CAPITAL FUND MANAGEMENT S.A. Q4 2016 Filing
Filed February 8, 2017
Portfolio Value
$11.6T
Holdings
1,018
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (1,018 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P500 ETF Trust | 951,831 | $212.8B | 1.83% | Put |
| 2 | AAPLApple Inc | 1,818,036 | $210.6B | 1.81% | Put |
| 3 | QCOMQualcomm Inc | 2,681,042 | $174.8B | 1.51% | Put |
| 4 | CATCaterpillar Inc | 1,813,500 | $168.2B | 1.45% | Put |
| 5 | BMYBristol-Myers Squibb Co | 2,781,019 | $162.5B | 1.40% | Put |
| 6 | PFEPfizer Inc | 4,948,748 | $160.7B | 1.38% | Put |
| 7 | DWDMorgan Stanley | 3,644,170 | $154.0B | 1.33% | Put |
| 8 | DYHTarget Corp | 2,083,801 | $150.5B | 1.30% | Put |
| 9 | MSFTMicrosoft Corp | 2,349,100 | $146.0B | 1.26% | Put |
| 10 | GOOGLAlphabet Inc | 182,309 | $144.5B | 1.24% | Put |
| 11 | TAT&T Inc | 3,383,573 | $143.9B | 1.24% | Put |
| 12 | METAFacebook Inc | 1,069,063 | $123.0B | 1.06% | Put |
| 13 | GSGOLDMAN SACHS GROUP INC/THE | 513,000 | $122.8B | 1.06% | Put |
| 14 | COPConocoPhillips | 2,396,461 | $120.2B | 1.03% | Put |
| 15 | BABoeing Co/The | 759,630 | $118.3B | 1.02% | Put |
| 16 | APCAnadarko Petroleum Corp | 1,688,300 | $117.7B | 1.01% | Put |
| 17 | CMGChipotle Mexican Grill Inc | 309,700 | $116.9B | 1.01% | Put |
| 18 | AMZNAmazon.com Inc | 149,763 | $112.3B | 0.97% | Put |
| 19 | AXPAmerican Express Co | 1,469,958 | $108.9B | 0.94% | Put |
| 20 | IBMInternational Business Machines Corp | 653,930 | $108.5B | 0.93% | Put |
| 21 | MOAltria Group Inc | 1,573,945 | $106.4B | 0.92% | Call |
| 22 | BABAAlibaba Group Holding Ltd | 1,206,000 | $105.9B | 0.91% | Put |
| 23 | MCDMcDonald's Corp | 855,254 | $104.1B | 0.90% | Put |
| 24 | WMTWal-Mart Stores Inc | 1,495,982 | $103.4B | 0.89% | Put |
| 25 | VLOValero Energy Corp | 1,512,388 | $103.3B | 0.89% | Put |
| 26 | ABXBarrick Gold Corp | 6,377,421 | $101.9B | 0.88% | Put |
| 27 | —Allergan plc | 448,500 | $94.2B | 0.81% | Put |
| 28 | TRVCCitigroup Inc | 1,569,165 | $93.3B | 0.80% | Put |
| 29 | WFCWells Fargo & Co | 1,691,600 | $93.2B | 0.80% | Put |
| 30 | MUMicron Technology Inc | 4,234,100 | $92.8B | 0.80% | Put |
| 31 | JNJJohnson & Johnson | 774,417 | $89.2B | 0.77% | Put |
| 32 | 4I1Philip Morris International Inc | 961,194 | $87.9B | 0.76% | Put |
| 33 | CSCOCisco Systems Inc | 2,686,132 | $81.2B | 0.70% | Put |
| 34 | EWZiShares MSCI Brazil Capped ETF | 2,363,900 | $78.8B | 0.68% | Put |
| 35 | CVSCVS Health Corp | 978,900 | $77.2B | 0.67% | Put |
| 36 | WDCWestern Digital Corp | 1,119,400 | $76.1B | 0.66% | Put |
| 37 | IWMiShares Russell 2000 ETF | 556,500 | $75.0B | 0.65% | Put |
| 38 | TXNTexas Instruments Inc | 998,494 | $72.9B | 0.63% | Put |
| 39 | PGProcter & Gamble Co/The | 861,300 | $72.4B | 0.62% | Put |
| 40 | MRKMerck & Co Inc | 1,171,149 | $68.9B | 0.59% | Put |
| 41 | MPCMARATHON PETROLEUM CORP | 1,368,246 | $68.9B | 0.59% | Put |
| 42 | DVNDEVON ENERGY CORP | 1,498,461 | $68.4B | 0.59% | Put |
| 43 | NVDANvidia Corp | 629,529 | $67.2B | 0.58% | Put |
| 44 | ABBVAbbVie Inc | 1,007,900 | $63.1B | 0.54% | Put |
| 45 | NEMNewmont Mining Corp | 1,829,912 | $62.3B | 0.54% | Put |
| 46 | JWNUSDNordstrom Inc | 1,294,002 | $62.0B | 0.53% | Put |
| 47 | COSTCostco Wholesale Corp | 387,297 | $62.0B | 0.53% | Put |
| 48 | UNPUnion Pacific Corp | 586,200 | $60.8B | 0.52% | Put |
| 49 | DEDeere & Co | 584,994 | $60.3B | 0.52% | Put |
| 50 | GMGENERAL MOTORS CO | 1,706,093 | $59.4B | 0.51% | Put |
| 51 | AMATApplied Materials Inc | 1,810,015 | $58.4B | 0.50% | Put |
| 52 | LUVSouthwest Airlines Co | 1,163,525 | $58.0B | 0.50% | Put |
| 53 | MDTMedtronic PLC | 808,268 | $57.6B | 0.50% | Put |
| 54 | IYRiShares U.S. Real Estate ETF | 740,869 | $57.0B | 0.49% | Put |
| 55 | BACBank of America Corp | 2,517,686 | $55.6B | 0.48% | Put |
| 56 | XLFFinancial Select Sector SPDR Fund | 2,270,909 | $52.8B | 0.45% | Put |
| 57 | MAMastercard Inc | 510,777 | $52.7B | 0.45% | Put |
| 58 | —Tesoro Corp | 600,003 | $52.5B | 0.45% | |
| 59 | AALAmerican Airlines Group Inc | 1,112,178 | $51.9B | 0.45% | Put |
| 60 | CMICummins Inc | 366,400 | $50.1B | 0.43% | Put |
| 61 | NTESNetEase Inc | 223,189 | $48.1B | 0.41% | Put |
| 62 | TEVATeva Pharmaceutical Industries Ltd | 1,302,544 | $47.2B | 0.41% | Put |
| 63 | NKENIKE Inc | 903,800 | $45.9B | 0.40% | Put |
| 64 | AVGOBroadcom Ltd | 256,629 | $45.4B | 0.39% | Put |
| 65 | XOMExxon Mobil Corp | 497,000 | $44.9B | 0.39% | Put |
| 66 | STXSeagate Technology PLC | 1,174,153 | $44.8B | 0.39% | Put |
| 67 | URIUnited Rentals Inc | 422,947 | $44.7B | 0.38% | Put |
| 68 | HDHome Depot Inc/The | 323,950 | $43.4B | 0.37% | Put |
| 69 | GILDGilead Sciences Inc | 599,003 | $42.9B | 0.37% | |
| 70 | KRKROGER CO/THE | 1,235,600 | $42.6B | 0.37% | Put |
| 71 | CELGCelgene Corp | 362,200 | $41.9B | 0.36% | Put |
| 72 | WBAWalgreens Boots Alliance Inc | 504,680 | $41.8B | 0.36% | |
| 73 | PRUPrudential Financial Inc | 398,652 | $41.5B | 0.36% | Put |
| 74 | POT1EURPotash Corp of Saskatchewan Inc | 2,284,177 | $41.3B | 0.36% | Put |
| 75 | VMWEURVMware Inc | 521,731 | $41.1B | 0.35% | Put |
| 76 | STTState Street Corp | 526,275 | $40.9B | 0.35% | |
| 77 | DGDollar General Corp | 542,022 | $40.1B | 0.35% | Put |
| 78 | JPMJPMorgan Chase & Co | 455,500 | $39.3B | 0.34% | Put |
| 79 | YUMYum! Brands Inc | 617,210 | $39.1B | 0.34% | Put |
| 80 | 7HPHP Inc | 2,566,510 | $38.1B | 0.33% | Put |
| 81 | XLEEnergy Select Sector SPDR Fund | 501,039 | $37.7B | 0.33% | Put |
| 82 | GISGeneral Mills Inc | 592,453 | $36.6B | 0.32% | Put |
| 83 | RTN1USDRAYTHEON CO | 254,333 | $36.1B | 0.31% | Put |
| 84 | —Mobileye NV | 929,388 | $35.4B | 0.31% | Call |
| 85 | BIIBBiogen Inc | 124,019 | $35.2B | 0.30% | Put |
| 86 | DISWalt Disney Co/The | 334,400 | $34.9B | 0.30% | Put |
| 87 | UPSUNITED PARCEL SERVICE INC | 300,400 | $34.4B | 0.30% | Put |
| 88 | ZBHZimmer Biomet Holdings Inc | 333,442 | $34.4B | 0.30% | Put |
| 89 | TSNTYSON FOODS INC | 542,717 | $33.5B | 0.29% | Put |
| 90 | FDXFedEx Corp | 177,800 | $33.1B | 0.29% | Put |
| 91 | LNCLincoln National Corp | 490,332 | $32.5B | 0.28% | Put |
| 92 | LOWLowe's Cos Inc | 451,329 | $32.1B | 0.28% | Put |
| 93 | KSSKohl's Corp | 647,422 | $32.0B | 0.28% | Put |
| 94 | SPGIS&P Global Inc | 290,488 | $31.2B | 0.27% | |
| 95 | DHIDR Horton Inc | 1,138,195 | $31.1B | 0.27% | |
| 96 | ITUBItau Unibanco Holding SA | 2,973,475 | $30.6B | 0.26% | |
| 97 | LDOSLeidos Holdings Inc | 589,476 | $30.1B | 0.26% | |
| 98 | METMetLife Inc | 556,787 | $30.0B | 0.26% | Put |
| 99 | VIABViacom Inc | 836,695 | $29.4B | 0.25% | Put |
| 100 | XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF | 705,681 | $29.2B | 0.25% | Put |
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