CAPITAL FUND MANAGEMENT S.A. Q3 2016 Filing
Filed October 31, 2016
Portfolio Value
$10.9B
Holdings
984
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (984 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | LDOSLeidos Holdings Inc | 622,802 | $27.0B | 247.47% | |
| 102 | PSAPublic Storage | 120,249 | $26.8B | 246.35% | Put |
| 103 | AEMAgnico Eagle Mines Ltd | 494,937 | $26.8B | 246.20% | Put |
| 104 | —Dr Pepper Snapple Group Inc | 292,417 | $26.7B | 245.14% | |
| 105 | ITUBItau Unibanco Holding SA | 2,428,717 | $26.6B | 243.94% | |
| 106 | DISWalt Disney Co/The | 283,023 | $26.3B | 241.29% | Put |
| 107 | SIXEURSix Flags Entertainment Corp | 468,562 | $25.1B | 230.63% | |
| 108 | URIUnited Rentals Inc | 313,206 | $24.6B | 225.70% | Put |
| 109 | MRO*Marathon Oil Corp | 1,543,368 | $24.4B | 224.02% | Put |
| 110 | NOCNorthrop Grumman Corp | 113,600 | $24.3B | 223.14% | Put |
| 111 | ORCLOracle Corp | 601,052 | $23.6B | 216.75% | Put |
| 112 | AYIAcuity Brands Inc | 88,459 | $23.4B | 214.89% | |
| 113 | NVDANvidia Corp | 337,953 | $23.2B | 212.60% | Put |
| 114 | FDO.FMacy's Inc | 622,000 | $23.0B | 211.57% | Put |
| 115 | —Yahoo! Inc | 532,600 | $23.0B | 210.75% | Put |
| 116 | INTCIntel Corp | 607,256 | $22.9B | 210.46% | Put |
| 117 | LNGCheniere Energy Inc | 520,800 | $22.7B | 208.46% | Put |
| 118 | RHT1EURRed Hat Inc | 280,506 | $22.7B | 208.16% | Put |
| 119 | MASMasco Corp | 647,591 | $22.2B | 203.99% | |
| 120 | LBEURL Brands Inc | 311,800 | $22.1B | 202.59% | Put |
| 121 | LYBLyondellBasell Industries NV | 269,520 | $21.7B | 199.58% | Put |
| 122 | BACVerizon Communications Inc | 411,936 | $21.4B | 196.59% | Put |
| 123 | BACBank of America Corp | 1,357,758 | $21.2B | 195.09% | Put |
| 124 | MNSTMonster Beverage Corp | 143,420 | $21.1B | 193.30% | |
| 125 | WFCWells Fargo & Co | 475,404 | $21.1B | 193.26% | Put |
| 126 | 9990302DApache Corp | 329,525 | $21.0B | 193.24% | Put |
| 127 | BKBANK OF NEW YORK MELLON CORP/THE | 522,267 | $20.8B | 191.22% | |
| 128 | LNCLincoln National Corp | 442,696 | $20.8B | 190.94% | Put |
| 129 | IBBiShares Nasdaq Biotechnology ETF | 71,800 | $20.8B | 190.82% | Put |
| 130 | LULULululemon Athletica Inc | 338,449 | $20.6B | 189.48% | Put |
| 131 | —Goldcorp Inc | 1,236,766 | $20.4B | 187.59% | Put |
| 132 | IWMiShares Russell 2000 ETF | 163,362 | $20.3B | 186.29% | Put |
| 133 | KMBKimberly-Clark Corp | 160,256 | $20.2B | 185.59% | Put |
| 134 | POT1EURPotash Corp of Saskatchewan Inc | 1,234,613 | $20.1B | 184.99% | Put |
| 135 | —Mead Johnson Nutrition Co | 254,502 | $20.1B | 184.61% | |
| 136 | STZConstellation Brands Inc | 120,358 | $20.0B | 183.97% | |
| 137 | NBRNabors Industries Ltd | 1,646,235 | $20.0B | 183.78% | |
| 138 | STLDSteel Dynamics Inc | 796,962 | $19.9B | 182.85% | Call |
| 139 | VFCVF Corp | 349,686 | $19.6B | 179.95% | Put |
| 140 | —Superior Energy Services Inc | 1,044,193 | $18.7B | 171.60% | |
| 141 | CRICarter's Inc | 215,484 | $18.7B | 171.55% | |
| 142 | CECelanese Corp | 279,527 | $18.6B | 170.81% | |
| 143 | PRGOPerrigo Co Plc | 199,537 | $18.4B | 169.15% | Put |
| 144 | DUKDuke Energy Corp | 229,191 | $18.3B | 168.42% | Put |
| 145 | MCKMcKesson Corp | 109,554 | $18.3B | 167.72% | |
| 146 | MXIMMaxim Integrated Products Inc | 456,028 | $18.2B | 167.18% | |
| 147 | VIABViacom Inc | 472,241 | $18.0B | 165.18% | Put |
| 148 | HRLHormel Foods Corp | 468,199 | $17.8B | 163.04% | Put |
| 149 | BIIBBiogen Inc | 56,300 | $17.6B | 161.80% | Put |
| 150 | HIIHUNTINGTON INGALLS INDUSTRIES INC | 114,513 | $17.6B | 161.30% | |
| 151 | HANHawaiian Holdings Inc | 353,585 | $17.2B | 157.77% | |
| 152 | —LinkedIn Corp | 89,600 | $17.1B | 157.22% | Put |
| 153 | CLBCore Laboratories NV | 152,007 | $17.1B | 156.76% | |
| 154 | PEPPepsiCo Inc | 155,686 | $16.9B | 155.47% | |
| 155 | EDUNew Oriental Education & Technology Group Inc | 363,726 | $16.9B | 154.81% | |
| 156 | GPROGoPro Inc | 1,004,136 | $16.7B | 153.77% | Put |
| 157 | —Western Refining Inc | 626,226 | $16.6B | 152.13% | Put |
| 158 | XELXcel Energy Inc | 402,712 | $16.6B | 152.11% | |
| 159 | —Spirit Realty Capital Inc | 1,239,033 | $16.5B | 151.63% | |
| 160 | CASYCasey's General Stores Inc | 135,911 | $16.3B | 149.92% | |
| 161 | BKNGPriceline Group Inc/The | 11,000 | $16.2B | 148.61% | Put |
| 162 | KRKROGER CO/THE | 544,500 | $16.2B | 148.37% | Put |
| 163 | NXPINXP Semiconductors NV | 158,207 | $16.1B | 148.17% | |
| 164 | TSSTotal System Services Inc | 341,869 | $16.1B | 147.99% | |
| 165 | AWCAmerican Water Works Co Inc | 212,484 | $15.9B | 146.00% | Put |
| 166 | BRXBrixmor Property Group Inc | 568,599 | $15.8B | 145.07% | |
| 167 | CVSCVS Health Corp | 176,800 | $15.7B | 144.45% | Put |
| 168 | SPGSimon Property Group Inc | 75,000 | $15.5B | 142.53% | Put |
| 169 | FBINFortune Brands Home & Security Inc | 266,368 | $15.5B | 142.08% | |
| 170 | PKGPackaging Corp of America | 187,553 | $15.2B | 139.93% | Put |
| 171 | NUENucor Corp | 305,091 | $15.1B | 138.51% | Put |
| 172 | REGNRegeneron Pharmaceuticals Inc | 37,466 | $15.1B | 138.28% | Put |
| 173 | AALAmerican Airlines Group Inc | 409,600 | $15.0B | 137.67% | Put |
| 174 | FITBFifth Third Bancorp | 725,508 | $14.8B | 136.28% | |
| 175 | EDConsolidated Edison Inc | 192,618 | $14.5B | 133.17% | Put |
| 176 | —Panera Bread Co | 74,085 | $14.4B | 132.44% | Call |
| 177 | —Michael Kors Holdings Ltd | 304,896 | $14.3B | 130.98% | Put |
| 178 | XLYConsumer Discretionary Select Sector SPDR Fund | 176,334 | $14.1B | 129.58% | |
| 179 | EBAeBay Inc | 428,200 | $14.1B | 129.34% | Put |
| 180 | FQIDigital Realty Trust Inc | 143,873 | $14.0B | 128.29% | Put |
| 181 | —Silver Wheaton Corp | 513,993 | $13.9B | 127.55% | Put |
| 182 | —Mobileye NV | 323,188 | $13.8B | 126.31% | Call |
| 183 | GDGeneral Dynamics Corp | 88,147 | $13.7B | 125.57% | Put |
| 184 | ACNAccenture PLC | 111,607 | $13.6B | 125.18% | |
| 185 | TSCOTractor Supply Co | 201,571 | $13.6B | 124.64% | Put |
| 186 | HASHasbro Inc | 170,862 | $13.6B | 124.44% | |
| 187 | PVHPVH Corp | 122,236 | $13.5B | 124.01% | Put |
| 188 | MLB1MercadoLibre Inc | 72,617 | $13.4B | 123.32% | Put |
| 189 | BBBYEURBed Bath & Beyond Inc | 307,000 | $13.2B | 121.51% | Put |
| 190 | ETNEaton Corp PLC | 200,085 | $13.1B | 120.71% | Put |
| 191 | UTXZUnited Technologies Corp | 128,725 | $13.1B | 120.07% | Put |
| 192 | TIFEURTiffany & Co | 179,400 | $13.0B | 119.63% | Put |
| 193 | KOCoca-Cola Co/The | 305,489 | $12.9B | 118.70% | Put |
| 194 | AAAlcoa Inc | 1,268,394 | $12.9B | 118.08% | Put |
| 195 | —Coach Inc | 351,568 | $12.9B | 118.01% | Put |
| 196 | CMECME Group Inc | 121,199 | $12.7B | 116.30% | Put |
| 197 | RLRalph Lauren Corp | 124,629 | $12.6B | 115.73% | Put |
| 198 | IPInternational Paper Co | 262,700 | $12.6B | 115.73% | Put |
| 199 | XLNXEURXilinx Inc | 231,066 | $12.6B | 115.28% | |
| 200 | AMATApplied Materials Inc | 414,154 | $12.5B | 114.64% | Put |