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 |
|---|---|---|---|---|---|
| 301 | WBAWalgreens Boots Alliance Inc | 83,093 | $6.7B | 61.50% | |
| 302 | PEOExelon Corp | 199,200 | $6.6B | 60.89% | Put |
| 303 | RSRELIANCE STEEL & ALUMINUM CO | 91,891 | $6.6B | 60.77% | |
| 304 | SYFSynchrony Financial | 236,403 | $6.6B | 60.77% | |
| 305 | XBISPDR S&P Biotech ETF | 99,678 | $6.6B | 60.67% | Put |
| 306 | DONSPDR Dow Jones Industrial Average ETF Trust | 36,098 | $6.6B | 60.58% | Put |
| 307 | MARMarriott International Inc/MD | 97,864 | $6.6B | 60.49% | |
| 308 | ADMArcher-Daniels-Midland Co | 154,700 | $6.5B | 59.90% | Put |
| 309 | LRCXEURLam Research Corp | 68,883 | $6.5B | 59.90% | |
| 310 | INCYIncyte Corp | 69,104 | $6.5B | 59.82% | |
| 311 | ITBiShares U.S. Home Construction ETF | 234,777 | $6.5B | 59.38% | |
| 312 | 7HPHP Inc | 414,652 | $6.4B | 59.12% | Put |
| 313 | —Allergan plc | 27,900 | $6.4B | 59.00% | Put |
| 314 | ALBAlbemarle Corp | 75,000 | $6.4B | 58.87% | Put |
| 315 | BBBlackberry Ltd | 801,842 | $6.4B | 58.75% | |
| 316 | MDLZMondelez International Inc | 144,068 | $6.3B | 58.07% | |
| 317 | SIGSignet Jewelers Ltd | 84,800 | $6.3B | 58.03% | Put |
| 318 | WMWaste Management Inc | 98,410 | $6.3B | 57.61% | Put |
| 319 | —INC Research Holdings Inc | 140,609 | $6.3B | 57.55% | |
| 320 | XECEURCimarex Energy Co | 46,623 | $6.3B | 57.51% | Put |
| 321 | KEYKeyCorp | 512,632 | $6.2B | 57.28% | |
| 322 | TFXTeleflex Inc | 36,258 | $6.1B | 55.94% | |
| 323 | —Buffalo Wild Wings Inc | 43,100 | $6.1B | 55.69% | Put |
| 324 | ARCPEURVEREIT Inc | 577,786 | $6.0B | 55.01% | |
| 325 | PANWPalo Alto Networks Inc | 37,478 | $6.0B | 54.83% | Put |
| 326 | —Express Scripts Holding Co | 83,800 | $5.9B | 54.26% | Put |
| 327 | FASTFastenal Co | 140,875 | $5.9B | 54.04% | |
| 328 | S9QSpirit Aerosystems Holdings Inc | 130,424 | $5.8B | 53.33% | |
| 329 | —Bank of the Ozarks Inc | 150,408 | $5.8B | 53.03% | |
| 330 | CHRWCH Robinson Worldwide Inc | 81,885 | $5.8B | 52.97% | Put |
| 331 | EGRXEagle Pharmaceuticals Inc/DE | 82,415 | $5.8B | 52.96% | |
| 332 | JAZZJazz Pharmaceuticals Plc | 47,483 | $5.8B | 52.96% | |
| 333 | NTAPNetApp Inc | 160,366 | $5.7B | 52.74% | Put |
| 334 | PNRPentair plc | 89,237 | $5.7B | 52.63% | |
| 335 | BHCValeant Pharmaceuticals International Inc | 233,394 | $5.7B | 52.61% | Put |
| 336 | OKEOneok Inc | 111,400 | $5.7B | 52.56% | Put |
| 337 | —Tahoe Resources Inc | 445,590 | $5.7B | 52.49% | |
| 338 | RYAAYRyanair Holdings PLC | 76,153 | $5.7B | 52.46% | |
| 339 | EVREvercore Partners Inc | 109,265 | $5.6B | 51.67% | |
| 340 | CBRLCracker Barrel Old Country Store Inc | 42,518 | $5.6B | 51.62% | Put |
| 341 | CUCAAvis Budget Group Inc | 162,900 | $5.6B | 51.17% | Put |
| 342 | TTMCHFTata Motors Ltd | 139,279 | $5.6B | 51.12% | |
| 343 | MAAMID-AMERICA APARTMENT COMMUNITIES INC | 59,161 | $5.6B | 51.06% | |
| 344 | IDIInterDigital Inc/PA | 70,107 | $5.6B | 50.97% | Put |
| 345 | VRTXVertex Pharmaceuticals Inc | 63,578 | $5.5B | 50.91% | |
| 346 | —Kapstone Paper and Packaging Corp | 292,930 | $5.5B | 50.88% | |
| 347 | OCOwens Corning | 103,341 | $5.5B | 50.65% | Put |
| 348 | ILMNIllumina Inc | 30,266 | $5.5B | 50.48% | |
| 349 | EWGiShares MSCI Germany ETF | 209,249 | $5.5B | 50.47% | |
| 350 | LPLALPL Financial Holdings Inc | 183,702 | $5.5B | 50.45% | |
| 351 | —General Growth Properties Inc | 196,442 | $5.4B | 49.78% | |
| 352 | EWWiShares MSCI Mexico Capped ETF | 109,974 | $5.3B | 48.95% | |
| 353 | ATVIEURActivision Blizzard Inc | 118,928 | $5.3B | 48.37% | Put |
| 354 | MLMMARTIN MARIETTA MATERIALS INC | 29,300 | $5.2B | 48.18% | Put |
| 355 | PZZAPapa John's International Inc | 66,379 | $5.2B | 48.05% | |
| 356 | BLMNBloomin' Brands Inc | 299,862 | $5.2B | 47.47% | |
| 357 | DHRDanaher Corp | 65,900 | $5.2B | 47.43% | Put |
| 358 | MOSMosaic Co/The | 210,900 | $5.2B | 47.36% | Put |
| 359 | ETREntergy Corp | 67,136 | $5.2B | 47.29% | |
| 360 | OISOil States International Inc | 161,766 | $5.1B | 46.89% | |
| 361 | QEPQEP Resources Inc | 260,465 | $5.1B | 46.70% | |
| 362 | BDXBecton Dickinson and Co | 28,100 | $5.0B | 46.36% | Put |
| 363 | AGIOAgios Pharmaceuticals Inc | 95,510 | $5.0B | 46.32% | |
| 364 | —GW Pharmaceuticals PLC | 37,641 | $5.0B | 45.87% | Put |
| 365 | ISRGIntuitive Surgical Inc | 6,855 | $5.0B | 45.62% | |
| 366 | AWMSkyworks Solutions Inc | 64,998 | $4.9B | 45.44% | |
| 367 | EWAiShares MSCI Australia ETF | 236,024 | $4.9B | 45.29% | |
| 368 | —Validus Holdings Ltd | 99,005 | $4.9B | 45.28% | |
| 369 | —Allied World Assurance Co Holdings AG | 121,576 | $4.9B | 45.12% | |
| 370 | WWWWolverine World Wide Inc | 213,100 | $4.9B | 45.06% | |
| 371 | JXC1j2 Global Inc | 73,519 | $4.9B | 44.96% | |
| 372 | JDJD.com Inc | 186,400 | $4.9B | 44.65% | Put |
| 373 | HLFHerbalife Ltd | 77,968 | $4.8B | 44.37% | |
| 374 | TWXCHFTime Warner Inc | 60,567 | $4.8B | 44.27% | Call |
| 375 | DPZDomino's Pizza Inc | 31,711 | $4.8B | 44.22% | Put |
| 376 | ECLEcolab Inc | 39,392 | $4.8B | 44.01% | Put |
| 377 | PPCPilgrim's Pride Corp | 225,447 | $4.8B | 43.71% | |
| 378 | CHEChemed Corp | 33,450 | $4.7B | 43.32% | |
| 379 | AOSAO SMITH CORP | 47,543 | $4.7B | 43.11% | Put |
| 380 | PXDEURPioneer Natural Resources Co | 25,240 | $4.7B | 43.02% | Put |
| 381 | CIKCredit Suisse Group AG | 354,568 | $4.7B | 42.77% | |
| 382 | EWPiShares MSCI Spain Capped ETF | 170,996 | $4.6B | 42.10% | |
| 383 | NXSTNexstar Broadcasting Group Inc | 79,348 | $4.6B | 42.04% | |
| 384 | TRGPTarga Resources Corp | 92,495 | $4.5B | 41.70% | Put |
| 385 | SYKStryker Corp | 39,000 | $4.5B | 41.68% | Put |
| 386 | ALGTAllegiant Travel Co | 34,161 | $4.5B | 41.42% | |
| 387 | G3VGreen Plains Inc | 171,910 | $4.5B | 41.35% | |
| 388 | PRUPrudential Financial Inc | 54,959 | $4.5B | 41.19% | |
| 389 | OXYOccidental Petroleum Corp | 60,900 | $4.4B | 40.77% | Put |
| 390 | TG7Triumph Group Inc | 159,113 | $4.4B | 40.73% | |
| 391 | AEPAMERICAN ELECTRIC POWER CO INC | 66,820 | $4.3B | 39.40% | Put |
| 392 | —Retail Properties of America Inc | 254,376 | $4.3B | 39.24% | |
| 393 | —Monsanto Co | 41,247 | $4.2B | 38.70% | Call |
| 394 | CMCCommercial Metals Co | 259,850 | $4.2B | 38.62% | |
| 395 | —DSW Inc | 202,161 | $4.1B | 38.01% | |
| 396 | —L-3 COMMUNICATIONS HOLDINGS INC | 27,466 | $4.1B | 38.01% | Call |
| 397 | MDYSPDR S&P MidCap 400 ETF Trust | 14,574 | $4.1B | 37.77% | Call |
| 398 | —Harman International Industries Inc | 48,348 | $4.1B | 37.49% | |
| 399 | CLRUSDContinental Resources Inc/OK | 78,521 | $4.1B | 37.46% | Put |
| 400 | DISHDISH Network Corp | 74,381 | $4.1B | 37.40% | Call |