CAPITAL FUND MANAGEMENT S.A. Q4 2016 Filing
Filed February 8, 2017
Portfolio Value
$11.6B
Holdings
1,018
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (1,018 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | CVXChevron Corp | 234,600 | $27.6B | 237.84% | Put |
| 102 | HIIHUNTINGTON INGALLS INDUSTRIES INC | 147,981 | $27.3B | 234.78% | Call |
| 103 | ADSKAutodesk Inc | 368,055 | $27.2B | 234.63% | Put |
| 104 | —Encana Corp | 2,318,368 | $27.2B | 234.44% | Put |
| 105 | UALUnited Continental Holdings Inc | 373,357 | $27.2B | 234.37% | Put |
| 106 | SHWSherwin-Williams Co/The | 100,216 | $26.9B | 231.98% | Put |
| 107 | INTCIntel Corp | 736,300 | $26.7B | 230.03% | Put |
| 108 | MCKMcKesson Corp | 188,956 | $26.5B | 228.59% | Put |
| 109 | KMIKinder Morgan Inc/DE | 1,274,000 | $26.4B | 227.26% | Put |
| 110 | 9990302DApache Corp | 412,500 | $26.2B | 225.52% | Put |
| 111 | CLColgate-Palmolive Co | 395,773 | $25.9B | 223.08% | |
| 112 | MOSMosaic Co/The | 879,034 | $25.8B | 222.07% | Put |
| 113 | —Aetna Inc | 199,128 | $24.7B | 212.70% | |
| 114 | BACVerizon Communications Inc | 448,340 | $23.9B | 206.15% | Put |
| 115 | ZIONZions Bancorporation | 554,168 | $23.9B | 205.45% | Put |
| 116 | TAPMOLSON COORS BREWING CO | 244,741 | $23.8B | 205.13% | Put |
| 117 | —Trinseo SA | 399,342 | $23.7B | 203.98% | |
| 118 | COFCapital One Financial Corp | 269,467 | $23.5B | 202.50% | Put |
| 119 | CAGConagra Brands Inc | 587,215 | $23.2B | 200.05% | Call |
| 120 | MLB1MercadoLibre Inc | 148,615 | $23.2B | 199.87% | Put |
| 121 | HALHalliburton Co | 423,800 | $22.9B | 197.45% | Put |
| 122 | SIXEURSix Flags Entertainment Corp | 380,718 | $22.8B | 196.63% | |
| 123 | TSLATesla Motors Inc | 106,662 | $22.8B | 196.33% | Put |
| 124 | FITBFifth Third Bancorp | 832,367 | $22.4B | 193.37% | Put |
| 125 | EBAeBay Inc | 737,552 | $21.9B | 188.62% | Put |
| 126 | BKBANK OF NEW YORK MELLON CORP/THE | 456,416 | $21.6B | 186.27% | |
| 127 | FFord Motor Co | 1,751,341 | $21.2B | 182.99% | Call |
| 128 | SPGSimon Property Group Inc | 119,300 | $21.2B | 182.57% | Put |
| 129 | WBWeibo Corp | 508,875 | $20.7B | 177.96% | Put |
| 130 | AMBAAmbarella Inc | 380,162 | $20.6B | 177.25% | Put |
| 131 | TRVTravelers Cos Inc/The | 166,759 | $20.4B | 175.85% | Put |
| 132 | —Mallinckrodt PLC | 404,683 | $20.2B | 173.66% | Call |
| 133 | PVHPVH Corp | 222,300 | $20.1B | 172.79% | Put |
| 134 | ABGAmerisourceBergen Corp | 251,914 | $19.7B | 169.66% | |
| 135 | ULTAUlta Salon Cosmetics & Fragrance Inc | 75,433 | $19.2B | 165.65% | Put |
| 136 | XLUUtilities Select Sector SPDR Fund | 395,440 | $19.2B | 165.43% | Put |
| 137 | IPInternational Paper Co | 359,100 | $19.1B | 164.12% | Put |
| 138 | NVONovo Nordisk A/S | 530,988 | $19.0B | 164.01% | |
| 139 | —GW Pharmaceuticals PLC | 167,191 | $18.7B | 160.94% | Put |
| 140 | AONAon PLC | 164,493 | $18.3B | 158.02% | Call |
| 141 | —Yahoo! Inc | 462,800 | $17.9B | 154.15% | Put |
| 142 | DLTRDollar Tree Inc | 230,660 | $17.8B | 153.34% | Put |
| 143 | NUENucor Corp | 298,400 | $17.8B | 152.99% | Put |
| 144 | EOGEOG Resources Inc | 174,300 | $17.6B | 151.79% | Put |
| 145 | —Mead Johnson Nutrition Co | 248,541 | $17.6B | 151.49% | |
| 146 | BRXBrixmor Property Group Inc | 717,256 | $17.5B | 150.87% | |
| 147 | MXIMMaxim Integrated Products Inc | 448,828 | $17.3B | 149.11% | |
| 148 | DALDelta Air Lines Inc | 351,100 | $17.3B | 148.76% | Put |
| 149 | APDAir Products & Chemicals Inc | 119,604 | $17.2B | 148.16% | |
| 150 | CASYCasey's General Stores Inc | 144,083 | $17.1B | 147.54% | |
| 151 | CBRLCracker Barrel Old Country Store Inc | 102,172 | $17.1B | 146.95% | Put |
| 152 | CTLEURCenturyLink Inc | 713,777 | $17.0B | 146.20% | Put |
| 153 | MTNVail Resorts Inc | 105,177 | $17.0B | 146.14% | |
| 154 | NTAPNetApp Inc | 468,135 | $16.5B | 142.23% | Put |
| 155 | FFIVF5 Networks Inc | 112,802 | $16.3B | 140.62% | Put |
| 156 | KMBKimberly-Clark Corp | 142,806 | $16.3B | 140.37% | Put |
| 157 | PFFiShares US Preferred Stock ETF | 437,828 | $16.3B | 140.33% | |
| 158 | AEMAgnico Eagle Mines Ltd | 382,148 | $16.1B | 138.26% | Put |
| 159 | EDUNew Oriental Education & Technology Group Inc | 377,781 | $15.9B | 137.00% | |
| 160 | UTXZUnited Technologies Corp | 144,942 | $15.9B | 136.86% | Put |
| 161 | INGRIngredion Inc | 126,849 | $15.9B | 136.53% | |
| 162 | AYIAcuity Brands Inc | 68,526 | $15.8B | 136.27% | |
| 163 | LVSLas Vegas Sands Corp | 296,142 | $15.8B | 136.24% | Put |
| 164 | WHRWhirlpool Corp | 86,474 | $15.7B | 135.39% | Put |
| 165 | PKGPackaging Corp of America | 185,201 | $15.7B | 135.31% | Put |
| 166 | NAVINavient Corp | 954,948 | $15.7B | 135.15% | |
| 167 | XMESPDR S&P Metals & Mining ETF | 515,500 | $15.7B | 135.03% | Put |
| 168 | CPACopa Holdings SA | 171,750 | $15.6B | 134.37% | |
| 169 | ADMArcher-Daniels-Midland Co | 338,504 | $15.5B | 133.11% | Put |
| 170 | CRMSalesforce.com Inc | 225,633 | $15.4B | 133.05% | |
| 171 | MACMacerich Co/The | 217,326 | $15.4B | 132.61% | |
| 172 | CMECME Group Inc | 133,304 | $15.4B | 132.44% | Put |
| 173 | BBBYEURBed Bath & Beyond Inc | 371,300 | $15.1B | 129.97% | Put |
| 174 | PNCPNC Financial Services Group Inc/The | 128,200 | $15.0B | 129.16% | Put |
| 175 | KLACKLA-Tencor Corp | 189,780 | $14.9B | 128.62% | Put |
| 176 | EMREmerson Electric Co | 266,100 | $14.8B | 127.78% | Put |
| 177 | FTNTFortinet Inc | 488,992 | $14.7B | 126.86% | |
| 178 | HANHawaiian Holdings Inc | 252,984 | $14.4B | 124.21% | |
| 179 | LLYEli Lilly & Co | 195,881 | $14.4B | 124.10% | Put |
| 180 | STZConstellation Brands Inc | 93,722 | $14.4B | 123.77% | Put |
| 181 | KHCKraft Heinz Co/The | 164,500 | $14.4B | 123.72% | Put |
| 182 | OCOwens Corning | 273,789 | $14.1B | 121.60% | Put |
| 183 | IBBiShares Nasdaq Biotechnology ETF | 53,102 | $14.1B | 121.39% | Put |
| 184 | ORCLOracle Corp | 366,404 | $14.1B | 121.35% | Put |
| 185 | BBDBanco Bradesco SA | 1,615,745 | $14.1B | 121.22% | |
| 186 | BWXTBWX Technologies Inc | 353,187 | $14.0B | 120.78% | |
| 187 | CPBCampbell Soup Co | 229,129 | $13.9B | 119.35% | Put |
| 188 | HRLHormel Foods Corp | 397,106 | $13.8B | 119.07% | |
| 189 | NXPINXP Semiconductors NV | 140,572 | $13.8B | 118.67% | Put |
| 190 | LBEURL Brands Inc | 208,000 | $13.7B | 117.96% | Put |
| 191 | ABMDEURAbiomed Inc | 120,930 | $13.6B | 117.38% | Put |
| 192 | BDXBecton Dickinson and Co | 82,019 | $13.6B | 116.96% | Put |
| 193 | WYNNWynn Resorts Ltd | 156,700 | $13.6B | 116.77% | Put |
| 194 | MASMasco Corp | 428,483 | $13.5B | 116.70% | |
| 195 | NOCNorthrop Grumman Corp | 57,715 | $13.4B | 115.62% | Put |
| 196 | FBINFortune Brands Home & Security Inc | 250,575 | $13.4B | 115.39% | |
| 197 | CCChemours Co/The | 603,009 | $13.3B | 114.73% | |
| 198 | UNHUnitedHealth Group Inc | 82,639 | $13.2B | 113.91% | Call |
| 199 | PHParker-Hannifin Corp | 93,524 | $13.1B | 112.78% | Put |
| 200 | LULULululemon Athletica Inc | 199,187 | $12.9B | 111.50% | Put |