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 |
|---|---|---|---|---|---|
| 601 | BHPBHP BILLITON LTD | 41,500 | $1.4B | 13.20% | Put |
| 602 | RITMNew Residential Investment Corp | 104,117 | $1.4B | 13.20% | |
| 603 | PLDProLogis Inc | 26,700 | $1.4B | 13.13% | Put |
| 604 | CSLCarlisle Cos Inc | 13,931 | $1.4B | 13.12% | |
| 605 | NRANRG Energy Inc | 126,038 | $1.4B | 12.97% | |
| 606 | NATNordic American Tankers Ltd | 138,150 | $1.4B | 12.83% | |
| 607 | VOYAVoya Financial Inc | 48,416 | $1.4B | 12.81% | |
| 608 | GWREGuidewire Software Inc | 23,100 | $1.4B | 12.72% | |
| 609 | BDNBrandywine Realty Trust | 87,781 | $1.4B | 12.59% | |
| 610 | YELPYelp Inc | 32,705 | $1.4B | 12.53% | Put |
| 611 | IVREURInvesco Mortgage Capital Inc | 89,478 | $1.4B | 12.51% | |
| 612 | —Empire District Electric Co/The | 39,793 | $1.4B | 12.48% | |
| 613 | AIRAAR Corp | 43,182 | $1.4B | 12.41% | |
| 614 | —Twenty-First Century Fox Inc | 55,820 | $1.4B | 12.41% | |
| 615 | CITUSDCIT Group Inc | 36,994 | $1.3B | 12.33% | Put |
| 616 | PACWUSDPacWest Bancorp | 31,222 | $1.3B | 12.30% | |
| 617 | TTS1EURTile Shop Holdings Inc | 80,700 | $1.3B | 12.27% | |
| 618 | TALTAL EDUCATION GROUP | 18,612 | $1.3B | 12.10% | |
| 619 | WECWEC Energy Group Inc | 21,919 | $1.3B | 12.05% | |
| 620 | —Cabela's Inc | 23,901 | $1.3B | 12.05% | |
| 621 | PCRXPacira Pharmaceuticals Inc/DE | 38,346 | $1.3B | 12.05% | |
| 622 | TWOTwo Harbors Investment Corp | 152,749 | $1.3B | 11.96% | |
| 623 | FMXFomento Economico Mexicano SAB de CV | 14,100 | $1.3B | 11.92% | |
| 624 | 6PMParamount Group Inc | 79,200 | $1.3B | 11.92% | |
| 625 | —Parsley Energy Inc | 38,570 | $1.3B | 11.86% | |
| 626 | CTRACabot Oil & Gas Corp | 49,646 | $1.3B | 11.76% | |
| 627 | —Sina Corp/China | 17,000 | $1.3B | 11.52% | Put |
| 628 | GNTXGentex Corp | 71,038 | $1.2B | 11.45% | |
| 629 | BIDSotheby's | 32,500 | $1.2B | 11.35% | Put |
| 630 | EQTEQT Corp | 16,804 | $1.2B | 11.20% | |
| 631 | CVGWCalavo Growers Inc | 18,600 | $1.2B | 11.17% | |
| 632 | PMTPennyMac Mortgage Investment Trust | 77,934 | $1.2B | 11.15% | |
| 633 | FISVFiserv Inc | 12,183 | $1.2B | 11.13% | Put |
| 634 | OLNOlin Corp | 58,909 | $1.2B | 11.10% | |
| 635 | —WebMD Health Corp | 24,306 | $1.2B | 11.09% | |
| 636 | CCEPCoca-Cola European Partners PLC | 30,220 | $1.2B | 11.06% | Put |
| 637 | —CLARCOR Inc | 18,500 | $1.2B | 11.04% | |
| 638 | —Impax Laboratories Inc | 50,281 | $1.2B | 10.94% | |
| 639 | IACIEURIAC/InterActiveCorp | 18,600 | $1.2B | 10.67% | Put |
| 640 | KLACKLA-Tencor Corp | 16,576 | $1.2B | 10.61% | |
| 641 | ARMKAramark | 30,100 | $1.1B | 10.51% | |
| 642 | —Parkway Properties Inc/Md | 67,219 | $1.1B | 10.49% | |
| 643 | —Syntel Inc | 27,200 | $1.1B | 10.47% | |
| 644 | UNMUnum Group | 32,255 | $1.1B | 10.46% | |
| 645 | —CEB Inc | 20,892 | $1.1B | 10.45% | |
| 646 | WRUSDWestar Energy Inc | 19,883 | $1.1B | 10.36% | |
| 647 | CFRCullen/Frost Bankers Inc | 15,600 | $1.1B | 10.30% | Put |
| 648 | ADTNEURADTRAN Inc | 58,100 | $1.1B | 10.21% | |
| 649 | QSRRestaurant Brands International Inc | 24,876 | $1.1B | 10.17% | Put |
| 650 | AEOAMERICAN EAGLE OUTFITTERS INC | 61,914 | $1.1B | 10.15% | |
| 651 | —Luxoft Holding Inc | 20,750 | $1.1B | 10.07% | |
| 652 | PTENPatterson-UTI Energy Inc | 48,801 | $1.1B | 10.03% | |
| 653 | BSXBoston Scientific Corp | 45,737 | $1.1B | 10.00% | |
| 654 | SKYWSkywest Inc | 41,015 | $1.1B | 9.94% | |
| 655 | —GNC HOLDINGS INC | 53,000 | $1.1B | 9.93% | |
| 656 | AGFIRST MAJESTIC SILVER CORP | 102,737 | $1.1B | 9.71% | Call |
| 657 | CHLUSDChina Mobile Ltd | 17,061 | $1.1B | 9.64% | |
| 658 | TXRHTexas Roadhouse Inc | 26,900 | $1.1B | 9.64% | |
| 659 | TSTenaris SA | 36,919 | $1.0B | 9.62% | |
| 660 | CBPXEURContinental Building Products Inc | 49,800 | $1.0B | 9.59% | |
| 661 | —Amsurg Corp | 15,409 | $1.0B | 9.48% | |
| 662 | NBL2EURNoble Energy Inc | 28,759 | $1.0B | 9.44% | |
| 663 | IOSPInnospec Inc | 16,800 | $1.0B | 9.38% | |
| 664 | CNCCentene Corp | 15,221 | $1.0B | 9.36% | |
| 665 | AIZAssurant Inc | 11,040 | $1.0B | 9.35% | |
| 666 | WNSNWNS Holdings Ltd | 33,875 | $1.0B | 9.32% | |
| 667 | WYWeyerhaeuser Co | 31,500 | $1.0B | 9.24% | Put |
| 668 | DDSDillard's Inc | 15,878 | $1.0B | 9.18% | |
| 669 | JCIJohnson Controls International plc | 21,400 | $996.0M | 9.14% | Put |
| 670 | OPKOpko Health Inc | 93,095 | $986.0M | 9.05% | |
| 671 | EMBJEmbraer SA | 57,152 | $986.0M | 9.05% | |
| 672 | BENFranklin Resources Inc | 27,600 | $981.0M | 9.01% | Put |
| 673 | —Fibria Celulose SA | 138,248 | $977.0M | 8.97% | |
| 674 | EXRExtra Space Storage Inc | 12,183 | $967.0M | 8.88% | |
| 675 | —Sterling Bancorp/DE | 54,410 | $952.0M | 8.74% | |
| 676 | AFLAflac Inc | 13,100 | $942.0M | 8.65% | Put |
| 677 | CMSCMS Energy Corp | 22,300 | $937.0M | 8.60% | |
| 678 | —ClubCorp Holdings Inc | 64,700 | $936.0M | 8.59% | |
| 679 | STRZStarz | 29,925 | $933.0M | 8.57% | |
| 680 | —Empresa Nacional de Electricidad SA/Chile | 46,600 | $925.0M | 8.49% | |
| 681 | GJBSteelcase Inc | 66,345 | $922.0M | 8.46% | |
| 682 | EWEdwards Lifesciences Corp | 7,600 | $916.0M | 8.41% | Put |
| 683 | EXLSExlService Holdings Inc | 18,300 | $912.0M | 8.37% | |
| 684 | AWNAdvance Auto Parts Inc | 6,100 | $909.0M | 8.35% | Put |
| 685 | ASHAshland Global Holdings Inc | 7,800 | $904.0M | 8.30% | Put |
| 686 | TJXTJX Cos Inc/The | 12,042 | $901.0M | 8.27% | |
| 687 | IRMIron Mountain Inc | 23,700 | $889.0M | 8.16% | Put |
| 688 | ABGAmerisourceBergen Corp | 11,000 | $888.0M | 8.15% | Put |
| 689 | —Yadkin Financial Corp | 33,605 | $883.0M | 8.11% | |
| 690 | SWN1EURSouthwestern Energy Co | 63,675 | $881.0M | 8.09% | Put |
| 691 | FWRDUSDForward Air Corp | 20,300 | $878.0M | 8.06% | |
| 692 | RYAMRayonier Advanced Materials Inc | 65,486 | $876.0M | 8.04% | |
| 693 | MATVSchweitzer-Mauduit International Inc | 22,700 | $875.0M | 8.03% | |
| 694 | —SolarCity Corp | 43,889 | $859.0M | 7.89% | Call |
| 695 | EIGEmployers Holdings Inc | 28,800 | $859.0M | 7.89% | |
| 696 | —Ellie Mae Inc | 8,103 | $853.0M | 7.83% | |
| 697 | SWKStanley Black & Decker Inc | 6,875 | $845.0M | 7.76% | |
| 698 | ASTEAstec Industries Inc | 14,100 | $844.0M | 7.75% | |
| 699 | ATDAllegheny Technologies Inc | 46,500 | $840.0M | 7.71% | |
| 700 | BRCBRADY CORP | 24,200 | $838.0M | 7.69% |