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 |
|---|---|---|---|---|---|
| 601 | MOHMolina Healthcare Inc | 29,469 | $1.5B | 13.78% | |
| 602 | RGAREINSURANCE GROUP OF AMERICA INC | 14,843 | $1.4B | 13.49% | |
| 603 | OASEUROasis Petroleum Inc | 153,440 | $1.4B | 13.42% | |
| 604 | AZZAZZ Inc | 23,800 | $1.4B | 13.38% | |
| 605 | HUNHuntsman Corp | 106,100 | $1.4B | 13.37% | Put |
| 606 | EPAMEPAM Systems Inc | 22,135 | $1.4B | 13.34% | |
| 607 | ILMNIllumina Inc | 10,113 | $1.4B | 13.30% | Call |
| 608 | KLACKLA-Tencor Corp | 19,376 | $1.4B | 13.29% | Put |
| 609 | ATNIATN International Inc | 18,200 | $1.4B | 13.27% | |
| 610 | —Memorial Resource Development Corp | 87,986 | $1.4B | 13.09% | |
| 611 | IDAIDACORP Inc | 17,100 | $1.4B | 13.03% | |
| 612 | IPHIINPHI CORP | 43,000 | $1.4B | 12.90% | |
| 613 | 8CWCrown Castle International Corp | 13,568 | $1.4B | 12.89% | Put |
| 614 | —Mead Johnson Nutrition Co | 15,115 | $1.4B | 12.85% | |
| 615 | FSLRFirst Solar Inc | 28,140 | $1.4B | 12.78% | |
| 616 | POOLPool Corp | 14,503 | $1.4B | 12.78% | |
| 617 | SBSWSibanye Gold Ltd | 99,974 | $1.4B | 12.76% | |
| 618 | BTUSDBT Group PLC | 48,800 | $1.4B | 12.73% | |
| 619 | VFCVF Corp | 22,000 | $1.4B | 12.68% | Put |
| 620 | —Empire District Electric Co/The | 39,793 | $1.4B | 12.67% | |
| 621 | BBYBest Buy Co Inc | 44,058 | $1.3B | 12.63% | Put |
| 622 | —WPX Energy Inc | 142,643 | $1.3B | 12.44% | |
| 623 | CBOECBOE Holdings Inc | 19,800 | $1.3B | 12.36% | Put |
| 624 | —SEMGROUP CORP | 39,822 | $1.3B | 12.15% | |
| 625 | ONON Semiconductor Corp | 146,986 | $1.3B | 12.14% | |
| 626 | VGKVanguard FTSE Europe ETF | 27,588 | $1.3B | 12.06% | |
| 627 | WTHWORTHINGTON INDUSTRIES INC | 30,400 | $1.3B | 12.05% | |
| 628 | CTRACabot Oil & Gas Corp | 49,700 | $1.3B | 11.98% | Put |
| 629 | MNROMonro Muffler Brake Inc | 20,100 | $1.3B | 11.97% | |
| 630 | ROLRollins Inc | 43,600 | $1.3B | 11.95% | |
| 631 | —Education Realty Trust Inc | 27,600 | $1.3B | 11.93% | |
| 632 | AERAerCap Holdings NV | 37,800 | $1.3B | 11.90% | Put |
| 633 | IYZiShares US Telecommunications ETF | 38,112 | $1.3B | 11.89% | |
| 634 | FICOFair Isaac Corp | 11,200 | $1.3B | 11.86% | |
| 635 | AGIOAgios Pharmaceuticals Inc | 29,847 | $1.3B | 11.71% | |
| 636 | —Mylan NV | 28,800 | $1.2B | 11.66% | Call |
| 637 | —HCP Inc | 35,200 | $1.2B | 11.66% | Put |
| 638 | —SolarCity Corp | 52,000 | $1.2B | 11.65% | Put |
| 639 | HSYHershey Co/The | 10,865 | $1.2B | 11.55% | |
| 640 | PLCEChildren's Place Inc/The | 15,300 | $1.2B | 11.49% | Put |
| 641 | HLTHilton Worldwide Holdings Inc | 54,400 | $1.2B | 11.49% | Put |
| 642 | NATNordic American Tankers Ltd | 88,282 | $1.2B | 11.49% | |
| 643 | —Convergys Corp | 48,700 | $1.2B | 11.41% | |
| 644 | FUODolby Laboratories Inc | 25,455 | $1.2B | 11.41% | |
| 645 | SKYWSkywest Inc | 45,715 | $1.2B | 11.34% | |
| 646 | BWABorgWarner Inc | 40,940 | $1.2B | 11.32% | Put |
| 647 | NSCNorfolk Southern Corp | 14,100 | $1.2B | 11.24% | Put |
| 648 | SCHN1EURSchnitzer Steel Industries Inc | 68,100 | $1.2B | 11.23% | |
| 649 | MLB1MercadoLibre Inc | 8,466 | $1.2B | 11.16% | Call |
| 650 | GISGeneral Mills Inc | 16,700 | $1.2B | 11.16% | Call |
| 651 | PC6APetroChina Co Ltd | 17,330 | $1.2B | 11.03% | |
| 652 | RESRpc Inc | 75,400 | $1.2B | 10.97% | |
| 653 | COKECoca-Cola Bottling Co Consolidated | 7,900 | $1.2B | 10.91% | |
| 654 | IDIInterDigital Inc/PA | 20,845 | $1.2B | 10.88% | |
| 655 | —Cabela's Inc | 23,071 | $1.2B | 10.82% | |
| 656 | —FelCor Lodging Trust Inc | 184,873 | $1.2B | 10.79% | |
| 657 | DDD3D Systems Corp | 83,600 | $1.1B | 10.73% | Put |
| 658 | WAFDWashington Federal Inc | 46,900 | $1.1B | 10.66% | |
| 659 | COHREURCoherent Inc | 12,294 | $1.1B | 10.57% | |
| 660 | —Parkway Properties Inc/Md | 67,219 | $1.1B | 10.54% | |
| 661 | ROPRoper Technologies Inc | 6,570 | $1.1B | 10.50% | |
| 662 | CDPCorporate Office Properties Trust | 37,900 | $1.1B | 10.50% | |
| 663 | AKAMAkamai Technologies Inc | 19,900 | $1.1B | 10.43% | Put |
| 664 | NVONovo Nordisk A/S | 20,607 | $1.1B | 10.38% | |
| 665 | APOGApogee Enterprises Inc | 23,800 | $1.1B | 10.33% | |
| 666 | VRTXVertex Pharmaceuticals Inc | 12,799 | $1.1B | 10.31% | |
| 667 | NWBINorthwest Bancshares Inc | 74,092 | $1.1B | 10.30% | |
| 668 | THOThor Industries Inc | 16,700 | $1.1B | 10.13% | |
| 669 | UFSDomtar Corp | 30,382 | $1.1B | 9.97% | |
| 670 | AOSAO SMITH CORP | 12,051 | $1.1B | 9.95% | |
| 671 | DVADaVita HealthCare Partners Inc | 13,700 | $1.1B | 9.92% | Put |
| 672 | —Agrium Inc | 11,700 | $1.1B | 9.91% | Put |
| 673 | —Polycom Inc | 93,993 | $1.1B | 9.90% | |
| 674 | MPWRMonolithic Power Systems Inc | 15,400 | $1.1B | 9.86% | |
| 675 | LIILennox International Inc | 7,341 | $1.0B | 9.81% | |
| 676 | LEALear Corp | 10,168 | $1.0B | 9.70% | |
| 677 | CHTRCharter Communications Inc | 4,400 | $1.0B | 9.42% | Put |
| 678 | EFXEquifax Inc | 7,751 | $995.0M | 9.32% | |
| 679 | HBC2HSBC Holdings PLC | 31,723 | $993.0M | 9.30% | |
| 680 | OLEDUniversal Display Corp | 14,600 | $990.0M | 9.27% | Put |
| 681 | CFRCullen/Frost Bankers Inc | 15,500 | $988.0M | 9.26% | Put |
| 682 | POSTPost Holdings Inc | 11,833 | $978.0M | 9.16% | |
| 683 | EXRExtra Space Storage Inc | 10,552 | $976.0M | 9.14% | |
| 684 | FNVFRANCO-NEVADA CORP | 12,800 | $974.0M | 9.12% | Put |
| 685 | —Wilshire Bancorp Inc | 93,292 | $972.0M | 9.11% | |
| 686 | GTGoodyear Tire & Rubber Co/The | 37,797 | $970.0M | 9.09% | Call |
| 687 | MCKMcKesson Corp | 5,200 | $970.0M | 9.09% | Put |
| 688 | —Diamond Resorts International Inc | 32,344 | $969.0M | 9.08% | |
| 689 | NTRSNorthern Trust Corp | 14,600 | $967.0M | 9.06% | |
| 690 | TTEKTetra Tech Inc | 31,300 | $962.0M | 9.01% | |
| 691 | MEIMethode Electronics Inc | 27,900 | $955.0M | 8.95% | |
| 692 | LADLithia Motors Inc | 13,281 | $944.0M | 8.84% | |
| 693 | PRLBProto Labs Inc | 16,391 | $943.0M | 8.83% | |
| 694 | LYVLive Nation Entertainment Inc | 40,107 | $943.0M | 8.83% | |
| 695 | BFAMBright Horizons Family Solutions Inc | 14,200 | $942.0M | 8.83% | |
| 696 | IYMiShares U.S. Basic Materials ETF | 12,188 | $926.0M | 8.68% | |
| 697 | IJRiShares Core S&P Small-Cap ETF | 7,900 | $918.0M | 8.60% | |
| 698 | CRCCanadian Natural Resources Ltd | 29,642 | $914.0M | 8.56% | Put |
| 699 | DXJWisdomTree Japan Hedged Equity Fund | 23,341 | $905.0M | 8.48% | |
| 700 | AVYAvery Dennison Corp | 12,061 | $902.0M | 8.45% |