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 |
|---|---|---|---|---|---|
| 401 | ORIOLD REPUBLIC INTERNATIONAL CORP | 229,978 | $4.1B | 37.20% | |
| 402 | RPMRpm International Inc | 75,258 | $4.0B | 37.12% | |
| 403 | GPNGlobal Payments Inc | 52,559 | $4.0B | 37.04% | |
| 404 | HMCHonda Motor Co Ltd | 138,609 | $4.0B | 36.81% | |
| 405 | HDSUSDHD Supply Holdings Inc | 123,907 | $4.0B | 36.38% | |
| 406 | AXTAAxalta Coating Systems Ltd | 139,342 | $3.9B | 36.16% | |
| 407 | TMToyota Motor Corp | 33,915 | $3.9B | 36.14% | |
| 408 | PSXPhillips 66 | 48,789 | $3.9B | 36.08% | Put |
| 409 | FCXFreeport-McMoRan Inc | 360,400 | $3.9B | 35.93% | Put |
| 410 | CHDChurch & Dwight Co Inc | 81,478 | $3.9B | 35.84% | |
| 411 | MKTXMarketAxess Holdings Inc | 23,500 | $3.9B | 35.72% | |
| 412 | LSTRLandstar System Inc | 56,714 | $3.9B | 35.45% | |
| 413 | METMetLife Inc | 86,338 | $3.8B | 35.22% | |
| 414 | SEESealed Air Corp | 82,200 | $3.8B | 34.58% | |
| 415 | —RR Donnelley & Sons Co | 238,449 | $3.7B | 34.41% | |
| 416 | —ACTUANT CORP | 160,600 | $3.7B | 34.26% | |
| 417 | SNASnap-On Inc | 24,400 | $3.7B | 34.04% | |
| 418 | JBLJabil Circuit Inc | 169,007 | $3.7B | 33.86% | |
| 419 | TQJSignature Bank/New York NY | 30,890 | $3.7B | 33.59% | |
| 420 | GRMNGarmin Ltd | 75,645 | $3.6B | 33.41% | Put |
| 421 | SUXSYNNEX Corp | 31,679 | $3.6B | 33.19% | |
| 422 | A4SAmeriprise Financial Inc | 36,207 | $3.6B | 33.16% | |
| 423 | LPTUSDLiberty Property Trust | 89,182 | $3.6B | 33.03% | |
| 424 | DKSDick's Sporting Goods Inc | 63,400 | $3.6B | 33.01% | Put |
| 425 | VNQVanguard REIT ETF | 41,300 | $3.6B | 32.89% | Put |
| 426 | —Trinseo SA | 63,182 | $3.6B | 32.81% | |
| 427 | BPBP PLC | 101,400 | $3.6B | 32.74% | Put |
| 428 | —Powershares QQQ Trust Series 1 | 29,784 | $3.5B | 32.46% | |
| 429 | ILFiShares Latin America 40 ETF | 125,962 | $3.5B | 32.43% | |
| 430 | CSXCSX Corp | 114,700 | $3.5B | 32.11% | Put |
| 431 | NEENextEra Energy Inc | 28,400 | $3.5B | 31.89% | Put |
| 432 | RRXRegal Beloit Corp | 58,300 | $3.5B | 31.84% | |
| 433 | —CBL & Associates Properties Inc | 284,765 | $3.5B | 31.74% | |
| 434 | —Platform Specialty Products Corp | 423,867 | $3.4B | 31.56% | |
| 435 | KELKellogg Co | 44,200 | $3.4B | 31.44% | Put |
| 436 | —Stamps.com Inc | 35,974 | $3.4B | 31.22% | Put |
| 437 | CIMChimera Investment Corp | 212,478 | $3.4B | 31.11% | Put |
| 438 | KBHKB Home | 209,090 | $3.4B | 30.95% | Put |
| 439 | INFYInfosys Ltd | 211,389 | $3.3B | 30.63% | |
| 440 | CYHCommunity Health Systems Inc | 288,099 | $3.3B | 30.53% | |
| 441 | 37MMRC Global Inc | 202,184 | $3.3B | 30.50% | |
| 442 | IYZiShares US Telecommunications ETF | 102,148 | $3.3B | 30.21% | |
| 443 | —Statoil ASA | 195,326 | $3.3B | 30.12% | |
| 444 | POOLPool Corp | 33,890 | $3.2B | 29.41% | |
| 445 | CALMCal-Maine Foods Inc | 82,403 | $3.2B | 29.16% | |
| 446 | BAXBaxter International Inc | 66,600 | $3.2B | 29.10% | Put |
| 447 | —Mallinckrodt PLC | 45,120 | $3.1B | 28.91% | Call |
| 448 | CTRPUSDCtrip.com International Ltd | 67,538 | $3.1B | 28.87% | |
| 449 | DKDelek US Holdings Inc | 178,200 | $3.1B | 28.29% | |
| 450 | FIVEFive Below Inc | 76,135 | $3.1B | 28.17% | Put |
| 451 | HFCUSDHollyFrontier Corp | 124,800 | $3.1B | 28.07% | Put |
| 452 | IMAIMAX CORP | 105,480 | $3.1B | 28.06% | |
| 453 | —Intrexon Corp | 109,011 | $3.1B | 28.04% | |
| 454 | MCHPMicrochip Technology Inc | 49,000 | $3.0B | 27.96% | Put |
| 455 | ADIAnalog Devices Inc | 47,100 | $3.0B | 27.86% | Put |
| 456 | EXASExact Sciences Corp | 158,423 | $2.9B | 27.01% | Call |
| 457 | —Integrated Device Technology Inc | 127,047 | $2.9B | 26.95% | |
| 458 | TRNTrinity Industries Inc | 119,800 | $2.9B | 26.60% | |
| 459 | LECOLincoln Electric Holdings Inc | 45,724 | $2.9B | 26.29% | |
| 460 | AGOAssured Guaranty Ltd | 102,405 | $2.8B | 26.09% | |
| 461 | RHIROBERT HALF INTERNATIONAL INC | 74,600 | $2.8B | 25.93% | |
| 462 | THOThor Industries Inc | 33,346 | $2.8B | 25.93% | |
| 463 | CMAComerica Inc | 59,484 | $2.8B | 25.84% | |
| 464 | PWRQuanta Services Inc | 100,193 | $2.8B | 25.74% | |
| 465 | —WhiteWave Foods Co/The | 51,501 | $2.8B | 25.73% | |
| 466 | SESpectra Energy Corp | 65,300 | $2.8B | 25.63% | Put |
| 467 | KALUKaiser Aluminum Corp | 32,141 | $2.8B | 25.52% | |
| 468 | RSGRepublic Services Inc | 54,233 | $2.7B | 25.12% | |
| 469 | COLMColumbia Sportswear Co | 48,126 | $2.7B | 25.07% | |
| 470 | CYBRCyberArk Software Ltd | 54,836 | $2.7B | 24.95% | |
| 471 | UNHUnitedHealth Group Inc | 19,364 | $2.7B | 24.89% | |
| 472 | EFXEquifax Inc | 20,110 | $2.7B | 24.84% | |
| 473 | —Janus Capital Group Inc | 191,739 | $2.7B | 24.66% | |
| 474 | IYTiShares Transportation Average ETF | 18,434 | $2.7B | 24.58% | |
| 475 | IYMiShares U.S. Basic Materials ETF | 33,788 | $2.7B | 24.50% | |
| 476 | —Joy Global Inc | 95,500 | $2.6B | 24.32% | Put |
| 477 | HPHELMERICH & PAYNE INC | 38,990 | $2.6B | 24.08% | Put |
| 478 | HRIHerc Holdings Inc | 77,356 | $2.6B | 23.93% | |
| 479 | IBKRInteractive Brokers Group Inc | 73,163 | $2.6B | 23.69% | |
| 480 | AMTAmerican Tower Corp | 22,600 | $2.6B | 23.52% | Put |
| 481 | FNVFRANCO-NEVADA CORP | 36,400 | $2.5B | 23.35% | Put |
| 482 | SKMEURSK TELECOM CO LTD | 111,974 | $2.5B | 23.24% | |
| 483 | AEEAMEREN CORP | 51,435 | $2.5B | 23.23% | |
| 484 | BBDBanco Bradesco SA | 276,570 | $2.5B | 23.03% | |
| 485 | JBHTJB Hunt Transport Services Inc | 30,790 | $2.5B | 22.93% | |
| 486 | —Blackhawk Network Holdings Inc | 82,400 | $2.5B | 22.82% | |
| 487 | PBFPBF Energy Inc | 109,624 | $2.5B | 22.79% | Put |
| 488 | HALOHalozyme Therapeutics Inc | 205,062 | $2.5B | 22.74% | |
| 489 | —DCT Industrial Trust Inc | 50,996 | $2.5B | 22.73% | |
| 490 | —Imperva Inc | 46,000 | $2.5B | 22.69% | |
| 491 | BCBrunswick Corp/DE | 50,606 | $2.5B | 22.67% | |
| 492 | OMFOneMain Holdings Inc | 79,721 | $2.5B | 22.65% | |
| 493 | EXPDExpeditors International of Washington Inc | 47,824 | $2.5B | 22.62% | |
| 494 | —Tessera Technologies Inc | 63,520 | $2.4B | 22.42% | |
| 495 | CHTRCharter Communications Inc | 8,900 | $2.4B | 22.06% | Put |
| 496 | NFLXNetFlix Inc | 24,300 | $2.4B | 21.99% | Put |
| 497 | AQLTiShares Select Dividend ETF | 27,900 | $2.4B | 21.95% | |
| 498 | —Horizon Pharma Plc | 131,241 | $2.4B | 21.84% | |
| 499 | —Pinnacle Foods Inc | 47,340 | $2.4B | 21.80% | |
| 500 | —Staples Inc | 275,875 | $2.4B | 21.66% |