CAPITAL FUND MANAGEMENT S.A. Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$19.2T

Holdings

1,127

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (1,127 positions)

#StockSharesValue% PortfolioType
1
AAPLApple Inc
1,658,603$307.0B1.60%Put
2
BABoeing Co/The
864,515$290.1B1.51%Put
3
BMYBristol-Myers Squibb Co
4,895,245$270.9B1.41%Put
4
ABBVAbbVie Inc
2,651,612$245.7B1.28%Put
5
XYZSquare Inc
3,929,636$242.2B1.26%Put
6
BIIBBiogen Inc
766,367$222.4B1.16%Put
7
INTCIntel Corp
4,456,842$221.6B1.16%Put
8
SPYSPDR S&P 500 ETF Trust
724,900$196.7B1.03%Put
9
OXYOccidental Petroleum Corp
2,243,004$187.7B0.98%Put
10
MSFTMicrosoft Corp
1,839,442$181.4B0.95%Put
11
NFLXNetFlix Inc
460,400$180.2B0.94%Put
12
AMZNAmazon.com Inc
98,468$167.4B0.87%Put
13
WMTWalmart Inc
1,946,535$166.7B0.87%Put
14
KHCKraft Heinz Co/The
2,645,400$166.2B0.87%Put
15
ADBEAdobe Systems Inc
677,300$165.1B0.86%Put
16
CELGCelgene Corp
2,076,966$165.0B0.86%Put
17
NKENIKE Inc
2,017,700$160.8B0.84%Put
18
MRKMerck & Co Inc
2,635,400$160.0B0.83%Put
19
Allergan plc
953,715$159.0B0.83%Put
20
DYHTarget Corp
2,015,054$153.4B0.80%Put
21
TRVCCitigroup Inc
2,282,923$152.8B0.80%Put
22
TWTRUSDTwitter Inc
3,403,815$148.6B0.78%Put
23
WFCWells Fargo & Co
2,667,400$147.9B0.77%Put
24
CMGChipotle Mexican Grill Inc
333,700$143.9B0.75%Put
25
UPSUNITED PARCEL SERVICE INC
1,347,000$143.1B0.75%Put
26
NVDANvidia Corp
590,725$139.9B0.73%Put
27
MMM3M Co
702,539$138.2B0.72%Put
28
XOMExxon Mobil Corp
1,632,600$135.1B0.70%Put
29
CSCOCisco Systems Inc
3,111,861$133.9B0.70%Put
30
BUDAnheuser-Busch InBev SA/NV
1,325,549$133.6B0.70%Put
31
NOCNorthrop Grumman Corp
422,437$130.0B0.68%Put
32
MAMastercard Inc
660,600$129.8B0.68%Put
33
MOAltria Group Inc
2,244,720$127.5B0.67%Put
34
JNJJohnson & Johnson
1,043,152$126.6B0.66%Put
35
TXNTexas Instruments Inc
1,142,600$126.0B0.66%Put
36
COPConocoPhillips
1,805,867$125.7B0.66%Put
37
MUMicron Technology Inc
2,378,715$124.7B0.65%Put
38
CMCSAComcast Corp
3,575,982$117.3B0.61%Put
39
BKNGBooking Holdings Inc
57,063$115.7B0.60%Put
40
VLOValero Energy Corp
1,030,394$114.2B0.60%Put
41
AZOAutozone Inc
164,645$110.5B0.58%Put
42
APCAnadarko Petroleum Corp
1,469,867$107.7B0.56%Put
43
GEGeneral Electric Co
7,823,700$106.5B0.56%Put
44
CVSCVS Health Corp
1,627,400$104.7B0.55%Put
45
CATCaterpillar Inc
764,784$103.8B0.54%Put
46
KSSKohl's Corp
1,411,402$102.9B0.54%Put
47
PGProcter & Gamble Co/The
1,312,300$102.4B0.53%Put
48
UNPUnion Pacific Corp
697,300$98.8B0.52%Put
49
AALAmerican Airlines Group Inc
2,542,500$96.5B0.50%Put
50
HALHalliburton Co
2,125,892$95.8B0.50%Put
51
FDO.FMacy's Inc
2,555,600$95.7B0.50%Put
52
RTN1USDRAYTHEON CO
482,721$93.3B0.49%Put
53
BACVerizon Communications Inc
1,839,510$92.5B0.48%Put
54
BACBank of America Corp
3,250,649$91.6B0.48%Put
55
PEPPepsiCo Inc
840,700$91.5B0.48%Put
56
CVXChevron Corp
723,266$91.4B0.48%Put
57
RCLRoyal Caribbean Cruises Ltd
873,280$90.5B0.47%Put
58
4I1Philip Morris International Inc
1,095,600$88.5B0.46%Put
59
GMGENERAL MOTORS CO
2,220,700$87.5B0.46%Put
60
NTESNetEase Inc
346,087$87.4B0.46%Put
61
MPCMARATHON PETROLEUM CORP
1,212,882$85.1B0.44%Put
62
TEVATeva Pharmaceutical Industries Ltd
3,478,800$84.6B0.44%Put
63
GISGeneral Mills Inc
1,894,200$83.8B0.44%Put
64
DEDeere & Co
586,600$82.0B0.43%Put
65
COSTCostco Wholesale Corp
391,026$81.7B0.43%Put
66
GSGOLDMAN SACHS GROUP INC/THE
363,346$80.1B0.42%Put
67
REGNRegeneron Pharmaceuticals Inc
229,900$79.3B0.41%Put
68
METAFacebook Inc
402,916$78.3B0.41%Put
69
KRKROGER CO/THE
2,747,700$78.2B0.41%Put
70
TAT&T Inc
2,420,200$77.7B0.41%Put
71
IWMiShares Russell 2000 ETF
473,700$77.6B0.40%Put
72
JPMJPMorgan Chase & Co
727,692$75.8B0.40%Put
73
TJXTJX Cos Inc/The
796,600$75.8B0.40%Put
74
PSXPhillips 66
667,800$75.0B0.39%Put
75
XLUUtilities Select Sector SPDR Fund
1,333,400$69.3B0.36%Put
76
UNHUnitedHealth Group Inc
279,982$68.7B0.36%Put
77
CICigna Corp
401,569$68.2B0.36%Put
78
LULULululemon Athletica Inc
512,447$64.0B0.33%Put
79
WBWeibo Corp
717,176$63.7B0.33%Put
80
MRO*Marathon Oil Corp
3,031,965$63.2B0.33%Put
81
XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF
1,432,800$61.7B0.32%Put
82
BIDUNBaidu Inc
253,389$61.6B0.32%Put
83
LOWLowe's Cos Inc
633,118$60.5B0.32%Put
84
YYEURYY Inc
597,341$60.0B0.31%Put
85
DWDMorgan Stanley
1,254,795$59.5B0.31%Put
86
CMICummins Inc
446,800$59.4B0.31%Put
87
XLFIConsumer Staples Select Sector SPDR Fund
1,139,700$58.7B0.31%Put
88
SLBSchlumberger Ltd
868,724$58.2B0.30%Put
89
PYPLPayPal Holdings Inc
697,761$58.1B0.30%Put
90
RHT1EURRed Hat Inc
426,900$57.4B0.30%Put
91
CRMSalesforce.com Inc
417,200$56.9B0.30%Put
92
TALTAL EDUCATION GROUP
1,531,894$56.4B0.29%Put
93
CFGCitizens Financial Group Inc
1,441,225$56.1B0.29%
94
BBYBest Buy Co Inc
736,375$54.9B0.29%Put
95
URIUnited Rentals Inc
371,783$54.9B0.29%Put
96
FCXFreeport-McMoRan Inc
3,130,445$54.0B0.28%Put
97
PANWPalo Alto Networks Inc
262,055$53.8B0.28%Put
98
RIGTransocean Ltd
3,998,000$53.7B0.28%Put
99
NEMNewmont Mining Corp
1,411,743$53.2B0.28%
100
PBRPETROLEO BRASILEIRO SA
5,278,320$52.9B0.28%Put
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