834,583$36.2B0.32%Put
75
XOMExxon Mobil Corp
527,400$36.0B0.32%Put
76
STZConstellation Brands Inc
223,412$35.9B0.32%Put
77
LVSLas Vegas Sands Corp
688,269$35.8B0.32%Put
78
CLColgate-Palmolive Co
600,538$35.7B0.32%Put
79
PBRPETROLEO BRASILEIRO SA
2,741,145$35.7B0.32%Put
80
LULULululemon Athletica Inc
287,344$34.9B0.31%Put
81
CRMSalesforce.com Inc
252,123$34.5B0.31%Put
82
AFWAlign Technology Inc
161,200$33.8B0.30%Put
83
JPMJPMorgan Chase & Co
345,723$33.7B0.30%Put
84
BLKCHFBlackRock Inc
84,700$33.3B0.29%Put
85
NOCNorthrop Grumman Corp
134,300$32.9B0.29%Put
86
CVSCVS Health Corp
496,006$32.5B0.29%Put
87
CICigna Corp
170,100$32.3B0.29%Put
88
VIABViacom Inc
1,256,513$32.3B0.29%Put
89
WWEUSDWorld Wrestling Entertainment Inc
428,545$32.0B0.28%Put
90
YYEURYY Inc
530,427$31.8B0.28%Put
91
GWWWW Grainger Inc
111,935$31.6B0.28%Put
92
ELEstee Lauder Cos Inc/The
238,497$31.0B0.27%Put
93
AEOAMERICAN EAGLE OUTFITTERS INC
1,600,728$30.9B0.27%Call
94
TJXTJX Cos Inc/The
689,424$30.8B0.27%Put
95
SBUXStarbucks Corp
478,054$30.8B0.27%Put
96
PSXPhillips 66
357,090$30.8B0.27%Put
97
XBISPDR S&P Biotech ETF
425,734$30.5B0.27%Put
98
BIIBBiogen Inc
101,227$30.5B0.27%Put
99
UNPUnion Pacific Corp
217,102$30.0B0.27%Put
100
HCAHCA Healthcare Inc
239,922$29.9B0.26%Put
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