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 |
|---|---|---|---|---|---|
| 301 | PACWUSDPacWest Bancorp | 166,715 | $8.4B | 60.52% | |
| 302 | LPLALPL Financial Holdings Inc | 163,000 | $8.4B | 60.42% | |
| 303 | NUENucor Corp | 148,533 | $8.3B | 59.83% | Put |
| 304 | IYFiShares US Financials ETF | 74,125 | $8.3B | 59.73% | |
| 305 | SAICScience Applications International Corp | 124,212 | $8.3B | 59.68% | |
| 306 | JBLUJetBlue Airways Corp | 447,156 | $8.3B | 59.55% | |
| 307 | FLT1EURFLEETCOR TECHNOLOGIES INC | 53,454 | $8.3B | 59.46% | |
| 308 | KBHKB Home | 342,162 | $8.3B | 59.32% | Put |
| 309 | EGRXEagle Pharmaceuticals Inc/DE | 138,030 | $8.2B | 59.17% | Put |
| 310 | —Energen Corp | 150,447 | $8.2B | 59.12% | |
| 311 | —Resolute Energy Corp | 275,835 | $8.2B | 58.86% | Call |
| 312 | RSGRepublic Services Inc | 123,600 | $8.2B | 58.68% | |
| 313 | 7HPHP Inc | 405,984 | $8.1B | 58.24% | |
| 314 | —ROCKWELL COLLINS INC | 61,853 | $8.1B | 58.10% | Put |
| 315 | SLCAUS Silica Holdings Inc | 259,693 | $8.1B | 57.99% | Put |
| 316 | —Validus Holdings Ltd | 163,700 | $8.1B | 57.90% | |
| 317 | HIGHartford Financial Services Group Inc/The | 144,007 | $8.0B | 57.37% | |
| 318 | AMDAdvanced Micro Devices Inc | 625,264 | $8.0B | 57.30% | Put |
| 319 | PSXPhillips 66 | 85,300 | $7.8B | 56.17% | Put |
| 320 | TSCOTractor Supply Co | 123,400 | $7.8B | 56.13% | Put |
| 321 | —Envision Healthcare Corp | 171,696 | $7.7B | 55.47% | |
| 322 | XMESPDR S&P Metals & Mining ETF | 239,771 | $7.7B | 55.46% | Put |
| 323 | EEMiShares MSCI Emerging Markets ETF | 170,551 | $7.6B | 54.93% | Put |
| 324 | ALKAlaska Air Group Inc | 99,530 | $7.6B | 54.57% | Put |
| 325 | NSCNorfolk Southern Corp | 56,742 | $7.5B | 53.93% | Put |
| 326 | HESHess Corp | 159,600 | $7.5B | 53.78% | Put |
| 327 | PEPPepsiCo Inc | 67,015 | $7.5B | 53.67% | Put |
| 328 | —Parsley Energy Inc | 282,457 | $7.4B | 53.47% | |
| 329 | GGGGraco Inc | 60,102 | $7.4B | 53.43% | |
| 330 | MXIMMaxim Integrated Products Inc | 153,330 | $7.3B | 52.57% | |
| 331 | RYRoyal Bank of Canada | 94,447 | $7.3B | 52.50% | Put |
| 332 | —Retail Properties of America Inc | 554,080 | $7.3B | 52.29% | |
| 333 | AONAon PLC | 49,500 | $7.2B | 51.98% | Put |
| 334 | UTHUnited Therapeutics Corp | 61,488 | $7.2B | 51.79% | |
| 335 | MDTMedtronic PLC | 91,981 | $7.2B | 51.41% | Put |
| 336 | RHT1EURRed Hat Inc | 64,333 | $7.1B | 51.26% | |
| 337 | EMEEMCOR Group Inc | 102,300 | $7.1B | 51.02% | |
| 338 | EWWiShares MSCI Mexico Capped ETF | 129,529 | $7.1B | 50.84% | Call |
| 339 | ALGTAllegiant Travel Co | 53,528 | $7.0B | 50.67% | |
| 340 | HDSUSDHD Supply Holdings Inc | 194,681 | $7.0B | 50.47% | Call |
| 341 | BOBEUSDBob Evans Farms Inc/DE | 90,016 | $7.0B | 50.15% | |
| 342 | —Buffalo Wild Wings Inc | 65,881 | $7.0B | 50.05% | Put |
| 343 | STLAFiat Chrysler Automobiles NV | 388,754 | $7.0B | 50.05% | Call |
| 344 | RJFRaymond James Financial Inc | 82,164 | $6.9B | 49.80% | |
| 345 | TTWOTake-Two Interactive Software Inc | 67,600 | $6.9B | 49.67% | Put |
| 346 | TRGPTarga Resources Corp | 145,677 | $6.9B | 49.53% | |
| 347 | AGOAssured Guaranty Ltd | 181,595 | $6.9B | 49.27% | |
| 348 | MTGMGIC Investment Corp | 546,103 | $6.8B | 49.18% | |
| 349 | OASEUROasis Petroleum Inc | 745,825 | $6.8B | 48.89% | |
| 350 | VOYAVoya Financial Inc | 169,492 | $6.8B | 48.59% | |
| 351 | —PharMerica Corp | 228,212 | $6.7B | 48.06% | |
| 352 | IWFiShares Russell 1000 Growth ETF | 53,400 | $6.7B | 48.00% | |
| 353 | —Bankrate Inc | 474,719 | $6.6B | 47.59% | |
| 354 | EWHiShares MSCI Hong Kong ETF | 266,883 | $6.6B | 47.36% | |
| 355 | CBRECBRE Group Inc | 173,700 | $6.6B | 47.29% | |
| 356 | —VWR Corp | 198,028 | $6.6B | 47.13% | |
| 357 | PPCPilgrim's Pride Corp | 230,419 | $6.5B | 47.05% | |
| 358 | AEMAgnico Eagle Mines Ltd | 143,408 | $6.5B | 46.60% | |
| 359 | MMSMAXIMUS Inc | 99,758 | $6.4B | 46.24% | |
| 360 | CPBCampbell Soup Co | 137,156 | $6.4B | 46.16% | Put |
| 361 | MTZMASTEC INC | 137,962 | $6.4B | 46.01% | |
| 362 | EBAeBay Inc | 165,700 | $6.4B | 45.80% | Put |
| 363 | —INC Research Holdings Inc | 121,678 | $6.4B | 45.74% | |
| 364 | —Calpine Corp | 431,424 | $6.4B | 45.73% | Call |
| 365 | 2362120DSinclair Broadcast Group Inc | 198,510 | $6.4B | 45.73% | |
| 366 | STXSeagate Technology PLC | 191,600 | $6.4B | 45.68% | Put |
| 367 | —Bunge Ltd | 90,858 | $6.3B | 45.36% | |
| 368 | TRUTransUnion | 132,300 | $6.3B | 44.93% | |
| 369 | SNIScripps Networks Interactive Inc | 72,151 | $6.2B | 44.54% | |
| 370 | FITBFifth Third Bancorp | 220,697 | $6.2B | 44.38% | |
| 371 | CTSHCognizant Technology Solutions Corp | 84,934 | $6.2B | 44.28% | Put |
| 372 | —Select Comfort Corp | 198,070 | $6.2B | 44.20% | |
| 373 | NOCNorthrop Grumman Corp | 21,252 | $6.1B | 43.95% | Put |
| 374 | EPIWisdomTree India Earnings Fund | 241,424 | $6.1B | 43.68% | |
| 375 | —Parexel International Corp | 68,567 | $6.0B | 43.40% | |
| 376 | —General Communication Inc | 147,910 | $6.0B | 43.36% | |
| 377 | MBTGBPMobile TeleSystems PJSC | 574,791 | $6.0B | 43.13% | |
| 378 | CIMChimera Investment Corp | 316,533 | $6.0B | 43.04% | |
| 379 | YELPYelp Inc | 138,139 | $6.0B | 42.99% | Put |
| 380 | CLRUSDContinental Resources Inc/OK | 154,634 | $6.0B | 42.91% | Put |
| 381 | LAZLAZARD LTD | 131,604 | $6.0B | 42.77% | |
| 382 | —CPFL Energia SA | 345,895 | $5.9B | 42.66% | |
| 383 | SMSM Energy Co | 332,572 | $5.9B | 42.40% | |
| 384 | EVREvercore Inc | 73,513 | $5.9B | 42.40% | |
| 385 | LEALear Corp | 34,031 | $5.9B | 42.33% | |
| 386 | —WGL Holdings Inc | 69,562 | $5.9B | 42.10% | |
| 387 | AYIAcuity Brands Inc | 33,964 | $5.8B | 41.81% | |
| 388 | SBACSBA Communications Corp | 39,838 | $5.7B | 41.25% | Put |
| 389 | AVAAvista Corp | 109,929 | $5.7B | 40.90% | |
| 390 | CLFCleveland-Cliffs Inc | 794,721 | $5.7B | 40.85% | Put |
| 391 | DUKDuke Energy Corp | 67,200 | $5.6B | 40.54% | Put |
| 392 | PRUPrudential Financial Inc | 52,559 | $5.6B | 40.16% | |
| 393 | AALAmerican Airlines Group Inc | 116,900 | $5.6B | 39.90% | Put |
| 394 | RPMRpm International Inc | 107,565 | $5.5B | 39.69% | |
| 395 | RICEEURRice Energy Inc | 190,381 | $5.5B | 39.60% | |
| 396 | —Silver Spring Networks Inc | 340,270 | $5.5B | 39.54% | |
| 397 | PDCEUSDPDC Energy Inc | 112,000 | $5.5B | 39.47% | Put |
| 398 | —HSN Inc | 139,495 | $5.4B | 39.15% | |
| 399 | KMXCarmax Inc | 71,800 | $5.4B | 39.12% | Put |
| 400 | IVViShares Core S&P 500 ETF | 21,487 | $5.4B | 39.06% |