CAPITAL FUND MANAGEMENT S.A. Q1 2020 Filing
Filed May 13, 2020
Portfolio Value
$6.5B
Holdings
998
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (998 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF Trust | 595,467 | $153.5B | 2374.42% | Put |
| 2 | BMYBristol-Myers Squibb Co | 2,540,978 | $141.6B | 2191.13% | Put |
| 3 | TSLATesla Inc | 258,826 | $135.6B | 2098.15% | Put |
| 4 | XOMExxon Mobil Corp | 3,365,432 | $127.8B | 1976.89% | Put |
| 5 | INTCIntel Corp | 2,360,958 | $127.8B | 1976.72% | Put |
| 6 | NFLXNetFlix Inc | 334,600 | $125.6B | 1943.74% | Put |
| 7 | AMGNAmgen Inc | 616,254 | $124.9B | 1932.76% | Put |
| 8 | COSTCostco Wholesale Corp | 404,968 | $115.5B | 1786.33% | Put |
| 9 | CVSCVS Health Corp | 1,863,838 | $110.6B | 1710.74% | Put |
| 10 | AAPLApple Inc | 347,481 | $88.4B | 1366.98% | Put |
| 11 | MOAltria Group Inc | 2,076,976 | $80.3B | 1242.53% | Put |
| 12 | PFEPfizer Inc | 2,422,577 | $79.1B | 1223.29% | Put |
| 13 | BIDUNBaidu Inc | 775,346 | $78.1B | 1208.96% | Put |
| 14 | MRKMerck & Co Inc | 961,722 | $74.0B | 1144.71% | Put |
| 15 | NVDANvidia Corp | 270,600 | $71.3B | 1103.50% | Put |
| 16 | QCOMQualcomm Inc | 1,004,318 | $67.9B | 1051.10% | Put |
| 17 | PGProcter & Gamble Co/The | 570,115 | $62.7B | 970.19% | Put |
| 18 | SHOPShopify Inc | 147,000 | $61.3B | 948.16% | Put |
| 19 | LLYEli Lilly & Co | 419,973 | $58.3B | 901.27% | Put |
| 20 | ABBVAbbVie Inc | 764,512 | $58.2B | 901.12% | Put |
| 21 | TRVCCitigroup Inc | 1,278,524 | $53.9B | 833.09% | Put |
| 22 | XLUUtilities Select Sector SPDR Fund | 939,517 | $52.1B | 805.37% | Put |
| 23 | BACBank of America Corp | 2,443,522 | $51.9B | 802.54% | Put |
| 24 | METAFacebook Inc | 310,631 | $51.8B | 801.57% | Put |
| 25 | PEPPepsiCo Inc | 431,231 | $51.8B | 801.24% | Put |
| 26 | DYHTarget Corp | 545,685 | $50.7B | 784.84% | Put |
| 27 | LMTLockheed Martin Corp | 148,540 | $50.3B | 778.90% | Put |
| 28 | UPSUNITED PARCEL SERVICE INC | 506,186 | $47.3B | 731.56% | Put |
| 29 | TXNTexas Instruments Inc | 466,195 | $46.6B | 720.72% | Put |
| 30 | TAT&T Inc | 1,590,200 | $46.4B | 717.13% | Put |
| 31 | DISWalt Disney Co/The | 475,300 | $45.9B | 710.31% | Put |
| 32 | JNJJohnson & Johnson | 344,306 | $45.1B | 698.47% | Put |
| 33 | XOPSPDR S&P Oil & Gas Exploration & Production ETF | 1,353,325 | $44.5B | 688.82% | Put |
| 34 | SBUXStarbucks Corp | 675,852 | $44.4B | 687.35% | Put |
| 35 | MUMicron Technology Inc | 1,027,900 | $43.2B | 668.84% | Put |
| 36 | JPMJPMorgan Chase & Co | 474,524 | $42.7B | 660.91% | Put |
| 37 | CATCaterpillar Inc | 358,100 | $41.6B | 642.85% | Put |
| 38 | HDHome Depot Inc/The | 216,800 | $40.5B | 626.22% | Put |
| 39 | XYZSquare Inc | 765,014 | $40.1B | 619.91% | Put |
| 40 | WBAWalgreens Boots Alliance Inc | 854,310 | $39.1B | 604.64% | Put |
| 41 | GSGOLDMAN SACHS GROUP INC/THE | 243,323 | $37.6B | 581.92% | Put |
| 42 | KHCKraft Heinz Co/The | 1,514,900 | $37.5B | 579.80% | Put |
| 43 | BABAAlibaba Group Holding Ltd | 192,674 | $37.5B | 579.69% | Put |
| 44 | BXBlackstone Group Inc/The | 819,443 | $37.3B | 577.69% | Put |
| 45 | BIIBBiogen Inc | 114,700 | $36.3B | 561.40% | Put |
| 46 | WFCWells Fargo & Co | 1,263,023 | $36.2B | 560.78% | Put |
| 47 | GOOGLAlphabet Inc | 30,947 | $36.0B | 556.30% | Put |
| 48 | WDCWestern Digital Corp | 827,886 | $34.5B | 533.06% | Put |
| 49 | ALSALLSTATE CORP/THE | 369,522 | $33.9B | 524.38% | Put |
| 50 | IBMInternational Business Machines Corp | 286,672 | $31.8B | 491.96% | Put |
| 51 | EWEdwards Lifesciences Corp | 165,348 | $31.2B | 482.47% | Put |
| 52 | CHTRCharter Communications Inc | 69,920 | $30.5B | 471.95% | Put |
| 53 | XLFFinancial Select Sector SPDR Fund | 1,443,182 | $30.0B | 464.84% | Put |
| 54 | BABoeing Co/The | 195,000 | $29.1B | 449.91% | Put |
| 55 | XLVHealth Care Select Sector SPDR Fund | 322,416 | $28.6B | 441.83% | Put |
| 56 | NEENextEra Energy Inc | 118,200 | $28.4B | 439.99% | Put |
| 57 | DWDMorgan Stanley | 810,764 | $27.6B | 426.46% | Put |
| 58 | ORCLOracle Corp | 567,819 | $27.4B | 424.55% | Put |
| 59 | KOCoca-Cola Co/The | 619,592 | $27.4B | 424.15% | Put |
| 60 | NRANRG Energy Inc | 1,002,482 | $27.3B | 422.77% | |
| 61 | UNPUnion Pacific Corp | 191,949 | $27.1B | 418.83% | Put |
| 62 | YUMYum! Brands Inc | 374,921 | $25.7B | 397.48% | Put |
| 63 | OXYOccidental Petroleum Corp | 2,184,700 | $25.3B | 391.38% | Put |
| 64 | CMGChipotle Mexican Grill Inc | 38,502 | $25.2B | 389.79% | Put |
| 65 | GENNortonLifeLock Inc | 1,345,721 | $25.2B | 389.51% | |
| 66 | NKENIKE Inc | 300,200 | $24.8B | 384.27% | Put |
| 67 | HUMHumana Inc | 78,428 | $24.6B | 381.00% | Put |
| 68 | PSXPhillips 66 | 457,095 | $24.5B | 379.39% | Put |
| 69 | INTUIntuit Inc | 106,550 | $24.5B | 379.13% | Put |
| 70 | CICigna Corp | 135,657 | $24.0B | 371.85% | Put |
| 71 | EBAeBay Inc | 797,318 | $24.0B | 370.79% | Put |
| 72 | FDXFedEx Corp | 192,300 | $23.3B | 360.75% | Put |
| 73 | XLKTechnology Select Sector SPDR Fund | 285,541 | $22.9B | 355.03% | Put |
| 74 | PYPLPayPal Holdings Inc | 235,627 | $22.6B | 349.00% | Call |
| 75 | CTXSEURCitrix Systems Inc | 158,772 | $22.5B | 347.70% | Put |
| 76 | CAHCardinal Health Inc | 460,860 | $22.1B | 341.80% | |
| 77 | RDS/ARoyal Dutch Shell PLC | 619,789 | $21.6B | 334.53% | Put |
| 78 | NOCNorthrop Grumman Corp | 70,913 | $21.5B | 331.92% | Put |
| 79 | 4I1Philip Morris International Inc | 284,400 | $20.7B | 320.99% | Put |
| 80 | NTESNetEase Inc | 58,828 | $18.9B | 292.11% | Put |
| 81 | BSXBoston Scientific Corp | 567,599 | $18.5B | 286.51% | Put |
| 82 | VMWEURVMware Inc | 149,715 | $18.1B | 280.48% | Put |
| 83 | IYRiShares U.S. Real Estate ETF | 259,792 | $18.1B | 279.60% | Put |
| 84 | AFLAflac Inc | 522,346 | $17.9B | 276.69% | Put |
| 85 | ROKURoku Inc | 203,500 | $17.8B | 275.42% | Put |
| 86 | NVSNNOVARTIS AG | 213,403 | $17.6B | 272.20% | Put |
| 87 | IWMiShares Russell 2000 ETF | 149,779 | $17.1B | 265.21% | Put |
| 88 | 8CWCrown Castle International Corp | 118,664 | $17.1B | 265.08% | Put |
| 89 | HALHalliburton Co | 2,490,284 | $17.1B | 263.91% | Put |
| 90 | AEPAMERICAN ELECTRIC POWER CO INC | 210,275 | $16.8B | 260.18% | Put |
| 91 | NOWServiceNow Inc | 58,471 | $16.8B | 259.22% | Put |
| 92 | TEAMAtlassian Corp PLC | 120,573 | $16.6B | 256.03% | |
| 93 | DLTRDollar Tree Inc | 224,991 | $16.5B | 255.74% | Put |
| 94 | CSXCSX Corp | 287,102 | $16.5B | 254.50% | Put |
| 95 | BKBANK OF NEW YORK MELLON CORP/THE | 485,907 | $16.4B | 253.17% | Put |
| 96 | AFWAlign Technology Inc | 91,592 | $15.9B | 246.49% | Put |
| 97 | CLColgate-Palmolive Co | 239,185 | $15.9B | 245.55% | Put |
| 98 | MAMastercard Inc | 65,214 | $15.8B | 243.70% | Put |
| 99 | BRK/BBerkshire Hathaway Inc | 84,900 | $15.5B | 240.13% | Put |
| 100 | AMTAmerican Tower Corp | 71,200 | $15.5B | 239.85% | Put |
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