CAPITAL FUND MANAGEMENT S.A. Q2 2019 Filing

Filed August 12, 2019

Portfolio Value

$11.0B

Holdings

915

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (915 positions)

#StockSharesValue% PortfolioType
1
PGProcter & Gamble Co/The
2,580,609$283.0B2574.72%Put
2
LLYEli Lilly & Co
1,313,038$145.5B1323.67%Put
3
CMGChipotle Mexican Grill Inc
188,500$138.1B1257.02%Put
4
NEMNewmont Goldcorp Corp
3,576,300$137.6B1251.86%Put
5
PYPLPayPal Holdings Inc
1,077,286$123.3B1121.98%Put
6
METAFacebook Inc
631,300$121.8B1108.65%Put
7
XLKTechnology Select Sector SPDR Fund
1,499,494$117.0B1064.78%Put
8
TXNTexas Instruments Inc
1,019,676$117.0B1064.76%Put
9
INTUIntuit Inc
417,752$109.2B993.36%Put
10
FDXFedEx Corp
658,542$108.1B983.84%Put
11
COPConocoPhillips
1,648,972$100.6B915.25%
12
JNJJohnson & Johnson
715,903$99.7B907.28%Put
13
KHCKraft Heinz Co/The
3,197,958$99.3B903.22%Put
14
AMTAmerican Tower Corp
481,372$98.4B895.51%Put
15
STZConstellation Brands Inc
498,400$98.2B893.12%Put
16
IYRiShares U.S. Real Estate ETF
1,097,400$95.8B871.82%Put
17
QCOMQualcomm Inc
1,247,900$94.9B863.76%Put
18
OXYOccidental Petroleum Corp
1,828,694$91.9B836.64%Put
19
SBUXStarbucks Corp
1,065,068$89.3B812.41%Put
20
MRKMerck & Co Inc
1,057,400$88.7B806.75%Put
21
CVSCVS Health Corp
1,612,200$87.8B799.35%Put
22
XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF
3,208,056$87.4B795.44%Put
23
AMGNAmgen Inc
473,877$87.3B794.59%
24
AMDAdvanced Micro Devices Inc
2,856,000$86.7B789.23%Put
25
INTCIntel Corp
1,788,780$85.6B779.15%Put
26
AAPLApple Inc
431,500$85.4B777.09%Put
27
PEPPepsiCo Inc
614,200$80.5B732.84%Put
28
4I1Philip Morris International Inc
1,023,739$80.4B731.51%Put
29
Allergan plc
479,500$80.3B730.50%Put
30
APCAnadarko Petroleum Corp
1,091,300$77.0B700.65%Put
31
WDCWestern Digital Corp
1,613,200$76.7B697.98%Put
32
BIDUNBaidu Inc
653,370$76.7B697.72%Put
33
JDJD.com Inc
2,426,135$73.5B668.68%Put
34
CICigna Corp
442,352$69.7B634.14%Put
35
CMCSAComcast Corp
1,642,300$69.4B631.81%Put
36
REGNRegeneron Pharmaceuticals Inc
221,818$69.4B631.74%Put
37
WBAWalgreens Boots Alliance Inc
1,263,886$69.1B628.72%Put
38
BABoeing Co/The
185,028$67.4B612.83%Put
39
DISWalt Disney Co/The
474,300$66.2B602.64%Put
40
CSCOCisco Systems Inc
1,181,568$64.7B588.41%Put
41
VLOValero Energy Corp
749,384$64.2B583.76%Put
42
VMWEURVMware Inc
375,653$62.8B571.54%Put
43
MMM3M Co
359,033$62.2B566.27%Put
44
JPMJPMorgan Chase & Co
547,922$61.3B557.38%Call
45
ABBVAbbVie Inc
832,196$60.5B550.65%Put
46
CTXSEURCitrix Systems Inc
608,372$59.7B543.27%
47
GOOGLAlphabet Inc
54,817$59.4B540.09%
48
LRCXEURLam Research Corp
307,360$57.7B525.33%Put
49
GEGeneral Electric Co
5,492,900$57.7B524.80%Put
50
AEPAMERICAN ELECTRIC POWER CO INC
647,988$57.0B518.91%Put
51
ALSALLSTATE CORP/THE
554,079$56.3B512.68%Put
52
YUMYum! Brands Inc
501,174$55.5B504.67%Put
53
ATVIEURActivision Blizzard Inc
1,164,300$55.0B500.04%Put
54
NEENextEra Energy Inc
261,550$53.6B487.54%Put
55
MOAltria Group Inc
1,130,200$53.5B486.94%Put
56
CLColgate-Palmolive Co
727,217$52.1B474.24%Put
57
AMATApplied Materials Inc
1,160,200$52.1B474.10%Put
58
SHOPShopify Inc
171,943$51.6B469.60%Put
59
UNPUnion Pacific Corp
304,338$51.5B468.30%Put
60
DONSPDR Dow Jones Industrial Average ETF Trust
193,526$51.4B468.14%Put
61
BBYBest Buy Co Inc
731,744$51.0B464.27%Put
62
SPYSPDR S&P 500 ETF Trust
172,700$50.6B460.42%Put
63
LVLNSPDR S&P Regional Banking ETF
925,300$49.4B449.85%Put
64
LULULululemon Athletica Inc
274,082$49.4B449.43%Put
65
HALHalliburton Co
2,166,000$49.3B448.18%Put
66
WDAYWorkday Inc
230,884$47.5B431.90%Put
67
AFWAlign Technology Inc
171,802$47.0B427.86%Put
68
NFLXNetFlix Inc
127,900$47.0B427.49%Put
69
TRVCCitigroup Inc
660,000$46.2B420.56%Put
70
NVDANvidia Corp
268,500$44.1B401.23%Put
71
DUKDuke Energy Corp
497,250$43.9B399.23%Put
72
HSYHershey Co/The
323,712$43.4B394.77%Put
73
GISGeneral Mills Inc
807,900$42.4B386.08%Put
74
SPGSimon Property Group Inc
262,727$42.0B381.91%Put
75
AMZNAmazon.com Inc
22,111$41.9B380.97%Put
76
IBMInternational Business Machines Corp
303,235$41.8B380.49%Put
77
SLBSchlumberger Ltd
1,042,800$41.4B377.08%Put
78
MAMastercard Inc
148,100$39.2B356.48%Put
79
PFEPfizer Inc
886,239$38.4B349.33%Put
80
EBAeBay Inc
968,756$38.3B348.19%Put
81
XOMExxon Mobil Corp
483,500$37.1B337.13%Put
82
NKENIKE Inc
440,401$37.0B336.41%Put
83
KSSKohl's Corp
758,897$36.1B328.35%Put
84
SOSouthern Co/The
648,400$35.8B326.14%Put
85
COSTCostco Wholesale Corp
135,065$35.7B324.77%Put
86
MSIMotorola Solutions Inc
213,167$35.5B323.40%Put
87
DYHTarget Corp
407,767$35.3B321.35%Put
88
XLUUtilities Select Sector SPDR Fund
578,832$34.5B314.07%Put
89
MSFTMicrosoft Corp
253,613$34.0B309.14%Put
90
FFIVF5 Networks Inc
232,971$33.9B308.71%Put
91
ELEstee Lauder Cos Inc/The
181,465$33.2B302.34%Put
92
NTAPNetApp Inc
532,290$32.8B298.84%Put
93
XLYConsumer Discretionary Select Sector SPDR Fund
274,623$32.7B297.86%Put
94
HPEHewlett Packard Enterprise Co
2,187,947$32.7B297.63%
95
BHPBHP Group Ltd
558,932$32.5B295.54%
96
HDHome Depot Inc/The
156,136$32.5B295.47%Put
97
8CWCrown Castle International Corp
248,882$32.4B295.19%Put
98
SNAPSnap Inc
2,256,200$32.3B293.57%Put
99
SYKStryker Corp
155,533$32.0B290.94%Put
100
MRSHMARSH & MCLENNAN COS INC
320,327$32.0B290.74%Put
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