CAPITAL FUND MANAGEMENT S.A. Q2 2017 Filing

Filed August 10, 2017

Portfolio Value

$12.4B

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

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