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 |
|---|---|---|---|---|---|
| 501 | RLJRLJ Lodging Trust | 112,855 | $2.4B | 22.68% | |
| 502 | MSMMSC Industrial Direct Co Inc | 34,000 | $2.4B | 22.47% | |
| 503 | WERNWerner Enterprises Inc | 104,000 | $2.4B | 22.38% | |
| 504 | GWWWW Grainger Inc | 10,500 | $2.4B | 22.35% | Put |
| 505 | NYTNew York Times Co/The | 196,623 | $2.4B | 22.29% | |
| 506 | —Coach Inc | 58,300 | $2.4B | 22.26% | Put |
| 507 | SYKStryker Corp | 19,800 | $2.4B | 22.23% | Put |
| 508 | —Cousins Properties Inc | 225,837 | $2.3B | 22.01% | |
| 509 | —Cantel Medical Corp | 33,800 | $2.3B | 21.76% | |
| 510 | ECLEcolab Inc | 19,500 | $2.3B | 21.67% | Put |
| 511 | MORNMorningstar Inc | 28,278 | $2.3B | 21.67% | |
| 512 | MAAMID-AMERICA APARTMENT COMMUNITIES INC | 21,728 | $2.3B | 21.66% | |
| 513 | HIGHartford Financial Services Group Inc/The | 51,970 | $2.3B | 21.60% | |
| 514 | SLCAUS Silica Holdings Inc | 66,800 | $2.3B | 21.58% | Put |
| 515 | FHIFEDERATED INVESTORS INC | 79,919 | $2.3B | 21.55% | |
| 516 | IVREURInvesco Mortgage Capital Inc | 167,892 | $2.3B | 21.53% | |
| 517 | —Akorn Inc | 80,027 | $2.3B | 21.36% | |
| 518 | IMAIMAX CORP | 77,180 | $2.3B | 21.31% | |
| 519 | —iShares MSCI Italy Capped ETF | 208,000 | $2.3B | 21.14% | |
| 520 | ISIIonis Pharmaceuticals Inc | 96,664 | $2.3B | 21.10% | Call |
| 521 | DISCAUSDDiscovery Communications Inc | 88,777 | $2.2B | 20.99% | |
| 522 | OXYOccidental Petroleum Corp | 29,500 | $2.2B | 20.88% | Put |
| 523 | RSRELIANCE STEEL & ALUMINUM CO | 28,899 | $2.2B | 20.82% | |
| 524 | SMSM Energy Co | 81,878 | $2.2B | 20.71% | Put |
| 525 | —Brocade Communications Systems Inc | 238,274 | $2.2B | 20.49% | |
| 526 | AWCAmerican Water Works Co Inc | 25,700 | $2.2B | 20.35% | Put |
| 527 | UPBDRent-A-Center Inc/TX | 176,791 | $2.2B | 20.34% | |
| 528 | COLMColumbia Sportswear Co | 37,100 | $2.1B | 20.00% | |
| 529 | ARCPEURVEREIT Inc | 209,513 | $2.1B | 19.90% | |
| 530 | BAHBOOZ ALLEN HAMILTON HOLDING CORP | 71,200 | $2.1B | 19.77% | |
| 531 | EWPiShares MSCI Spain Capped ETF | 83,855 | $2.1B | 19.63% | |
| 532 | FLT1EURFLEETCOR TECHNOLOGIES INC | 14,631 | $2.1B | 19.62% | |
| 533 | —CEB Inc | 33,793 | $2.1B | 19.52% | |
| 534 | HONHoneywell International Inc | 17,859 | $2.1B | 19.46% | |
| 535 | —Taser International Inc | 83,377 | $2.1B | 19.43% | |
| 536 | PIIPolaris Industries Inc | 25,200 | $2.1B | 19.31% | Put |
| 537 | MUSAMurphy USA Inc | 27,700 | $2.1B | 19.24% | |
| 538 | QRVOQorvo Inc | 36,459 | $2.0B | 18.88% | Call |
| 539 | K6BKBR Inc | 151,138 | $2.0B | 18.75% | |
| 540 | BF/BBROWN-FORMAN CORP | 20,000 | $2.0B | 18.69% | |
| 541 | PANWPalo Alto Networks Inc | 16,212 | $2.0B | 18.62% | Put |
| 542 | GMEGameStop Corp | 74,529 | $2.0B | 18.56% | |
| 543 | —NorthStar Asset Management Group Inc/New York | 193,640 | $2.0B | 18.52% | |
| 544 | UNHUnitedHealth Group Inc | 14,000 | $2.0B | 18.52% | Put |
| 545 | BBDBanco Bradesco SA | 252,346 | $2.0B | 18.47% | |
| 546 | RHPRyman Hospitality Properties Inc | 38,410 | $1.9B | 18.22% | |
| 547 | —Tessera Technologies Inc | 63,120 | $1.9B | 18.12% | |
| 548 | MTDRMatador Resources Co | 97,499 | $1.9B | 18.08% | |
| 549 | EWBCEast West Bancorp Inc | 56,100 | $1.9B | 17.96% | |
| 550 | CBCVR Energy Inc | 123,421 | $1.9B | 17.92% | |
| 551 | EVREvercore Partners Inc | 43,165 | $1.9B | 17.87% | |
| 552 | NDAQNasdaq Inc | 29,127 | $1.9B | 17.65% | |
| 553 | HIIHUNTINGTON INGALLS INDUSTRIES INC | 11,073 | $1.9B | 17.43% | |
| 554 | —Mallinckrodt PLC | 30,572 | $1.9B | 17.41% | Call |
| 555 | METMetLife Inc | 46,300 | $1.8B | 17.28% | Put |
| 556 | FOSLFossil Group Inc | 64,200 | $1.8B | 17.15% | Put |
| 557 | —CBS CORP | 33,600 | $1.8B | 17.13% | Put |
| 558 | —DOW CHEMICAL CO/THE | 36,634 | $1.8B | 17.06% | Put |
| 559 | DARDarling Ingredients Inc | 122,131 | $1.8B | 17.05% | |
| 560 | DYDycom Industries Inc | 20,249 | $1.8B | 17.02% | Put |
| 561 | EEMiShares MSCI Emerging Markets ETF | 52,822 | $1.8B | 17.00% | |
| 562 | EXPEagle Materials Inc | 23,017 | $1.8B | 16.64% | |
| 563 | ADTNEURADTRAN Inc | 94,500 | $1.8B | 16.51% | |
| 564 | CITUSDCIT Group Inc | 54,700 | $1.7B | 16.36% | Put |
| 565 | LPI1EURLaredo Petroleum Inc | 165,920 | $1.7B | 16.29% | |
| 566 | MTNVail Resorts Inc | 12,400 | $1.7B | 16.06% | |
| 567 | —RR Donnelley & Sons Co | 101,262 | $1.7B | 16.05% | |
| 568 | MTSIMACOM Technology Solutions Holdings Inc | 51,900 | $1.7B | 16.04% | |
| 569 | —Outerwall Inc | 40,569 | $1.7B | 15.96% | Call |
| 570 | FDSFactset Research Systems Inc | 10,549 | $1.7B | 15.95% | |
| 571 | TWOTwo Harbors Investment Corp | 198,037 | $1.7B | 15.88% | |
| 572 | 4DHDana Holding Corp | 159,489 | $1.7B | 15.78% | |
| 573 | FEYECHFFireEye Inc | 102,100 | $1.7B | 15.76% | Put |
| 574 | PCARPACCAR Inc | 32,200 | $1.7B | 15.65% | Put |
| 575 | TAPMOLSON COORS BREWING CO | 16,500 | $1.7B | 15.64% | Put |
| 576 | FIVEFive Below Inc | 35,700 | $1.7B | 15.51% | Put |
| 577 | RITMNew Residential Investment Corp | 118,659 | $1.6B | 15.38% | |
| 578 | ERIEErie Indemnity Co | 16,500 | $1.6B | 15.35% | |
| 579 | —PrivateBancorp Inc | 37,178 | $1.6B | 15.34% | |
| 580 | EMNEASTMAN CHEMICAL CO | 24,100 | $1.6B | 15.33% | Put |
| 581 | DONSPDR Dow Jones Industrial Average ETF Trust | 9,098 | $1.6B | 15.27% | Put |
| 582 | MIC2EURMacquarie Infrastructure Corp | 22,002 | $1.6B | 15.26% | |
| 583 | BBBlackberry Ltd | 241,875 | $1.6B | 15.20% | |
| 584 | MCHPMicrochip Technology Inc | 31,652 | $1.6B | 15.05% | Put |
| 585 | ALXNAlexion Pharmaceuticals Inc | 13,755 | $1.6B | 15.05% | |
| 586 | ABMDEURAbiomed Inc | 14,654 | $1.6B | 15.01% | |
| 587 | —Intrexon Corp | 64,927 | $1.6B | 14.97% | |
| 588 | RPMRpm International Inc | 31,800 | $1.6B | 14.88% | |
| 589 | KALUKaiser Aluminum Corp | 17,400 | $1.6B | 14.74% | |
| 590 | VMIVALMONT INDUSTRIES INC | 11,416 | $1.5B | 14.46% | |
| 591 | CUBECubeSmart | 49,920 | $1.5B | 14.45% | |
| 592 | G3VGreen Plains Inc | 78,110 | $1.5B | 14.43% | |
| 593 | RYRoyal Bank of Canada | 25,900 | $1.5B | 14.33% | Put |
| 594 | CRSCARPENTER TECHNOLOGY CORP | 46,200 | $1.5B | 14.25% | |
| 595 | MKTXMarketAxess Holdings Inc | 10,447 | $1.5B | 14.23% | |
| 596 | —DDR Corp | 83,401 | $1.5B | 14.17% | |
| 597 | CHHCHOICE HOTELS INTERNATIONAL INC | 31,700 | $1.5B | 14.15% | |
| 598 | RRyder System Inc | 24,441 | $1.5B | 14.00% | |
| 599 | AMTAmerican Tower Corp | 13,100 | $1.5B | 13.94% | Put |
| 600 | VLRSControladora Vuela Cia de Aviacion SAB de CV | 78,950 | $1.5B | 13.83% |