CAPITAL FUND MANAGEMENT S.A. Q2 2016 Filing
Filed July 27, 2016
Portfolio Value
$10.7B
Holdings
1,000
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (1,000 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | KRKROGER CO/THE | 756,220 | $27.8B | 260.64% | Put |
| 102 | JDJD.com Inc | 1,308,578 | $27.8B | 260.26% | |
| 103 | AAAlcoa Inc | 2,967,612 | $27.5B | 257.72% | Put |
| 104 | HRLHormel Foods Corp | 748,198 | $27.4B | 256.54% | Put |
| 105 | IYRiShares U.S. Real Estate ETF | 332,145 | $27.3B | 256.09% | Put |
| 106 | TSMTAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | 1,041,580 | $27.3B | 255.95% | |
| 107 | CLColgate-Palmolive Co | 370,059 | $27.1B | 253.77% | |
| 108 | SLBSchlumberger Ltd | 342,400 | $27.1B | 253.67% | Put |
| 109 | REGNRegeneron Pharmaceuticals Inc | 76,809 | $26.8B | 251.31% | Put |
| 110 | STLDSteel Dynamics Inc | 1,063,140 | $26.0B | 244.02% | Put |
| 111 | FDO.FMacy's Inc | 754,200 | $25.3B | 237.48% | Put |
| 112 | IWMiShares Russell 2000 ETF | 219,700 | $25.3B | 236.63% | Put |
| 113 | LBEURL Brands Inc | 375,976 | $25.2B | 236.45% | Put |
| 114 | —Delphi Automotive PLC | 402,270 | $25.2B | 235.91% | |
| 115 | WSMWilliams-Sonoma Inc | 482,291 | $25.1B | 235.53% | Put |
| 116 | DLTRDollar Tree Inc | 266,500 | $25.1B | 235.29% | Put |
| 117 | PPGPPG Industries Inc | 238,433 | $24.8B | 232.64% | |
| 118 | TSSTotal System Services Inc | 458,717 | $24.4B | 228.23% | |
| 119 | SYMCEURSymantec Corp | 1,165,487 | $23.9B | 224.28% | Put |
| 120 | UNUSDUnilever NV | 505,845 | $23.7B | 222.44% | |
| 121 | MUMicron Technology Inc | 1,705,583 | $23.5B | 219.87% | Put |
| 122 | NUENucor Corp | 459,884 | $22.7B | 212.87% | Put |
| 123 | PVHPVH Corp | 237,736 | $22.4B | 209.86% | Put |
| 124 | NBL2EURNoble Energy Inc | 623,986 | $22.4B | 209.68% | |
| 125 | SIGSignet Jewelers Ltd | 259,163 | $21.4B | 200.09% | |
| 126 | ETNEaton Corp PLC | 357,094 | $21.3B | 199.82% | Put |
| 127 | BKRBaker Hughes Inc | 466,501 | $21.1B | 197.23% | Put |
| 128 | ABBVAbbVie Inc | 335,600 | $20.8B | 194.65% | Put |
| 129 | CSXCSX Corp | 750,971 | $19.6B | 183.49% | Put |
| 130 | SEESealed Air Corp | 423,249 | $19.5B | 182.28% | |
| 131 | SYFSynchrony Financial | 755,124 | $19.1B | 178.84% | |
| 132 | COSTCostco Wholesale Corp | 120,510 | $18.9B | 177.31% | Put |
| 133 | STXSeagate Technology PLC | 773,842 | $18.9B | 176.59% | Put |
| 134 | TSCOTractor Supply Co | 202,755 | $18.5B | 173.19% | Call |
| 135 | TXNTexas Instruments Inc | 294,720 | $18.5B | 172.98% | Put |
| 136 | —Express Scripts Holding Co | 241,300 | $18.3B | 171.36% | Put |
| 137 | KSSKohl's Corp | 481,930 | $18.3B | 171.21% | Put |
| 138 | CECelanese Corp | 272,328 | $17.8B | 166.98% | |
| 139 | AIGAmerican International Group Inc | 334,907 | $17.7B | 165.94% | |
| 140 | LYBLyondellBasell Industries NV | 236,099 | $17.6B | 164.61% | Put |
| 141 | JWNUSDNordstrom Inc | 461,608 | $17.6B | 164.56% | Put |
| 142 | FASTFastenal Co | 393,720 | $17.5B | 163.73% | |
| 143 | ADMArcher-Daniels-Midland Co | 404,183 | $17.3B | 162.40% | Put |
| 144 | SIXEURSix Flags Entertainment Corp | 296,640 | $17.2B | 161.04% | |
| 145 | APDAir Products & Chemicals Inc | 117,908 | $16.7B | 156.90% | |
| 146 | —Allergan plc | 72,231 | $16.7B | 156.38% | Put |
| 147 | COFCapital One Financial Corp | 261,434 | $16.6B | 155.54% | Put |
| 148 | BBBYEURBed Bath & Beyond Inc | 378,900 | $16.4B | 153.42% | Put |
| 149 | NVDANvidia Corp | 345,070 | $16.2B | 151.96% | Put |
| 150 | JBLUJetBlue Airways Corp | 976,431 | $16.2B | 151.49% | |
| 151 | SWBISmith & Wesson Holding Corp | 589,763 | $16.0B | 150.18% | |
| 152 | LVSLas Vegas Sands Corp | 365,004 | $15.9B | 148.71% | Put |
| 153 | AYIAcuity Brands Inc | 63,423 | $15.7B | 147.33% | |
| 154 | HN9Hanesbrands Inc | 622,908 | $15.7B | 146.65% | |
| 155 | SHWSherwin-Williams Co/The | 52,917 | $15.5B | 145.58% | Put |
| 156 | EDConsolidated Edison Inc | 192,300 | $15.5B | 144.92% | Put |
| 157 | ULTAUlta Salon Cosmetics & Fragrance Inc | 62,800 | $15.3B | 143.34% | Put |
| 158 | SABRSabre Corp | 564,145 | $15.1B | 141.58% | |
| 159 | BABAAlibaba Group Holding Ltd | 187,600 | $14.9B | 139.78% | Put |
| 160 | PAYXPaychex Inc | 248,386 | $14.8B | 138.46% | Put |
| 161 | FEFirstEnergy Corp | 422,257 | $14.7B | 138.10% | Call |
| 162 | XMESPDR S&P Metals & Mining ETF | 595,800 | $14.5B | 136.03% | Put |
| 163 | —Cavium Inc | 367,471 | $14.2B | 132.88% | |
| 164 | —Tesoro Corp | 189,321 | $14.2B | 132.88% | Put |
| 165 | HESHess Corp | 230,500 | $13.9B | 129.78% | Put |
| 166 | RTN1USDRAYTHEON CO | 101,200 | $13.8B | 128.89% | Put |
| 167 | MXIMMaxim Integrated Products Inc | 382,829 | $13.7B | 128.00% | |
| 168 | SUSuncor Energy Inc | 490,499 | $13.6B | 127.43% | |
| 169 | AEMAgnico Eagle Mines Ltd | 252,900 | $13.5B | 126.75% | Put |
| 170 | SYYSysco Corp | 266,652 | $13.5B | 126.75% | Put |
| 171 | MOSMosaic Co/The | 513,249 | $13.4B | 125.88% | Put |
| 172 | CTRPUSDCtrip.com International Ltd | 326,004 | $13.4B | 125.84% | Put |
| 173 | BUDAnheuser-Busch InBev SA/NV | 101,955 | $13.4B | 125.77% | |
| 174 | OCOwens Corning | 258,505 | $13.3B | 124.77% | |
| 175 | MARMarriott International Inc/MD | 200,370 | $13.3B | 124.76% | Put |
| 176 | SYNASynaptics Inc | 244,747 | $13.2B | 123.24% | |
| 177 | MACMacerich Co/The | 152,300 | $13.0B | 121.84% | |
| 178 | UTXZUnited Technologies Corp | 126,200 | $12.9B | 121.24% | Put |
| 179 | BIIBBiogen Inc | 53,464 | $12.9B | 121.12% | Call |
| 180 | CLXClorox Co/The | 93,179 | $12.9B | 120.81% | Put |
| 181 | BKBANK OF NEW YORK MELLON CORP/THE | 326,724 | $12.7B | 118.91% | |
| 182 | CLBCore Laboratories NV | 102,104 | $12.7B | 118.51% | |
| 183 | SCHWCharles Schwab Corp/The | 492,549 | $12.5B | 116.79% | |
| 184 | XLYConsumer Discretionary Select Sector SPDR Fund | 159,139 | $12.4B | 116.36% | |
| 185 | CFCF Industries Holdings Inc | 511,800 | $12.3B | 115.56% | Put |
| 186 | —Randgold Resources Ltd | 109,378 | $12.3B | 114.81% | Put |
| 187 | DOXAmdocs Ltd | 211,494 | $12.2B | 114.36% | |
| 188 | AALAmerican Airlines Group Inc | 429,594 | $12.2B | 113.93% | Put |
| 189 | EMREmerson Electric Co | 230,259 | $12.0B | 112.52% | Put |
| 190 | DHIDR Horton Inc | 377,816 | $11.9B | 111.43% | |
| 191 | —Monsanto Co | 114,301 | $11.8B | 110.73% | Call |
| 192 | PAASPan American Silver Corp | 717,558 | $11.8B | 110.58% | Put |
| 193 | NOCNorthrop Grumman Corp | 53,100 | $11.8B | 110.57% | Put |
| 194 | LULULululemon Athletica Inc | 158,700 | $11.7B | 109.82% | Put |
| 195 | PKGPackaging Corp of America | 173,870 | $11.6B | 109.03% | Put |
| 196 | ITUBItau Unibanco Holding SA | 1,231,665 | $11.6B | 108.93% | |
| 197 | BACVerizon Communications Inc | 207,660 | $11.6B | 108.63% | Put |
| 198 | CUCAAvis Budget Group Inc | 359,443 | $11.6B | 108.54% | Put |
| 199 | GDGeneral Dynamics Corp | 81,129 | $11.3B | 105.83% | |
| 200 | UPSUNITED PARCEL SERVICE INC | 104,849 | $11.3B | 105.81% | Put |