CAPITAL FUND MANAGEMENT S.A. Q4 2019 Filing

Filed February 13, 2020

Portfolio Value

$12.7B

Holdings

1,089

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (1,089 positions)

#StockSharesValue% PortfolioType
1
PGProcter & Gamble Co/The
2,682,127$335.0B2635.76%Put
2
INTCIntel Corp
4,406,582$263.7B2075.05%Put
3
AAPLApple Inc
804,972$236.4B1859.83%Put
4
COSTCostco Wholesale Corp
664,736$195.4B1537.24%Put
5
BIDUNBaidu Inc
1,376,665$174.0B1369.10%Put
6
TSLATesla Inc
404,435$169.2B1331.16%Put
7
NEMNewmont Goldcorp Corp
3,781,700$164.3B1292.82%Put
8
MOAltria Group Inc
3,087,659$154.1B1212.49%Put
9
SBUXStarbucks Corp
1,750,491$153.9B1210.90%Put
10
CATCaterpillar Inc
1,004,822$148.4B1167.54%Put
11
TXNTexas Instruments Inc
1,137,770$146.0B1148.45%Put
12
SHOPShopify Inc
358,000$142.3B1119.88%Put
13
PFEPfizer Inc
3,516,562$137.8B1084.04%Put
14
CVSCVS Health Corp
1,848,466$137.3B1080.44%Put
15
PEPPepsiCo Inc
983,000$134.3B1057.04%Put
16
XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF
5,341,011$126.6B995.95%Put
17
IBMInternational Business Machines Corp
906,593$121.5B956.12%Put
18
OXYOccidental Petroleum Corp
2,921,003$120.4B947.10%Put
19
GDXVanEck Vectors Gold Miners ETF
4,086,917$119.7B941.51%Put
20
CMGChipotle Mexican Grill Inc
134,989$113.0B889.09%Put
21
BMYBristol-Myers Squibb Co
1,753,269$112.5B885.48%Put
22
QCOMQualcomm Inc
1,230,837$108.6B854.43%Put
23
TAT&T Inc
2,710,600$105.9B833.45%Put
24
NVDANvidia Corp
439,200$103.3B813.11%Put
25
PYPLPayPal Holdings Inc
939,935$101.7B799.96%Put
26
BXBlackstone Group Inc/The
1,797,769$100.6B791.26%Put
27
NFLXNetFlix Inc
308,800$99.9B786.15%Put
28
MUMicron Technology Inc
1,813,343$97.5B767.29%Put
29
WDCWestern Digital Corp
1,536,390$97.5B767.24%Put
30
YUMYum! Brands Inc
938,849$94.6B744.07%Put
31
KHCKraft Heinz Co/The
2,865,060$92.1B724.29%Put
32
AMDAdvanced Micro Devices Inc
1,894,684$86.9B683.65%Put
33
LRCXEURLam Research Corp
286,892$83.9B660.02%Put
34
AMTAmerican Tower Corp
354,087$81.4B640.26%Put
35
AMGNAmgen Inc
334,760$80.7B634.95%Put
36
DYHTarget Corp
616,997$79.1B622.40%Put
37
HALHalliburton Co
3,196,500$78.2B615.42%Put
38
INTUIntuit Inc
297,874$78.0B613.87%Put
39
SPYSPDR S&P 500 ETF Trust
235,755$75.9B597.02%Put
40
LLYEli Lilly & Co
576,214$75.7B595.86%Put
41
WMTWalmart Inc
635,659$75.5B594.36%Put
42
ORCLOracle Corp
1,361,963$72.2B567.73%
43
AEPAMERICAN ELECTRIC POWER CO INC
755,900$71.4B562.09%Put
44
GOOGLAlphabet Inc
52,798$70.7B556.41%Put
45
DISWalt Disney Co/The
476,800$69.0B542.57%Put
46
XYZSquare Inc
1,052,934$65.9B518.28%Put
47
ALSALLSTATE CORP/THE
572,869$64.4B506.84%Put
48
CSCOCisco Systems Inc
1,297,466$62.2B489.60%Put
49
COPConocoPhillips
953,768$62.0B488.00%
50
ASMLASML Holding NV
201,996$59.8B470.34%Put
51
METAFacebook Inc
288,229$59.2B465.46%Put
52
ADIAnalog Devices Inc
496,694$59.0B464.42%Put
53
VVisa Inc
309,584$58.2B457.69%Put
54
FDXFedEx Corp
376,880$57.0B448.38%Put
55
GEGeneral Electric Co
4,951,900$55.3B434.81%Put
56
KOCoca-Cola Co/The
994,290$55.0B433.01%Put
57
NOCNorthrop Grumman Corp
157,284$54.1B425.66%Put
58
BACBank of America Corp
1,531,213$53.9B424.31%Put
59
WBAWalgreens Boots Alliance Inc
910,381$53.7B422.32%Put
60
FISVFiserv Inc
457,612$52.9B416.32%Put
61
Capri Holdings Ltd
1,378,852$52.6B413.88%Put
62
CTXSEURCitrix Systems Inc
467,775$51.9B408.17%Put
63
AMATApplied Materials Inc
838,400$51.2B402.65%Put
64
AFWAlign Technology Inc
180,697$50.4B396.72%Put
65
URIUnited Rentals Inc
300,314$50.1B394.05%Put
66
TRVCCitigroup Inc
613,300$49.0B385.51%Put
67
CLColgate-Palmolive Co
692,982$47.7B375.33%Put
68
ROKURoku Inc
348,679$46.7B367.34%Put
69
ATVIEURActivision Blizzard Inc
785,200$46.7B367.09%Put
70
JDJD.com Inc
1,321,988$46.6B366.44%Put
71
XLUUtilities Select Sector SPDR Fund
720,261$46.5B366.20%Put
72
EWEdwards Lifesciences Corp
197,326$46.0B362.19%Put
73
VMWEURVMware Inc
291,514$44.2B348.14%Put
74
NKENIKE Inc
427,666$43.3B340.89%Put
75
XLFIConsumer Staples Select Sector SPDR Fund
683,399$43.0B338.65%Put
76
MRKMerck & Co Inc
472,965$43.0B338.46%Put
77
4I1Philip Morris International Inc
504,600$42.9B337.82%Put
78
SLBSchlumberger Ltd
1,060,000$42.6B335.27%Put
79
DGDollar General Corp
272,912$42.6B334.94%Put
80
VLOValero Energy Corp
452,185$42.3B333.18%Put
81
UPSUNITED PARCEL SERVICE INC
360,300$42.2B331.85%Put
82
LMTLockheed Martin Corp
107,453$41.8B329.20%Put
83
UALUnited Airlines Holdings Inc
468,921$41.3B325.00%Put
84
HDHome Depot Inc/The
188,786$41.2B324.37%Put
85
TALTAL EDUCATION GROUP
854,833$41.2B324.19%Put
86
XLKTechnology Select Sector SPDR Fund
444,700$40.8B320.75%Put
87
8CWCrown Castle International Corp
286,579$40.7B320.53%Put
88
NEENextEra Energy Inc
165,100$40.0B314.57%Put
89
LOWLowe's Cos Inc
329,877$39.5B310.83%Put
90
UNPUnion Pacific Corp
215,780$39.0B306.94%Call
91
NSCNorfolk Southern Corp
199,683$38.8B304.99%Put
92
BRK/BBerkshire Hathaway Inc
171,014$38.7B304.77%Put
93
MSIMotorola Solutions Inc
240,242$38.7B304.59%Put
94
IYRiShares U.S. Real Estate ETF
387,480$36.1B283.77%Put
95
HSYHershey Co/The
244,765$36.0B283.06%Put
96
MAMastercard Inc
120,296$35.9B282.61%Put
97
CMICummins Inc
199,525$35.7B280.93%Put
98
Allergan plc
186,600$35.7B280.67%Put
99
BUDAnheuser-Busch InBev SA/NV
427,900$35.1B276.20%Put
100
MCDMcDonald's Corp
176,100$34.8B273.80%Put
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