CAPITAL FUND MANAGEMENT S.A. Q2 2017 Filing

Filed August 10, 2017

Portfolio Value

$12.4B

Holdings

924

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (924 positions)

#StockSharesValue% PortfolioType
101
HCP Inc
1,075,085$34.4B277.02%
102
DKSDick's Sporting Goods Inc
861,144$34.3B276.54%Put
103
PVHPVH Corp
297,369$34.0B274.51%
104
WBAWalgreens Boots Alliance Inc
434,534$34.0B274.34%
105
RCLRoyal Caribbean Cruises Ltd
308,505$33.7B271.68%Put
106
3M4Masimo Corp
360,189$32.8B264.78%
107
FLT1EURFLEETCOR TECHNOLOGIES INC
226,627$32.7B263.49%
108
ZIONZions Bancorporation
734,409$32.2B260.00%Put
109
PCGPG&E CORP
482,696$32.0B258.29%
110
DPZDomino's Pizza Inc
146,746$31.0B250.26%Put
111
MOMOUSDMomo Inc
839,762$31.0B250.23%Put
112
BURLBurlington Stores Inc
324,193$29.8B240.44%
113
CAGConagra Brands Inc
817,386$29.2B235.66%
114
PANWPalo Alto Networks Inc
218,276$29.2B235.48%Put
115
ATVIEURActivision Blizzard Inc
507,200$29.2B235.42%Put
116
CELGCelgene Corp
224,780$29.2B235.35%Put
117
Aetna Inc
188,800$28.7B231.11%Put
118
Shire PLC
170,008$28.1B226.53%
119
XLUUtilities Select Sector SPDR Fund
539,885$28.1B226.17%Put
120
STMSTMicroelectronics NV
1,889,253$27.2B219.03%Put
121
KOCoca-Cola Co/The
603,400$27.1B218.18%Put
122
DONSPDR Dow Jones Industrial Average ETF Trust
125,000$26.7B214.90%Put
123
FFIVF5 Networks Inc
208,950$26.5B214.05%
124
KSSKohl's Corp
671,866$26.0B209.47%Call
125
CCChemours Co/The
678,555$25.7B207.45%Put
126
ABBVAbbVie Inc
349,200$25.3B204.15%Put
127
L3 Technologies Inc
149,388$25.0B201.23%Put
128
YUMYum! Brands Inc
337,539$24.9B200.73%Put
129
STXSeagate Technology PLC
629,209$24.4B196.57%Put
130
SYFSynchrony Financial
803,438$24.0B193.16%Call
131
TRGPTarga Resources Corp
512,877$23.2B186.91%Put
132
LRCXEURLam Research Corp
161,800$22.9B184.49%Put
133
CDKCDK Global Inc
367,927$22.8B184.09%
134
NKENIKE Inc
384,000$22.7B182.66%Put
135
QCOMQualcomm Inc
406,500$22.4B180.97%Put
136
ADSKAutodesk Inc
219,100$22.1B178.10%Put
137
URIUnited Rentals Inc
195,150$22.0B177.33%Put
138
9990302DApache Corp
455,300$21.8B175.94%Put
139
MLB1MercadoLibre Inc
86,511$21.7B174.98%Put
140
YELPYelp Inc
714,639$21.5B172.96%
141
SBUXStarbucks Corp
364,700$21.3B171.45%Put
142
WMWaste Management Inc
289,726$21.3B171.34%Put
143
LUVSouthwest Airlines Co
334,457$20.8B167.56%Put
144
MRVLMarvell Technology Group Ltd
1,230,802$20.3B163.93%
145
VOYAVoya Financial Inc
539,014$19.9B160.31%
146
STZConstellation Brands Inc
101,399$19.6B158.38%
147
Buffalo Wild Wings Inc
153,781$19.5B157.09%Put
148
AIGAmerican International Group Inc
311,358$19.5B156.94%Put
149
CMAComerica Inc
263,860$19.3B155.81%Put
150
FTNTFortinet Inc
515,538$19.3B155.62%
151
Pinnacle Foods Inc
323,045$19.2B154.71%
152
BRXBrixmor Property Group Inc
1,063,434$19.0B153.30%
153
RHT1EURRed Hat Inc
196,430$18.8B151.64%Put
154
XLIIndustrial Select Sector SPDR Fund
272,400$18.6B149.58%Put
155
Parsley Energy Inc
665,518$18.5B148.89%
156
Energen Corp
374,047$18.5B148.89%
157
PWRQuanta Services Inc
559,760$18.4B148.56%
158
YYEURYY Inc
316,206$18.3B147.93%
159
Stamps.com Inc
118,468$18.3B147.93%
160
LVLNSPDR S&P Regional Banking ETF
333,800$18.3B147.88%Put
161
FANGDiamondback Energy Inc
204,714$18.2B146.58%
162
EWEdwards Lifesciences Corp
153,580$18.2B146.40%Put
163
EFAiShares MSCI EAFE ETF
274,400$17.9B144.24%Put
164
XECEURCimarex Energy Co
189,659$17.8B143.74%Put
165
CLColgate-Palmolive Co
238,003$17.6B142.24%
166
CMICummins Inc
106,994$17.4B139.93%Put
167
FASTFastenal Co
397,924$17.3B139.65%Put
168
GISGeneral Mills Inc
304,995$16.9B136.23%Put
169
FDO.FMacy's Inc
713,100$16.6B133.62%Put
170
NSCNorfolk Southern Corp
135,858$16.5B133.30%Put
171
RITMNew Residential Investment Corp
1,051,821$16.4B131.95%
172
BDXBecton Dickinson and Co
83,666$16.3B131.61%Put
173
UTXZUnited Technologies Corp
133,445$16.3B131.37%Put
174
PLCEChildren's Place Inc/The
159,366$16.3B131.19%Call
175
CHKPCheck Point Software Technologies Ltd
147,800$16.1B129.98%Put
176
ALSNAllison Transmission Holdings Inc
427,925$16.1B129.41%
177
BWXTBWX Technologies Inc
320,927$15.6B126.13%
178
MSCIMSCI Inc
150,481$15.5B124.95%
179
BAXBaxter International Inc
254,852$15.4B124.38%Put
180
PNCPNC Financial Services Group Inc/The
122,873$15.3B123.70%Put
181
EAElectronic Arts Inc
145,129$15.3B123.69%Put
182
CDWCDW Corp/DE
245,178$15.3B123.60%
183
Sina Corp/China
179,639$15.3B123.06%Put
184
SPGSimon Property Group Inc
92,868$15.0B121.10%Put
185
VYXNCR CORP
366,005$14.9B120.52%
186
Panera Bread Co
47,380$14.9B120.19%Put
187
LULULululemon Athletica Inc
248,398$14.8B119.50%
188
ABTAbbott Laboratories
303,400$14.7B118.91%Put
189
SNPSSynopsys Inc
199,730$14.6B117.44%
190
LOGMEURLogMeIn Inc
139,200$14.5B117.27%
191
TELTE Connectivity Ltd
184,860$14.5B117.27%Put
192
CMCSAComcast Corp
371,982$14.5B116.72%Put
193
Trinseo SA
204,156$14.0B113.08%
194
IYRiShares U.S. Real Estate ETF
174,600$13.9B112.29%Put
195
NUENucor Corp
240,600$13.9B112.26%Put
196
MIC2EURMacquarie Infrastructure Corp
176,645$13.8B111.65%
197
AMGNAmgen Inc
80,094$13.8B111.22%Put
198
XLYConsumer Discretionary Select Sector SPDR Fund
151,884$13.6B109.75%Put
199
Vantiv Inc
212,740$13.5B108.64%
200
OXYOccidental Petroleum Corp
223,700$13.4B107.98%Put
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