CAPITAL FUND MANAGEMENT S.A. Q4 2016 Filing

Filed February 8, 2017

Portfolio Value

$11.6B

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

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