CAPITAL FUND MANAGEMENT S.A. Q1 2017 Filing
Filed May 3, 2017
Portfolio Value
$12.0B
Holdings
970
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (970 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | BAXBaxter International Inc | 523,282 | $27.1B | 226.29% | |
| 102 | BRK/BBerkshire Hathaway Inc | 161,600 | $26.9B | 224.61% | Put |
| 103 | XLIIndustrial Select Sector SPDR Fund | 411,200 | $26.8B | 223.08% | Put |
| 104 | ZTSZoetis Inc | 499,432 | $26.7B | 222.28% | |
| 105 | VMCVulcan Materials Co | 220,566 | $26.6B | 221.60% | |
| 106 | BKBANK OF NEW YORK MELLON CORP/THE | 540,573 | $25.5B | 212.90% | |
| 107 | VMWEURVMware Inc | 275,817 | $25.4B | 211.93% | Put |
| 108 | NUENucor Corp | 424,750 | $25.4B | 211.53% | Put |
| 109 | KBESPDR S&P Bank ETF | 590,169 | $25.4B | 211.53% | Put |
| 110 | EMREmerson Electric Co | 422,456 | $25.3B | 210.88% | Put |
| 111 | UALUnited Continental Holdings Inc | 353,600 | $25.0B | 208.30% | Put |
| 112 | 4I1Philip Morris International Inc | 220,600 | $24.9B | 207.68% | Put |
| 113 | NSCNorfolk Southern Corp | 219,841 | $24.6B | 205.27% | Put |
| 114 | LBEURL Brands Inc | 522,132 | $24.6B | 205.08% | Put |
| 115 | SYFSynchrony Financial | 715,079 | $24.5B | 204.53% | |
| 116 | AMTAmerican Tower Corp | 196,563 | $23.9B | 199.23% | Put |
| 117 | MNSTMonster Beverage Corp | 505,681 | $23.3B | 194.69% | |
| 118 | MGMMGM Resorts International | 823,008 | $22.6B | 188.04% | |
| 119 | RRCRange Resources Corp | 773,626 | $22.5B | 187.74% | Put |
| 120 | PKGPackaging Corp of America | 243,433 | $22.3B | 185.98% | Put |
| 121 | XECEURCimarex Energy Co | 184,075 | $22.0B | 183.42% | |
| 122 | BACBank of America Corp | 918,088 | $21.7B | 180.61% | Put |
| 123 | PANWPalo Alto Networks Inc | 191,021 | $21.5B | 179.49% | |
| 124 | MDTMedtronic PLC | 265,414 | $21.4B | 178.30% | Put |
| 125 | WOOFoot Locker Inc | 284,449 | $21.3B | 177.45% | |
| 126 | CMAComerica Inc | 310,004 | $21.3B | 177.29% | Put |
| 127 | CRICarter's Inc | 229,497 | $20.6B | 171.86% | |
| 128 | —Parsley Energy Inc | 630,914 | $20.5B | 171.04% | |
| 129 | GDXVanEck Vectors Gold Miners ETF | 879,981 | $20.1B | 167.38% | Put |
| 130 | ALXNAlexion Pharmaceuticals Inc | 161,928 | $19.6B | 163.71% | |
| 131 | —L3 Technologies Inc | 117,342 | $19.4B | 161.73% | Put |
| 132 | ABTAbbott Laboratories | 432,268 | $19.2B | 160.08% | Put |
| 133 | MLB1MercadoLibre Inc | 90,112 | $19.1B | 158.91% | Put |
| 134 | FRCBFirst Republic Bank/CA | 200,567 | $18.8B | 156.90% | |
| 135 | STZConstellation Brands Inc | 115,169 | $18.7B | 155.65% | |
| 136 | SLCAUS Silica Holdings Inc | 387,666 | $18.6B | 155.14% | |
| 137 | KRKROGER CO/THE | 629,500 | $18.6B | 154.80% | Put |
| 138 | ULTAUlta Beauty Inc | 64,834 | $18.5B | 154.21% | Put |
| 139 | STXSeagate Technology PLC | 392,427 | $18.0B | 150.31% | Put |
| 140 | CCChemours Co/The | 461,960 | $17.8B | 148.32% | Put |
| 141 | TMOThermo Fisher Scientific Inc | 115,771 | $17.8B | 148.28% | |
| 142 | APDAir Products & Chemicals Inc | 131,304 | $17.8B | 148.13% | |
| 143 | SPGSimon Property Group Inc | 102,730 | $17.7B | 147.37% | Put |
| 144 | 9990302DApache Corp | 337,500 | $17.3B | 144.63% | Put |
| 145 | —Energen Corp | 315,463 | $17.2B | 143.21% | |
| 146 | BACVerizon Communications Inc | 349,500 | $17.0B | 142.09% | Put |
| 147 | CELGCelgene Corp | 136,900 | $17.0B | 142.05% | Put |
| 148 | NBRNabors Industries Ltd | 1,293,964 | $16.9B | 141.03% | |
| 149 | ATVIEURActivision Blizzard Inc | 338,823 | $16.9B | 140.87% | Put |
| 150 | MAAMID-AMERICA APARTMENT COMMUNITIES INC | 163,911 | $16.7B | 139.06% | |
| 151 | ADBEAdobe Systems Inc | 127,669 | $16.6B | 138.54% | Put |
| 152 | GOOGLAlphabet Inc | 19,572 | $16.6B | 138.37% | |
| 153 | VOYAVoya Financial Inc | 432,400 | $16.4B | 136.88% | |
| 154 | CDKCDK Global Inc | 249,911 | $16.2B | 135.48% | |
| 155 | AEMAgnico Eagle Mines Ltd | 381,842 | $16.2B | 135.14% | Put |
| 156 | —Trinseo SA | 239,231 | $16.1B | 133.86% | |
| 157 | ADSKAutodesk Inc | 185,500 | $16.0B | 133.76% | Put |
| 158 | AONAon PLC | 134,993 | $16.0B | 133.61% | |
| 159 | KIMKimco Realty Corp | 724,416 | $16.0B | 133.44% | |
| 160 | EAElectronic Arts Inc | 177,848 | $15.9B | 132.76% | |
| 161 | GILDGilead Sciences Inc | 234,346 | $15.9B | 132.73% | Put |
| 162 | BWXTBWX Technologies Inc | 332,001 | $15.8B | 131.78% | |
| 163 | COFCapital One Financial Corp | 182,265 | $15.8B | 131.71% | Put |
| 164 | UNHUnitedHealth Group Inc | 96,300 | $15.8B | 131.71% | Put |
| 165 | NOWServiceNow Inc | 179,907 | $15.7B | 131.22% | |
| 166 | SIXEURSix Flags Entertainment Corp | 263,682 | $15.7B | 130.81% | |
| 167 | —Michael Kors Holdings Ltd | 411,477 | $15.7B | 130.76% | Put |
| 168 | FXIiShares China Large-Cap ETF | 406,634 | $15.7B | 130.51% | |
| 169 | JACKJack in the Box Inc | 153,513 | $15.6B | 130.21% | Put |
| 170 | EXPEExpedia Inc | 123,188 | $15.5B | 129.61% | |
| 171 | T7DTransDigm Group Inc | 70,393 | $15.5B | 129.24% | |
| 172 | AMBAAmbarella Inc | 281,774 | $15.4B | 128.56% | Put |
| 173 | TRGPTarga Resources Corp | 256,757 | $15.4B | 128.25% | Put |
| 174 | RITMNew Residential Investment Corp | 902,230 | $15.3B | 127.75% | |
| 175 | CMGChipotle Mexican Grill Inc | 34,200 | $15.2B | 127.05% | Put |
| 176 | CRCCanadian Natural Resources Ltd | 458,545 | $15.0B | 125.38% | |
| 177 | HSYHershey Co/The | 136,992 | $15.0B | 124.80% | |
| 178 | PNCPNC Financial Services Group Inc/The | 124,400 | $15.0B | 124.73% | Put |
| 179 | NRANRG Energy Inc | 793,652 | $14.8B | 123.76% | |
| 180 | FCXFreeport-McMoRan Inc | 1,109,200 | $14.8B | 123.58% | Put |
| 181 | BRXBrixmor Property Group Inc | 690,224 | $14.8B | 123.52% | |
| 182 | FT2First Horizon National Corp | 790,928 | $14.6B | 122.02% | |
| 183 | LUVSouthwest Airlines Co | 272,000 | $14.6B | 121.94% | Put |
| 184 | LDOSLeidos Holdings Inc | 282,396 | $14.4B | 120.43% | Put |
| 185 | PFFiShares US Preferred Stock ETF | 372,037 | $14.4B | 120.06% | |
| 186 | UHSUNIVERSAL HEALTH SERVICES INC | 115,233 | $14.3B | 119.59% | |
| 187 | FANGDiamondback Energy Inc | 137,371 | $14.2B | 118.81% | |
| 188 | CMCSAComcast Corp | 375,183 | $14.1B | 117.61% | Put |
| 189 | CMICummins Inc | 92,786 | $14.0B | 116.99% | Put |
| 190 | LLYEli Lilly & Co | 164,000 | $13.8B | 115.03% | Put |
| 191 | KMIKinder Morgan Inc/DE | 630,982 | $13.7B | 114.39% | |
| 192 | SLG2EURSL Green Realty Corp | 128,446 | $13.7B | 114.20% | |
| 193 | —GGP Inc | 584,099 | $13.5B | 112.90% | |
| 194 | CLColgate-Palmolive Co | 184,135 | $13.5B | 112.38% | |
| 195 | HIIHUNTINGTON INGALLS INDUSTRIES INC | 67,263 | $13.5B | 112.32% | |
| 196 | —Mallinckrodt PLC | 300,513 | $13.4B | 111.69% | |
| 197 | IYRiShares U.S. Real Estate ETF | 170,000 | $13.3B | 111.27% | Call |
| 198 | AMGNAmgen Inc | 80,594 | $13.2B | 110.27% | Put |
| 199 | CPTCamden Property Trust | 164,200 | $13.2B | 110.17% | |
| 200 | COPConocoPhillips | 263,439 | $13.1B | 109.56% | Put |