CAPITAL FUND MANAGEMENT S.A. Q1 2017 Filing
Filed May 3, 2017
Portfolio Value
$12.0B
Holdings
970
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (970 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P500 ETF Trust | 2,482,333 | $585.2B | 4879.85% | Put |
| 2 | BABoeing Co/The | 1,254,200 | $221.8B | 1849.73% | Put |
| 3 | NVDANvidia Corp | 2,015,777 | $219.6B | 1831.06% | Put |
| 4 | IBMInternational Business Machines Corp | 1,061,700 | $184.9B | 1541.74% | Put |
| 5 | AXPAmerican Express Co | 2,326,446 | $184.0B | 1534.75% | Put |
| 6 | DISWalt Disney Co/The | 1,461,600 | $165.7B | 1382.03% | Put |
| 7 | MSFTMicrosoft Corp | 2,446,000 | $161.1B | 1343.35% | Put |
| 8 | AAPLApple Inc | 1,107,800 | $159.1B | 1327.12% | Put |
| 9 | JNJJohnson & Johnson | 1,232,796 | $153.5B | 1280.41% | Put |
| 10 | CATCaterpillar Inc | 1,638,722 | $152.0B | 1267.59% | Put |
| 11 | MRKMerck & Co Inc | 2,139,718 | $136.0B | 1133.75% | Put |
| 12 | ABXBarrick Gold Corp | 7,011,047 | $133.1B | 1110.24% | Put |
| 13 | CVSCVS Health Corp | 1,609,400 | $126.3B | 1053.53% | Put |
| 14 | AMATApplied Materials Inc | 3,224,046 | $125.4B | 1045.84% | Put |
| 15 | HDHome Depot Inc/The | 844,200 | $124.0B | 1033.65% | Put |
| 16 | WFCWells Fargo & Co | 2,128,423 | $118.5B | 987.90% | Put |
| 17 | CSXCSX Corp | 2,515,254 | $117.1B | 976.38% | Put |
| 18 | MCDMcDonald's Corp | 862,500 | $111.8B | 932.21% | Put |
| 19 | EOGEOG Resources Inc | 1,121,249 | $109.4B | 912.10% | Put |
| 20 | TXNTexas Instruments Inc | 1,330,065 | $107.2B | 893.52% | Put |
| 21 | DWDMorgan Stanley | 2,404,516 | $103.0B | 859.00% | Put |
| 22 | QCOMQualcomm Inc | 1,776,008 | $101.8B | 849.21% | Put |
| 23 | METAFacebook Inc | 708,906 | $100.7B | 839.74% | Put |
| 24 | AVGOBroadcom Ltd | 458,910 | $100.5B | 837.93% | Put |
| 25 | DYHTarget Corp | 1,777,400 | $98.1B | 818.01% | Put |
| 26 | GSGOLDMAN SACHS GROUP INC/THE | 417,901 | $96.0B | 800.55% | Put |
| 27 | JPMJPMorgan Chase & Co | 1,077,797 | $94.7B | 789.48% | Put |
| 28 | TAT&T Inc | 2,200,484 | $91.4B | 762.43% | Put |
| 29 | DEDeere & Co | 779,100 | $84.8B | 707.25% | Put |
| 30 | CSCOCisco Systems Inc | 2,444,488 | $82.6B | 689.00% | Put |
| 31 | UNPUnion Pacific Corp | 706,500 | $74.8B | 624.02% | Put |
| 32 | RTN1USDRAYTHEON CO | 487,344 | $74.3B | 619.75% | Put |
| 33 | WMTWal-Mart Stores Inc | 1,024,801 | $73.9B | 615.98% | Put |
| 34 | BMYBristol-Myers Squibb Co | 1,321,400 | $71.9B | 599.22% | Put |
| 35 | APCAnadarko Petroleum Corp | 1,144,207 | $70.9B | 591.58% | Put |
| 36 | MUMicron Technology Inc | 2,454,200 | $70.9B | 591.45% | Put |
| 37 | GMGENERAL MOTORS CO | 1,994,899 | $70.5B | 588.22% | Put |
| 38 | MOAltria Group Inc | 981,807 | $70.1B | 584.73% | Put |
| 39 | MAMastercard Inc | 621,648 | $69.9B | 583.04% | Put |
| 40 | —Allergan plc | 287,700 | $68.7B | 573.20% | Put |
| 41 | PFEPfizer Inc | 1,992,700 | $68.2B | 568.47% | Put |
| 42 | NTESNetEase Inc | 239,405 | $68.0B | 566.98% | Put |
| 43 | UPSUNITED PARCEL SERVICE INC | 618,104 | $66.3B | 553.07% | Put |
| 44 | TRVCCitigroup Inc | 1,107,400 | $66.2B | 552.41% | Put |
| 45 | INTUIntuit Inc | 570,678 | $66.2B | 551.99% | Put |
| 46 | AMZNAmazon.com Inc | 74,541 | $66.1B | 551.06% | Put |
| 47 | TEVATeva Pharmaceutical Industries Ltd | 2,015,876 | $64.7B | 539.45% | Put |
| 48 | SLBSchlumberger Ltd | 827,409 | $64.6B | 538.87% | Put |
| 49 | XLFFinancial Select Sector SPDR Fund | 2,653,921 | $63.0B | 525.16% | Put |
| 50 | NKENIKE Inc | 1,120,700 | $62.5B | 520.82% | Put |
| 51 | CVXChevron Corp | 576,800 | $61.9B | 516.44% | Put |
| 52 | DLTRDollar Tree Inc | 772,073 | $60.6B | 505.15% | Put |
| 53 | DVNDEVON ENERGY CORP | 1,438,428 | $60.0B | 500.43% | Put |
| 54 | BKNGPriceline Group Inc/The | 33,200 | $59.1B | 492.79% | Put |
| 55 | ROSTRoss Stores Inc | 880,022 | $58.0B | 483.39% | |
| 56 | TSLATesla Inc | 206,300 | $57.4B | 478.77% | Put |
| 57 | TMUST-Mobile US Inc | 879,175 | $56.8B | 473.54% | Put |
| 58 | YUMYum! Brands Inc | 872,205 | $55.7B | 464.76% | |
| 59 | SPGIS&P Global Inc | 413,195 | $54.0B | 450.48% | |
| 60 | GLWCorning Inc | 1,946,120 | $52.5B | 438.17% | Put |
| 61 | UAAUnder Armour Inc | 2,618,047 | $51.8B | 431.83% | Put |
| 62 | PXDEURPioneer Natural Resources Co | 273,867 | $51.0B | 425.30% | |
| 63 | LVLNSPDR S&P Regional Banking ETF | 904,400 | $49.4B | 411.85% | Put |
| 64 | —Shire PLC | 282,931 | $49.3B | 411.07% | |
| 65 | HALHalliburton Co | 988,233 | $48.6B | 405.53% | Put |
| 66 | PLDProLogis Inc | 925,811 | $48.0B | 400.53% | |
| 67 | TSNTYSON FOODS INC | 774,990 | $47.8B | 398.81% | Put |
| 68 | IWMiShares Russell 2000 ETF | 343,000 | $47.2B | 393.23% | Put |
| 69 | NEMNewmont Mining Corp | 1,403,704 | $46.3B | 385.81% | Put |
| 70 | FDXFedEx Corp | 230,418 | $45.0B | 374.97% | Put |
| 71 | CFGCitizens Financial Group Inc | 1,288,159 | $44.5B | 371.13% | Put |
| 72 | NOCNorthrop Grumman Corp | 186,344 | $44.3B | 369.58% | Put |
| 73 | 7HPHP Inc | 2,375,155 | $42.5B | 354.14% | Put |
| 74 | TJXTJX Cos Inc/The | 531,074 | $42.0B | 350.21% | |
| 75 | PVHPVH Corp | 405,179 | $41.9B | 349.60% | Put |
| 76 | —HCP Inc | 1,316,338 | $41.2B | 343.36% | |
| 77 | ZIONZions Bancorporation | 967,283 | $40.6B | 338.78% | Put |
| 78 | MOSMosaic Co/The | 1,372,800 | $40.1B | 334.04% | Put |
| 79 | COSTCostco Wholesale Corp | 237,800 | $39.9B | 332.53% | Put |
| 80 | AMDAdvanced Micro Devices Inc | 2,668,400 | $38.8B | 323.77% | Put |
| 81 | EWEdwards Lifesciences Corp | 405,915 | $38.2B | 318.42% | Call |
| 82 | DPZDomino's Pizza Inc | 206,136 | $38.0B | 316.81% | Put |
| 83 | JWNUSDNordstrom Inc | 802,224 | $37.4B | 311.54% | Put |
| 84 | DGDollar General Corp | 531,302 | $37.0B | 308.94% | Put |
| 85 | XOMExxon Mobil Corp | 440,000 | $36.1B | 300.90% | Put |
| 86 | AWMSkyworks Solutions Inc | 365,547 | $35.8B | 298.68% | Put |
| 87 | AALAmerican Airlines Group Inc | 834,100 | $35.3B | 294.22% | Put |
| 88 | PEPPepsiCo Inc | 306,971 | $34.3B | 286.34% | |
| 89 | GDGeneral Dynamics Corp | 182,900 | $34.2B | 285.52% | Put |
| 90 | BABAAlibaba Group Holding Ltd | 312,431 | $33.7B | 280.93% | Put |
| 91 | MDLZMondelez International Inc | 733,245 | $31.6B | 263.41% | |
| 92 | JCIJohnson Controls International plc | 730,644 | $30.8B | 256.63% | |
| 93 | USX1United States Steel Corp | 885,041 | $29.9B | 249.53% | Put |
| 94 | DKSDick's Sporting Goods Inc | 608,270 | $29.6B | 246.82% | |
| 95 | TAPMOLSON COORS BREWING CO | 307,741 | $29.5B | 245.62% | Put |
| 96 | BDXBecton Dickinson and Co | 159,578 | $29.3B | 244.11% | |
| 97 | CMECME Group Inc | 245,670 | $29.2B | 243.38% | Put |
| 98 | WDCWestern Digital Corp | 350,000 | $28.9B | 240.88% | Put |
| 99 | BIIBBiogen Inc | 100,715 | $27.5B | 229.63% | Put |
| 100 | DONSPDR Dow Jones Industrial Average ETF Trust | 133,185 | $27.5B | 229.17% | Put |
Page 1 of 10Next