CAPITAL FUND MANAGEMENT S.A. Q1 2016 Filing
Filed May 2, 2016
Portfolio Value
$10.3B
Holdings
986
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (986 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | —Western Refining Inc | 860,842 | $25.0B | 243.20% | Put |
| 102 | HFCUSDHollyFrontier Corp | 707,950 | $25.0B | 242.85% | Put |
| 103 | HLTHilton Worldwide Holdings Inc | 1,082,374 | $24.4B | 236.74% | Put |
| 104 | FDXFedEx Corp | 148,958 | $24.2B | 235.41% | Put |
| 105 | JNJJohnson & Johnson | 223,990 | $24.2B | 235.38% | Put |
| 106 | DISHDISH Network Corp | 522,631 | $24.2B | 234.81% | Put |
| 107 | SEESealed Air Corp | 493,839 | $23.7B | 230.28% | Put |
| 108 | INTCIntel Corp | 732,138 | $23.7B | 230.02% | Put |
| 109 | DONSPDR Dow Jones Industrial Average ETF Trust | 133,291 | $23.5B | 228.66% | Put |
| 110 | —St Jude Medical Inc | 423,125 | $23.3B | 226.02% | |
| 111 | RCLRoyal Caribbean Cruises Ltd | 276,848 | $22.7B | 220.89% | Put |
| 112 | MATMattel Inc | 674,130 | $22.7B | 220.12% | Put |
| 113 | SYFSynchrony Financial | 787,565 | $22.6B | 219.22% | |
| 114 | UAAUnder Armour Inc | 256,100 | $21.7B | 211.00% | Put |
| 115 | VIPSVipshop Holdings Ltd | 1,679,300 | $21.6B | 210.07% | |
| 116 | PRUPrudential Financial Inc | 296,261 | $21.4B | 207.81% | Put |
| 117 | HCAHCA HOLDINGS INC | 273,451 | $21.3B | 207.29% | Put |
| 118 | —Michael Kors Holdings Ltd | 369,134 | $21.0B | 204.21% | Put |
| 119 | SABRSabre Corp | 714,377 | $20.7B | 200.65% | |
| 120 | S9QSpirit Aerosystems Holdings Inc | 443,610 | $20.1B | 195.43% | |
| 121 | HESHess Corp | 380,507 | $20.0B | 194.57% | Put |
| 122 | ALKSAlkermes Plc | 579,606 | $19.8B | 192.47% | Put |
| 123 | GISGeneral Mills Inc | 307,478 | $19.5B | 189.18% | |
| 124 | CTRPUSDCtrip.com International Ltd | 439,974 | $19.5B | 189.13% | Call |
| 125 | LOWLowe's Cos Inc | 252,864 | $19.2B | 186.03% | Put |
| 126 | MOAltria Group Inc | 296,881 | $18.6B | 180.67% | Call |
| 127 | KSSKohl's Corp | 394,991 | $18.4B | 178.80% | Put |
| 128 | —Dr Pepper Snapple Group Inc | 205,717 | $18.4B | 178.66% | |
| 129 | TSSTotal System Services Inc | 375,629 | $17.9B | 173.58% | |
| 130 | CFCF Industries Holdings Inc | 570,161 | $17.9B | 173.54% | Put |
| 131 | —Staples Inc | 1,574,915 | $17.4B | 168.71% | |
| 132 | VCVisteon Corp | 211,405 | $16.8B | 163.42% | Put |
| 133 | JDJD.com Inc | 629,822 | $16.7B | 162.10% | |
| 134 | VYXNCR CORP | 556,745 | $16.7B | 161.83% | Put |
| 135 | KOCoca-Cola Co/The | 357,100 | $16.6B | 160.88% | Put |
| 136 | —Delphi Automotive PLC | 219,871 | $16.5B | 160.20% | Put |
| 137 | TEVATeva Pharmaceutical Industries Ltd | 305,793 | $16.4B | 158.92% | |
| 138 | BMYBristol-Myers Squibb Co | 254,205 | $16.2B | 157.72% | Put |
| 139 | AMGNAmgen Inc | 107,760 | $16.2B | 156.91% | Put |
| 140 | —Superior Energy Services Inc | 1,194,665 | $16.0B | 155.37% | |
| 141 | BBBYEURBed Bath & Beyond Inc | 321,300 | $15.9B | 154.90% | Put |
| 142 | KRKROGER CO/THE | 413,068 | $15.8B | 153.45% | Put |
| 143 | MUMicron Technology Inc | 1,498,300 | $15.7B | 152.36% | Put |
| 144 | BACVerizon Communications Inc | 286,570 | $15.5B | 150.52% | Put |
| 145 | KMBKimberly-Clark Corp | 115,100 | $15.5B | 150.36% | Put |
| 146 | ALSALLSTATE CORP/THE | 228,400 | $15.4B | 149.44% | |
| 147 | HASHasbro Inc | 190,154 | $15.2B | 147.93% | |
| 148 | NTAPNetApp Inc | 557,786 | $15.2B | 147.84% | Put |
| 149 | T77LendingTree Inc | 154,728 | $15.1B | 146.94% | |
| 150 | BKBANK OF NEW YORK MELLON CORP/THE | 408,900 | $15.1B | 146.27% | |
| 151 | 4I1Philip Morris International Inc | 152,100 | $14.9B | 144.93% | Put |
| 152 | SLBSchlumberger Ltd | 202,200 | $14.9B | 144.83% | Put |
| 153 | CP.TOCanadian Pacific Railway Ltd | 111,278 | $14.8B | 143.40% | Put |
| 154 | HOLXHologic Inc | 426,095 | $14.7B | 142.77% | |
| 155 | OPLNKAR Auction Services Inc | 380,628 | $14.5B | 140.99% | |
| 156 | OCOwens Corning | 302,164 | $14.3B | 138.75% | |
| 157 | LUVSouthwest Airlines Co | 318,180 | $14.3B | 138.44% | Put |
| 158 | HANHawaiian Holdings Inc | 299,602 | $14.1B | 137.31% | Put |
| 159 | RGLDRoyal Gold Inc | 275,173 | $14.1B | 137.07% | Put |
| 160 | EWZiShares MSCI Brazil Capped ETF | 533,800 | $14.0B | 136.35% | Put |
| 161 | —Rowan Cos Plc | 865,186 | $13.9B | 135.28% | |
| 162 | —Dynegy Inc | 965,228 | $13.9B | 134.71% | |
| 163 | GPKGraphic Packaging Holding Co | 1,079,216 | $13.9B | 134.69% | |
| 164 | —Joy Global Inc | 860,687 | $13.8B | 134.33% | Put |
| 165 | AMATApplied Materials Inc | 635,600 | $13.5B | 130.75% | Put |
| 166 | SYYSysco Corp | 284,100 | $13.3B | 128.93% | Put |
| 167 | LLYEli Lilly & Co | 183,593 | $13.2B | 128.40% | Put |
| 168 | COSTCostco Wholesale Corp | 83,500 | $13.2B | 127.79% | Put |
| 169 | —Whole Foods Market Inc | 419,500 | $13.1B | 126.75% | Put |
| 170 | —GNC HOLDINGS INC | 407,673 | $12.9B | 125.71% | |
| 171 | —Pinnacle Foods Inc | 288,022 | $12.9B | 124.99% | |
| 172 | MNSTMonster Beverage Corp | 95,711 | $12.8B | 123.99% | |
| 173 | IACIEURIAC/InterActiveCorp | 271,081 | $12.8B | 123.95% | Put |
| 174 | —CBS CORP | 231,400 | $12.7B | 123.81% | Put |
| 175 | MLMMARTIN MARIETTA MATERIALS INC | 79,648 | $12.7B | 123.39% | Put |
| 176 | GSKGlaxoSmithKline PLC | 311,035 | $12.6B | 122.49% | |
| 177 | RDS/ARoyal Dutch Shell PLC | 256,441 | $12.4B | 120.67% | Put |
| 178 | STZConstellation Brands Inc | 82,024 | $12.4B | 120.36% | |
| 179 | VMWEURVMware Inc | 236,412 | $12.4B | 120.11% | |
| 180 | SEICSEI Investments Co | 284,693 | $12.3B | 119.03% | |
| 181 | NVSNNOVARTIS AG | 168,879 | $12.2B | 118.82% | Call |
| 182 | AERAerCap Holdings NV | 315,508 | $12.2B | 118.77% | Put |
| 183 | EEMiShares MSCI Emerging Markets ETF | 355,325 | $12.2B | 118.20% | |
| 184 | —Brocade Communications Systems Inc | 1,141,006 | $12.1B | 117.25% | |
| 185 | BUDAnheuser-Busch InBev SA/NV | 96,799 | $12.1B | 117.20% | |
| 186 | GTGoodyear Tire & Rubber Co/The | 364,862 | $12.0B | 116.88% | Put |
| 187 | NBRNabors Industries Ltd | 1,302,822 | $12.0B | 116.41% | |
| 188 | CSXCSX Corp | 464,600 | $12.0B | 116.20% | Put |
| 189 | BABAAlibaba Group Holding Ltd | 150,793 | $11.9B | 115.74% | Put |
| 190 | FITBFifth Third Bancorp | 712,162 | $11.9B | 115.44% | |
| 191 | PKGPackaging Corp of America | 191,470 | $11.6B | 112.32% | Put |
| 192 | GPNGlobal Payments Inc | 176,238 | $11.5B | 111.77% | |
| 193 | WOOFoot Locker Inc | 175,719 | $11.3B | 110.08% | |
| 194 | JNPJuniper Networks Inc | 439,110 | $11.2B | 108.79% | Call |
| 195 | COFCapital One Financial Corp | 160,927 | $11.2B | 108.33% | Put |
| 196 | KBHKB Home | 778,431 | $11.1B | 107.96% | |
| 197 | LDOSLeidos Holdings Inc | 220,418 | $11.1B | 107.72% | |
| 198 | UTHUnited Therapeutics Corp | 99,104 | $11.0B | 107.25% | |
| 199 | MTGMGIC Investment Corp | 1,434,900 | $11.0B | 106.89% | |
| 200 | URIUnited Rentals Inc | 176,814 | $11.0B | 106.80% | Put |