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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | CVECenovus Energy Inc | 933,736 | $6.9B | 55.48% | |
| 302 | VWOVanguard FTSE Emerging Markets ETF | 167,038 | $6.8B | 54.98% | |
| 303 | AALAmerican Airlines Group Inc | 134,392 | $6.8B | 54.53% | Put |
| 304 | CTRPUSDCtrip.com International Ltd | 125,500 | $6.8B | 54.49% | Put |
| 305 | —Radius Health Inc | 148,809 | $6.7B | 54.27% | |
| 306 | IACIEURIAC/InterActiveCorp | 65,205 | $6.7B | 54.27% | Put |
| 307 | JECUSDJacobs Engineering Group Inc | 122,371 | $6.7B | 53.66% | |
| 308 | LBEURL Brands Inc | 121,700 | $6.6B | 52.87% | Put |
| 309 | ORCLOracle Corp | 130,700 | $6.6B | 52.83% | Put |
| 310 | LPLALPL Financial Holdings Inc | 154,100 | $6.5B | 52.75% | |
| 311 | —VWR Corp | 198,028 | $6.5B | 52.70% | |
| 312 | —American Outdoor Brands Corp | 293,041 | $6.5B | 52.36% | |
| 313 | —DuPont Fabros Technology Inc | 104,680 | $6.4B | 51.61% | |
| 314 | CLVSEURClovis Oncology Inc | 68,158 | $6.4B | 51.45% | Put |
| 315 | COHREURCoherent Inc | 28,280 | $6.4B | 51.29% | Put |
| 316 | ALSALLSTATE CORP/THE | 71,935 | $6.4B | 51.29% | Put |
| 317 | MGMMGM Resorts International | 202,193 | $6.3B | 51.01% | |
| 318 | NEENextEra Energy Inc | 45,000 | $6.3B | 50.84% | Put |
| 319 | CRCCanadian Natural Resources Ltd | 218,625 | $6.3B | 50.83% | |
| 320 | ABMDEURAbiomed Inc | 43,307 | $6.2B | 50.03% | |
| 321 | QRVOQorvo Inc | 96,800 | $6.1B | 49.42% | Put |
| 322 | HIIHUNTINGTON INGALLS INDUSTRIES INC | 32,776 | $6.1B | 49.20% | |
| 323 | GDXJVanEck Vectors Junior Gold Miners ETF | 182,613 | $6.1B | 49.15% | Put |
| 324 | CLRUSDContinental Resources Inc/OK | 187,034 | $6.0B | 48.75% | Put |
| 325 | FQIDigital Realty Trust Inc | 53,400 | $6.0B | 48.63% | Put |
| 326 | —Kate Spade & Co | 326,090 | $6.0B | 48.61% | |
| 327 | CXOEURConcho Resources Inc | 49,138 | $6.0B | 48.15% | |
| 328 | —WGL Holdings Inc | 69,562 | $5.8B | 46.79% | |
| 329 | MNSTMonster Beverage Corp | 116,274 | $5.8B | 46.57% | |
| 330 | HDSUSDHD Supply Holdings Inc | 188,493 | $5.8B | 46.55% | |
| 331 | WBWeibo Corp | 86,789 | $5.8B | 46.50% | Put |
| 332 | XRAYDENTSPLY SIRONA Inc | 88,170 | $5.7B | 46.09% | |
| 333 | ILMNIllumina Inc | 32,837 | $5.7B | 45.94% | |
| 334 | TTWOTake-Two Interactive Software Inc | 77,361 | $5.7B | 45.77% | Put |
| 335 | MARMarriott International Inc/MD | 56,500 | $5.7B | 45.69% | Put |
| 336 | EMEEMCOR Group Inc | 86,400 | $5.6B | 45.54% | |
| 337 | VRTXVertex Pharmaceuticals Inc | 43,766 | $5.6B | 45.47% | |
| 338 | FT2First Horizon National Corp | 322,106 | $5.6B | 45.24% | |
| 339 | WIXWix.com Ltd | 80,276 | $5.6B | 45.04% | |
| 340 | PACWUSDPacWest Bancorp | 119,115 | $5.6B | 44.85% | |
| 341 | JWNUSDNordstrom Inc | 116,100 | $5.6B | 44.77% | Put |
| 342 | FLIRFLIR Systems Inc | 159,699 | $5.5B | 44.62% | |
| 343 | —CPFL Energia SA | 345,895 | $5.5B | 44.48% | |
| 344 | IWNiShares Russell 2000 Value ETF | 46,400 | $5.5B | 44.47% | |
| 345 | —Cliffs Natural Resources Inc | 794,987 | $5.5B | 44.36% | Put |
| 346 | MSIMotorola Solutions Inc | 62,924 | $5.5B | 44.00% | Put |
| 347 | —Imperva Inc | 113,951 | $5.5B | 43.96% | |
| 348 | —General Communication Inc | 147,910 | $5.4B | 43.69% | |
| 349 | EWYiShares MSCI South Korea Capped ETF | 79,810 | $5.4B | 43.63% | |
| 350 | EWZiShares MSCI Brazil Capped ETF | 158,300 | $5.4B | 43.57% | Put |
| 351 | ROKRockwell Automation Inc | 32,860 | $5.3B | 42.90% | Put |
| 352 | DFSEURDiscover Financial Services | 85,470 | $5.3B | 42.85% | Put |
| 353 | TMOThermo Fisher Scientific Inc | 30,381 | $5.3B | 42.74% | Call |
| 354 | MAMastercard Inc | 43,200 | $5.2B | 42.30% | Put |
| 355 | NVROEURNevro Corp | 70,453 | $5.2B | 42.28% | |
| 356 | CGNXCognex Corp | 61,693 | $5.2B | 42.23% | Put |
| 357 | BCRUSDCR Bard Inc | 16,491 | $5.2B | 42.03% | |
| 358 | DNKNDunkin' Brands Group Inc | 94,334 | $5.2B | 41.92% | Put |
| 359 | RICEEURRice Energy Inc | 194,538 | $5.2B | 41.77% | |
| 360 | APDAir Products & Chemicals Inc | 36,097 | $5.2B | 41.63% | |
| 361 | MCHPMicrochip Technology Inc | 66,800 | $5.2B | 41.57% | Put |
| 362 | FICOFair Isaac Corp | 36,754 | $5.1B | 41.31% | |
| 363 | MDTMedtronic PLC | 57,421 | $5.1B | 41.09% | Put |
| 364 | CRUSCirrus Logic Inc | 81,012 | $5.1B | 40.96% | |
| 365 | TMKTorchmark Corp | 65,582 | $5.0B | 40.45% | |
| 366 | ITWILLINOIS TOOL WORKS INC | 35,000 | $5.0B | 40.42% | Put |
| 367 | BPOPPopular Inc | 119,766 | $5.0B | 40.27% | |
| 368 | PEPPepsiCo Inc | 43,238 | $5.0B | 40.26% | Put |
| 369 | —Finisar Corp | 191,861 | $5.0B | 40.19% | |
| 370 | HBANHuntington Bancshares Inc/OH | 366,971 | $5.0B | 40.00% | |
| 371 | —Encana Corp | 563,668 | $5.0B | 39.99% | |
| 372 | ALGTAllegiant Travel Co | 36,344 | $4.9B | 39.73% | |
| 373 | PLAYDave & Buster's Entertainment Inc | 73,508 | $4.9B | 39.42% | |
| 374 | LCIILCI Industries | 47,610 | $4.9B | 39.30% | |
| 375 | —DSW Inc | 274,560 | $4.9B | 39.18% | |
| 376 | CVSCVS Health Corp | 60,343 | $4.9B | 39.14% | Put |
| 377 | —Kite Pharma Inc | 46,474 | $4.8B | 38.84% | Put |
| 378 | ETNEaton Corp PLC | 61,400 | $4.8B | 38.53% | Put |
| 379 | TWTRUSDTwitter Inc | 266,716 | $4.8B | 38.42% | Put |
| 380 | IYFiShares US Financials ETF | 44,167 | $4.7B | 38.29% | |
| 381 | AEISAdvanced Energy Industries Inc | 72,856 | $4.7B | 38.00% | Call |
| 382 | AWNAdvance Auto Parts Inc | 40,400 | $4.7B | 37.97% | Put |
| 383 | GDDYGoDaddy Inc | 111,022 | $4.7B | 37.97% | |
| 384 | —CBS CORP | 73,500 | $4.7B | 37.80% | Put |
| 385 | EGRXEagle Pharmaceuticals Inc/DE | 59,246 | $4.7B | 37.68% | |
| 386 | WNCWabash National Corp | 212,287 | $4.7B | 37.62% | |
| 387 | NRANRG Energy Inc | 270,689 | $4.7B | 37.58% | |
| 388 | HOLXHologic Inc | 102,165 | $4.6B | 37.38% | |
| 389 | —Spectranetics Corp/The | 120,285 | $4.6B | 37.24% | |
| 390 | IJHiShares Core S&P Mid-Cap ETF | 26,500 | $4.6B | 37.17% | |
| 391 | —NeuStar Inc | 138,225 | $4.6B | 37.17% | |
| 392 | —Changyou.com Ltd | 117,453 | $4.6B | 36.70% | |
| 393 | BDNBrandywine Realty Trust | 255,094 | $4.5B | 36.05% | |
| 394 | TTCToro Co/The | 64,223 | $4.5B | 35.88% | |
| 395 | EDUNew Oriental Education & Technology Group Inc | 63,050 | $4.4B | 35.83% | Put |
| 396 | ISIIonis Pharmaceuticals Inc | 87,120 | $4.4B | 35.73% | |
| 397 | MSMMSC Industrial Direct Co Inc | 51,536 | $4.4B | 35.72% | |
| 398 | MANHManhattan Associates Inc | 91,825 | $4.4B | 35.58% | |
| 399 | DRIDarden Restaurants Inc | 48,552 | $4.4B | 35.39% | Put |
| 400 | EX9Exelixis Inc | 177,180 | $4.4B | 35.18% |