CAPITAL FUND MANAGEMENT S.A. Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$18.3B

Holdings

1,089

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (1,089 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	XYZSquare Inc	3,296,136	$326.4M	1.78%	Put
2	AAPLApple Inc	1,201,064	$271.1M	1.48%	Put
3	ABBVAbbVie Inc	2,477,412	$234.3M	1.28%	Put
4	MRKMerck & Co Inc	3,206,300	$227.5M	1.24%	Put
5	CMGChipotle Mexican Grill Inc	476,700	$216.7M	1.18%	Put
6	BABoeing Co/The	566,652	$210.7M	1.15%	Put
7	BMYBristol-Myers Squibb Co	3,133,345	$194.5M	1.06%	Put
8	AMDAdvanced Micro Devices Inc	6,120,700	$189.1M	1.03%	Put
9	MSFTMicrosoft Corp	1,638,828	$187.4M	1.02%	Put
10	MAMastercard Inc	799,700	$178.0M	0.97%	Put
11	NFLXNetFlix Inc	454,200	$169.9M	0.93%	Put
12	UNPUnion Pacific Corp	1,023,600	$166.7M	0.91%	Put
13	AMZNAmazon.com Inc	82,843	$165.9M	0.90%	Put
14	UPSUNITED PARCEL SERVICE INC	1,368,800	$159.8M	0.87%	Put
15	DYHTarget Corp	1,727,652	$152.4M	0.83%	Put
16	TXNTexas Instruments Inc	1,355,513	$145.4M	0.79%	Put
17	—Allergan plc	759,700	$144.7M	0.79%	Put
18	CRMSalesforce.com Inc	901,100	$143.3M	0.78%	Put
19	XLUUtilities Select Sector SPDR Fund	2,712,829	$142.8M	0.78%	Put
20	NKENIKE Inc	1,655,462	$140.3M	0.76%	Put
21	HALHalliburton Co	3,314,090	$134.3M	0.73%	Put
22	LULULululemon Athletica Inc	822,947	$133.7M	0.73%	Put
23	MMM3M Co	631,700	$133.1M	0.73%	Put
24	BACVerizon Communications Inc	2,393,037	$127.8M	0.70%	Put
25	INTUIntuit Inc	557,253	$126.7M	0.69%	Put
26	PEPPepsiCo Inc	1,114,400	$124.6M	0.68%	Put
27	OXYOccidental Petroleum Corp	1,447,404	$118.9M	0.65%	Put
28	WFCWells Fargo & Co	2,232,971	$117.4M	0.64%	Put
29	NSCNorfolk Southern Corp	647,260	$116.8M	0.64%	Put
30	VLOValero Energy Corp	1,002,760	$114.1M	0.62%	Put
31	SPYSPDR S&P 500 ETF Trust	387,600	$112.7M	0.61%	Put
32	INTCIntel Corp	2,342,326	$110.8M	0.60%	Put
33	JPMJPMorgan Chase & Co	972,894	$109.8M	0.60%	Put
34	PGProcter & Gamble Co/The	1,287,914	$107.2M	0.58%	Put
35	KSSKohl's Corp	1,419,001	$105.8M	0.58%	Put
36	TJXTJX Cos Inc/The	923,482	$103.4M	0.56%	Put
37	ADBEAdobe Systems Inc	374,800	$101.2M	0.55%	Put
38	PFEPfizer Inc	2,257,600	$99.5M	0.54%	Put
39	GEGeneral Electric Co	8,809,900	$99.5M	0.54%	Put
40	GISGeneral Mills Inc	2,282,600	$98.0M	0.53%	Put
41	CATCaterpillar Inc	634,645	$96.8M	0.53%	Put
42	BIIBBiogen Inc	273,300	$96.6M	0.53%	Put
43	GSGOLDMAN SACHS GROUP INC/THE	428,056	$96.0M	0.52%	Put
44	COPConocoPhillips	1,232,967	$95.4M	0.52%	Put
45	LVSLas Vegas Sands Corp	1,598,400	$94.8M	0.52%	Put
46	XOMExxon Mobil Corp	1,099,600	$93.5M	0.51%	Put
47	4I1Philip Morris International Inc	1,112,635	$90.7M	0.49%	Put
48	JDJD.com Inc	3,430,522	$89.5M	0.49%	Put
49	JNJJohnson & Johnson	641,800	$88.7M	0.48%	Put
50	WMTWalmart Inc	926,135	$87.0M	0.47%	Put
51	AALAmerican Airlines Group Inc	2,097,400	$86.7M	0.47%	Put
52	KHCKraft Heinz Co/The	1,571,500	$86.6M	0.47%	Put
53	TALTAL EDUCATION GROUP	3,339,044	$85.8M	0.47%	Put
54	TAT&T Inc	2,499,800	$83.9M	0.46%	Put
55	BKNGBooking Holdings Inc	41,700	$82.7M	0.45%	Put
56	GMGENERAL MOTORS CO	2,425,765	$81.7M	0.45%	Put
57	DISWalt Disney Co/The	686,200	$80.2M	0.44%	Put
58	TEVATeva Pharmaceutical Industries Ltd	3,689,000	$79.5M	0.43%	Put
59	PSXPhillips 66	696,723	$78.5M	0.43%	Put
60	CELGCelgene Corp	874,400	$78.3M	0.43%	Put
61	MUMicron Technology Inc	1,727,160	$78.1M	0.43%	Put
62	GDXVanEck Vectors Gold Miners ETF	4,164,934	$77.1M	0.42%	Put
63	NVDANvidia Corp	271,200	$76.2M	0.42%	Put
64	MOAltria Group Inc	1,256,520	$75.8M	0.41%	Put
65	KRKROGER CO/THE	2,514,400	$73.2M	0.40%	Put
66	TWTRUSDTwitter Inc	2,392,661	$68.1M	0.37%	Put
67	CSCOCisco Systems Inc	1,381,242	$67.2M	0.37%	Put
68	ZTSZoetis Inc	727,316	$66.6M	0.36%	Put
69	MPCMARATHON PETROLEUM CORP	818,245	$65.4M	0.36%	Put
70	FFIVF5 Networks Inc	327,614	$65.3M	0.36%	Put
71	CMCSAComcast Corp	1,835,200	$65.0M	0.35%	Put
72	APCAnadarko Petroleum Corp	955,900	$64.4M	0.35%	Put
73	RIGTransocean Ltd	4,569,832	$63.7M	0.35%	Put
74	WCGEURWellcare Health Plans Inc	195,194	$62.6M	0.34%	Put
75	UNHUnitedHealth Group Inc	232,986	$62.0M	0.34%	Put
76	RHT1EURRed Hat Inc	452,135	$61.6M	0.34%	Put
77	FDO.FMacy's Inc	1,772,500	$61.6M	0.34%	Put
78	CVSCVS Health Corp	773,600	$60.9M	0.33%	Put
79	CICigna Corp	288,869	$60.2M	0.33%	Put
80	WDCWestern Digital Corp	1,017,100	$59.5M	0.32%	Put
81	URIUnited Rentals Inc	362,583	$59.3M	0.32%	Put
82	COSTCostco Wholesale Corp	246,074	$57.8M	0.32%	Put
83	BABAAlibaba Group Holding Ltd	350,700	$57.8M	0.32%	Put
84	PBRPETROLEO BRASILEIRO SA	4,488,649	$54.2M	0.30%	Put
85	GOOGLAlphabet Inc	44,630	$53.9M	0.29%	Put
86	AFWAlign Technology Inc	137,200	$53.7M	0.29%	Put
87	AWNAdvance Auto Parts Inc	313,414	$52.8M	0.29%	Put
88	CSXCSX Corp	708,000	$52.4M	0.29%	Put
89	SHOPShopify Inc	318,760	$52.4M	0.29%	Put
90	BLKCHFBlackRock Inc	110,715	$52.2M	0.28%	Put
91	XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF	1,191,932	$51.6M	0.28%	Put
92	CFGCitizens Financial Group Inc	1,318,425	$50.9M	0.28%
93	MRO*Marathon Oil Corp	2,181,200	$50.8M	0.28%	Put
94	PANWPalo Alto Networks Inc	218,607	$49.2M	0.27%	Put
95	QCOMQualcomm Inc	682,525	$49.2M	0.27%	Put
96	DRIDarden Restaurants Inc	439,680	$48.9M	0.27%	Put
97	NEMNewmont Mining Corp	1,616,543	$48.8M	0.27%	Put
98	TIFEURTiffany & Co	375,201	$48.4M	0.26%	Put
99	METAFacebook Inc	292,542	$48.1M	0.26%	Put
100	CMICummins Inc	328,623	$48.0M	0.26%	Put

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