CAPITAL FUND MANAGEMENT S.A. Q1 2018 Filing
Filed May 15, 2018
Portfolio Value
$16.7B
Holdings
1,057
Report Date
Q1 2018
Filing Type
13F-HR
All Holdings (1,057 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | PSXPhillips 66 | 199,100 | $19.1B | 114.63% | Put |
| 202 | RITMNew Residential Investment Corp | 1,160,907 | $19.1B | 114.63% | |
| 203 | STMSTMicroelectronics NV | 847,719 | $18.9B | 113.42% | Put |
| 204 | —Andeavor | 186,500 | $18.8B | 112.57% | Put |
| 205 | MDLZMondelez International Inc | 449,291 | $18.7B | 112.54% | |
| 206 | —Trinseo SA | 251,646 | $18.6B | 111.85% | |
| 207 | CMSCMS Energy Corp | 403,456 | $18.3B | 109.68% | |
| 208 | DELLDell Technologies Inc Class V | 248,603 | $18.2B | 109.24% | Call |
| 209 | SUSuncor Energy Inc | 524,645 | $18.1B | 108.77% | Put |
| 210 | —Stamps.com Inc | 89,550 | $18.0B | 108.07% | |
| 211 | PLCEChildren's Place Inc/The | 132,351 | $17.9B | 107.44% | |
| 212 | TMUST-Mobile US Inc | 293,011 | $17.9B | 107.35% | Put |
| 213 | CHTRCharter Communications Inc | 57,463 | $17.9B | 107.34% | Call |
| 214 | NBISYandex NV | 451,902 | $17.8B | 107.01% | Put |
| 215 | 9990302DApache Corp | 461,889 | $17.8B | 106.68% | Put |
| 216 | RHIROBERT HALF INTERNATIONAL INC | 306,497 | $17.7B | 106.50% | |
| 217 | PVHPVH Corp | 116,209 | $17.6B | 105.63% | |
| 218 | ANETEURArista Networks Inc | 68,287 | $17.4B | 104.64% | Put |
| 219 | S9QSpirit Aerosystems Holdings Inc | 207,745 | $17.4B | 104.37% | Put |
| 220 | IPGPIPG Photonics Corp | 74,378 | $17.4B | 104.19% | Put |
| 221 | STTState Street Corp | 173,765 | $17.3B | 104.02% | |
| 222 | CMAComerica Inc | 179,960 | $17.3B | 103.62% | Put |
| 223 | QSRRestaurant Brands International Inc | 302,713 | $17.2B | 103.42% | |
| 224 | KBHKB Home | 603,907 | $17.2B | 103.13% | Put |
| 225 | ROKRockwell Automation Inc | 98,512 | $17.2B | 103.01% | Put |
| 226 | —Encana Corp | 1,551,752 | $17.1B | 102.45% | |
| 227 | THOThor Industries Inc | 146,405 | $16.9B | 101.21% | Put |
| 228 | KOCoca-Cola Co/The | 385,666 | $16.7B | 100.53% | |
| 229 | VENVentas Inc | 336,922 | $16.7B | 100.17% | Put |
| 230 | EAElectronic Arts Inc | 136,702 | $16.6B | 99.48% | Put |
| 231 | KLACKLA-Tencor Corp | 149,420 | $16.3B | 97.77% | Call |
| 232 | ABGAmerisourceBergen Corp | 188,486 | $16.2B | 97.53% | Put |
| 233 | BURLBurlington Stores Inc | 121,550 | $16.2B | 97.15% | Put |
| 234 | TEXTerex Corp | 428,872 | $16.0B | 96.30% | Put |
| 235 | JACKJack in the Box Inc | 187,080 | $16.0B | 95.82% | |
| 236 | AEISAdvanced Energy Industries Inc | 247,131 | $15.8B | 94.79% | |
| 237 | OSKOshkosh Corp | 203,900 | $15.8B | 94.57% | Put |
| 238 | BERYEURBerry Global Group Inc | 283,138 | $15.5B | 93.15% | |
| 239 | VIPSVipshop Holdings Ltd | 930,400 | $15.5B | 92.81% | Put |
| 240 | BKNGBooking Holdings Inc | 7,416 | $15.4B | 92.61% | Put |
| 241 | PBRPETROLEO BRASILEIRO SA | 1,090,729 | $15.4B | 92.57% | |
| 242 | HFCUSDHollyFrontier Corp | 314,700 | $15.4B | 92.30% | Put |
| 243 | EDUNew Oriental Education & Technology Group Inc | 175,010 | $15.3B | 92.07% | Put |
| 244 | CCLCarnival Corp | 231,757 | $15.2B | 91.23% | |
| 245 | HIGHartford Financial Services Group Inc/The | 293,992 | $15.1B | 90.91% | |
| 246 | ABTAbbott Laboratories | 252,116 | $15.1B | 90.68% | Put |
| 247 | CCChemours Co/The | 309,545 | $15.1B | 90.50% | |
| 248 | VEEVVeeva Systems Inc | 204,525 | $14.9B | 89.65% | Put |
| 249 | TROWT Rowe Price Group Inc | 136,000 | $14.7B | 88.14% | Put |
| 250 | —Energen Corp | 231,547 | $14.6B | 87.36% | |
| 251 | GDXVanEck Vectors Gold Miners ETF | 660,469 | $14.5B | 87.14% | Put |
| 252 | DWDMorgan Stanley | 266,770 | $14.4B | 86.40% | Put |
| 253 | PAYCPaycom Software Inc | 133,214 | $14.3B | 85.86% | Put |
| 254 | LULULululemon Athletica Inc | 160,247 | $14.3B | 85.73% | Put |
| 255 | CTSHCognizant Technology Solutions Corp | 177,014 | $14.3B | 85.53% | Put |
| 256 | MASMasco Corp | 350,282 | $14.2B | 85.02% | |
| 257 | STXSeagate Technology PLC | 240,400 | $14.1B | 84.44% | Put |
| 258 | —Michael Kors Holdings Ltd | 225,132 | $14.0B | 83.89% | Put |
| 259 | ZTSZoetis Inc | 167,307 | $14.0B | 83.86% | Put |
| 260 | HDSUSDHD Supply Holdings Inc | 366,253 | $13.9B | 83.41% | |
| 261 | MRVLMarvell Technology Group Ltd | 660,285 | $13.9B | 83.23% | Put |
| 262 | FIZZNational Beverage Corp | 154,739 | $13.8B | 82.68% | Put |
| 263 | CECelanese Corp | 137,204 | $13.7B | 82.53% | |
| 264 | NRANRG Energy Inc | 448,718 | $13.7B | 82.23% | |
| 265 | MBTGBPMobile TeleSystems PJSC | 1,196,485 | $13.6B | 81.80% | |
| 266 | PLAYDave & Buster's Entertainment Inc | 326,024 | $13.6B | 81.68% | |
| 267 | UTHUnited Therapeutics Corp | 121,004 | $13.6B | 81.61% | Put |
| 268 | YUMYum! Brands Inc | 159,456 | $13.6B | 81.48% | Put |
| 269 | XECEURCimarex Energy Co | 144,362 | $13.5B | 81.02% | Put |
| 270 | —Twenty-First Century Fox Inc | 367,700 | $13.5B | 80.98% | Put |
| 271 | XPOXPO Logistics Inc | 132,200 | $13.5B | 80.79% | Put |
| 272 | WELLWelltower Inc | 246,600 | $13.4B | 80.57% | Put |
| 273 | SCHWCharles Schwab Corp/The | 256,100 | $13.4B | 80.28% | Put |
| 274 | MTNVail Resorts Inc | 59,523 | $13.2B | 79.21% | Put |
| 275 | BWXTBWX Technologies Inc | 206,359 | $13.1B | 78.69% | |
| 276 | FISVFiserv Inc | 182,481 | $13.0B | 78.10% | Put |
| 277 | GRA1EURWR Grace & Co | 211,603 | $13.0B | 77.77% | |
| 278 | AEPAMERICAN ELECTRIC POWER CO INC | 188,831 | $13.0B | 77.74% | Put |
| 279 | DFSEURDiscover Financial Services | 179,900 | $12.9B | 77.67% | Put |
| 280 | SL2Sleep Number Corp | 367,679 | $12.9B | 77.57% | |
| 281 | TTCToro Co/The | 205,306 | $12.8B | 76.96% | |
| 282 | —LABORATORY CORP OF AMERICA HOLDINGS | 79,148 | $12.8B | 76.84% | |
| 283 | FBINFortune Brands Home & Security Inc | 216,274 | $12.7B | 76.45% | |
| 284 | COHREURCoherent Inc | 67,027 | $12.6B | 75.39% | Put |
| 285 | TIFEURTiffany & Co | 127,341 | $12.4B | 74.65% | Put |
| 286 | VVisa Inc | 103,240 | $12.3B | 74.13% | Put |
| 287 | SCCOSouthern Copper Corp | 227,100 | $12.3B | 73.85% | Put |
| 288 | UHSUNIVERSAL HEALTH SERVICES INC | 103,578 | $12.3B | 73.62% | |
| 289 | AWNAdvance Auto Parts Inc | 102,900 | $12.2B | 73.22% | Put |
| 290 | DDominion Energy Inc | 179,400 | $12.1B | 72.61% | Put |
| 291 | TSLATesla Inc | 45,400 | $12.1B | 72.52% | Put |
| 292 | TJXTJX Cos Inc/The | 147,900 | $12.1B | 72.41% | Put |
| 293 | QRVOQorvo Inc | 171,037 | $12.1B | 72.33% | Put |
| 294 | ANFABERCROMBIE & FITCH CO | 495,399 | $12.0B | 71.99% | Put |
| 295 | GAPGap Inc/The | 378,954 | $11.8B | 70.97% | Put |
| 296 | DHIDR Horton Inc | 269,211 | $11.8B | 70.84% | Put |
| 297 | VYXNCR CORP | 374,215 | $11.8B | 70.80% | |
| 298 | ALSNAllison Transmission Holdings Inc | 301,327 | $11.8B | 70.65% | |
| 299 | MNSTMonster Beverage Corp | 205,086 | $11.7B | 70.43% | Put |
| 300 | ALKAlaska Air Group Inc | 188,600 | $11.7B | 70.14% | Put |