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 |
|---|---|---|---|---|---|
| 201 | —Bunge Ltd | 190,600 | $11.3B | 105.62% | Put |
| 202 | —Joy Global Inc | 531,848 | $11.2B | 105.34% | Put |
| 203 | HASHasbro Inc | 132,606 | $11.1B | 104.34% | |
| 204 | TRGPTarga Resources Corp | 263,824 | $11.1B | 104.16% | Put |
| 205 | DRIDarden Restaurants Inc | 172,551 | $10.9B | 102.39% | |
| 206 | —Sonic Corp | 402,291 | $10.9B | 101.95% | |
| 207 | NBRNabors Industries Ltd | 1,070,274 | $10.8B | 100.77% | |
| 208 | BLKCHFBlackRock Inc | 31,327 | $10.7B | 100.52% | |
| 209 | —Vantiv Inc | 187,314 | $10.6B | 99.32% | |
| 210 | ORealty Income Corp | 151,087 | $10.5B | 98.17% | Put |
| 211 | XLNXEURXilinx Inc | 227,130 | $10.5B | 98.16% | |
| 212 | BRKRBruker Corp | 460,451 | $10.5B | 98.10% | |
| 213 | JAZZJazz Pharmaceuticals Plc | 73,727 | $10.4B | 97.60% | |
| 214 | TWTRUSDTwitter Inc | 614,100 | $10.4B | 97.29% | Put |
| 215 | ADBEAdobe Systems Inc | 108,293 | $10.4B | 97.18% | Put |
| 216 | RYAAYRyanair Holdings PLC | 148,685 | $10.3B | 96.87% | |
| 217 | NEENextEra Energy Inc | 79,200 | $10.3B | 96.76% | Put |
| 218 | ARMKAramark | 307,666 | $10.3B | 96.33% | |
| 219 | DPZDomino's Pizza Inc | 77,808 | $10.2B | 95.76% | |
| 220 | MSCIMSCI Inc | 131,989 | $10.2B | 95.36% | |
| 221 | CTLEURCenturyLink Inc | 341,023 | $9.9B | 92.68% | Put |
| 222 | CLRUSDContinental Resources Inc/OK | 218,000 | $9.9B | 92.46% | Put |
| 223 | CASYCasey's General Stores Inc | 74,632 | $9.8B | 91.95% | |
| 224 | RHT1EURRed Hat Inc | 134,303 | $9.8B | 91.34% | Put |
| 225 | —Linear Technology Corp | 209,109 | $9.7B | 91.15% | |
| 226 | XECEURCimarex Energy Co | 80,937 | $9.7B | 90.48% | Put |
| 227 | ADIAnalog Devices Inc | 170,178 | $9.6B | 90.30% | |
| 228 | RGLDRoyal Gold Inc | 132,900 | $9.6B | 89.66% | Put |
| 229 | IWFiShares Russell 1000 Growth ETF | 95,193 | $9.6B | 89.51% | |
| 230 | RRCRange Resources Corp | 220,500 | $9.5B | 89.11% | Put |
| 231 | AMATApplied Materials Inc | 391,500 | $9.4B | 87.91% | Put |
| 232 | CALMCal-Maine Foods Inc | 210,904 | $9.3B | 87.57% | |
| 233 | OKEOneok Inc | 196,200 | $9.3B | 87.21% | Put |
| 234 | BWXTBWX Technologies Inc | 260,065 | $9.3B | 87.15% | |
| 235 | NUANEURNuance Communications Inc | 577,665 | $9.0B | 84.59% | |
| 236 | MTGMGIC Investment Corp | 1,512,503 | $9.0B | 84.31% | |
| 237 | —American Capital Agency Corp | 454,024 | $9.0B | 84.31% | |
| 238 | BKNGPriceline Group Inc/The | 7,200 | $9.0B | 84.21% | Put |
| 239 | SNASnap-On Inc | 56,526 | $8.9B | 83.58% | |
| 240 | ALKAlaska Air Group Inc | 152,725 | $8.9B | 83.40% | |
| 241 | MATMattel Inc | 282,218 | $8.8B | 82.73% | Put |
| 242 | FFord Motor Co | 695,317 | $8.7B | 81.88% | Put |
| 243 | DUKDuke Energy Corp | 101,200 | $8.7B | 81.34% | Put |
| 244 | —Statoil ASA | 493,705 | $8.5B | 80.06% | |
| 245 | HPHELMERICH & PAYNE INC | 127,294 | $8.5B | 80.06% | Put |
| 246 | XLKTechnology Select Sector SPDR Fund | 195,991 | $8.5B | 79.61% | |
| 247 | OPLNKAR Auction Services Inc | 203,133 | $8.5B | 79.43% | |
| 248 | ORIOLD REPUBLIC INTERNATIONAL CORP | 438,463 | $8.5B | 79.24% | |
| 249 | 7HPHP Inc | 673,739 | $8.5B | 79.21% | Put |
| 250 | JBHTJB Hunt Transport Services Inc | 104,266 | $8.4B | 79.05% | |
| 251 | JACKJack in the Box Inc | 98,190 | $8.4B | 79.03% | |
| 252 | CRICarter's Inc | 79,142 | $8.4B | 78.94% | |
| 253 | VMCVulcan Materials Co | 69,280 | $8.3B | 78.12% | Call |
| 254 | PXDEURPioneer Natural Resources Co | 55,100 | $8.3B | 78.06% | Put |
| 255 | XBISPDR S&P Biotech ETF | 153,600 | $8.3B | 77.83% | Put |
| 256 | HFCUSDHollyFrontier Corp | 349,391 | $8.3B | 77.80% | Put |
| 257 | P5YBRF SA | 592,234 | $8.3B | 77.29% | |
| 258 | BMYBristol-Myers Squibb Co | 111,300 | $8.2B | 76.69% | Put |
| 259 | —Silver Wheaton Corp | 347,300 | $8.2B | 76.56% | Put |
| 260 | LNGCheniere Energy Inc | 215,100 | $8.1B | 75.67% | Put |
| 261 | UDRUDR Inc | 216,278 | $8.0B | 74.81% | |
| 262 | NCLHNorwegian Cruise Line Holdings Ltd | 199,690 | $8.0B | 74.53% | |
| 263 | SEICSEI Investments Co | 163,923 | $7.9B | 73.88% | |
| 264 | VIABViacom Inc | 187,493 | $7.8B | 72.84% | Put |
| 265 | RIORio Tinto PLC | 248,294 | $7.8B | 72.80% | Put |
| 266 | KSUEURKansas City Southern | 85,913 | $7.7B | 72.51% | Put |
| 267 | AGOAssured Guaranty Ltd | 304,624 | $7.7B | 72.40% | |
| 268 | LLYEli Lilly & Co | 97,600 | $7.7B | 72.01% | Put |
| 269 | UAAUnder Armour Inc | 190,400 | $7.6B | 71.58% | Put |
| 270 | BMRNBioMarin Pharmaceutical Inc | 98,181 | $7.6B | 71.56% | |
| 271 | FRCBFirst Republic Bank/CA | 106,952 | $7.5B | 70.13% | |
| 272 | —Western Refining Inc | 361,712 | $7.5B | 69.91% | Put |
| 273 | —General Growth Properties Inc | 250,060 | $7.5B | 69.86% | |
| 274 | —Bank of the Ozarks Inc | 198,710 | $7.5B | 69.85% | |
| 275 | AVBAvalonBay Communities Inc | 41,273 | $7.4B | 69.75% | |
| 276 | HLFHerbalife Ltd | 126,201 | $7.4B | 69.20% | |
| 277 | SPGSimon Property Group Inc | 34,031 | $7.4B | 69.15% | |
| 278 | LDOSLeidos Holdings Inc | 153,850 | $7.4B | 69.00% | |
| 279 | PRGOPerrigo Co Plc | 81,000 | $7.3B | 68.81% | Put |
| 280 | UALUnited Continental Holdings Inc | 178,000 | $7.3B | 68.44% | Put |
| 281 | —Spirit Realty Capital Inc | 570,982 | $7.3B | 68.30% | |
| 282 | —ROCKWELL COLLINS INC | 84,352 | $7.2B | 67.28% | |
| 283 | NOVEURNational Oilwell Varco Inc | 213,300 | $7.2B | 67.24% | Put |
| 284 | SWN1EURSouthwestern Energy Co | 567,979 | $7.1B | 66.95% | Put |
| 285 | HDSUSDHD Supply Holdings Inc | 205,176 | $7.1B | 66.93% | |
| 286 | EAElectronic Arts Inc | 94,001 | $7.1B | 66.71% | Put |
| 287 | GPKGraphic Packaging Holding Co | 567,716 | $7.1B | 66.69% | |
| 288 | EQTEQT Corp | 91,906 | $7.1B | 66.67% | |
| 289 | —DST Systems Inc | 61,068 | $7.1B | 66.61% | |
| 290 | SUXSYNNEX Corp | 74,649 | $7.1B | 66.31% | |
| 291 | WABWabtec Corp/DE | 99,126 | $7.0B | 65.22% | |
| 292 | HRBH&R Block Inc | 302,207 | $7.0B | 65.12% | Put |
| 293 | FMXFomento Economico Mexicano SAB de CV | 74,763 | $6.9B | 64.78% | |
| 294 | —Integrated Device Technology Inc | 342,152 | $6.9B | 64.53% | |
| 295 | —Harman International Industries Inc | 95,232 | $6.8B | 64.08% | |
| 296 | AEPAMERICAN ELECTRIC POWER CO INC | 97,527 | $6.8B | 64.03% | Put |
| 297 | HANHawaiian Holdings Inc | 179,916 | $6.8B | 63.99% | |
| 298 | MANHManhattan Associates Inc | 106,226 | $6.8B | 63.82% | |
| 299 | DFSEURDiscover Financial Services | 126,753 | $6.8B | 63.64% | Put |
| 300 | GAPGap Inc/The | 318,600 | $6.8B | 63.34% | Put |