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)

#StockSharesValue% PortfolioType
301
THOThor Industries Inc
70,246$6.8B56.31%Put
302
MRVLMarvell Technology Group Ltd
440,789$6.7B56.09%
303
ROKRockwell Automation Inc
43,160$6.7B56.04%Put
304
VNOVornado Realty Trust
66,906$6.7B55.97%Put
305
GBXGreenbrier Cos Inc/The
155,389$6.7B55.85%
306
GPKGraphic Packaging Holding Co
515,873$6.6B55.36%
307
YYEURYY Inc
143,873$6.6B55.32%
308
PFPTProofpoint Inc
88,400$6.6B54.81%
309
UNITUniti Group Inc
253,896$6.6B54.73%
310
NVROEURNevro Corp
69,585$6.5B54.37%
311
PPCPilgrim's Pride Corp
285,105$6.4B53.50%
312
NBIXNEUROCRINE BIOSCIENCES INC
146,598$6.3B52.94%
313
EWHiShares MSCI Hong Kong ETF
282,537$6.3B52.42%
314
CTLEURCenturyLink Inc
265,723$6.3B52.24%Put
315
RHCRH PLC
177,467$6.2B52.05%
316
American Outdoor Brands Corp
312,731$6.2B51.66%
317
HASHasbro Inc
61,362$6.1B51.08%
318
SBUXStarbucks Corp
103,148$6.0B50.22%Put
319
UDRUDR Inc
166,023$6.0B50.20%
320
LPTUSDLiberty Property Trust
156,093$6.0B50.18%
321
CNCCentene Corp
84,130$6.0B49.99%
322
SCANA Corp
91,500$6.0B49.87%
323
LCIILCI Industries
59,864$6.0B49.82%
324
LOWLowe's Cos Inc
72,600$6.0B49.78%Put
325
KRCKilroy Realty Corp
82,200$5.9B49.41%
326
USBUS Bancorp
114,600$5.9B49.22%Put
327
CVECenovus Energy Inc
518,280$5.9B48.84%
328
Twenty-First Century Fox Inc
180,334$5.8B48.72%Put
329
PDCEUSDPDC Energy Inc
93,410$5.8B48.57%
330
BIDUNBaidu Inc
33,637$5.8B48.39%
331
STLDSteel Dynamics Inc
165,752$5.8B48.05%Put
332
OCOwens Corning
93,135$5.7B47.67%
333
FITBFifth Third Bancorp
224,579$5.7B47.57%Put
334
ADPAUTOMATIC DATA PROCESSING INC
55,600$5.7B47.47%Put
335
ALKAlaska Air Group Inc
61,673$5.7B47.42%Put
336
B/E Aerospace Inc
88,610$5.7B47.37%
337
IPInternational Paper Co
111,800$5.7B47.34%Put
338
MTBM&T BANK CORP
36,522$5.7B47.12%Put
339
ITWILLINOIS TOOL WORKS INC
42,300$5.6B46.73%Put
340
DOVDover Corp
69,716$5.6B46.71%
341
VVisa Inc
62,886$5.6B46.61%
342
MTNVail Resorts Inc
29,109$5.6B46.58%
343
WTHWORTHINGTON INDUSTRIES INC
123,480$5.6B46.43%
344
CYBRCyberArk Software Ltd
109,360$5.6B46.39%
345
IWNiShares Russell 2000 Value ETF
46,900$5.5B46.21%
346
BBYBest Buy Co Inc
111,967$5.5B45.89%Put
347
ARMKAramark
148,994$5.5B45.81%
348
XHBSPDR S&P Homebuilders ETF
146,945$5.5B45.62%
349
Healthsouth Corp
127,194$5.4B45.41%
350
ANETEURArista Networks Inc
41,146$5.4B45.39%Put
351
Finisar Corp
197,961$5.4B45.13%
352
RESRpc Inc
295,038$5.4B45.05%
353
IBBiShares Nasdaq Biotechnology ETF
18,399$5.4B45.00%
354
STTState Street Corp
67,475$5.4B44.80%
355
HUNHuntsman Corp
218,239$5.4B44.66%
356
FRTEURFEDERAL REALTY INVESTMENT TRUST
39,985$5.3B44.51%
357
IWOiShares Russell 2000 Growth ETF
32,722$5.3B44.11%
358
SEESealed Air Corp
121,047$5.3B43.99%
359
CLVSEURClovis Oncology Inc
82,333$5.2B43.72%Put
360
ALSALLSTATE CORP/THE
63,948$5.2B43.45%Put
361
FFIVF5 Networks Inc
36,494$5.2B43.39%
362
CERNCHFCerner Corp
88,400$5.2B43.39%Put
363
CRUSCirrus Logic Inc
85,415$5.2B43.23%
364
BPOPPopular Inc
126,997$5.2B43.14%
365
CCLCarnival Corp
87,743$5.2B43.10%Call
366
AGIOAgios Pharmaceuticals Inc
88,185$5.2B42.95%
367
LIILennox International Inc
30,619$5.1B42.72%
368
S9QSpirit Aerosystems Holdings Inc
88,370$5.1B42.68%
369
MTGMGIC Investment Corp
503,035$5.1B42.50%
370
3M4Masimo Corp
54,593$5.1B42.45%
371
ARCPEURVEREIT Inc
599,689$5.1B42.45%
372
VYXNCR CORP
111,089$5.1B42.32%
373
Ultimate Software Group Inc/The
25,969$5.1B42.27%
374
INCYIncyte Corp
37,815$5.1B42.15%
375
ILMNIllumina Inc
29,497$5.0B41.97%
376
WGL Holdings Inc
60,831$5.0B41.86%
377
SunTrust Banks Inc
90,752$5.0B41.85%Put
378
FFord Motor Co
430,093$5.0B41.74%
379
ISRGIntuitive Surgical Inc
6,520$5.0B41.67%Call
380
SKAASkechers U.S.A. Inc
181,507$5.0B41.54%
381
HIWHighwoods Properties Inc
101,400$5.0B41.54%
382
KEYSKeysight Technologies Inc
137,078$5.0B41.31%
383
MOHMolina Healthcare Inc
108,400$4.9B41.22%
384
Sina Corp/China
68,420$4.9B41.15%Put
385
Ixia
249,343$4.9B40.86%
386
TSCOTractor Supply Co
70,281$4.8B40.43%Put
387
ABBVAbbVie Inc
74,374$4.8B40.41%Call
388
EWWiShares MSCI Mexico Capped ETF
94,552$4.8B40.34%
389
MXIMMaxim Integrated Products Inc
107,347$4.8B40.24%
390
XLUUtilities Select Sector SPDR Fund
93,999$4.8B40.22%Call
391
AEOAMERICAN EAGLE OUTFITTERS INC
343,769$4.8B40.22%
392
IYTiShares Transportation Average ETF
29,398$4.8B40.20%Call
393
VLOValero Energy Corp
72,224$4.8B39.93%
394
CAGConagra Brands Inc
117,227$4.7B39.44%
395
PLAYDave & Buster's Entertainment Inc
77,175$4.7B39.32%
396
ITUBItau Unibanco Holding SA
390,440$4.7B39.30%
397
ALGTAllegiant Travel Co
29,392$4.7B39.28%
398
BERYEURBerry Plastics Group Inc
96,141$4.7B38.94%
399
Stillwater Mining Co
268,857$4.6B38.72%
400
ALLEAllegion PLC
61,300$4.6B38.69%
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