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 | $177.0B | 1625.06% | Put |
| 2 | TAT&T Inc | 4,180,586 | $169.8B | 1558.68% | Put |
| 3 | BMYBristol-Myers Squibb Co | 3,085,026 | $166.3B | 1527.20% | Put |
| 4 | GSGOLDMAN SACHS GROUP INC/THE | 967,942 | $156.1B | 1433.15% | Put |
| 5 | WMTWal-Mart Stores Inc | 2,064,309 | $148.9B | 1366.84% | Put |
| 6 | EWZiShares MSCI Brazil Capped ETF | 4,259,600 | $143.7B | 1319.09% | Put |
| 7 | PGProcter & Gamble Co/The | 1,561,270 | $140.1B | 1286.47% | Put |
| 8 | MSFTMicrosoft Corp | 2,421,093 | $139.5B | 1280.33% | Put |
| 9 | IBMInternational Business Machines Corp | 854,900 | $135.8B | 1246.78% | Put |
| 10 | CMGChipotle Mexican Grill Inc | 302,800 | $128.2B | 1177.32% | Put |
| 11 | VLOValero Energy Corp | 2,324,582 | $123.2B | 1131.12% | Put |
| 12 | HDHome Depot Inc/The | 895,862 | $115.3B | 1058.38% | |
| 13 | DWDMorgan Stanley | 3,520,149 | $112.9B | 1036.12% | Put |
| 14 | MCDMcDonald's Corp | 975,890 | $112.6B | 1033.58% | Put |
| 15 | UNPUnion Pacific Corp | 1,141,800 | $111.4B | 1022.39% | Put |
| 16 | JNJJohnson & Johnson | 937,075 | $110.7B | 1016.30% | Put |
| 17 | QCOMQualcomm Inc | 1,603,820 | $109.9B | 1008.63% | Put |
| 18 | ABXBarrick Gold Corp | 5,895,333 | $104.5B | 959.09% | Put |
| 19 | COPConocoPhillips | 2,368,139 | $102.9B | 945.11% | Put |
| 20 | CATCaterpillar Inc | 1,131,013 | $100.4B | 921.77% | Put |
| 21 | AMZNAmazon.com Inc | 118,431 | $99.2B | 910.41% | Put |
| 22 | AAPLApple Inc | 871,973 | $98.6B | 905.02% | Put |
| 23 | APCAnadarko Petroleum Corp | 1,537,300 | $97.4B | 894.26% | Put |
| 24 | DYHTarget Corp | 1,386,100 | $95.2B | 874.00% | Put |
| 25 | 4I1Philip Morris International Inc | 965,225 | $93.8B | 861.53% | Put |
| 26 | SPYSPDR S&P500 ETF Trust | 428,554 | $92.7B | 851.05% | Put |
| 27 | BABAAlibaba Group Holding Ltd | 849,949 | $89.9B | 825.50% | Put |
| 28 | MPCMARATHON PETROLEUM CORP | 2,172,008 | $88.2B | 809.41% | Put |
| 29 | CRMSalesforce.com Inc | 1,162,152 | $82.9B | 761.06% | |
| 30 | JWNUSDNordstrom Inc | 1,538,609 | $79.8B | 732.85% | Put |
| 31 | SBUXStarbucks Corp | 1,451,501 | $78.6B | 721.48% | Put |
| 32 | NEMNewmont Mining Corp | 1,984,713 | $78.0B | 715.92% | Put |
| 33 | NTESNetEase Inc | 318,897 | $76.8B | 704.95% | Put |
| 34 | LOWLowe's Cos Inc | 1,047,186 | $75.6B | 694.24% | Put |
| 35 | YUMYum! Brands Inc | 819,346 | $74.4B | 683.11% | Put |
| 36 | COSTCostco Wholesale Corp | 461,877 | $70.4B | 646.72% | Put |
| 37 | XLEEnergy Select Sector SPDR Fund | 989,486 | $69.9B | 641.45% | Put |
| 38 | DVNDEVON ENERGY CORP | 1,545,367 | $68.2B | 625.83% | Put |
| 39 | METAFacebook Inc | 527,690 | $67.7B | 621.43% | |
| 40 | MRKMerck & Co Inc | 1,083,406 | $67.6B | 620.77% | Put |
| 41 | AXPAmerican Express Co | 1,038,825 | $66.5B | 610.77% | Put |
| 42 | GOOGLAlphabet Inc | 81,927 | $65.9B | 604.79% | Put |
| 43 | UALUnited Continental Holdings Inc | 1,240,729 | $65.1B | 597.69% | Call |
| 44 | MOAltria Group Inc | 1,020,347 | $64.5B | 592.32% | Put |
| 45 | BABoeing Co/The | 477,702 | $62.9B | 577.78% | Put |
| 46 | CSCOCisco Systems Inc | 1,974,623 | $62.6B | 575.05% | Put |
| 47 | IYRiShares U.S. Real Estate ETF | 741,200 | $59.8B | 548.75% | Put |
| 48 | MUMicron Technology Inc | 3,340,400 | $59.4B | 545.27% | Put |
| 49 | TRVCCitigroup Inc | 1,257,318 | $59.4B | 545.19% | Put |
| 50 | NKENIKE Inc | 1,104,989 | $58.2B | 534.13% | Put |
| 51 | DGDollar General Corp | 829,627 | $58.1B | 533.10% | Put |
| 52 | GILDGilead Sciences Inc | 713,733 | $56.5B | 518.46% | |
| 53 | WDCWestern Digital Corp | 957,000 | $56.0B | 513.73% | Put |
| 54 | TEVATeva Pharmaceutical Industries Ltd | 1,212,993 | $55.8B | 512.39% | Put |
| 55 | —Tesoro Corp | 688,933 | $54.8B | 503.23% | Put |
| 56 | LUVSouthwest Airlines Co | 1,408,892 | $54.8B | 503.04% | |
| 57 | RTN1USDRAYTHEON CO | 391,635 | $53.3B | 489.47% | Put |
| 58 | PFEPfizer Inc | 1,530,969 | $51.9B | 476.07% | Put |
| 59 | SHWSherwin-Williams Co/The | 185,600 | $51.3B | 471.42% | Put |
| 60 | DEDeere & Co | 601,300 | $51.3B | 471.18% | Put |
| 61 | DALDelta Air Lines Inc | 1,235,887 | $48.6B | 446.61% | |
| 62 | INTUIntuit Inc | 416,906 | $45.9B | 421.07% | Put |
| 63 | TAPMOLSON COORS BREWING CO | 417,325 | $45.8B | 420.70% | Put |
| 64 | CAGConagra Foods Inc | 970,500 | $45.7B | 419.75% | |
| 65 | TSLATesla Motors Inc | 221,883 | $45.3B | 415.63% | Put |
| 66 | ULTAUlta Salon Cosmetics & Fragrance Inc | 188,036 | $44.7B | 410.84% | Put |
| 67 | GISGeneral Mills Inc | 698,055 | $44.6B | 409.39% | Put |
| 68 | FDXFedEx Corp | 252,600 | $44.1B | 405.10% | Put |
| 69 | SYMCEURSymantec Corp | 1,671,517 | $42.0B | 385.19% | Put |
| 70 | AMGNAmgen Inc | 249,304 | $41.6B | 381.81% | Put |
| 71 | LLYEli Lilly & Co | 506,953 | $40.7B | 373.55% | Call |
| 72 | STXSeagate Technology PLC | 1,040,042 | $40.1B | 368.10% | Put |
| 73 | GEGeneral Electric Co | 1,347,000 | $39.9B | 366.30% | Put |
| 74 | KSSKohl's Corp | 911,092 | $39.9B | 365.96% | Put |
| 75 | CMICummins Inc | 299,100 | $38.3B | 351.90% | Put |
| 76 | XLUUtilities Select Sector SPDR Fund | 767,800 | $37.6B | 345.33% | Put |
| 77 | CPBCampbell Soup Co | 680,978 | $37.3B | 341.99% | Put |
| 78 | GMGENERAL MOTORS CO | 1,159,677 | $36.8B | 338.25% | Put |
| 79 | SYYSysco Corp | 724,642 | $35.5B | 326.05% | Put |
| 80 | XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF | 922,224 | $35.5B | 325.64% | Put |
| 81 | CFGCitizens Financial Group Inc | 1,430,441 | $35.3B | 324.51% | |
| 82 | BIDUNBaidu Inc | 191,519 | $34.9B | 320.14% | Put |
| 83 | MMM3M Co | 197,800 | $34.9B | 320.03% | Put |
| 84 | AMBAAmbarella Inc | 453,569 | $33.4B | 306.53% | Put |
| 85 | KMIKinder Morgan Inc/DE | 1,436,400 | $33.2B | 305.03% | Put |
| 86 | HALHalliburton Co | 738,900 | $33.2B | 304.46% | Put |
| 87 | TXNTexas Instruments Inc | 469,733 | $33.0B | 302.65% | Put |
| 88 | CLColgate-Palmolive Co | 436,624 | $32.4B | 297.21% | Put |
| 89 | UPSUNITED PARCEL SERVICE INC | 293,329 | $32.1B | 294.51% | Put |
| 90 | DLTRDollar Tree Inc | 401,400 | $31.7B | 290.87% | Put |
| 91 | EOGEOG Resources Inc | 322,415 | $31.2B | 286.27% | Put |
| 92 | WYNNWynn Resorts Ltd | 314,300 | $30.6B | 281.11% | Put |
| 93 | BKRBaker Hughes Inc | 598,533 | $30.2B | 277.34% | Call |
| 94 | XMESPDR S&P Metals & Mining ETF | 1,122,840 | $29.8B | 273.38% | Put |
| 95 | STTState Street Corp | 414,438 | $28.9B | 264.93% | |
| 96 | —HCP Inc | 755,326 | $28.7B | 263.17% | Put |
| 97 | SMSM Energy Co | 730,945 | $28.2B | 258.90% | Put |
| 98 | DRIDarden Restaurants Inc | 442,865 | $27.2B | 249.32% | |
| 99 | CVXChevron Corp | 263,800 | $27.1B | 249.26% | Put |
| 100 | MAMastercard Inc | 266,408 | $27.1B | 248.91% | Put |
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