CAPITAL FUND MANAGEMENT S.A. Q1 2016 Filing

Filed May 2, 2016

Portfolio Value

$10.3B

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

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