CAPITAL FUND MANAGEMENT S.A. Q4 2018 Filing

Filed February 13, 2019

Portfolio Value

$11.3B

Holdings

1,051

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (1,051 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF Trust	1,448,112	$361.9M	3.20%	Put
2	AAPLApple Inc	1,397,454	$220.4M	1.95%	Put
3	MRKMerck & Co Inc	2,768,926	$211.6M	1.87%	Put
4	NFLXNetFlix Inc	742,709	$198.8M	1.76%	Put
5	PGProcter & Gamble Co/The	1,663,300	$152.9M	1.35%	Put
6	XYZSquare Inc	2,640,531	$148.1M	1.31%	Put
7	AMZNAmazon.com Inc	97,140	$145.9M	1.29%	Put
8	JNJJohnson & Johnson	1,023,000	$132.0M	1.17%	Put
9	JDJD.com Inc	6,099,628	$127.7M	1.13%	Put
10	IWMiShares Russell 2000 ETF	919,959	$123.2M	1.09%	Put
11	PFEPfizer Inc	2,747,100	$119.9M	1.06%	Put
12	CMGChipotle Mexican Grill Inc	270,300	$116.7M	1.03%	Put
13	BACVerizon Communications Inc	2,064,400	$116.1M	1.03%	Put
14	METAFacebook Inc	871,150	$114.2M	1.01%	Put
15	NVDANvidia Corp	852,700	$113.8M	1.01%	Put
16	AMDAdvanced Micro Devices Inc	6,158,322	$113.7M	1.01%	Put
17	GEGeneral Electric Co	13,815,755	$104.6M	0.93%	Put
18	AMATApplied Materials Inc	3,186,253	$104.3M	0.92%	Put
19	MUMicron Technology Inc	3,134,577	$99.5M	0.88%	Put
20	GMGENERAL MOTORS CO	2,838,378	$94.9M	0.84%	Put
21	IBMInternational Business Machines Corp	803,400	$91.3M	0.81%	Put
22	CATCaterpillar Inc	709,000	$90.1M	0.80%	Put
23	TALTAL EDUCATION GROUP	3,303,742	$88.1M	0.78%	Put
24	INTCIntel Corp	1,847,800	$86.7M	0.77%	Put
25	CELGCelgene Corp	1,316,950	$84.4M	0.75%	Put
26	—Allergan plc	611,717	$81.8M	0.72%	Put
27	MSFTMicrosoft Corp	786,900	$79.9M	0.71%	Put
28	WDCWestern Digital Corp	2,146,100	$79.3M	0.70%	Put
29	QCOMQualcomm Inc	1,383,334	$78.7M	0.70%	Put
30	XLUUtilities Select Sector SPDR Fund	1,419,983	$75.1M	0.66%	Put
31	HALHalliburton Co	2,728,092	$72.5M	0.64%	Put
32	DYHTarget Corp	1,054,160	$69.7M	0.62%	Put
33	AALAmerican Airlines Group Inc	2,144,200	$68.8M	0.61%	Put
34	PEPPepsiCo Inc	621,200	$68.6M	0.61%	Put
35	GDXVanEck Vectors Gold Miners ETF	3,168,441	$66.8M	0.59%	Put
36	KHCKraft Heinz Co/The	1,526,718	$65.7M	0.58%	Put
37	UNHUnitedHealth Group Inc	258,092	$64.3M	0.57%	Put
38	4I1Philip Morris International Inc	956,500	$63.9M	0.57%	Put
39	UPSUNITED PARCEL SERVICE INC	636,200	$62.0M	0.55%	Put
40	NKENIKE Inc	834,518	$61.9M	0.55%	Put
41	KRKROGER CO/THE	2,247,112	$61.8M	0.55%	Put
42	LLYEli Lilly & Co	524,795	$60.7M	0.54%	Put
43	BABoeing Co/The	187,928	$60.6M	0.54%	Put
44	ABBVAbbVie Inc	649,727	$59.9M	0.53%	Put
45	BMYBristol-Myers Squibb Co	1,136,763	$59.1M	0.52%	Put
46	CLXClorox Co/The	377,800	$58.2M	0.52%	Put
47	XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF	2,166,357	$57.5M	0.51%	Put
48	XLKTechnology Select Sector SPDR Fund	879,231	$54.5M	0.48%	Put
49	PYPLPayPal Holdings Inc	634,386	$53.3M	0.47%	Put
50	WFCWells Fargo & Co	1,088,620	$50.2M	0.44%	Put
51	LRCXEURLam Research Corp	364,300	$49.6M	0.44%	Put
52	RHT1EURRed Hat Inc	282,100	$49.5M	0.44%	Put
53	GISGeneral Mills Inc	1,267,753	$49.4M	0.44%	Put
54	DUKDuke Energy Corp	566,093	$48.9M	0.43%	Put
55	FDXFedEx Corp	299,445	$48.3M	0.43%	Put
56	FFIVF5 Networks Inc	296,493	$48.0M	0.43%	Put
57	BABAAlibaba Group Holding Ltd	338,400	$46.4M	0.41%	Put
58	TEVATeva Pharmaceutical Industries Ltd	2,913,200	$44.9M	0.40%	Put
59	BIDUNBaidu Inc	283,149	$44.9M	0.40%	Put
60	MOAltria Group Inc	900,367	$44.5M	0.39%	Put
61	TXNTexas Instruments Inc	470,550	$44.5M	0.39%	Put
62	KSSKohl's Corp	665,594	$44.2M	0.39%	Put
63	TWTRUSDTwitter Inc	1,486,231	$42.7M	0.38%	Put
64	TAT&T Inc	1,494,200	$42.6M	0.38%	Put
65	GTGoodyear Tire & Rubber Co/The	2,046,711	$41.8M	0.37%	Put
66	NEMNewmont Mining Corp	1,192,300	$41.3M	0.37%	Put
67	CMCSAComcast Corp	1,202,040	$40.9M	0.36%	Put
68	ADBEAdobe Inc	178,309	$40.3M	0.36%	Put
69	WMTWalmart Inc	415,800	$38.7M	0.34%	Put
70	GOOGLAlphabet Inc	37,009	$38.7M	0.34%	Put
71	SHOPShopify Inc	277,505	$38.4M	0.34%	Put
72	—Goldcorp Inc	3,805,192	$37.3M	0.33%	Put
73	WYNNWynn Resorts Ltd	372,226	$36.8M	0.33%	Put
74	CSCOCisco Systems Inc	834,583	$36.2M	0.32%	Put
75	XOMExxon Mobil Corp	527,400	$36.0M	0.32%	Put
76	STZConstellation Brands Inc	223,412	$35.9M	0.32%	Put
77	LVSLas Vegas Sands Corp	688,269	$35.8M	0.32%	Put
78	CLColgate-Palmolive Co	600,538	$35.7M	0.32%	Put
79	PBRPETROLEO BRASILEIRO SA	2,741,145	$35.7M	0.32%	Put
80	LULULululemon Athletica Inc	287,344	$34.9M	0.31%	Put
81	CRMSalesforce.com Inc	252,123	$34.5M	0.31%	Put
82	AFWAlign Technology Inc	161,200	$33.8M	0.30%	Put
83	JPMJPMorgan Chase & Co	345,723	$33.7M	0.30%	Put
84	BLKCHFBlackRock Inc	84,700	$33.3M	0.29%	Put
85	NOCNorthrop Grumman Corp	134,300	$32.9M	0.29%	Put
86	CVSCVS Health Corp	496,006	$32.5M	0.29%	Put
87	CICigna Corp	170,100	$32.3M	0.29%	Put
88	VIABViacom Inc	1,256,513	$32.3M	0.29%	Put
89	WWEUSDWorld Wrestling Entertainment Inc	428,545	$32.0M	0.28%	Put
90	YYEURYY Inc	530,427	$31.8M	0.28%	Put
91	GWWWW Grainger Inc	111,935	$31.6M	0.28%	Put
92	ELEstee Lauder Cos Inc/The	238,497	$31.0M	0.27%	Put
93	AEOAMERICAN EAGLE OUTFITTERS INC	1,600,728	$30.9M	0.27%	Call
94	TJXTJX Cos Inc/The	689,424	$30.8M	0.27%	Put
95	SBUXStarbucks Corp	478,054	$30.8M	0.27%	Put
96	PSXPhillips 66	357,090	$30.8M	0.27%	Put
97	XBISPDR S&P Biotech ETF	425,734	$30.5M	0.27%	Put
98	BIIBBiogen Inc	101,227	$30.5M	0.27%	Put
99	UNPUnion Pacific Corp	217,102	$30.0M	0.27%	Put
100	HCAHCA Healthcare Inc	239,922	$29.9M	0.26%	Put

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