CAPITAL FUND MANAGEMENT S.A. Q2 2016 Filing
Filed July 27, 2016
Portfolio Value
$10.7B
Holdings
1,000
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (1,000 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | MSFTMicrosoft Corp | 4,342,102 | $222.2B | 2081.51% | Put |
| 2 | IBMInternational Business Machines Corp | 1,384,600 | $210.2B | 1968.80% | Put |
| 3 | TAT&T Inc | 4,175,411 | $180.4B | 1690.23% | Put |
| 4 | CATCaterpillar Inc | 2,062,800 | $156.4B | 1465.04% | Put |
| 5 | WMTWal-Mart Stores Inc | 2,052,900 | $149.9B | 1404.35% | Put |
| 6 | DYHTarget Corp | 2,092,000 | $146.1B | 1368.37% | Put |
| 7 | HDHome Depot Inc/The | 1,048,670 | $133.9B | 1254.47% | |
| 8 | SBUXStarbucks Corp | 2,321,073 | $132.6B | 1242.05% | Put |
| 9 | NKENIKE Inc | 2,382,560 | $131.5B | 1232.10% | Put |
| 10 | METAFacebook Inc | 1,150,810 | $131.5B | 1232.08% | Put |
| 11 | XOMExxon Mobil Corp | 1,287,500 | $120.7B | 1130.67% | Put |
| 12 | MCDMcDonald's Corp | 959,922 | $115.5B | 1082.21% | Put |
| 13 | COPConocoPhillips | 2,625,658 | $114.5B | 1072.48% | Put |
| 14 | GSGOLDMAN SACHS GROUP INC/THE | 749,001 | $111.3B | 1042.58% | Put |
| 15 | BABoeing Co/The | 829,200 | $107.7B | 1008.86% | Put |
| 16 | CVXChevron Corp | 1,023,500 | $107.3B | 1005.17% | Put |
| 17 | NEMNewmont Mining Corp | 2,690,890 | $105.3B | 986.19% | Put |
| 18 | TSLATesla Motors Inc | 493,400 | $104.7B | 981.23% | Put |
| 19 | 4I1Philip Morris International Inc | 1,023,640 | $104.1B | 975.48% | Put |
| 20 | AAPLApple Inc | 1,018,126 | $97.3B | 911.85% | Put |
| 21 | IBBiShares Nasdaq Biotechnology ETF | 374,802 | $96.5B | 903.59% | Put |
| 22 | KMIKinder Morgan Inc/DE | 5,142,187 | $96.3B | 901.81% | Put |
| 23 | ABXBarrick Gold Corp | 4,503,452 | $96.1B | 900.75% | Put |
| 24 | PGProcter & Gamble Co/The | 1,124,977 | $95.3B | 892.36% | Put |
| 25 | VVisa Inc | 1,211,597 | $89.9B | 841.88% | Put |
| 26 | PFEPfizer Inc | 2,541,300 | $89.5B | 838.28% | Put |
| 27 | CMGChipotle Mexican Grill Inc | 215,800 | $86.9B | 814.25% | Put |
| 28 | SPYSPDR S&P500 ETF Trust | 406,576 | $85.2B | 798.09% | Put |
| 29 | MAMastercard Inc | 906,868 | $79.9B | 748.15% | |
| 30 | —LinkedIn Corp | 421,567 | $79.8B | 747.43% | Put |
| 31 | EWZiShares MSCI Brazil Capped ETF | 2,626,500 | $79.1B | 741.38% | Put |
| 32 | GOOGLAlphabet Inc | 109,054 | $76.7B | 718.77% | Put |
| 33 | XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF | 2,153,158 | $75.0B | 702.18% | Put |
| 34 | XLEEnergy Select Sector SPDR Fund | 1,094,900 | $74.7B | 699.97% | Put |
| 35 | WYNNWynn Resorts Ltd | 818,900 | $74.2B | 695.37% | Put |
| 36 | NTESNetEase Inc | 381,965 | $73.8B | 691.41% | Put |
| 37 | DALDelta Air Lines Inc | 1,960,181 | $71.4B | 668.99% | |
| 38 | AXPAmerican Express Co | 1,121,656 | $68.2B | 638.47% | Put |
| 39 | LUVSouthwest Airlines Co | 1,718,192 | $67.4B | 631.15% | |
| 40 | PEPPepsiCo Inc | 612,328 | $64.9B | 607.73% | |
| 41 | INTCIntel Corp | 1,964,865 | $64.4B | 603.76% | Put |
| 42 | APCAnadarko Petroleum Corp | 1,209,800 | $64.4B | 603.53% | Put |
| 43 | FDXFedEx Corp | 422,600 | $64.1B | 600.92% | Put |
| 44 | AVGOBroadcom Ltd | 404,991 | $62.9B | 589.61% | |
| 45 | INTUIntuit Inc | 530,601 | $59.2B | 554.80% | Put |
| 46 | CELGCelgene Corp | 593,678 | $58.6B | 548.56% | Put |
| 47 | WDCWestern Digital Corp | 1,174,625 | $55.5B | 520.07% | Put |
| 48 | DEDeere & Co | 667,100 | $54.1B | 506.46% | Put |
| 49 | UNPUnion Pacific Corp | 602,901 | $52.6B | 492.81% | Put |
| 50 | YUMYum! Brands Inc | 623,965 | $51.7B | 484.71% | |
| 51 | MOAltria Group Inc | 736,282 | $50.8B | 475.68% | Put |
| 52 | XLUUtilities Select Sector SPDR Fund | 953,391 | $50.0B | 468.64% | Put |
| 53 | DVNDEVON ENERGY CORP | 1,356,200 | $49.2B | 460.58% | Put |
| 54 | GEGeneral Electric Co | 1,521,095 | $47.9B | 448.60% | Put |
| 55 | DWDMorgan Stanley | 1,818,900 | $47.3B | 442.70% | Put |
| 56 | EWEdwards Lifesciences Corp | 473,012 | $47.2B | 441.93% | |
| 57 | LOWLowe's Cos Inc | 595,105 | $47.1B | 441.39% | Put |
| 58 | TJXTJX Cos Inc/The | 604,749 | $46.7B | 437.55% | |
| 59 | PSAPublic Storage | 182,440 | $46.6B | 436.85% | Put |
| 60 | QCOMQualcomm Inc | 867,689 | $46.5B | 435.45% | Put |
| 61 | HALHalliburton Co | 1,007,300 | $45.6B | 427.39% | Put |
| 62 | KMBKimberly-Clark Corp | 327,474 | $45.0B | 421.76% | Put |
| 63 | 9990302DApache Corp | 800,285 | $44.6B | 417.38% | Put |
| 64 | AMZNAmazon.com Inc | 59,311 | $42.4B | 397.64% | Put |
| 65 | CMICummins Inc | 372,100 | $41.8B | 391.96% | Put |
| 66 | CP.TOCanadian Pacific Railway Ltd | 324,039 | $41.7B | 390.97% | |
| 67 | —Goldcorp Inc | 2,117,757 | $40.5B | 379.54% | Put |
| 68 | TRVCCitigroup Inc | 949,544 | $40.3B | 377.09% | Put |
| 69 | CAGConagra Foods Inc | 839,662 | $40.1B | 376.08% | |
| 70 | GMGENERAL MOTORS CO | 1,385,229 | $39.2B | 367.26% | Put |
| 71 | TEVATeva Pharmaceutical Industries Ltd | 764,665 | $38.4B | 359.83% | Put |
| 72 | DISWalt Disney Co/The | 391,184 | $38.3B | 358.49% | Put |
| 73 | MMM3M Co | 209,200 | $36.6B | 343.21% | Put |
| 74 | VLOValero Energy Corp | 694,530 | $35.4B | 331.84% | Put |
| 75 | CFGCitizens Financial Group Inc | 1,772,675 | $35.4B | 331.81% | |
| 76 | JPMJPMorgan Chase & Co | 563,138 | $35.0B | 327.83% | |
| 77 | BIDUNBaidu Inc | 210,600 | $34.8B | 325.83% | Put |
| 78 | CPBCampbell Soup Co | 515,365 | $34.3B | 321.21% | Put |
| 79 | GILDGilead Sciences Inc | 408,126 | $34.0B | 318.96% | Put |
| 80 | EOGEOG Resources Inc | 408,115 | $34.0B | 318.96% | Put |
| 81 | TSNTYSON FOODS INC | 507,927 | $33.9B | 317.81% | Put |
| 82 | INCYIncyte Corp | 416,203 | $33.3B | 311.85% | |
| 83 | GPNGlobal Payments Inc | 464,283 | $33.1B | 310.48% | |
| 84 | AMGNAmgen Inc | 217,048 | $33.0B | 309.38% | Call |
| 85 | MASMasco Corp | 1,062,175 | $32.9B | 307.88% | |
| 86 | POT1EURPotash Corp of Saskatchewan Inc | 1,991,158 | $32.3B | 302.94% | Put |
| 87 | MPCMARATHON PETROLEUM CORP | 849,579 | $32.3B | 302.13% | Put |
| 88 | ROSTRoss Stores Inc | 564,899 | $32.0B | 300.01% | Put |
| 89 | ABTAbbott Laboratories | 807,714 | $31.8B | 297.46% | Call |
| 90 | KOCoca-Cola Co/The | 697,757 | $31.6B | 296.32% | Put |
| 91 | STZConstellation Brands Inc | 187,736 | $31.1B | 290.91% | Put |
| 92 | EQREquity Residential | 449,853 | $31.0B | 290.29% | Put |
| 93 | —Michael Kors Holdings Ltd | 625,784 | $31.0B | 290.07% | Put |
| 94 | WBAWalgreens Boots Alliance Inc | 366,961 | $30.6B | 286.27% | |
| 95 | —Dr Pepper Snapple Group Inc | 311,748 | $30.1B | 282.21% | |
| 96 | WFCWells Fargo & Co | 623,364 | $29.5B | 276.40% | Call |
| 97 | JNJJohnson & Johnson | 241,800 | $29.3B | 274.77% | Put |
| 98 | MRO*Marathon Oil Corp | 1,918,577 | $28.8B | 269.79% | Put |
| 99 | CSCOCisco Systems Inc | 982,561 | $28.2B | 264.09% | Put |
| 100 | WOOFoot Locker Inc | 512,644 | $28.1B | 263.48% |
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