CAPITAL FUND MANAGEMENT S.A. Q3 2016 Filing

Filed October 31, 2016

Portfolio Value

$10.9B

Holdings

984

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (984 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	XOMExxon Mobil Corp	2,028,000	$177.0M	1.63%	Put
2	TAT&T Inc	4,180,586	$169.8M	1.56%	Put
3	BMYBristol-Myers Squibb Co	3,085,026	$166.3M	1.53%	Put
4	GSGOLDMAN SACHS GROUP INC/THE	967,942	$156.1M	1.43%	Put
5	WMTWal-Mart Stores Inc	2,064,309	$148.9M	1.37%	Put
6	EWZiShares MSCI Brazil Capped ETF	4,259,600	$143.7M	1.32%	Put
7	PGProcter & Gamble Co/The	1,561,270	$140.1M	1.29%	Put
8	MSFTMicrosoft Corp	2,421,093	$139.5M	1.28%	Put
9	IBMInternational Business Machines Corp	854,900	$135.8M	1.25%	Put
10	CMGChipotle Mexican Grill Inc	302,800	$128.2M	1.18%	Put
11	VLOValero Energy Corp	2,324,582	$123.2M	1.13%	Put
12	HDHome Depot Inc/The	895,862	$115.3M	1.06%
13	DWDMorgan Stanley	3,520,149	$112.9M	1.04%	Put
14	MCDMcDonald's Corp	975,890	$112.6M	1.03%	Put
15	UNPUnion Pacific Corp	1,141,800	$111.4M	1.02%	Put
16	JNJJohnson & Johnson	937,075	$110.7M	1.02%	Put
17	QCOMQualcomm Inc	1,603,820	$109.9M	1.01%	Put
18	ABXBarrick Gold Corp	5,895,333	$104.5M	0.96%	Put
19	COPConocoPhillips	2,368,139	$102.9M	0.95%	Put
20	CATCaterpillar Inc	1,131,013	$100.4M	0.92%	Put
21	AMZNAmazon.com Inc	118,431	$99.2M	0.91%	Put
22	AAPLApple Inc	871,973	$98.6M	0.91%	Put
23	APCAnadarko Petroleum Corp	1,537,300	$97.4M	0.89%	Put
24	DYHTarget Corp	1,386,100	$95.2M	0.87%	Put
25	4I1Philip Morris International Inc	965,225	$93.8M	0.86%	Put
26	SPYSPDR S&P500 ETF Trust	428,554	$92.7M	0.85%	Put
27	BABAAlibaba Group Holding Ltd	849,949	$89.9M	0.83%	Put
28	MPCMARATHON PETROLEUM CORP	2,172,008	$88.2M	0.81%	Put
29	CRMSalesforce.com Inc	1,162,152	$82.9M	0.76%
30	JWNUSDNordstrom Inc	1,538,609	$79.8M	0.73%	Put
31	SBUXStarbucks Corp	1,451,501	$78.6M	0.72%	Put
32	NEMNewmont Mining Corp	1,984,713	$78.0M	0.72%	Put
33	NTESNetEase Inc	318,897	$76.8M	0.70%	Put
34	LOWLowe's Cos Inc	1,047,186	$75.6M	0.69%	Put
35	YUMYum! Brands Inc	819,346	$74.4M	0.68%	Put
36	COSTCostco Wholesale Corp	461,877	$70.4M	0.65%	Put
37	XLEEnergy Select Sector SPDR Fund	989,486	$69.9M	0.64%	Put
38	DVNDEVON ENERGY CORP	1,545,367	$68.2M	0.63%	Put
39	METAFacebook Inc	527,690	$67.7M	0.62%
40	MRKMerck & Co Inc	1,083,406	$67.6M	0.62%	Put
41	AXPAmerican Express Co	1,038,825	$66.5M	0.61%	Put
42	GOOGLAlphabet Inc	81,927	$65.9M	0.60%	Put
43	UALUnited Continental Holdings Inc	1,240,729	$65.1M	0.60%	Call
44	MOAltria Group Inc	1,020,347	$64.5M	0.59%	Put
45	BABoeing Co/The	477,702	$62.9M	0.58%	Put
46	CSCOCisco Systems Inc	1,974,623	$62.6M	0.58%	Put
47	IYRiShares U.S. Real Estate ETF	741,200	$59.8M	0.55%	Put
48	MUMicron Technology Inc	3,340,400	$59.4M	0.55%	Put
49	TRVCCitigroup Inc	1,257,318	$59.4M	0.55%	Put
50	NKENIKE Inc	1,104,989	$58.2M	0.53%	Put
51	DGDollar General Corp	829,627	$58.1M	0.53%	Put
52	GILDGilead Sciences Inc	713,733	$56.5M	0.52%
53	WDCWestern Digital Corp	957,000	$56.0M	0.51%	Put
54	TEVATeva Pharmaceutical Industries Ltd	1,212,993	$55.8M	0.51%	Put
55	—Tesoro Corp	688,933	$54.8M	0.50%	Put
56	LUVSouthwest Airlines Co	1,408,892	$54.8M	0.50%
57	RTN1USDRAYTHEON CO	391,635	$53.3M	0.49%	Put
58	PFEPfizer Inc	1,530,969	$51.9M	0.48%	Put
59	SHWSherwin-Williams Co/The	185,600	$51.3M	0.47%	Put
60	DEDeere & Co	601,300	$51.3M	0.47%	Put
61	DALDelta Air Lines Inc	1,235,887	$48.6M	0.45%
62	INTUIntuit Inc	416,906	$45.9M	0.42%	Put
63	TAPMOLSON COORS BREWING CO	417,325	$45.8M	0.42%	Put
64	CAGConagra Foods Inc	970,500	$45.7M	0.42%
65	TSLATesla Motors Inc	221,883	$45.3M	0.42%	Put
66	ULTAUlta Salon Cosmetics & Fragrance Inc	188,036	$44.7M	0.41%	Put
67	GISGeneral Mills Inc	698,055	$44.6M	0.41%	Put
68	FDXFedEx Corp	252,600	$44.1M	0.41%	Put
69	SYMCEURSymantec Corp	1,671,517	$42.0M	0.39%	Put
70	AMGNAmgen Inc	249,304	$41.6M	0.38%	Put
71	LLYEli Lilly & Co	506,953	$40.7M	0.37%	Call
72	STXSeagate Technology PLC	1,040,042	$40.1M	0.37%	Put
73	GEGeneral Electric Co	1,347,000	$39.9M	0.37%	Put
74	KSSKohl's Corp	911,092	$39.9M	0.37%	Put
75	CMICummins Inc	299,100	$38.3M	0.35%	Put
76	XLUUtilities Select Sector SPDR Fund	767,800	$37.6M	0.35%	Put
77	CPBCampbell Soup Co	680,978	$37.3M	0.34%	Put
78	GMGENERAL MOTORS CO	1,159,677	$36.8M	0.34%	Put
79	SYYSysco Corp	724,642	$35.5M	0.33%	Put
80	XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF	922,224	$35.5M	0.33%	Put
81	CFGCitizens Financial Group Inc	1,430,441	$35.3M	0.32%
82	BIDUNBaidu Inc	191,519	$34.9M	0.32%	Put
83	MMM3M Co	197,800	$34.9M	0.32%	Put
84	AMBAAmbarella Inc	453,569	$33.4M	0.31%	Put
85	KMIKinder Morgan Inc/DE	1,436,400	$33.2M	0.31%	Put
86	HALHalliburton Co	738,900	$33.2M	0.30%	Put
87	TXNTexas Instruments Inc	469,733	$33.0M	0.30%	Put
88	CLColgate-Palmolive Co	436,624	$32.4M	0.30%	Put
89	UPSUNITED PARCEL SERVICE INC	293,329	$32.1M	0.29%	Put
90	DLTRDollar Tree Inc	401,400	$31.7M	0.29%	Put
91	EOGEOG Resources Inc	322,415	$31.2M	0.29%	Put
92	WYNNWynn Resorts Ltd	314,300	$30.6M	0.28%	Put
93	BKRBaker Hughes Inc	598,533	$30.2M	0.28%	Call
94	XMESPDR S&P Metals & Mining ETF	1,122,840	$29.8M	0.27%	Put
95	STTState Street Corp	414,438	$28.9M	0.26%
96	—HCP Inc	755,326	$28.7M	0.26%	Put
97	SMSM Energy Co	730,945	$28.2M	0.26%	Put
98	DRIDarden Restaurants Inc	442,865	$27.2M	0.25%
99	CVXChevron Corp	263,800	$27.1M	0.25%	Put
100	MAMastercard Inc	266,408	$27.1M	0.25%	Put

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