CAPITAL FUND MANAGEMENT S.A. Q2 2017 Filing
Filed August 10, 2017
Portfolio Value
$12.4T
Holdings
924
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (924 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P500 ETF Trust | 1,517,136 | $366.8B | 2.96% | Put |
| 2 | AAPLApple Inc | 2,085,524 | $300.4B | 2.42% | Put |
| 3 | BABoeing Co/The | 1,301,318 | $257.3B | 2.07% | Put |
| 4 | NVDANvidia Corp | 1,445,500 | $209.0B | 1.68% | Put |
| 5 | DEDeere & Co | 1,465,300 | $181.1B | 1.46% | Put |
| 6 | MCDMcDonald's Corp | 1,087,700 | $166.6B | 1.34% | Put |
| 7 | DISWalt Disney Co/The | 1,520,707 | $161.6B | 1.30% | Put |
| 8 | DYHTarget Corp | 2,848,556 | $149.0B | 1.20% | Put |
| 9 | TXNTexas Instruments Inc | 1,930,904 | $148.5B | 1.20% | Put |
| 10 | APCAnadarko Petroleum Corp | 3,111,521 | $141.1B | 1.14% | Put |
| 11 | AMATApplied Materials Inc | 3,276,475 | $135.4B | 1.09% | Put |
| 12 | IBMInternational Business Machines Corp | 876,100 | $134.8B | 1.09% | Put |
| 13 | HDHome Depot Inc/The | 854,323 | $131.1B | 1.06% | Put |
| 14 | MOAltria Group Inc | 1,738,974 | $129.5B | 1.04% | Put |
| 15 | AMZNAmazon.com Inc | 131,476 | $127.3B | 1.03% | Put |
| 16 | MSFTMicrosoft Corp | 1,734,087 | $119.5B | 0.96% | Put |
| 17 | CMGChipotle Mexican Grill Inc | 284,800 | $118.5B | 0.96% | Put |
| 18 | WMTWal-Mart Stores Inc | 1,564,957 | $118.4B | 0.95% | Put |
| 19 | MRKMerck & Co Inc | 1,843,318 | $118.1B | 0.95% | Put |
| 20 | TMUST-Mobile US Inc | 1,923,508 | $116.6B | 0.94% | Put |
| 21 | NTESNetEase Inc | 366,214 | $110.1B | 0.89% | Put |
| 22 | ABXBarrick Gold Corp | 6,635,844 | $105.6B | 0.85% | Put |
| 23 | AVGOBroadcom Ltd | 441,242 | $102.8B | 0.83% | Put |
| 24 | CSXCSX Corp | 1,766,500 | $96.4B | 0.78% | Put |
| 25 | 4I1Philip Morris International Inc | 776,400 | $91.2B | 0.74% | Put |
| 26 | CATCaterpillar Inc | 843,800 | $90.7B | 0.73% | Put |
| 27 | LOWLowe's Cos Inc | 1,165,545 | $90.4B | 0.73% | Put |
| 28 | EOGEOG Resources Inc | 992,513 | $89.8B | 0.72% | |
| 29 | REGNRegeneron Pharmaceuticals Inc | 180,600 | $88.7B | 0.72% | Put |
| 30 | TRVCCitigroup Inc | 1,305,400 | $87.3B | 0.70% | Put |
| 31 | USX1United States Steel Corp | 3,929,056 | $87.0B | 0.70% | Put |
| 32 | TSLATesla Inc | 237,100 | $85.7B | 0.69% | Put |
| 33 | ADBEAdobe Systems Inc | 593,258 | $83.9B | 0.68% | Put |
| 34 | CSCOCisco Systems Inc | 2,628,049 | $82.3B | 0.66% | Put |
| 35 | MUMicron Technology Inc | 2,567,800 | $76.7B | 0.62% | Put |
| 36 | JDJD.com Inc | 1,901,328 | $74.6B | 0.60% | Put |
| 37 | TJXTJX Cos Inc/The | 1,032,684 | $74.5B | 0.60% | Put |
| 38 | HUMHumana Inc | 303,761 | $73.1B | 0.59% | |
| 39 | UPSUNITED PARCEL SERVICE INC | 659,600 | $72.9B | 0.59% | Put |
| 40 | GOOGLAlphabet Inc | 78,437 | $72.9B | 0.59% | Put |
| 41 | BABAAlibaba Group Holding Ltd | 512,924 | $72.3B | 0.58% | Put |
| 42 | BACVerizon Communications Inc | 1,616,300 | $72.2B | 0.58% | Put |
| 43 | SLBSchlumberger Ltd | 1,094,059 | $72.0B | 0.58% | Put |
| 44 | INTUIntuit Inc | 525,019 | $69.7B | 0.56% | Put |
| 45 | IWMiShares Russell 2000 ETF | 493,508 | $69.5B | 0.56% | Put |
| 46 | CVXChevron Corp | 663,000 | $69.2B | 0.56% | Put |
| 47 | JNJJohnson & Johnson | 519,600 | $68.7B | 0.55% | Put |
| 48 | RTN1USDRAYTHEON CO | 422,644 | $68.2B | 0.55% | Put |
| 49 | TEVATeva Pharmaceutical Industries Ltd | 2,005,800 | $66.6B | 0.54% | Put |
| 50 | DVNDEVON ENERGY CORP | 2,010,937 | $64.3B | 0.52% | Put |
| 51 | METAFacebook Inc | 412,839 | $62.3B | 0.50% | Put |
| 52 | BACBank of America Corp | 2,561,988 | $62.2B | 0.50% | Put |
| 53 | CFGCitizens Financial Group Inc | 1,732,325 | $61.8B | 0.50% | Put |
| 54 | GEGeneral Electric Co | 2,232,800 | $60.3B | 0.49% | Put |
| 55 | ROSTRoss Stores Inc | 1,021,842 | $59.0B | 0.48% | Put |
| 56 | MMM3M Co | 280,300 | $58.4B | 0.47% | Put |
| 57 | ALXNAlexion Pharmaceuticals Inc | 478,692 | $58.2B | 0.47% | |
| 58 | UNHUnitedHealth Group Inc | 313,954 | $58.2B | 0.47% | Put |
| 59 | GSGOLDMAN SACHS GROUP INC/THE | 261,700 | $58.1B | 0.47% | Put |
| 60 | DWDMorgan Stanley | 1,296,464 | $57.8B | 0.47% | Put |
| 61 | NFLXNetFlix Inc | 386,458 | $57.7B | 0.47% | Put |
| 62 | WDCWestern Digital Corp | 616,464 | $54.6B | 0.44% | Put |
| 63 | DLTRDollar Tree Inc | 778,983 | $54.5B | 0.44% | Put |
| 64 | UAAUnder Armour Inc | 2,492,966 | $54.2B | 0.44% | Put |
| 65 | KBESPDR S&P Bank ETF | 1,224,293 | $53.3B | 0.43% | Put |
| 66 | GLWCorning Inc | 1,749,328 | $52.6B | 0.42% | Put |
| 67 | COSTCostco Wholesale Corp | 311,917 | $49.9B | 0.40% | Put |
| 68 | AXPAmerican Express Co | 590,899 | $49.8B | 0.40% | Put |
| 69 | GDGeneral Dynamics Corp | 244,176 | $48.4B | 0.39% | Put |
| 70 | XLFFinancial Select Sector SPDR Fund | 1,958,400 | $48.3B | 0.39% | Put |
| 71 | AZOAutozone Inc | 83,300 | $47.5B | 0.38% | Put |
| 72 | NEMNewmont Mining Corp | 1,455,185 | $47.1B | 0.38% | Put |
| 73 | HALHalliburton Co | 1,102,530 | $47.1B | 0.38% | Put |
| 74 | WOOFoot Locker Inc | 954,849 | $47.1B | 0.38% | Put |
| 75 | NOCNorthrop Grumman Corp | 179,675 | $46.1B | 0.37% | Put |
| 76 | TAT&T Inc | 1,221,499 | $46.1B | 0.37% | Put |
| 77 | WFCWells Fargo & Co | 831,600 | $46.1B | 0.37% | Put |
| 78 | —Allergan plc | 180,952 | $44.0B | 0.35% | Put |
| 79 | GMGENERAL MOTORS CO | 1,258,300 | $44.0B | 0.35% | Put |
| 80 | JNPJuniper Networks Inc | 1,573,094 | $43.9B | 0.35% | |
| 81 | PXDEURPioneer Natural Resources Co | 271,480 | $43.3B | 0.35% | Call |
| 82 | ULTAUlta Beauty Inc | 141,979 | $40.8B | 0.33% | Put |
| 83 | PLDProLogis Inc | 695,420 | $40.8B | 0.33% | |
| 84 | BMYBristol-Myers Squibb Co | 716,624 | $39.9B | 0.32% | Put |
| 85 | SPGIS&P Global Inc | 271,437 | $39.6B | 0.32% | Put |
| 86 | AABAUSDAltaba Inc | 722,428 | $39.4B | 0.32% | Put |
| 87 | XOMExxon Mobil Corp | 484,900 | $39.1B | 0.32% | Put |
| 88 | UALUnited Continental Holdings Inc | 511,156 | $38.5B | 0.31% | Put |
| 89 | AWMSkyworks Solutions Inc | 395,554 | $38.0B | 0.31% | Put |
| 90 | FDXFedEx Corp | 174,300 | $37.9B | 0.31% | Put |
| 91 | JPMJPMorgan Chase & Co | 400,500 | $36.6B | 0.30% | Put |
| 92 | PFEPfizer Inc | 1,083,999 | $36.4B | 0.29% | Put |
| 93 | UNPUnion Pacific Corp | 334,200 | $36.4B | 0.29% | Put |
| 94 | VMWEURVMware Inc | 411,346 | $36.0B | 0.29% | Put |
| 95 | MOSMosaic Co/The | 1,571,728 | $35.9B | 0.29% | Put |
| 96 | 7HPHP Inc | 2,025,784 | $35.4B | 0.29% | Call |
| 97 | MPCMARATHON PETROLEUM CORP | 675,537 | $35.4B | 0.29% | Put |
| 98 | TIFEURTiffany & Co | 375,848 | $35.3B | 0.28% | Put |
| 99 | SYMCEURSymantec Corp | 1,237,462 | $35.0B | 0.28% | Put |
| 100 | AMDAdvanced Micro Devices Inc | 2,774,800 | $34.6B | 0.28% | Put |
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