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 |
|---|---|---|---|---|---|
| 201 | MSCIMSCI Inc | 147,714 | $12.4B | 113.83% | |
| 202 | UHSUNIVERSAL HEALTH SERVICES INC | 98,952 | $12.2B | 111.94% | |
| 203 | CFCF Industries Holdings Inc | 494,200 | $12.0B | 110.47% | Put |
| 204 | RGLDRoyal Gold Inc | 154,910 | $12.0B | 110.12% | Put |
| 205 | DHIDR Horton Inc | 394,141 | $11.9B | 109.28% | |
| 206 | WSMWilliams-Sonoma Inc | 232,358 | $11.9B | 108.97% | Put |
| 207 | AVGOBroadcom Ltd | 68,330 | $11.8B | 108.22% | Put |
| 208 | NSCNorfolk Southern Corp | 120,820 | $11.7B | 107.66% | Put |
| 209 | SLBSchlumberger Ltd | 148,848 | $11.7B | 107.46% | Put |
| 210 | ELVAnthem Inc | 92,439 | $11.6B | 106.34% | Put |
| 211 | XLFIConsumer Staples Select Sector SPDR Fund | 214,378 | $11.4B | 104.73% | Put |
| 212 | WELLWelltower Inc | 151,689 | $11.3B | 104.13% | Put |
| 213 | JNPJuniper Networks Inc | 471,366 | $11.3B | 104.12% | |
| 214 | DGXQuest Diagnostics Inc | 133,867 | $11.3B | 104.01% | Put |
| 215 | HSYHershey Co/The | 118,019 | $11.3B | 103.59% | Put |
| 216 | CCLCarnival Corp | 229,384 | $11.2B | 102.82% | |
| 217 | BWXTBWX Technologies Inc | 290,245 | $11.1B | 102.25% | |
| 218 | LMEURLegg Mason Inc | 331,678 | $11.1B | 101.95% | |
| 219 | FFIVF5 Networks Inc | 88,810 | $11.1B | 101.62% | |
| 220 | HUNHuntsman Corp | 679,960 | $11.1B | 101.57% | Put |
| 221 | AZOAutozone Inc | 14,372 | $11.0B | 101.39% | Put |
| 222 | BRK/BBerkshire Hathaway Inc | 75,800 | $11.0B | 100.54% | Put |
| 223 | CTLEURCenturyLink Inc | 394,922 | $10.8B | 99.46% | Put |
| 224 | NCLHNorwegian Cruise Line Holdings Ltd | 285,821 | $10.8B | 98.93% | Call |
| 225 | MTGMGIC Investment Corp | 1,325,875 | $10.6B | 97.38% | |
| 226 | T77LendingTree Inc | 108,796 | $10.5B | 96.79% | |
| 227 | EWBCEast West Bancorp Inc | 286,992 | $10.5B | 96.72% | |
| 228 | GRA1EURWR Grace & Co | 142,741 | $10.5B | 96.71% | |
| 229 | SOSouthern Co/The | 205,242 | $10.5B | 96.67% | Put |
| 230 | PCGPG&E CORP | 171,359 | $10.5B | 96.23% | |
| 231 | RRCRange Resources Corp | 269,468 | $10.4B | 95.87% | Put |
| 232 | ESSEssex Property Trust Inc | 46,754 | $10.4B | 95.59% | |
| 233 | VMCVulcan Materials Co | 90,759 | $10.3B | 94.77% | Put |
| 234 | VMWEURVMware Inc | 140,025 | $10.3B | 94.30% | Put |
| 235 | XHBSPDR S&P Homebuilders ETF | 297,015 | $10.1B | 92.55% | |
| 236 | WBWeibo Corp | 200,959 | $10.1B | 92.51% | Put |
| 237 | ORealty Income Corp | 148,993 | $10.0B | 91.55% | Put |
| 238 | TWTRUSDTwitter Inc | 422,600 | $9.7B | 89.43% | Put |
| 239 | DFSEURDiscover Financial Services | 171,453 | $9.7B | 89.02% | |
| 240 | —Sonic Corp | 368,037 | $9.6B | 88.46% | |
| 241 | PPGPPG Industries Inc | 93,164 | $9.6B | 88.40% | |
| 242 | EQREquity Residential | 149,275 | $9.6B | 88.16% | Put |
| 243 | GTGoodyear Tire & Rubber Co/The | 296,746 | $9.6B | 88.00% | |
| 244 | DTEDTE ENERGY CO | 102,289 | $9.6B | 87.96% | |
| 245 | PAYXPaychex Inc | 164,728 | $9.5B | 87.52% | Put |
| 246 | APDAir Products & Chemicals Inc | 63,129 | $9.5B | 87.14% | Put |
| 247 | RDNRadian Group Inc | 696,187 | $9.4B | 86.60% | |
| 248 | SWBISmith & Wesson Holding Corp | 352,758 | $9.4B | 86.12% | |
| 249 | ALKSAlkermes Plc | 198,762 | $9.3B | 85.82% | |
| 250 | JBLUJetBlue Airways Corp | 539,723 | $9.3B | 85.43% | |
| 251 | MTNVail Resorts Inc | 58,497 | $9.2B | 84.25% | |
| 252 | VENVentas Inc | 129,367 | $9.1B | 83.89% | Put |
| 253 | XLBMaterials Select Sector SPDR Fund | 189,844 | $9.1B | 83.23% | Put |
| 254 | MANHManhattan Associates Inc | 156,972 | $9.0B | 83.04% | |
| 255 | ABBVAbbVie Inc | 142,200 | $9.0B | 82.33% | Put |
| 256 | —Akorn Inc | 328,933 | $9.0B | 82.33% | |
| 257 | FFord Motor Co | 739,222 | $8.9B | 81.91% | Call |
| 258 | VYXNCR CORP | 276,699 | $8.9B | 81.77% | Call |
| 259 | BUDAnheuser-Busch InBev SA/NV | 67,630 | $8.9B | 81.59% | |
| 260 | EMREmerson Electric Co | 158,000 | $8.6B | 79.07% | Put |
| 261 | KHCKraft Heinz Co/The | 95,402 | $8.5B | 78.40% | Put |
| 262 | ADBEAdobe Systems Inc | 78,036 | $8.5B | 77.76% | Put |
| 263 | MCXMCCORMICK & CO INC/MD | 84,422 | $8.4B | 77.44% | |
| 264 | JACKJack in the Box Inc | 87,255 | $8.4B | 76.86% | Put |
| 265 | PAASPan American Silver Corp | 472,397 | $8.3B | 76.42% | Put |
| 266 | NUSNU SKIN ENTERPRISES INC | 128,370 | $8.3B | 76.35% | |
| 267 | FEFirstEnergy Corp | 250,223 | $8.3B | 75.99% | |
| 268 | ABMDEURAbiomed Inc | 64,317 | $8.3B | 75.93% | |
| 269 | GAPGap Inc/The | 370,213 | $8.2B | 75.60% | Put |
| 270 | —Bunge Ltd | 137,443 | $8.1B | 74.74% | Put |
| 271 | SJMJM Smucker Co/The | 59,930 | $8.1B | 74.58% | Put |
| 272 | —Randgold Resources Ltd | 80,990 | $8.1B | 74.40% | Put |
| 273 | ALKAlaska Air Group Inc | 122,694 | $8.1B | 74.19% | |
| 274 | —Five Prime Therapeutics Inc | 153,680 | $8.1B | 74.06% | |
| 275 | —Restoration Hardware Holdings Inc | 231,600 | $8.0B | 73.53% | Put |
| 276 | CLXClorox Co/The | 63,693 | $8.0B | 73.20% | Put |
| 277 | BRKRBruker Corp | 349,112 | $7.9B | 72.59% | |
| 278 | NAVINavient Corp | 544,117 | $7.9B | 72.28% | |
| 279 | WTWisdomTree Investments Inc | 732,339 | $7.5B | 69.19% | |
| 280 | —Cypress Semiconductor Corp | 617,749 | $7.5B | 68.97% | Call |
| 281 | NVONovo Nordisk A/S | 179,819 | $7.5B | 68.66% | |
| 282 | CPACopa Holdings SA | 83,603 | $7.4B | 67.49% | Call |
| 283 | COR1EURCoresite Realty Corp | 99,056 | $7.3B | 67.33% | |
| 284 | SCHWCharles Schwab Corp/The | 231,265 | $7.3B | 67.03% | |
| 285 | KMTKennametal Inc | 249,034 | $7.2B | 66.35% | |
| 286 | XLVHealth Care Select Sector SPDR Fund | 98,579 | $7.1B | 65.27% | Put |
| 287 | —DST Systems Inc | 60,204 | $7.1B | 65.18% | |
| 288 | HN9Hanesbrands Inc | 280,279 | $7.1B | 64.97% | |
| 289 | JPMJPMorgan Chase & Co | 105,405 | $7.0B | 64.44% | |
| 290 | ZIONZions Bancorporation | 225,954 | $7.0B | 64.35% | Put |
| 291 | UAAUnder Armour Inc | 178,100 | $6.9B | 63.25% | Put |
| 292 | NBISYandex NV | 327,137 | $6.9B | 63.22% | |
| 293 | OLEDUniversal Display Corp | 123,827 | $6.9B | 63.10% | Call |
| 294 | MACMacerich Co/The | 84,900 | $6.9B | 63.04% | |
| 295 | LEALear Corp | 56,461 | $6.8B | 62.83% | |
| 296 | TSNTYSON FOODS INC | 91,493 | $6.8B | 62.72% | Put |
| 297 | EXPEagle Materials Inc | 88,023 | $6.8B | 62.47% | |
| 298 | ITWILLINOIS TOOL WORKS INC | 56,700 | $6.8B | 62.38% | Put |
| 299 | UDRUDR Inc | 188,754 | $6.8B | 62.37% | |
| 300 | —DuPont Fabros Technology Inc | 162,469 | $6.7B | 61.53% |