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	$585.2M	4.88%	Put
2	BABoeing Co/The	1,254,200	$221.8M	1.85%	Put
3	NVDANvidia Corp	2,015,777	$219.6M	1.83%	Put
4	IBMInternational Business Machines Corp	1,061,700	$184.9M	1.54%	Put
5	AXPAmerican Express Co	2,326,446	$184.0M	1.53%	Put
6	DISWalt Disney Co/The	1,461,600	$165.7M	1.38%	Put
7	MSFTMicrosoft Corp	2,446,000	$161.1M	1.34%	Put
8	AAPLApple Inc	1,107,800	$159.1M	1.33%	Put
9	JNJJohnson & Johnson	1,232,796	$153.5M	1.28%	Put
10	CATCaterpillar Inc	1,638,722	$152.0M	1.27%	Put
11	MRKMerck & Co Inc	2,139,718	$136.0M	1.13%	Put
12	ABXBarrick Gold Corp	7,011,047	$133.1M	1.11%	Put
13	CVSCVS Health Corp	1,609,400	$126.3M	1.05%	Put
14	AMATApplied Materials Inc	3,224,046	$125.4M	1.05%	Put
15	HDHome Depot Inc/The	844,200	$124.0M	1.03%	Put
16	WFCWells Fargo & Co	2,128,423	$118.5M	0.99%	Put
17	CSXCSX Corp	2,515,254	$117.1M	0.98%	Put
18	MCDMcDonald's Corp	862,500	$111.8M	0.93%	Put
19	EOGEOG Resources Inc	1,121,249	$109.4M	0.91%	Put
20	TXNTexas Instruments Inc	1,330,065	$107.2M	0.89%	Put
21	DWDMorgan Stanley	2,404,516	$103.0M	0.86%	Put
22	QCOMQualcomm Inc	1,776,008	$101.8M	0.85%	Put
23	METAFacebook Inc	708,906	$100.7M	0.84%	Put
24	AVGOBroadcom Ltd	458,910	$100.5M	0.84%	Put
25	DYHTarget Corp	1,777,400	$98.1M	0.82%	Put
26	GSGOLDMAN SACHS GROUP INC/THE	417,901	$96.0M	0.80%	Put
27	JPMJPMorgan Chase & Co	1,077,797	$94.7M	0.79%	Put
28	TAT&T Inc	2,200,484	$91.4M	0.76%	Put
29	DEDeere & Co	779,100	$84.8M	0.71%	Put
30	CSCOCisco Systems Inc	2,444,488	$82.6M	0.69%	Put
31	UNPUnion Pacific Corp	706,500	$74.8M	0.62%	Put
32	RTN1USDRAYTHEON CO	487,344	$74.3M	0.62%	Put
33	WMTWal-Mart Stores Inc	1,024,801	$73.9M	0.62%	Put
34	BMYBristol-Myers Squibb Co	1,321,400	$71.9M	0.60%	Put
35	APCAnadarko Petroleum Corp	1,144,207	$70.9M	0.59%	Put
36	MUMicron Technology Inc	2,454,200	$70.9M	0.59%	Put
37	GMGENERAL MOTORS CO	1,994,899	$70.5M	0.59%	Put
38	MOAltria Group Inc	981,807	$70.1M	0.58%	Put
39	MAMastercard Inc	621,648	$69.9M	0.58%	Put
40	—Allergan plc	287,700	$68.7M	0.57%	Put
41	PFEPfizer Inc	1,992,700	$68.2M	0.57%	Put
42	NTESNetEase Inc	239,405	$68.0M	0.57%	Put
43	UPSUNITED PARCEL SERVICE INC	618,104	$66.3M	0.55%	Put
44	TRVCCitigroup Inc	1,107,400	$66.2M	0.55%	Put
45	INTUIntuit Inc	570,678	$66.2M	0.55%	Put
46	AMZNAmazon.com Inc	74,541	$66.1M	0.55%	Put
47	TEVATeva Pharmaceutical Industries Ltd	2,015,876	$64.7M	0.54%	Put
48	SLBSchlumberger Ltd	827,409	$64.6M	0.54%	Put
49	XLFFinancial Select Sector SPDR Fund	2,653,921	$63.0M	0.53%	Put
50	NKENIKE Inc	1,120,700	$62.5M	0.52%	Put
51	CVXChevron Corp	576,800	$61.9M	0.52%	Put
52	DLTRDollar Tree Inc	772,073	$60.6M	0.51%	Put
53	DVNDEVON ENERGY CORP	1,438,428	$60.0M	0.50%	Put
54	BKNGPriceline Group Inc/The	33,200	$59.1M	0.49%	Put
55	ROSTRoss Stores Inc	880,022	$58.0M	0.48%
56	TSLATesla Inc	206,300	$57.4M	0.48%	Put
57	TMUST-Mobile US Inc	879,175	$56.8M	0.47%	Put
58	YUMYum! Brands Inc	872,205	$55.7M	0.46%
59	SPGIS&P Global Inc	413,195	$54.0M	0.45%
60	GLWCorning Inc	1,946,120	$52.5M	0.44%	Put
61	UAAUnder Armour Inc	2,618,047	$51.8M	0.43%	Put
62	PXDEURPioneer Natural Resources Co	273,867	$51.0M	0.43%
63	LVLNSPDR S&P Regional Banking ETF	904,400	$49.4M	0.41%	Put
64	—Shire PLC	282,931	$49.3M	0.41%
65	HALHalliburton Co	988,233	$48.6M	0.41%	Put
66	PLDProLogis Inc	925,811	$48.0M	0.40%
67	TSNTYSON FOODS INC	774,990	$47.8M	0.40%	Put
68	IWMiShares Russell 2000 ETF	343,000	$47.2M	0.39%	Put
69	NEMNewmont Mining Corp	1,403,704	$46.3M	0.39%	Put
70	FDXFedEx Corp	230,418	$45.0M	0.37%	Put
71	CFGCitizens Financial Group Inc	1,288,159	$44.5M	0.37%	Put
72	NOCNorthrop Grumman Corp	186,344	$44.3M	0.37%	Put
73	7HPHP Inc	2,375,155	$42.5M	0.35%	Put
74	TJXTJX Cos Inc/The	531,074	$42.0M	0.35%
75	PVHPVH Corp	405,179	$41.9M	0.35%	Put
76	—HCP Inc	1,316,338	$41.2M	0.34%
77	ZIONZions Bancorporation	967,283	$40.6M	0.34%	Put
78	MOSMosaic Co/The	1,372,800	$40.1M	0.33%	Put
79	COSTCostco Wholesale Corp	237,800	$39.9M	0.33%	Put
80	AMDAdvanced Micro Devices Inc	2,668,400	$38.8M	0.32%	Put
81	EWEdwards Lifesciences Corp	405,915	$38.2M	0.32%	Call
82	DPZDomino's Pizza Inc	206,136	$38.0M	0.32%	Put
83	JWNUSDNordstrom Inc	802,224	$37.4M	0.31%	Put
84	DGDollar General Corp	531,302	$37.0M	0.31%	Put
85	XOMExxon Mobil Corp	440,000	$36.1M	0.30%	Put
86	AWMSkyworks Solutions Inc	365,547	$35.8M	0.30%	Put
87	AALAmerican Airlines Group Inc	834,100	$35.3M	0.29%	Put
88	PEPPepsiCo Inc	306,971	$34.3M	0.29%
89	GDGeneral Dynamics Corp	182,900	$34.2M	0.29%	Put
90	BABAAlibaba Group Holding Ltd	312,431	$33.7M	0.28%	Put
91	MDLZMondelez International Inc	733,245	$31.6M	0.26%
92	JCIJohnson Controls International plc	730,644	$30.8M	0.26%
93	USX1United States Steel Corp	885,041	$29.9M	0.25%	Put
94	DKSDick's Sporting Goods Inc	608,270	$29.6M	0.25%
95	TAPMOLSON COORS BREWING CO	307,741	$29.5M	0.25%	Put
96	BDXBecton Dickinson and Co	159,578	$29.3M	0.24%
97	CMECME Group Inc	245,670	$29.2M	0.24%	Put
98	WDCWestern Digital Corp	350,000	$28.9M	0.24%	Put
99	BIIBBiogen Inc	100,715	$27.5M	0.23%	Put
100	DONSPDR Dow Jones Industrial Average ETF Trust	133,185	$27.5M	0.23%	Put

Page 1 of 10Next