CAPITAL FUND MANAGEMENT S.A. Q4 2017 Filing
Filed February 9, 2018
Portfolio Value
$18.1T
Holdings
1,076
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (1,076 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF Trust | 2,861,165 | $763.5B | 4.21% | Put |
| 2 | NVDANvidia Corp | 2,174,453 | $420.8B | 2.32% | Put |
| 3 | BABoeing Co/The | 1,314,442 | $387.6B | 2.14% | Put |
| 4 | CATCaterpillar Inc | 1,986,868 | $313.1B | 1.73% | Put |
| 5 | —Allergan plc | 1,497,896 | $245.0B | 1.35% | Put |
| 6 | MCDMcDonald's Corp | 1,404,707 | $241.8B | 1.33% | Put |
| 7 | MSFTMicrosoft Corp | 2,743,900 | $234.7B | 1.29% | Put |
| 8 | BIDUNBaidu Inc | 965,689 | $226.2B | 1.25% | Put |
| 9 | CMGChipotle Mexican Grill Inc | 751,700 | $217.3B | 1.20% | Put |
| 10 | ABBVAbbVie Inc | 2,245,400 | $217.2B | 1.20% | Put |
| 11 | INTCIntel Corp | 4,459,400 | $205.8B | 1.13% | Put |
| 12 | JNJJohnson & Johnson | 1,464,600 | $204.6B | 1.13% | Put |
| 13 | AZOAutozone Inc | 269,700 | $191.9B | 1.06% | Put |
| 14 | PYPLPayPal Holdings Inc | 2,604,300 | $191.7B | 1.06% | Put |
| 15 | WMTWal-Mart Stores Inc | 1,904,600 | $188.1B | 1.04% | Put |
| 16 | JPMJPMorgan Chase & Co | 1,656,100 | $177.1B | 0.98% | Put |
| 17 | GEGeneral Electric Co | 9,822,292 | $171.4B | 0.95% | Put |
| 18 | AMATApplied Materials Inc | 3,325,352 | $170.0B | 0.94% | Put |
| 19 | MMM3M Co | 697,900 | $164.3B | 0.91% | Put |
| 20 | MUMicron Technology Inc | 3,759,300 | $154.6B | 0.85% | Put |
| 21 | MRKMerck & Co Inc | 2,612,418 | $147.0B | 0.81% | Put |
| 22 | BABAAlibaba Group Holding Ltd | 822,100 | $141.8B | 0.78% | Put |
| 23 | AVGOBroadcom Ltd | 530,642 | $136.3B | 0.75% | Put |
| 24 | MOAltria Group Inc | 1,870,474 | $133.6B | 0.74% | Put |
| 25 | APCAnadarko Petroleum Corp | 2,480,090 | $133.0B | 0.73% | Put |
| 26 | AAPLApple Inc | 779,109 | $131.8B | 0.73% | Put |
| 27 | BACVerizon Communications Inc | 2,400,000 | $127.0B | 0.70% | Put |
| 28 | CVXChevron Corp | 1,005,700 | $125.9B | 0.69% | Put |
| 29 | XYZSquare Inc | 3,419,330 | $118.5B | 0.65% | Put |
| 30 | DISWalt Disney Co/The | 1,088,500 | $117.0B | 0.65% | Put |
| 31 | ISRGIntuitive Surgical Inc | 319,500 | $116.6B | 0.64% | Put |
| 32 | UNHUnitedHealth Group Inc | 513,609 | $113.2B | 0.62% | Put |
| 33 | KRKROGER CO/THE | 4,102,200 | $112.6B | 0.62% | Put |
| 34 | MAMastercard Inc | 734,600 | $111.2B | 0.61% | Put |
| 35 | DEDeere & Co | 709,795 | $111.1B | 0.61% | Put |
| 36 | AXPAmerican Express Co | 1,083,810 | $107.6B | 0.59% | Put |
| 37 | 4I1Philip Morris International Inc | 994,739 | $105.1B | 0.58% | Put |
| 38 | LRCXEURLam Research Corp | 548,500 | $101.0B | 0.56% | Put |
| 39 | HUMHumana Inc | 402,408 | $99.8B | 0.55% | |
| 40 | ULTAUlta Beauty Inc | 438,579 | $98.1B | 0.54% | Put |
| 41 | GSGOLDMAN SACHS GROUP INC/THE | 380,900 | $97.0B | 0.54% | Put |
| 42 | DYHTarget Corp | 1,455,148 | $94.9B | 0.52% | Put |
| 43 | TEVATeva Pharmaceutical Industries Ltd | 4,961,800 | $94.0B | 0.52% | Put |
| 44 | HDHome Depot Inc/The | 490,023 | $92.9B | 0.51% | Put |
| 45 | FDXFedEx Corp | 362,000 | $90.3B | 0.50% | Put |
| 46 | CHTRCharter Communications Inc | 260,963 | $87.7B | 0.48% | Put |
| 47 | NKENIKE Inc | 1,339,400 | $83.8B | 0.46% | Put |
| 48 | JDJD.com Inc | 1,993,563 | $82.6B | 0.46% | Put |
| 49 | CELGCelgene Corp | 789,666 | $82.4B | 0.45% | Put |
| 50 | INTUIntuit Inc | 519,974 | $82.0B | 0.45% | Put |
| 51 | IBMInternational Business Machines Corp | 532,128 | $81.6B | 0.45% | Put |
| 52 | USX1United States Steel Corp | 2,227,784 | $78.4B | 0.43% | Put |
| 53 | GMGENERAL MOTORS CO | 1,895,214 | $77.7B | 0.43% | Put |
| 54 | AMDAdvanced Micro Devices Inc | 7,405,364 | $76.1B | 0.42% | Put |
| 55 | FCXFreeport-McMoRan Inc | 3,995,807 | $75.8B | 0.42% | Put |
| 56 | PFEPfizer Inc | 2,089,222 | $75.7B | 0.42% | Put |
| 57 | WOOFoot Locker Inc | 1,590,856 | $74.6B | 0.41% | Put |
| 58 | CSCOCisco Systems Inc | 1,898,651 | $72.7B | 0.40% | Put |
| 59 | MPCMARATHON PETROLEUM CORP | 1,099,538 | $72.5B | 0.40% | Put |
| 60 | LOWLowe's Cos Inc | 776,945 | $72.2B | 0.40% | |
| 61 | UPSUNITED PARCEL SERVICE INC | 599,900 | $71.5B | 0.39% | Put |
| 62 | URIUnited Rentals Inc | 414,953 | $71.3B | 0.39% | Put |
| 63 | ADBEAdobe Systems Inc | 406,500 | $71.2B | 0.39% | Put |
| 64 | MRO*Marathon Oil Corp | 4,190,565 | $70.9B | 0.39% | Put |
| 65 | NFLXNetFlix Inc | 367,900 | $70.6B | 0.39% | Put |
| 66 | TAT&T Inc | 1,751,059 | $68.1B | 0.38% | Put |
| 67 | TXNTexas Instruments Inc | 647,669 | $67.6B | 0.37% | Put |
| 68 | TRVCCitigroup Inc | 895,282 | $66.6B | 0.37% | Put |
| 69 | GWWWW Grainger Inc | 281,200 | $66.4B | 0.37% | Put |
| 70 | PCGPG&E Corp | 1,408,596 | $63.1B | 0.35% | Put |
| 71 | TSLATesla Inc | 197,784 | $61.6B | 0.34% | Put |
| 72 | BLKCHFBlackRock Inc | 114,800 | $59.0B | 0.33% | Put |
| 73 | COSTCostco Wholesale Corp | 316,054 | $58.8B | 0.32% | Put |
| 74 | ABTAbbott Laboratories | 1,026,716 | $58.6B | 0.32% | Put |
| 75 | NEMNewmont Mining Corp | 1,534,185 | $57.6B | 0.32% | Put |
| 76 | RCLRoyal Caribbean Cruises Ltd | 459,705 | $54.8B | 0.30% | Put |
| 77 | DVNDEVON ENERGY CORP | 1,311,337 | $54.3B | 0.30% | Put |
| 78 | ABXBarrick Gold Corp | 3,741,544 | $54.1B | 0.30% | Put |
| 79 | ROSTRoss Stores Inc | 673,642 | $54.1B | 0.30% | Put |
| 80 | CFGCitizens Financial Group Inc | 1,281,625 | $53.8B | 0.30% | |
| 81 | LUVSouthwest Airlines Co | 819,707 | $53.6B | 0.30% | Put |
| 82 | VVisa Inc | 467,600 | $53.3B | 0.29% | Put |
| 83 | WDCWestern Digital Corp | 666,027 | $53.0B | 0.29% | Put |
| 84 | MOMOUSDMomo Inc | 2,144,602 | $52.5B | 0.29% | |
| 85 | XOMExxon Mobil Corp | 619,300 | $51.8B | 0.29% | Put |
| 86 | METAFacebook Inc | 293,297 | $51.8B | 0.29% | Put |
| 87 | KBESPDR S&P Bank ETF | 1,082,669 | $51.3B | 0.28% | Put |
| 88 | UNPUnion Pacific Corp | 380,600 | $51.0B | 0.28% | Put |
| 89 | UAAUnder Armour Inc | 3,457,389 | $49.9B | 0.28% | Put |
| 90 | GOOGLAlphabet Inc | 47,078 | $49.6B | 0.27% | Put |
| 91 | VLOValero Energy Corp | 517,053 | $47.5B | 0.26% | Put |
| 92 | AABAUSDAltaba Inc | 675,700 | $47.2B | 0.26% | Put |
| 93 | REGNRegeneron Pharmaceuticals Inc | 125,300 | $47.1B | 0.26% | Put |
| 94 | HALHalliburton Co | 960,140 | $46.9B | 0.26% | Put |
| 95 | FSLRFirst Solar Inc | 689,100 | $46.5B | 0.26% | Put |
| 96 | SLBSchlumberger Ltd | 688,022 | $46.4B | 0.26% | Put |
| 97 | WBWeibo Corp | 437,600 | $45.3B | 0.25% | Put |
| 98 | DONSPDR Dow Jones Industrial Average ETF Trust | 180,200 | $44.6B | 0.25% | Put |
| 99 | CMCSAComcast Corp | 1,105,158 | $44.3B | 0.24% | |
| 100 | ELVAnthem Inc | 192,993 | $43.4B | 0.24% | Put |
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