CAPITAL FUND MANAGEMENT S.A. Q1 2016 Filing
Filed May 2, 2016
Portfolio Value
$10.3T
Holdings
986
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (986 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P500 ETF Trust | 1,300,482 | $267.3B | 2.60% | Put |
| 2 | IBMInternational Business Machines Corp | 1,533,364 | $232.2B | 2.26% | Put |
| 3 | AXPAmerican Express Co | 2,793,850 | $171.5B | 1.67% | Put |
| 4 | CATCaterpillar Inc | 2,161,200 | $165.4B | 1.61% | Put |
| 5 | WMTWal-Mart Stores Inc | 2,392,500 | $163.9B | 1.59% | Put |
| 6 | AAPLApple Inc | 1,495,616 | $163.0B | 1.58% | Put |
| 7 | CVXChevron Corp | 1,667,800 | $159.1B | 1.55% | Put |
| 8 | BABoeing Co/The | 1,169,994 | $148.5B | 1.44% | Put |
| 9 | MSFTMicrosoft Corp | 2,631,015 | $145.3B | 1.41% | Put |
| 10 | IWMiShares Russell 2000 ETF | 1,189,062 | $131.5B | 1.28% | Put |
| 11 | CMGChipotle Mexican Grill Inc | 275,900 | $129.9B | 1.26% | Put |
| 12 | COPConocoPhillips | 3,160,151 | $127.3B | 1.24% | Put |
| 13 | GOOGLAlphabet Inc | 152,712 | $116.5B | 1.13% | Put |
| 14 | DYHTarget Corp | 1,297,441 | $106.8B | 1.04% | Put |
| 15 | MCDMcDonald's Corp | 824,200 | $103.6B | 1.01% | Put |
| 16 | SBUXStarbucks Corp | 1,715,371 | $102.4B | 0.99% | Put |
| 17 | AMZNAmazon.com Inc | 167,909 | $99.7B | 0.97% | Put |
| 18 | GSGOLDMAN SACHS GROUP INC/THE | 630,009 | $98.9B | 0.96% | Put |
| 19 | GILDGilead Sciences Inc | 1,065,639 | $97.9B | 0.95% | Put |
| 20 | XOMExxon Mobil Corp | 1,086,700 | $90.8B | 0.88% | Put |
| 21 | FDO.FMacy's Inc | 1,935,546 | $85.3B | 0.83% | Put |
| 22 | DVNDEVON ENERGY CORP | 3,034,108 | $83.3B | 0.81% | Put |
| 23 | IBBiShares Nasdaq Biotechnology ETF | 313,600 | $81.8B | 0.79% | Put |
| 24 | NEMNewmont Mining Corp | 3,060,159 | $81.3B | 0.79% | Put |
| 25 | VLOValero Energy Corp | 1,261,209 | $80.9B | 0.79% | Put |
| 26 | BACBank of America Corp | 5,793,080 | $78.3B | 0.76% | Put |
| 27 | DWDMorgan Stanley | 3,089,217 | $77.3B | 0.75% | Put |
| 28 | WDCWestern Digital Corp | 1,620,341 | $76.5B | 0.74% | Put |
| 29 | UNPUnion Pacific Corp | 940,300 | $74.8B | 0.73% | Put |
| 30 | POT1EURPotash Corp of Saskatchewan Inc | 4,385,192 | $74.6B | 0.72% | Put |
| 31 | ABBVAbbVie Inc | 1,299,764 | $74.2B | 0.72% | Put |
| 32 | DISWalt Disney Co/The | 746,400 | $74.1B | 0.72% | Put |
| 33 | —Tesoro Corp | 854,938 | $73.5B | 0.71% | Put |
| 34 | JPMJPMorgan Chase & Co | 1,103,138 | $65.3B | 0.63% | |
| 35 | —Shire PLC | 371,232 | $63.8B | 0.62% | |
| 36 | CSCOCisco Systems Inc | 2,239,448 | $63.8B | 0.62% | |
| 37 | CELGCelgene Corp | 623,600 | $62.4B | 0.61% | Put |
| 38 | —Mead Johnson Nutrition Co | 727,215 | $61.8B | 0.60% | |
| 39 | XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF | 2,027,300 | $61.5B | 0.60% | Put |
| 40 | NFLXNetFlix Inc | 582,141 | $59.5B | 0.58% | Put |
| 41 | TRVCCitigroup Inc | 1,422,229 | $59.4B | 0.58% | Put |
| 42 | PEPPepsiCo Inc | 564,699 | $57.9B | 0.56% | |
| 43 | XLEEnergy Select Sector SPDR Fund | 921,400 | $57.1B | 0.55% | Put |
| 44 | MAMastercard Inc | 594,765 | $56.2B | 0.55% | |
| 45 | —LinkedIn Corp | 483,900 | $55.3B | 0.54% | Put |
| 46 | CFGCitizens Financial Group Inc | 2,580,508 | $54.1B | 0.53% | |
| 47 | ABXBarrick Gold Corp | 3,898,357 | $52.9B | 0.51% | Put |
| 48 | DALDelta Air Lines Inc | 1,074,209 | $52.3B | 0.51% | |
| 49 | BIDUNBaidu Inc | 265,423 | $50.7B | 0.49% | Call |
| 50 | YUMYum! Brands Inc | 617,180 | $50.5B | 0.49% | |
| 51 | KMIKinder Morgan Inc/DE | 2,782,200 | $49.7B | 0.48% | Put |
| 52 | UTXZUnited Technologies Corp | 489,900 | $49.0B | 0.48% | Put |
| 53 | TAT&T Inc | 1,248,042 | $48.9B | 0.47% | Put |
| 54 | SIGSignet Jewelers Ltd | 387,985 | $48.1B | 0.47% | Put |
| 55 | UALUnited Continental Holdings Inc | 803,680 | $48.1B | 0.47% | Put |
| 56 | 7HPHP Inc | 3,816,346 | $47.0B | 0.46% | Put |
| 57 | APCAnadarko Petroleum Corp | 973,600 | $45.3B | 0.44% | Put |
| 58 | STXSeagate Technology PLC | 1,272,512 | $43.8B | 0.43% | Put |
| 59 | MPCMARATHON PETROLEUM CORP | 1,170,678 | $43.5B | 0.42% | Put |
| 60 | GEGeneral Electric Co | 1,352,800 | $43.0B | 0.42% | Put |
| 61 | TIFEURTiffany & Co | 578,753 | $42.5B | 0.41% | Put |
| 62 | WYNNWynn Resorts Ltd | 454,200 | $42.4B | 0.41% | Put |
| 63 | PGProcter & Gamble Co/The | 509,500 | $41.9B | 0.41% | Put |
| 64 | TSLATesla Motors Inc | 181,400 | $41.7B | 0.40% | Put |
| 65 | NTESNetEase Inc | 287,525 | $41.3B | 0.40% | Put |
| 66 | CAGConagra Foods Inc | 918,222 | $41.0B | 0.40% | |
| 67 | CMICummins Inc | 370,100 | $40.7B | 0.40% | Put |
| 68 | MDLZMondelez International Inc | 1,001,665 | $40.2B | 0.39% | |
| 69 | —DOW CHEMICAL CO/THE | 789,234 | $40.1B | 0.39% | Put |
| 70 | GMGENERAL MOTORS CO | 1,238,075 | $38.9B | 0.38% | Put |
| 71 | JWNUSDNordstrom Inc | 649,592 | $37.2B | 0.36% | Put |
| 72 | DGDollar General Corp | 425,864 | $36.5B | 0.35% | Call |
| 73 | TSNTYSON FOODS INC | 546,106 | $36.4B | 0.35% | Put |
| 74 | —Express Scripts Holding Co | 525,483 | $36.1B | 0.35% | Put |
| 75 | ADMArcher-Daniels-Midland Co | 987,652 | $35.9B | 0.35% | Put |
| 76 | VIABViacom Inc | 852,579 | $35.2B | 0.34% | Put |
| 77 | METAFacebook Inc | 299,122 | $34.1B | 0.33% | Put |
| 78 | ATVIEURActivision Blizzard Inc | 1,005,401 | $34.0B | 0.33% | Put |
| 79 | XBISPDR S&P Biotech ETF | 658,400 | $34.0B | 0.33% | Put |
| 80 | ZTSZoetis Inc | 762,255 | $33.8B | 0.33% | |
| 81 | TWTRUSDTwitter Inc | 2,018,124 | $33.4B | 0.32% | Put |
| 82 | MOSMosaic Co/The | 1,236,599 | $33.4B | 0.32% | Put |
| 83 | GPROGoPro Inc | 2,749,518 | $32.9B | 0.32% | Put |
| 84 | FEFirstEnergy Corp | 912,512 | $32.8B | 0.32% | Put |
| 85 | PVHPVH Corp | 325,983 | $32.3B | 0.31% | Call |
| 86 | DEDeere & Co | 417,400 | $32.1B | 0.31% | Put |
| 87 | AMBAAmbarella Inc | 718,572 | $32.1B | 0.31% | Put |
| 88 | LNCLincoln National Corp | 793,958 | $31.1B | 0.30% | |
| 89 | ABTAbbott Laboratories | 715,544 | $29.9B | 0.29% | Put |
| 90 | GDGeneral Dynamics Corp | 227,217 | $29.8B | 0.29% | |
| 91 | QCOMQualcomm Inc | 575,900 | $29.5B | 0.29% | Put |
| 92 | RLRalph Lauren Corp | 303,637 | $29.2B | 0.28% | Put |
| 93 | GAPGap Inc/The | 939,910 | $27.6B | 0.27% | Put |
| 94 | LBTYBLiberty Global Plc | 733,691 | $27.6B | 0.27% | |
| 95 | BKNGPriceline Group Inc/The | 21,029 | $27.1B | 0.26% | Put |
| 96 | GMEGameStop Corp | 827,472 | $26.3B | 0.26% | |
| 97 | METMetLife Inc | 592,035 | $26.0B | 0.25% | Put |
| 98 | NKENIKE Inc | 420,166 | $25.8B | 0.25% | Put |
| 99 | UNUSDUnilever NV | 562,690 | $25.1B | 0.24% | |
| 100 | —Goldcorp Inc | 1,548,647 | $25.1B | 0.24% | Put |
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