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 |
|---|---|---|---|---|---|
| 301 | ALKSAlkermes Plc | 156,406 | $6.8B | 63.33% | |
| 302 | HOLXHologic Inc | 192,190 | $6.7B | 62.30% | |
| 303 | AMBAAmbarella Inc | 128,801 | $6.5B | 61.31% | Put |
| 304 | FQIDigital Realty Trust Inc | 59,700 | $6.5B | 60.96% | Put |
| 305 | URIUnited Rentals Inc | 96,700 | $6.5B | 60.78% | Put |
| 306 | AMTTD Ameritrade Holding Corp | 226,532 | $6.5B | 60.43% | |
| 307 | PEOExelon Corp | 177,000 | $6.4B | 60.29% | Put |
| 308 | BRK/BBerkshire Hathaway Inc | 44,400 | $6.4B | 60.22% | Put |
| 309 | EMBJEmbraer SA | 293,147 | $6.4B | 59.65% | |
| 310 | CMECME Group Inc/IL | 64,514 | $6.3B | 58.87% | |
| 311 | GPROGoPro Inc | 579,000 | $6.3B | 58.64% | Put |
| 312 | EWHiShares MSCI Hong Kong ETF | 319,155 | $6.2B | 58.54% | |
| 313 | TIFEURTiffany & Co | 102,900 | $6.2B | 58.46% | Put |
| 314 | FFIVF5 Networks Inc | 54,723 | $6.2B | 58.36% | |
| 315 | IPInternational Paper Co | 147,000 | $6.2B | 58.36% | Put |
| 316 | BLMNBloomin' Brands Inc | 347,963 | $6.2B | 58.25% | |
| 317 | CXCEMEX SAB DE CV | 1,005,700 | $6.2B | 58.13% | |
| 318 | BAXBaxter International Inc | 136,800 | $6.2B | 57.95% | Put |
| 319 | VYXNCR CORP | 221,249 | $6.1B | 57.56% | |
| 320 | RLRalph Lauren Corp | 68,500 | $6.1B | 57.51% | Put |
| 321 | ORCLOracle Corp | 149,589 | $6.1B | 57.36% | Put |
| 322 | CMCCommercial Metals Co | 357,726 | $6.0B | 56.64% | |
| 323 | KMXCarmax Inc | 122,700 | $6.0B | 56.36% | Put |
| 324 | VENVentas Inc | 82,100 | $6.0B | 56.00% | Put |
| 325 | KELKellogg Co | 73,045 | $6.0B | 55.88% | Put |
| 326 | BHCValeant Pharmaceuticals International Inc | 293,294 | $5.9B | 55.34% | Put |
| 327 | SOSouthern Co/The | 108,600 | $5.8B | 54.56% | Put |
| 328 | SCCOSouthern Copper Corp | 215,167 | $5.8B | 54.38% | |
| 329 | PNCPNC Financial Services Group Inc/The | 71,150 | $5.8B | 54.25% | |
| 330 | TRNTrinity Industries Inc | 311,393 | $5.8B | 54.18% | |
| 331 | TLVGrupo Televisa SAB | 221,629 | $5.8B | 54.06% | |
| 332 | —GNC HOLDINGS INC | 236,608 | $5.7B | 53.84% | |
| 333 | —Dean Foods Co | 317,077 | $5.7B | 53.74% | |
| 334 | PKNPerkinElmer Inc | 109,309 | $5.7B | 53.68% | |
| 335 | SESpectra Energy Corp | 155,700 | $5.7B | 53.43% | Put |
| 336 | XLIIndustrial Select Sector SPDR Fund | 101,157 | $5.7B | 53.03% | Call |
| 337 | EBAeBay Inc | 241,588 | $5.7B | 52.99% | |
| 338 | TQJSignature Bank/New York NY | 45,180 | $5.6B | 52.88% | |
| 339 | PKXPOSCO | 125,890 | $5.6B | 52.48% | |
| 340 | —Aetna Inc | 45,601 | $5.6B | 52.18% | Put |
| 341 | AU3EURAngloGold Ashanti Ltd | 308,037 | $5.6B | 52.12% | |
| 342 | WHRWhirlpool Corp | 33,000 | $5.5B | 51.53% | Put |
| 343 | CHRWCH Robinson Worldwide Inc | 74,047 | $5.5B | 51.51% | |
| 344 | ATDAllegheny Technologies Inc | 430,529 | $5.5B | 51.43% | Call |
| 345 | —Validus Holdings Ltd | 111,369 | $5.4B | 50.69% | |
| 346 | —Mobileye NV | 116,800 | $5.4B | 50.49% | Put |
| 347 | ELVAnthem Inc | 40,932 | $5.4B | 50.36% | |
| 348 | EWYiShares MSCI South Korea Capped ETF | 102,554 | $5.3B | 50.03% | |
| 349 | —Retail Properties of America Inc | 313,776 | $5.3B | 49.68% | |
| 350 | CXOEURConcho Resources Inc | 44,389 | $5.3B | 49.60% | Put |
| 351 | ISRGIntuitive Surgical Inc | 8,000 | $5.3B | 49.58% | Put |
| 352 | WELLWelltower Inc | 69,400 | $5.3B | 49.52% | Put |
| 353 | ELSEQUITY LIFESTYLE PROPERTIES INC | 65,096 | $5.2B | 48.82% | |
| 354 | ETREntergy Corp | 64,036 | $5.2B | 48.80% | |
| 355 | MDTMedtronic PLC | 59,400 | $5.2B | 48.29% | Put |
| 356 | HMCHonda Motor Co Ltd | 203,029 | $5.1B | 48.18% | |
| 357 | PZZAPapa John's International Inc | 75,530 | $5.1B | 48.12% | |
| 358 | —Yahoo! Inc | 136,700 | $5.1B | 48.10% | Put |
| 359 | BKUBankUnited Inc | 166,605 | $5.1B | 47.95% | |
| 360 | EWWiShares MSCI Mexico Capped ETF | 100,200 | $5.0B | 47.27% | |
| 361 | TTMCHFTata Motors Ltd | 144,279 | $5.0B | 46.86% | |
| 362 | —SENIOR HOUSING PROPERTIES TRUST | 239,886 | $5.0B | 46.81% | |
| 363 | HELEHelen of Troy Ltd | 48,235 | $5.0B | 46.47% | |
| 364 | S9QSpirit Aerosystems Holdings Inc | 115,221 | $5.0B | 46.42% | |
| 365 | VMWEURVMware Inc | 85,660 | $4.9B | 45.91% | |
| 366 | CCLCarnival Corp | 110,799 | $4.9B | 45.88% | |
| 367 | BACBank of America Corp | 366,500 | $4.9B | 45.56% | Put |
| 368 | —Whole Foods Market Inc | 150,900 | $4.8B | 45.27% | Put |
| 369 | S7VSally Beauty Holdings Inc | 160,850 | $4.7B | 44.32% | |
| 370 | GBXGreenbrier Cos Inc/The | 161,355 | $4.7B | 44.03% | |
| 371 | EWGiShares MSCI Germany ETF | 194,249 | $4.7B | 43.77% | |
| 372 | CVSCVS Health Corp | 48,638 | $4.7B | 43.63% | Call |
| 373 | DISHDISH Network Corp | 88,400 | $4.6B | 43.39% | Put |
| 374 | —L-3 COMMUNICATIONS HOLDINGS INC | 31,066 | $4.6B | 42.69% | |
| 375 | —Quintiles Transnational Holdings Inc | 69,700 | $4.6B | 42.65% | |
| 376 | BCSBarclays PLC | 596,732 | $4.5B | 42.49% | |
| 377 | EQIXEquinix Inc | 11,564 | $4.5B | 42.01% | Put |
| 378 | CAKECHEESECAKE FACTORY INC/THE | 93,107 | $4.5B | 41.99% | |
| 379 | WBSWebster Financial Corp | 131,600 | $4.5B | 41.86% | |
| 380 | EWAiShares MSCI Australia ETF | 227,582 | $4.4B | 41.46% | |
| 381 | JXC1j2 Global Inc | 69,950 | $4.4B | 41.40% | |
| 382 | DGDollar General Corp | 46,500 | $4.4B | 40.95% | Put |
| 383 | IYTiShares Transportation Average ETF | 32,264 | $4.3B | 40.55% | |
| 384 | CCOCameco Corp | 393,804 | $4.3B | 40.47% | |
| 385 | —Consol Energy Inc | 267,327 | $4.3B | 40.30% | Put |
| 386 | OISOil States International Inc | 130,615 | $4.3B | 40.24% | |
| 387 | —Finish Line Inc/The | 211,751 | $4.3B | 40.05% | |
| 388 | CHEChemed Corp | 31,008 | $4.2B | 39.60% | |
| 389 | ATVIEURActivision Blizzard Inc | 106,587 | $4.2B | 39.57% | Put |
| 390 | QEPQEP Resources Inc | 237,518 | $4.2B | 39.23% | |
| 391 | CDNSCadence Design Systems Inc | 172,304 | $4.2B | 39.23% | |
| 392 | AAXJiShares MSCI All Country Asia ex Japan ETF | 76,075 | $4.2B | 38.97% | |
| 393 | LPTUSDLiberty Property Trust | 103,884 | $4.1B | 38.65% | |
| 394 | ADSKAutodesk Inc | 75,500 | $4.1B | 38.30% | Put |
| 395 | CIMChimera Investment Corp | 258,324 | $4.1B | 38.00% | |
| 396 | CBTCabot Corp | 88,701 | $4.0B | 37.94% | |
| 397 | XHBSPDR S&P Homebuilders ETF | 120,000 | $4.0B | 37.71% | |
| 398 | FCXFreeport-McMoRan Inc | 360,400 | $4.0B | 37.61% | Put |
| 399 | PPCPilgrim's Pride Corp | 156,825 | $4.0B | 37.44% | |
| 400 | NOKNOKIA OYJ | 699,804 | $4.0B | 37.30% |