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)

#StockSharesValue% PortfolioType
501
Randgold Resources Ltd
25,626$2.3B22.60%Put
502
CVA1EURCovanta Holding Corp
136,627$2.3B22.38%
503
Validus Holdings Ltd
48,748$2.3B22.34%
504
TRGPTarga Resources Corp
76,800$2.3B22.27%Put
505
AOSAO SMITH CORP
29,942$2.3B22.19%
506
NXSTNexstar Broadcasting Group Inc
51,460$2.3B22.12%
507
CRSCARPENTER TECHNOLOGY CORP
66,400$2.3B22.08%
508
MSGNMSG Networks Inc
130,300$2.3B21.88%
509
DHIDR Horton Inc
74,377$2.2B21.83%
510
ARRIS International PLC
97,898$2.2B21.79%
511
VMIVALMONT INDUSTRIES INC
18,016$2.2B21.67%
512
RJFRaymond James Financial Inc
46,739$2.2B21.61%
513
SWKStanley Black & Decker Inc
20,991$2.2B21.44%
514
WTWisdomTree Investments Inc
193,035$2.2B21.43%Put
515
JLLJones Lang LaSalle Inc
18,777$2.2B21.40%
516
LTHLifePoint Health Inc
31,675$2.2B21.30%
517
Valspar Corp/The
20,430$2.2B21.23%
518
HUNHuntsman Corp
162,700$2.2B21.02%Put
519
DPZDomino's Pizza Inc
16,316$2.2B20.89%Put
520
RMEResmed Inc
37,000$2.1B20.77%
521
MGAMagna International Inc
49,793$2.1B20.76%Put
522
RRCRange Resources Corp
66,000$2.1B20.76%Put
523
Restoration Hardware Holdings Inc
50,844$2.1B20.69%Put
524
RHPRyman Hospitality Properties Inc
41,000$2.1B20.50%
525
AGCOAGCO Corp
42,291$2.1B20.42%
526
SKMEURSK TELECOM CO LTD
104,030$2.1B20.38%
527
PPCPilgrim's Pride Corp
82,538$2.1B20.36%
528
SAICScience Applications International Corp
38,800$2.1B20.10%
529
ABJAABB Ltd
105,982$2.1B19.99%
530
WYWeyerhaeuser Co
65,628$2.0B19.74%Put
531
DCHAmerican Axle & Manufacturing Holdings Inc
131,460$2.0B19.65%Put
532
CYS Investments Inc
246,811$2.0B19.51%
533
ARM Holdings PLC
44,596$1.9B18.92%
534
PBFPBF Energy Inc
58,568$1.9B18.88%
535
ABGAmerisourceBergen Corp
22,434$1.9B18.86%
536
PCARPACCAR Inc
35,500$1.9B18.86%Put
537
HOGHarley-Davidson Inc
37,800$1.9B18.84%Put
538
NeuStar Inc
78,165$1.9B18.68%
539
RTN1USDRAYTHEON CO
15,644$1.9B18.63%Put
540
TAPMOLSON COORS BREWING CO
19,900$1.9B18.59%Put
541
MDYSPDR S&P MidCap 400 ETF Trust
7,250$1.9B18.50%
542
PSAPublic Storage
6,900$1.9B18.48%Put
543
XLYConsumer Discretionary Select Sector SPDR Fund
23,995$1.9B18.42%Call
544
POSTPost Holdings Inc
27,514$1.9B18.38%
545
TLVGrupo Televisa SAB
67,911$1.9B18.11%
546
GJBSteelcase Inc
124,956$1.9B18.10%
547
CYHCommunity Health Systems Inc
100,483$1.9B18.06%Put
548
Blackhawk Network Holdings Inc
54,200$1.9B18.06%
549
AMTTD Ameritrade Holding Corp
58,757$1.9B18.00%Call
550
Tyco International Plc
50,213$1.8B17.90%
551
Cousins Properties Inc
176,963$1.8B17.84%
552
HAINHAIN CELESTIAL GROUP INC/THE
44,500$1.8B17.68%Put
553
WCGEURWellcare Health Plans Inc
19,528$1.8B17.59%
554
FSLRFirst Solar Inc
26,113$1.8B17.37%
555
IMS Health Holdings Inc
66,214$1.8B17.07%
556
DECKDeckers Outdoor Corp
28,800$1.7B16.75%Put
557
Medidata Solutions Inc
44,393$1.7B16.69%
558
TCRTZIOPHARM Oncology Inc
229,395$1.7B16.53%
559
ClubCorp Holdings Inc
118,600$1.7B16.17%
560
FNVFRANCO-NEVADA CORP
26,838$1.6B16.00%
561
TCF Financial Corp
133,789$1.6B15.93%
562
YUSDAlleghany Corp
3,300$1.6B15.90%
563
Qlik Technologies Inc
55,341$1.6B15.54%
564
PXDEURPioneer Natural Resources Co
11,300$1.6B15.45%Put
565
BDNBrandywine Realty Trust
113,418$1.6B15.45%
566
BCRUSDCR Bard Inc
7,842$1.6B15.43%
567
CERNCHFCerner Corp
29,900$1.6B15.38%Put
568
Atlantic Tele-Network Inc
20,700$1.6B15.25%
569
BENFranklin Resources Inc
40,100$1.6B15.21%Put
570
Stillwater Mining Co
146,144$1.6B15.12%Call
571
TMToyota Motor Corp
14,406$1.5B14.88%
572
HTZHertz Global Holdings Inc
145,300$1.5B14.86%Put
573
DFSEURDiscover Financial Services
29,938$1.5B14.81%Put
574
BWABorgWarner Inc
39,500$1.5B14.73%Put
575
BHPBHP BILLITON LTD
58,500$1.5B14.71%Put
576
Virgin America Inc
39,203$1.5B14.68%
577
Flotek Industries Inc
204,551$1.5B14.56%
578
SNDKSanDisk Corp
19,689$1.5B14.55%Call
579
MCOMoody's Corp
15,293$1.5B14.34%
580
TSCOTractor Supply Co
16,312$1.5B14.34%
581
ARMKAramark
44,400$1.5B14.29%
582
Achillion Pharmaceuticals Inc
188,003$1.5B14.09%
583
ALXNAlexion Pharmaceuticals Inc
10,400$1.4B14.06%Put
584
LYVLive Nation Entertainment Inc
64,748$1.4B14.03%
585
WELLWelltower Inc
20,700$1.4B13.94%Put
586
CBOECBOE Holdings Inc
21,800$1.4B13.83%Put
587
6PMParamount Group Inc
89,163$1.4B13.81%
588
KLACKLA-Tencor Corp
19,495$1.4B13.79%Put
589
NUANEURNuance Communications Inc
75,842$1.4B13.76%
590
NVONovo Nordisk A/S
25,794$1.4B13.58%
591
ESNTEssent Group Ltd
67,200$1.4B13.58%
592
CBL & Associates Properties Inc
117,038$1.4B13.53%
593
SCHN1EURSchnitzer Steel Industries Inc
75,200$1.4B13.47%
594
G3VGreen Plains Inc
86,140$1.4B13.35%
595
CDPCorporate Office Properties Trust
52,203$1.4B13.31%
596
DNKNDunkin' Brands Group Inc
28,800$1.4B13.20%Put
597
SESpectra Energy Corp
44,000$1.3B13.07%Put
598
Mallinckrodt PLC
21,891$1.3B13.02%Put
599
ISRGIntuitive Surgical Inc
2,200$1.3B12.84%Put
600
Empire District Electric Co/The
39,793$1.3B12.77%
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