CAPITAL FUND MANAGEMENT S.A. Q2 2016 Filing

Filed July 27, 2016

Portfolio Value

$10.7B

Holdings

1,000

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (1,000 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	MSFTMicrosoft Corp	4,342,102	$222.2M	2.08%	Put
2	IBMInternational Business Machines Corp	1,384,600	$210.2M	1.97%	Put
3	TAT&T Inc	4,175,411	$180.4M	1.69%	Put
4	CATCaterpillar Inc	2,062,800	$156.4M	1.47%	Put
5	WMTWal-Mart Stores Inc	2,052,900	$149.9M	1.40%	Put
6	DYHTarget Corp	2,092,000	$146.1M	1.37%	Put
7	HDHome Depot Inc/The	1,048,670	$133.9M	1.25%
8	SBUXStarbucks Corp	2,321,073	$132.6M	1.24%	Put
9	NKENIKE Inc	2,382,560	$131.5M	1.23%	Put
10	METAFacebook Inc	1,150,810	$131.5M	1.23%	Put
11	XOMExxon Mobil Corp	1,287,500	$120.7M	1.13%	Put
12	MCDMcDonald's Corp	959,922	$115.5M	1.08%	Put
13	COPConocoPhillips	2,625,658	$114.5M	1.07%	Put
14	GSGOLDMAN SACHS GROUP INC/THE	749,001	$111.3M	1.04%	Put
15	BABoeing Co/The	829,200	$107.7M	1.01%	Put
16	CVXChevron Corp	1,023,500	$107.3M	1.01%	Put
17	NEMNewmont Mining Corp	2,690,890	$105.3M	0.99%	Put
18	TSLATesla Motors Inc	493,400	$104.7M	0.98%	Put
19	4I1Philip Morris International Inc	1,023,640	$104.1M	0.98%	Put
20	AAPLApple Inc	1,018,126	$97.3M	0.91%	Put
21	IBBiShares Nasdaq Biotechnology ETF	374,802	$96.5M	0.90%	Put
22	KMIKinder Morgan Inc/DE	5,142,187	$96.3M	0.90%	Put
23	ABXBarrick Gold Corp	4,503,452	$96.1M	0.90%	Put
24	PGProcter & Gamble Co/The	1,124,977	$95.3M	0.89%	Put
25	VVisa Inc	1,211,597	$89.9M	0.84%	Put
26	PFEPfizer Inc	2,541,300	$89.5M	0.84%	Put
27	CMGChipotle Mexican Grill Inc	215,800	$86.9M	0.81%	Put
28	SPYSPDR S&P500 ETF Trust	406,576	$85.2M	0.80%	Put
29	MAMastercard Inc	906,868	$79.9M	0.75%
30	—LinkedIn Corp	421,567	$79.8M	0.75%	Put
31	EWZiShares MSCI Brazil Capped ETF	2,626,500	$79.1M	0.74%	Put
32	GOOGLAlphabet Inc	109,054	$76.7M	0.72%	Put
33	XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF	2,153,158	$75.0M	0.70%	Put
34	XLEEnergy Select Sector SPDR Fund	1,094,900	$74.7M	0.70%	Put
35	WYNNWynn Resorts Ltd	818,900	$74.2M	0.70%	Put
36	NTESNetEase Inc	381,965	$73.8M	0.69%	Put
37	DALDelta Air Lines Inc	1,960,181	$71.4M	0.67%
38	AXPAmerican Express Co	1,121,656	$68.2M	0.64%	Put
39	LUVSouthwest Airlines Co	1,718,192	$67.4M	0.63%
40	PEPPepsiCo Inc	612,328	$64.9M	0.61%
41	INTCIntel Corp	1,964,865	$64.4M	0.60%	Put
42	APCAnadarko Petroleum Corp	1,209,800	$64.4M	0.60%	Put
43	FDXFedEx Corp	422,600	$64.1M	0.60%	Put
44	AVGOBroadcom Ltd	404,991	$62.9M	0.59%
45	INTUIntuit Inc	530,601	$59.2M	0.55%	Put
46	CELGCelgene Corp	593,678	$58.6M	0.55%	Put
47	WDCWestern Digital Corp	1,174,625	$55.5M	0.52%	Put
48	DEDeere & Co	667,100	$54.1M	0.51%	Put
49	UNPUnion Pacific Corp	602,901	$52.6M	0.49%	Put
50	YUMYum! Brands Inc	623,965	$51.7M	0.48%
51	MOAltria Group Inc	736,282	$50.8M	0.48%	Put
52	XLUUtilities Select Sector SPDR Fund	953,391	$50.0M	0.47%	Put
53	DVNDEVON ENERGY CORP	1,356,200	$49.2M	0.46%	Put
54	GEGeneral Electric Co	1,521,095	$47.9M	0.45%	Put
55	DWDMorgan Stanley	1,818,900	$47.3M	0.44%	Put
56	EWEdwards Lifesciences Corp	473,012	$47.2M	0.44%
57	LOWLowe's Cos Inc	595,105	$47.1M	0.44%	Put
58	TJXTJX Cos Inc/The	604,749	$46.7M	0.44%
59	PSAPublic Storage	182,440	$46.6M	0.44%	Put
60	QCOMQualcomm Inc	867,689	$46.5M	0.44%	Put
61	HALHalliburton Co	1,007,300	$45.6M	0.43%	Put
62	KMBKimberly-Clark Corp	327,474	$45.0M	0.42%	Put
63	9990302DApache Corp	800,285	$44.6M	0.42%	Put
64	AMZNAmazon.com Inc	59,311	$42.4M	0.40%	Put
65	CMICummins Inc	372,100	$41.8M	0.39%	Put
66	CP.TOCanadian Pacific Railway Ltd	324,039	$41.7M	0.39%
67	—Goldcorp Inc	2,117,757	$40.5M	0.38%	Put
68	TRVCCitigroup Inc	949,544	$40.3M	0.38%	Put
69	CAGConagra Foods Inc	839,662	$40.1M	0.38%
70	GMGENERAL MOTORS CO	1,385,229	$39.2M	0.37%	Put
71	TEVATeva Pharmaceutical Industries Ltd	764,665	$38.4M	0.36%	Put
72	DISWalt Disney Co/The	391,184	$38.3M	0.36%	Put
73	MMM3M Co	209,200	$36.6M	0.34%	Put
74	VLOValero Energy Corp	694,530	$35.4M	0.33%	Put
75	CFGCitizens Financial Group Inc	1,772,675	$35.4M	0.33%
76	JPMJPMorgan Chase & Co	563,138	$35.0M	0.33%
77	BIDUNBaidu Inc	210,600	$34.8M	0.33%	Put
78	CPBCampbell Soup Co	515,365	$34.3M	0.32%	Put
79	GILDGilead Sciences Inc	408,126	$34.0M	0.32%	Put
80	EOGEOG Resources Inc	408,115	$34.0M	0.32%	Put
81	TSNTYSON FOODS INC	507,927	$33.9M	0.32%	Put
82	INCYIncyte Corp	416,203	$33.3M	0.31%
83	GPNGlobal Payments Inc	464,283	$33.1M	0.31%
84	AMGNAmgen Inc	217,048	$33.0M	0.31%	Call
85	MASMasco Corp	1,062,175	$32.9M	0.31%
86	POT1EURPotash Corp of Saskatchewan Inc	1,991,158	$32.3M	0.30%	Put
87	MPCMARATHON PETROLEUM CORP	849,579	$32.3M	0.30%	Put
88	ROSTRoss Stores Inc	564,899	$32.0M	0.30%	Put
89	ABTAbbott Laboratories	807,714	$31.8M	0.30%	Call
90	KOCoca-Cola Co/The	697,757	$31.6M	0.30%	Put
91	STZConstellation Brands Inc	187,736	$31.1M	0.29%	Put
92	EQREquity Residential	449,853	$31.0M	0.29%	Put
93	—Michael Kors Holdings Ltd	625,784	$31.0M	0.29%	Put
94	WBAWalgreens Boots Alliance Inc	366,961	$30.6M	0.29%
95	—Dr Pepper Snapple Group Inc	311,748	$30.1M	0.28%
96	WFCWells Fargo & Co	623,364	$29.5M	0.28%	Call
97	JNJJohnson & Johnson	241,800	$29.3M	0.27%	Put
98	MRO*Marathon Oil Corp	1,918,577	$28.8M	0.27%	Put
99	CSCOCisco Systems Inc	982,561	$28.2M	0.26%	Put
100	WOOFoot Locker Inc	512,644	$28.1M	0.26%

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