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 |
|---|---|---|---|---|---|
| 201 | AEMAgnico Eagle Mines Ltd | 302,147 | $10.9B | 106.12% | Put |
| 202 | APDAir Products & Chemicals Inc | 75,561 | $10.9B | 105.72% | |
| 203 | BHCValeant Pharmaceuticals International Inc | 409,577 | $10.8B | 104.62% | Put |
| 204 | UHSUNIVERSAL HEALTH SERVICES INC | 86,331 | $10.8B | 104.57% | |
| 205 | SIXEURSix Flags Entertainment Corp | 191,604 | $10.6B | 103.26% | |
| 206 | VOYAVoya Financial Inc | 356,418 | $10.6B | 103.06% | |
| 207 | EBAeBay Inc | 444,511 | $10.6B | 103.01% | |
| 208 | KMTKennametal Inc | 470,153 | $10.6B | 102.70% | |
| 209 | HLFHerbalife Ltd | 171,249 | $10.5B | 102.39% | |
| 210 | CUCAAvis Budget Group Inc | 381,792 | $10.4B | 101.45% | Put |
| 211 | EMREmerson Electric Co | 191,200 | $10.4B | 100.98% | Put |
| 212 | TPDTempur Sealy International Inc | 170,973 | $10.4B | 100.95% | Put |
| 213 | PANWPalo Alto Networks Inc | 63,590 | $10.4B | 100.76% | Put |
| 214 | CITUSDCIT Group Inc | 333,183 | $10.3B | 100.41% | |
| 215 | MLB1MercadoLibre Inc | 86,895 | $10.2B | 99.46% | |
| 216 | SYMCEURSymantec Corp | 549,749 | $10.1B | 98.14% | Call |
| 217 | FEYECHFFireEye Inc | 555,900 | $10.0B | 97.13% | Put |
| 218 | ETNEaton Corp PLC | 155,300 | $9.7B | 94.35% | Put |
| 219 | PZZAPapa John's International Inc | 178,751 | $9.7B | 94.08% | |
| 220 | WFCWells Fargo & Co | 199,586 | $9.7B | 93.74% | |
| 221 | DLTRDollar Tree Inc | 117,000 | $9.6B | 93.70% | Put |
| 222 | —FMC Technologies Inc | 352,236 | $9.6B | 93.60% | |
| 223 | WSMWilliams-Sonoma Inc | 174,864 | $9.6B | 92.97% | Put |
| 224 | FFord Motor Co | 705,218 | $9.5B | 92.47% | Put |
| 225 | —American Capital Agency Corp | 509,128 | $9.5B | 92.12% | |
| 226 | MRO*Marathon Oil Corp | 850,100 | $9.5B | 91.97% | Put |
| 227 | LVSLas Vegas Sands Corp | 180,800 | $9.3B | 90.75% | Put |
| 228 | COTYCoty Inc | 335,597 | $9.3B | 90.71% | |
| 229 | XLFFinancial Select Sector SPDR Fund | 406,019 | $9.1B | 88.76% | Put |
| 230 | TRIPTripAdvisor Inc | 137,107 | $9.1B | 88.56% | Put |
| 231 | FFIVF5 Networks Inc | 85,843 | $9.1B | 88.25% | Put |
| 232 | CMCCommercial Metals Co | 529,958 | $9.0B | 87.34% | |
| 233 | LBEURL Brands Inc | 101,700 | $8.9B | 86.74% | Put |
| 234 | —Mobileye NV | 236,700 | $8.8B | 85.73% | Put |
| 235 | AKAMAkamai Technologies Inc | 158,711 | $8.8B | 85.66% | Put |
| 236 | IPInternational Paper Co | 214,400 | $8.8B | 85.46% | Put |
| 237 | LNGCheniere Energy Inc | 258,200 | $8.7B | 84.84% | Put |
| 238 | BWXTBWX Technologies Inc | 258,043 | $8.7B | 84.11% | |
| 239 | —DST Systems Inc | 76,511 | $8.6B | 83.80% | |
| 240 | STLDSteel Dynamics Inc | 379,998 | $8.6B | 83.08% | |
| 241 | —Tailored Brands Inc | 469,510 | $8.4B | 81.62% | |
| 242 | CTLEURCenturyLink Inc | 262,657 | $8.4B | 81.52% | Put |
| 243 | INTUIntuit Inc | 80,513 | $8.4B | 81.33% | |
| 244 | —Amtrust Financial Services Inc | 322,874 | $8.4B | 81.16% | |
| 245 | SCHWCharles Schwab Corp/The | 297,419 | $8.3B | 80.94% | Put |
| 246 | WHRWhirlpool Corp | 46,200 | $8.3B | 80.92% | Put |
| 247 | P5YBRF SA | 584,622 | $8.3B | 80.74% | |
| 248 | XLVHealth Care Select Sector SPDR Fund | 121,160 | $8.2B | 79.76% | Put |
| 249 | RLJRLJ Lodging Trust | 356,929 | $8.2B | 79.32% | |
| 250 | VGKVanguard FTSE Europe ETF | 166,369 | $8.1B | 78.44% | |
| 251 | AALAmerican Airlines Group Inc | 196,873 | $8.1B | 78.42% | |
| 252 | CALMCal-Maine Foods Inc | 153,409 | $8.0B | 77.34% | |
| 253 | —SunTrust Banks Inc | 220,488 | $8.0B | 77.26% | |
| 254 | STRZStarz | 300,812 | $7.9B | 76.92% | |
| 255 | NLYEURANNALY CAPITAL MANAGEMENT INC | 769,796 | $7.9B | 76.71% | |
| 256 | EWHiShares MSCI Hong Kong ETF | 394,952 | $7.8B | 75.83% | |
| 257 | HIGHartford Financial Services Group Inc/The | 168,289 | $7.8B | 75.32% | |
| 258 | FNFFNF Group | 226,044 | $7.7B | 74.42% | |
| 259 | —SENIOR HOUSING PROPERTIES TRUST | 422,077 | $7.6B | 73.34% | |
| 260 | TRNTrinity Industries Inc | 412,367 | $7.5B | 73.33% | |
| 261 | XLBMaterials Select Sector SPDR Fund | 168,064 | $7.5B | 73.14% | |
| 262 | LVLNSPDR S&P Regional Banking ETF | 199,091 | $7.5B | 72.77% | Put |
| 263 | —Outerwall Inc | 202,537 | $7.5B | 72.75% | Call |
| 264 | TG7Triumph Group Inc | 236,204 | $7.4B | 72.22% | |
| 265 | ETREntergy Corp | 93,095 | $7.4B | 71.69% | |
| 266 | K6BKBR Inc | 469,684 | $7.3B | 70.62% | |
| 267 | XRTSPDR S&P Retail ETF | 157,097 | $7.3B | 70.46% | |
| 268 | —Dean Foods Co | 417,497 | $7.2B | 70.23% | |
| 269 | RITMNew Residential Investment Corp | 620,555 | $7.2B | 70.09% | |
| 270 | IAUiShares MSCI Japan ETF | 625,271 | $7.1B | 69.29% | |
| 271 | AMEAMETEK Inc | 142,636 | $7.1B | 69.24% | |
| 272 | TXNTexas Instruments Inc | 124,103 | $7.1B | 69.21% | Call |
| 273 | EOGEOG Resources Inc | 97,900 | $7.1B | 69.02% | Put |
| 274 | —Allied World Assurance Co Holdings AG | 201,800 | $7.1B | 68.48% | |
| 275 | MANHManhattan Associates Inc | 123,722 | $7.0B | 68.34% | |
| 276 | WSOWatsco Inc | 51,687 | $7.0B | 67.64% | |
| 277 | AGOAssured Guaranty Ltd | 274,242 | $6.9B | 67.38% | |
| 278 | PAASPan American Silver Corp | 631,703 | $6.9B | 66.69% | |
| 279 | ALSNAllison Transmission Holdings Inc | 252,142 | $6.8B | 66.07% | |
| 280 | —EI du Pont de Nemours & Co | 107,400 | $6.8B | 66.05% | Put |
| 281 | RDNRadian Group Inc | 546,858 | $6.8B | 65.86% | |
| 282 | EWBCEast West Bancorp Inc | 206,000 | $6.7B | 64.98% | |
| 283 | ALKAlaska Air Group Inc | 81,346 | $6.7B | 64.80% | Put |
| 284 | PCGPG&E CORP | 111,710 | $6.7B | 64.79% | |
| 285 | AU3EURAngloGold Ashanti Ltd | 484,000 | $6.6B | 64.35% | |
| 286 | PRGOPerrigo Co Plc | 51,697 | $6.6B | 64.24% | Call |
| 287 | —Kapstone Paper and Packaging Corp | 476,960 | $6.6B | 64.16% | |
| 288 | BCSBarclays PLC | 766,236 | $6.6B | 64.15% | |
| 289 | 9990302DApache Corp | 133,800 | $6.5B | 63.43% | Put |
| 290 | NUENucor Corp | 137,877 | $6.5B | 63.34% | Put |
| 291 | GRA1EURWR Grace & Co | 90,339 | $6.4B | 62.45% | Call |
| 292 | BRBROADRIDGE FINANCIAL SOLUTIONS INC | 108,297 | $6.4B | 62.38% | |
| 293 | CCKCrown Holdings Inc | 128,600 | $6.4B | 61.93% | |
| 294 | —Harman International Industries Inc | 71,200 | $6.3B | 61.57% | Put |
| 295 | LYBLyondellBasell Industries NV | 73,886 | $6.3B | 61.41% | |
| 296 | KBESPDR S&P Bank ETF | 207,758 | $6.3B | 61.28% | |
| 297 | CIMChimera Investment Corp | 461,205 | $6.3B | 60.88% | |
| 298 | ADBEAdobe Systems Inc | 66,800 | $6.3B | 60.85% | Put |
| 299 | ISIIonis Pharmaceuticals Inc | 153,486 | $6.2B | 60.36% | Put |
| 300 | ORIOLD REPUBLIC INTERNATIONAL CORP | 339,491 | $6.2B | 60.27% |