CAPITAL FUND MANAGEMENT S.A. Q3 2019 Filing

Filed November 13, 2019

Portfolio Value

$11.1B

Holdings

971

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (971 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	PGProcter & Gamble Co/The	2,477,375	$308.1M	2.77%	Put
2	INTCIntel Corp	4,348,021	$224.1M	2.02%	Put
3	TXNTexas Instruments Inc	1,289,713	$166.7M	1.50%	Put
4	COSTCostco Wholesale Corp	527,300	$151.9M	1.37%	Put
5	OXYOccidental Petroleum Corp	3,258,676	$144.9M	1.30%	Put
6	NEMNewmont Goldcorp Corp	3,813,700	$144.6M	1.30%	Put
7	SBUXStarbucks Corp	1,452,179	$128.4M	1.16%	Put
8	PFEPfizer Inc	3,383,062	$121.6M	1.09%	Put
9	CMGChipotle Mexican Grill Inc	144,148	$121.2M	1.09%	Put
10	INTUIntuit Inc	450,752	$119.9M	1.08%	Put
11	GDXVanEck Vectors Gold Miners ETF	4,465,692	$119.3M	1.07%	Put
12	XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF	5,185,669	$116.0M	1.04%	Put
13	BIDUNBaidu Inc	1,123,533	$115.5M	1.04%	Put
14	CSCOCisco Systems Inc	2,268,369	$112.1M	1.01%	Put
15	SHOPShopify Inc	350,338	$109.2M	0.98%	Put
16	ORCLOracle Corp	1,940,592	$106.8M	0.96%
17	PEPPepsiCo Inc	764,900	$104.9M	0.94%	Put
18	MOAltria Group Inc	2,539,467	$103.9M	0.93%	Put
19	MSFTMicrosoft Corp	724,813	$100.8M	0.91%	Put
20	COPConocoPhillips	1,745,177	$99.4M	0.90%
21	KHCKraft Heinz Co/The	3,471,691	$97.0M	0.87%	Put
22	AMTAmerican Tower Corp	436,700	$96.6M	0.87%	Put
23	AAPLApple Inc	413,900	$92.7M	0.83%	Put
24	LLYEli Lilly & Co	827,138	$92.5M	0.83%	Put
25	QCOMQualcomm Inc	1,191,555	$90.9M	0.82%	Put
26	MUMicron Technology Inc	2,087,321	$89.4M	0.81%	Put
27	IYRiShares U.S. Real Estate ETF	862,149	$80.6M	0.73%	Put
28	CVSCVS Health Corp	1,229,500	$77.5M	0.70%	Put
29	AEPAMERICAN ELECTRIC POWER CO INC	818,400	$76.7M	0.69%	Put
30	IBMInternational Business Machines Corp	525,700	$76.4M	0.69%	Put
31	WDCWestern Digital Corp	1,274,700	$76.0M	0.68%	Put
32	HALHalliburton Co	3,958,719	$74.6M	0.67%	Put
33	XLKTechnology Select Sector SPDR Fund	916,200	$73.8M	0.66%	Put
34	PYPLPayPal Holdings Inc	705,874	$73.1M	0.66%	Put
35	WBAWalgreens Boots Alliance Inc	1,315,600	$72.8M	0.65%	Put
36	LRCXEURLam Research Corp	303,407	$70.1M	0.63%	Put
37	NKENIKE Inc	734,032	$68.9M	0.62%	Put
38	MMM3M Co	416,433	$68.5M	0.62%	Put
39	—Capri Holdings Ltd	2,052,454	$68.1M	0.61%	Put
40	VMWEURVMware Inc	428,920	$64.4M	0.58%	Put
41	WMTWalmart Inc	532,701	$63.2M	0.57%	Put
42	UNPUnion Pacific Corp	374,357	$60.6M	0.55%
43	MCDMcDonald's Corp	280,271	$60.2M	0.54%	Put
44	DYHTarget Corp	551,193	$58.9M	0.53%	Put
45	CTXSEURCitrix Systems Inc	601,331	$58.0M	0.52%
46	SPYSPDR S&P 500 ETF Trust	194,329	$57.7M	0.52%	Put
47	AMDAdvanced Micro Devices Inc	1,971,400	$57.2M	0.51%	Put
48	ADIAnalog Devices Inc	503,392	$56.2M	0.51%	Put
49	ALSALLSTATE CORP/THE	515,479	$56.0M	0.50%	Put
50	HSYHershey Co/The	353,389	$54.8M	0.49%	Put
51	ADBEAdobe Inc	193,395	$53.4M	0.48%	Put
52	CLColgate-Palmolive Co	721,717	$53.1M	0.48%	Put
53	FISVFiserv Inc	494,700	$51.2M	0.46%	Put
54	FDXFedEx Corp	340,742	$49.6M	0.45%	Put
55	BXBlackstone Group Inc/The	1,013,300	$49.5M	0.45%	Put
56	METAFacebook Inc	273,786	$48.8M	0.44%	Put
57	STZConstellation Brands Inc	230,300	$47.7M	0.43%	Put
58	KOCoca-Cola Co/The	875,620	$47.7M	0.43%	Put
59	AMATApplied Materials Inc	952,800	$47.5M	0.43%	Put
60	NOCNorthrop Grumman Corp	125,874	$47.2M	0.42%	Put
61	MSIMotorola Solutions Inc	275,032	$46.9M	0.42%	Put
62	NSCNorfolk Southern Corp	258,249	$46.4M	0.42%	Put
63	GEGeneral Electric Co	5,091,300	$45.5M	0.41%	Put
64	GISGeneral Mills Inc	807,600	$44.5M	0.40%	Put
65	ABBVAbbVie Inc	580,096	$43.9M	0.40%	Put
66	XLFIConsumer Staples Select Sector SPDR Fund	708,556	$43.5M	0.39%	Put
67	MPCMARATHON PETROLEUM CORP	708,900	$43.1M	0.39%	Put
68	4I1Philip Morris International Inc	558,779	$42.4M	0.38%	Put
69	—Allergan plc	244,800	$41.2M	0.37%	Put
70	ROKURoku Inc	399,465	$40.6M	0.37%	Put
71	AIGAmerican International Group Inc	726,300	$40.5M	0.36%	Put
72	YUMYum! Brands Inc	345,674	$39.2M	0.35%	Put
73	NVDANvidia Corp	224,400	$39.1M	0.35%	Put
74	ATVIEURActivision Blizzard Inc	737,200	$39.0M	0.35%	Put
75	UALUnited Airlines Holdings Inc	437,262	$38.7M	0.35%
76	GOOGLAlphabet Inc	31,617	$38.6M	0.35%
77	LOWLowe's Cos Inc	343,459	$37.8M	0.34%	Put
78	NFLXNetFlix Inc	138,700	$37.1M	0.33%	Put
79	TAT&T Inc	976,000	$36.9M	0.33%	Put
80	RHIROBERT HALF INTERNATIONAL INC	654,684	$36.4M	0.33%
81	JDJD.com Inc	1,248,400	$35.2M	0.32%	Put
82	ADSKAutodesk Inc	237,850	$35.1M	0.32%	Put
83	HPEHewlett Packard Enterprise Co	2,271,147	$34.5M	0.31%
84	SYMCEURSymantec Corp	1,453,309	$34.3M	0.31%	Call
85	TRVCCitigroup Inc	488,800	$33.8M	0.30%	Put
86	WOOFoot Locker Inc	773,593	$33.4M	0.30%	Put
87	BBYBest Buy Co Inc	472,083	$32.6M	0.29%	Put
88	SYYSysco Corp	407,717	$32.4M	0.29%	Call
89	SOSouthern Co/The	522,002	$32.2M	0.29%	Put
90	DWDMorgan Stanley	754,671	$32.2M	0.29%	Put
91	XLNXEURXilinx Inc	329,872	$31.6M	0.28%	Put
92	NTAPNetApp Inc	601,377	$31.6M	0.28%	Put
93	MRKMerck & Co Inc	373,764	$31.5M	0.28%	Put
94	AWIArmstrong World Industries Inc	324,656	$31.4M	0.28%	Put
95	LMTLockheed Martin Corp	80,400	$31.4M	0.28%	Put
96	CMCSAComcast Corp	677,900	$30.6M	0.28%	Put
97	TWLOTwilio Inc	276,200	$30.4M	0.27%	Put
98	VLOValero Energy Corp	354,661	$30.2M	0.27%	Put
99	BABoeing Co/The	79,374	$30.2M	0.27%	Put
100	VIABViacom Inc	1,234,628	$29.7M	0.27%	Put

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