CAPITAL FUND MANAGEMENT S.A. Q3 2017 Filing

Filed November 13, 2017

Portfolio Value

$13.9B

Holdings

955

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (955 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	BABoeing Co/The	1,417,790	$360.4M	2.59%	Put
2	NVDANvidia Corp	1,563,600	$279.5M	2.01%	Put
3	SPYSPDR S&P500 ETF Trust	1,088,722	$273.5M	1.97%	Put
4	AAPLApple Inc	1,634,809	$252.0M	1.81%	Put
5	MCDMcDonald's Corp	1,470,807	$230.4M	1.66%	Put
6	BIDUNBaidu Inc	909,600	$225.3M	1.62%	Put
7	CMGChipotle Mexican Grill Inc	716,300	$220.5M	1.58%	Put
8	MSFTMicrosoft Corp	2,663,600	$198.4M	1.43%	Put
9	AMATApplied Materials Inc	3,521,523	$183.4M	1.32%	Put
10	ULTAUlta Beauty Inc	808,879	$182.9M	1.31%	Put
11	BABAAlibaba Group Holding Ltd	946,700	$163.5M	1.18%	Put
12	APCAnadarko Petroleum Corp	3,255,790	$159.0M	1.14%	Put
13	IBMInternational Business Machines Corp	1,062,100	$154.1M	1.11%	Put
14	MOAltria Group Inc	2,219,874	$140.8M	1.01%	Put
15	IWMiShares Russell 2000 ETF	945,254	$140.1M	1.01%	Put
16	TSLATesla Inc	409,900	$139.8M	1.00%	Put
17	4I1Philip Morris International Inc	1,155,839	$128.3M	0.92%	Put
18	MUMicron Technology Inc	3,067,600	$120.6M	0.87%	Put
19	USX1United States Steel Corp	4,699,361	$120.6M	0.87%	Put
20	JNJJohnson & Johnson	922,200	$119.9M	0.86%	Put
21	AVGOBroadcom Ltd	489,842	$118.8M	0.85%
22	DEDeere & Co	926,195	$116.3M	0.84%	Put
23	GEGeneral Electric Co	4,651,748	$112.5M	0.81%	Put
24	PYPLPayPal Holdings Inc	1,678,600	$107.5M	0.77%	Put
25	DISWalt Disney Co/The	1,086,704	$107.1M	0.77%	Put
26	METAFacebook Inc	612,366	$104.6M	0.75%	Put
27	DYHTarget Corp	1,740,356	$102.7M	0.74%	Put
28	AGNAllergan plc	496,196	$101.7M	0.73%	Put
29	ABXBarrick Gold Corp	6,201,411	$99.8M	0.72%	Put
30	BACBank of America Corp	3,934,588	$99.7M	0.72%	Put
31	WMTWal-Mart Stores Inc	1,249,300	$97.6M	0.70%	Put
32	MRKMerck & Co Inc	1,480,018	$94.8M	0.68%	Put
33	HUMHumana Inc	385,197	$93.8M	0.67%
34	JDJD.com Inc	2,379,035	$90.9M	0.65%	Put
35	UNHUnitedHealth Group Inc	441,709	$86.5M	0.62%	Put
36	CVXChevron Corp	732,400	$86.1M	0.62%	Put
37	CATCaterpillar Inc	686,768	$85.6M	0.62%	Put
38	TXNTexas Instruments Inc	950,404	$85.2M	0.61%	Put
39	ADBEAdobe Systems Inc	542,058	$80.9M	0.58%	Put
40	HALHalliburton Co	1,681,700	$77.4M	0.56%	Put
41	JPMJPMorgan Chase & Co	808,476	$77.2M	0.55%	Put
42	REGNRegeneron Pharmaceuticals Inc	163,900	$73.3M	0.53%	Put
43	ABBVAbbVie Inc	817,800	$72.7M	0.52%	Put
44	DVNDEVON ENERGY CORP	1,951,037	$71.6M	0.51%	Put
45	LRCXEURLam Research Corp	383,400	$70.9M	0.51%	Put
46	PXDEURPioneer Natural Resources Co	479,780	$70.8M	0.51%	Put
47	NFLXNetFlix Inc	386,800	$70.1M	0.50%	Put
48	SLBSchlumberger Ltd	993,800	$69.3M	0.50%	Put
49	BACVerizon Communications Inc	1,396,000	$69.1M	0.50%	Put
50	COSTCostco Wholesale Corp	420,217	$69.0M	0.50%	Put
51	MMM3M Co	325,200	$68.3M	0.49%	Put
52	XOMExxon Mobil Corp	830,900	$68.1M	0.49%	Put
53	FCXFreeport-McMoRan Inc	4,810,978	$67.5M	0.49%	Put
54	EOGEOG Resources Inc	690,213	$66.8M	0.48%	Put
55	TEVATeva Pharmaceutical Industries Ltd	3,542,500	$62.3M	0.45%	Put
56	UPSUNITED PARCEL SERVICE INC	518,500	$62.3M	0.45%	Put
57	AXPAmerican Express Co	681,842	$61.7M	0.44%	Put
58	ATVIEURActivision Blizzard Inc	954,958	$61.6M	0.44%	Put
59	URIUnited Rentals Inc	440,137	$61.1M	0.44%	Put
60	INTUIntuit Inc	427,074	$60.7M	0.44%
61	LOWLowe's Cos Inc	732,645	$58.6M	0.42%
62	HDHome Depot Inc/The	357,923	$58.5M	0.42%	Put
63	WOOFoot Locker Inc	1,613,549	$56.8M	0.41%	Put
64	MOSMosaic Co/The	2,624,628	$56.7M	0.41%	Put
65	TAT&T Inc	1,398,499	$54.8M	0.39%	Put
66	TMUST-Mobile US Inc	876,731	$54.1M	0.39%	Put
67	ROSTRoss Stores Inc	813,942	$52.6M	0.38%
68	RCLRoyal Caribbean Cruises Ltd	441,405	$52.3M	0.38%	Put
69	KBESPDR S&P Bank ETF	1,153,334	$52.0M	0.37%	Put
70	CFGCitizens Financial Group Inc	1,362,225	$51.6M	0.37%
71	CSXCSX Corp	900,855	$48.9M	0.35%	Put
72	VVisa Inc	450,528	$47.4M	0.34%	Put
73	TRVCCitigroup Inc	647,600	$47.1M	0.34%	Put
74	LUVSouthwest Airlines Co	840,507	$47.1M	0.34%	Put
75	KRKROGER CO/THE	2,314,700	$46.4M	0.33%	Put
76	DONSPDR Dow Jones Industrial Average ETF Trust	205,865	$46.1M	0.33%	Put
77	SPGIS&P Global Inc	294,537	$46.0M	0.33%	Put
78	CAGConagra Brands Inc	1,323,527	$44.7M	0.32%	Call
79	GILDGilead Sciences Inc	549,600	$44.5M	0.32%	Put
80	UAAUnder Armour Inc	2,700,587	$44.5M	0.32%	Put
81	MOMOUSDMomo Inc	1,414,784	$44.3M	0.32%
82	CELGCelgene Corp	303,500	$44.3M	0.32%	Put
83	WBWeibo Corp	440,619	$43.6M	0.31%	Put
84	XLFFinancial Select Sector SPDR Fund	1,611,329	$41.7M	0.30%	Put
85	JNPJuniper Networks Inc	1,485,427	$41.3M	0.30%
86	CMAComerica Inc	541,960	$41.3M	0.30%
87	NEMNewmont Mining Corp	1,061,185	$39.8M	0.29%	Put
88	VMWEURVMware Inc	364,519	$39.8M	0.29%	Put
89	AABAUSDAltaba Inc	593,000	$39.3M	0.28%	Put
90	TIFEURTiffany & Co	418,648	$38.4M	0.28%	Put
91	XLUUtilities Select Sector SPDR Fund	720,554	$38.2M	0.27%	Put
92	CCChemours Co/The	743,137	$37.6M	0.27%	Put
93	DWDMorgan Stanley	774,427	$37.3M	0.27%	Put
94	VMCVulcan Materials Co	310,961	$37.2M	0.27%
95	GSGOLDMAN SACHS GROUP INC/THE	155,988	$37.0M	0.27%	Put
96	MRO*Marathon Oil Corp	2,716,965	$36.8M	0.26%	Put
97	BURLBurlington Stores Inc	353,072	$33.7M	0.24%
98	CSCOCisco Systems Inc	997,200	$33.5M	0.24%	Put
99	ZIONZions Bancorporation	694,553	$32.8M	0.24%	Put
100	DLTRDollar Tree Inc	376,183	$32.7M	0.23%	Put

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