CAPITAL FUND MANAGEMENT S.A. Q3 2017 Filing
Filed November 13, 2017
Portfolio Value
$13.9B
Holdings
955
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (955 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | ADSKAutodesk Inc | 125,968 | $14.1B | 101.64% | Put |
| 202 | EIXEdison International | 182,666 | $14.1B | 101.31% | |
| 203 | TTCToro Co/The | 225,687 | $14.0B | 100.67% | |
| 204 | S9QSpirit Aerosystems Holdings Inc | 179,766 | $14.0B | 100.41% | |
| 205 | —HCP Inc | 499,085 | $13.9B | 99.83% | |
| 206 | IYRiShares U.S. Real Estate ETF | 173,600 | $13.9B | 99.67% | Call |
| 207 | AMTAmerican Tower Corp | 101,208 | $13.8B | 99.42% | Put |
| 208 | ELVAnthem Inc | 72,693 | $13.8B | 99.21% | Put |
| 209 | BWXTBWX Technologies Inc | 245,479 | $13.8B | 98.84% | |
| 210 | CGNXCognex Corp | 123,047 | $13.6B | 97.53% | Put |
| 211 | FTNTFortinet Inc | 374,038 | $13.4B | 96.35% | |
| 212 | PWRQuanta Services Inc | 357,390 | $13.4B | 95.99% | |
| 213 | XLYConsumer Discretionary Select Sector SPDR Fund | 147,601 | $13.3B | 95.56% | Call |
| 214 | SFMSprouts Farmers Market Inc | 695,886 | $13.1B | 93.88% | |
| 215 | XBISPDR S&P Biotech ETF | 149,900 | $13.0B | 93.27% | Put |
| 216 | DNKNDunkin' Brands Group Inc | 244,434 | $13.0B | 93.26% | Put |
| 217 | FFIVF5 Networks Inc | 107,412 | $12.9B | 93.08% | |
| 218 | RTN1USDRAYTHEON CO | 69,395 | $12.9B | 93.06% | Put |
| 219 | LNCLincoln National Corp | 175,519 | $12.9B | 92.69% | |
| 220 | LULULululemon Athletica Inc | 206,776 | $12.9B | 92.51% | |
| 221 | LPXLouisiana-Pacific Corp | 473,925 | $12.8B | 92.24% | |
| 222 | NEENextEra Energy Inc | 84,300 | $12.4B | 88.79% | Put |
| 223 | ANETEURArista Networks Inc | 64,021 | $12.1B | 87.24% | Put |
| 224 | ELEstee Lauder Cos Inc/The | 110,000 | $11.9B | 85.26% | Put |
| 225 | SYU1Synovus Financial Corp | 255,699 | $11.8B | 84.64% | |
| 226 | RLRalph Lauren Corp | 133,202 | $11.8B | 84.53% | Put |
| 227 | MPCMARATHON PETROLEUM CORP | 209,638 | $11.8B | 84.50% | Put |
| 228 | MKTXMarketAxess Holdings Inc | 63,602 | $11.7B | 84.34% | |
| 229 | GDXVanEck Vectors Gold Miners ETF | 504,200 | $11.6B | 83.20% | Put |
| 230 | NVONovo Nordisk A/S | 238,585 | $11.5B | 82.57% | Put |
| 231 | CDKCDK Global Inc | 181,699 | $11.5B | 82.39% | |
| 232 | OPLNKAR Auction Services Inc | 239,865 | $11.5B | 82.30% | |
| 233 | SYFSynchrony Financial | 367,138 | $11.4B | 81.93% | Call |
| 234 | CMICummins Inc | 67,708 | $11.4B | 81.77% | Put |
| 235 | PAASPan American Silver Corp | 665,583 | $11.3B | 81.56% | |
| 236 | XLEEnergy Select Sector SPDR Fund | 165,000 | $11.3B | 81.21% | Put |
| 237 | —SunTrust Banks Inc | 188,932 | $11.3B | 81.16% | |
| 238 | MTBM&T BANK CORP | 69,911 | $11.3B | 80.91% | Put |
| 239 | KMTKennametal Inc | 276,600 | $11.2B | 80.20% | |
| 240 | APDAir Products & Chemicals Inc | 73,487 | $11.1B | 79.87% | |
| 241 | —Kite Pharma Inc | 61,593 | $11.1B | 79.60% | Put |
| 242 | PG4Principal Financial Group Inc | 171,623 | $11.0B | 79.36% | |
| 243 | RHRH | 156,872 | $11.0B | 79.29% | Put |
| 244 | SJMJM Smucker Co/The | 103,700 | $10.9B | 78.20% | Put |
| 245 | EWZiShares MSCI Brazil Capped ETF | 258,784 | $10.8B | 77.54% | Put |
| 246 | TRIThomson Reuters Corp | 233,200 | $10.7B | 76.90% | |
| 247 | BBBlackberry Ltd | 946,717 | $10.6B | 76.07% | |
| 248 | BBYBest Buy Co Inc | 184,614 | $10.5B | 75.58% | |
| 249 | COHREURCoherent Inc | 44,666 | $10.5B | 75.50% | Put |
| 250 | COPConocoPhillips | 209,619 | $10.5B | 75.40% | Put |
| 251 | RRCRange Resources Corp | 535,000 | $10.5B | 75.25% | Put |
| 252 | HBANHuntington Bancshares Inc/OH | 749,722 | $10.5B | 75.22% | |
| 253 | MSCIMSCI Inc | 89,319 | $10.4B | 75.04% | |
| 254 | MIC2EURMacquarie Infrastructure Corp | 144,345 | $10.4B | 74.88% | |
| 255 | SSNCSS&C Technologies Holdings Inc | 259,239 | $10.4B | 74.81% | |
| 256 | HDBHDFC BANK LTD | 107,000 | $10.3B | 74.12% | Put |
| 257 | SYMCEURSymantec Corp | 313,662 | $10.3B | 73.96% | Put |
| 258 | AXSAxis Capital Holdings Ltd | 178,500 | $10.2B | 73.53% | |
| 259 | IRBTQiRobot Corp | 132,630 | $10.2B | 73.46% | Put |
| 260 | —Trinseo SA | 151,888 | $10.2B | 73.25% | |
| 261 | EDUNew Oriental Education & Technology Group Inc | 114,847 | $10.1B | 72.86% | Put |
| 262 | DKSDick's Sporting Goods Inc | 374,700 | $10.1B | 72.74% | Put |
| 263 | SBUXStarbucks Corp | 188,100 | $10.1B | 72.61% | Put |
| 264 | ZBRAZebra Technologies Corp | 92,962 | $10.1B | 72.55% | |
| 265 | AMBAAmbarella Inc | 205,871 | $10.1B | 72.52% | |
| 266 | MASMasco Corp | 253,938 | $9.9B | 71.20% | |
| 267 | CCLCarnival Corp | 153,257 | $9.9B | 71.12% | Put |
| 268 | TALTAL EDUCATION GROUP | 289,923 | $9.8B | 70.24% | Put |
| 269 | UTXZUnited Technologies Corp | 84,163 | $9.8B | 70.21% | Put |
| 270 | VLOValero Energy Corp | 126,553 | $9.7B | 69.97% | Put |
| 271 | EWGiShares MSCI Germany ETF | 298,396 | $9.7B | 69.55% | |
| 272 | PGProcter & Gamble Co/The | 105,820 | $9.6B | 69.19% | Put |
| 273 | CDWCDW Corp/DE | 144,778 | $9.6B | 68.67% | |
| 274 | RFRegions Financial Corp | 625,686 | $9.5B | 68.49% | |
| 275 | AG8Agilent Technologies Inc | 148,120 | $9.5B | 68.34% | Put |
| 276 | XLBMaterials Select Sector SPDR Fund | 164,931 | $9.4B | 67.33% | |
| 277 | EWBCEast West Bancorp Inc | 156,500 | $9.4B | 67.24% | |
| 278 | ANFABERCROMBIE & FITCH CO | 643,383 | $9.3B | 66.77% | |
| 279 | WSTWEST PHARMACEUTICAL SERVICES INC | 96,400 | $9.3B | 66.69% | |
| 280 | BERYEURBerry Global Group Inc | 162,438 | $9.2B | 66.14% | |
| 281 | YUMYum! Brands Inc | 124,933 | $9.2B | 66.10% | Put |
| 282 | DECKDeckers Outdoor Corp | 134,429 | $9.2B | 66.09% | |
| 283 | MLB1MercadoLibre Inc | 35,465 | $9.2B | 65.99% | Put |
| 284 | MLCOMelco Resorts & Entertainment Ltd | 379,140 | $9.1B | 65.73% | |
| 285 | CITUSDCIT Group Inc | 185,742 | $9.1B | 65.48% | |
| 286 | CMECME Group Inc | 66,504 | $9.0B | 64.85% | Put |
| 287 | DGXQuest Diagnostics Inc | 95,630 | $9.0B | 64.36% | Put |
| 288 | MNSTMonster Beverage Corp | 161,578 | $8.9B | 64.16% | Put |
| 289 | STTState Street Corp | 93,065 | $8.9B | 63.91% | Put |
| 290 | HANHawaiian Holdings Inc | 235,149 | $8.8B | 63.46% | Put |
| 291 | AMGNAmgen Inc | 46,600 | $8.7B | 62.45% | Put |
| 292 | WNCWabash National Corp | 379,682 | $8.7B | 62.27% | |
| 293 | NCLHNorwegian Cruise Line Holdings Ltd | 160,240 | $8.7B | 62.25% | |
| 294 | TRNTrinity Industries Inc | 271,118 | $8.6B | 62.16% | |
| 295 | AMHAmerican Homes 4 Rent | 397,953 | $8.6B | 62.10% | |
| 296 | FSLRFirst Solar Inc | 187,900 | $8.6B | 61.95% | Put |
| 297 | XLIIndustrial Select Sector SPDR Fund | 120,300 | $8.5B | 61.39% | Put |
| 298 | —Spirit Realty Capital Inc | 992,312 | $8.5B | 61.12% | |
| 299 | XLVHealth Care Select Sector SPDR Fund | 103,700 | $8.5B | 60.91% | Put |
| 300 | ORCLOracle Corp | 174,200 | $8.4B | 60.54% | Put |