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 |
|---|---|---|---|---|---|
| 201 | WDAYWorkday Inc | 194,137 | $12.8B | 110.52% | |
| 202 | —Express Scripts Holding Co | 185,181 | $12.7B | 109.73% | Put |
| 203 | CFCF Industries Holdings Inc | 389,625 | $12.3B | 105.65% | Put |
| 204 | VIPSVipshop Holdings Ltd | 1,110,762 | $12.2B | 105.34% | |
| 205 | DUKDuke Energy Corp | 157,182 | $12.2B | 105.09% | Put |
| 206 | CLXClorox Co/The | 101,066 | $12.1B | 104.48% | Put |
| 207 | AMDAdvanced Micro Devices Inc | 1,061,968 | $12.0B | 103.73% | Put |
| 208 | HSYHershey Co/The | 115,792 | $12.0B | 103.16% | Put |
| 209 | ALBAlbemarle Corp | 139,030 | $12.0B | 103.09% | Put |
| 210 | GDGeneral Dynamics Corp | 68,300 | $11.8B | 101.58% | Put |
| 211 | ALKAlaska Air Group Inc | 132,806 | $11.8B | 101.50% | Put |
| 212 | BIGGQBig Lots Inc | 233,235 | $11.7B | 100.87% | Call |
| 213 | GRA1EURWR Grace & Co | 172,861 | $11.7B | 100.71% | |
| 214 | PPCPilgrim's Pride Corp | 609,697 | $11.6B | 99.73% | |
| 215 | INTUIntuit Inc | 100,837 | $11.6B | 99.55% | Put |
| 216 | SMSM Energy Co | 335,066 | $11.6B | 99.51% | Call |
| 217 | PAYXPaychex Inc | 189,700 | $11.5B | 99.48% | Put |
| 218 | ELVAnthem Inc | 79,720 | $11.5B | 98.72% | Put |
| 219 | SEESealed Air Corp | 250,529 | $11.4B | 97.84% | |
| 220 | KOCoca-Cola Co/The | 271,700 | $11.3B | 97.03% | Put |
| 221 | CIKCredit Suisse Group AG | 786,978 | $11.3B | 97.01% | |
| 222 | MKTXMarketAxess Holdings Inc | 76,600 | $11.3B | 96.94% | |
| 223 | COOCooper Cos Inc/The | 64,197 | $11.2B | 96.73% | |
| 224 | INCYIncyte Corp | 110,898 | $11.1B | 95.78% | Call |
| 225 | AWCAmerican Water Works Co Inc | 152,540 | $11.0B | 95.07% | Put |
| 226 | SCHWCharles Schwab Corp/The | 278,419 | $11.0B | 94.66% | Put |
| 227 | CCLCarnival Corp | 210,383 | $11.0B | 94.34% | Call |
| 228 | LYBLyondellBasell Industries NV | 126,785 | $10.9B | 93.67% | Put |
| 229 | WSMWilliams-Sonoma Inc | 223,718 | $10.8B | 93.25% | Put |
| 230 | HUNHuntsman Corp | 566,813 | $10.8B | 93.16% | Put |
| 231 | SYYSysco Corp | 194,285 | $10.8B | 92.66% | Put |
| 232 | GEGeneral Electric Co | 332,600 | $10.5B | 90.53% | Put |
| 233 | KMTKennametal Inc | 332,470 | $10.4B | 89.52% | |
| 234 | DYDycom Industries Inc | 129,175 | $10.4B | 89.33% | |
| 235 | OLNOlin Corp | 402,395 | $10.3B | 88.76% | |
| 236 | NBISYandex NV | 504,198 | $10.2B | 87.43% | |
| 237 | —CBS CORP | 159,500 | $10.1B | 87.40% | Put |
| 238 | BRK/BBerkshire Hathaway Inc | 62,200 | $10.1B | 87.32% | Put |
| 239 | EDConsolidated Edison Inc | 137,400 | $10.1B | 87.19% | Put |
| 240 | ADBEAdobe Systems Inc | 97,927 | $10.1B | 86.84% | Put |
| 241 | VYXNCR CORP | 247,428 | $10.0B | 86.45% | Call |
| 242 | S9QSpirit Aerosystems Holdings Inc | 171,311 | $10.0B | 86.10% | |
| 243 | NOVEURNational Oilwell Varco Inc | 265,518 | $9.9B | 85.63% | Put |
| 244 | —Michael Kors Holdings Ltd | 231,151 | $9.9B | 85.58% | Put |
| 245 | —Xerox Corp | 1,127,071 | $9.8B | 84.75% | |
| 246 | SWBISmith & Wesson Holding Corp | 464,616 | $9.8B | 84.36% | |
| 247 | UHSUNIVERSAL HEALTH SERVICES INC | 91,655 | $9.8B | 83.98% | |
| 248 | DHRDanaher Corp | 125,002 | $9.7B | 83.82% | Put |
| 249 | GAPGap Inc/The | 432,307 | $9.7B | 83.56% | Put |
| 250 | FNFFNF Group | 284,300 | $9.7B | 83.16% | |
| 251 | OXYOccidental Petroleum Corp | 134,800 | $9.6B | 82.71% | Put |
| 252 | NUSNU SKIN ENTERPRISES INC | 200,464 | $9.6B | 82.50% | |
| 253 | —Cliffs Natural Resources Inc | 1,131,898 | $9.5B | 81.99% | |
| 254 | RGLDRoyal Gold Inc | 150,200 | $9.5B | 81.95% | Put |
| 255 | DRIDarden Restaurants Inc | 130,791 | $9.5B | 81.91% | Put |
| 256 | MTGMGIC Investment Corp | 930,852 | $9.5B | 81.70% | |
| 257 | MSCIMSCI Inc | 120,286 | $9.5B | 81.62% | |
| 258 | CMCCommercial Metals Co | 433,702 | $9.4B | 81.36% | |
| 259 | SBUXStarbucks Corp | 169,242 | $9.4B | 80.93% | Call |
| 260 | MNSTMonster Beverage Corp | 210,200 | $9.3B | 80.28% | |
| 261 | MMM3M Co | 52,040 | $9.3B | 80.05% | Put |
| 262 | PLDProLogis Inc | 174,746 | $9.2B | 79.45% | Put |
| 263 | TWTRUSDTwitter Inc | 561,200 | $9.1B | 78.79% | Put |
| 264 | FISFIDELITY NATIONAL INFORMATION SERVICES INC | 120,265 | $9.1B | 78.36% | |
| 265 | ACMAECOM | 249,200 | $9.1B | 78.05% | |
| 266 | NFLXNetFlix Inc | 72,182 | $8.9B | 76.97% | Put |
| 267 | —Silver Wheaton Corp | 461,340 | $8.9B | 76.77% | Put |
| 268 | —Staples Inc | 984,242 | $8.9B | 76.72% | |
| 269 | PRKSSeaWorld Entertainment Inc | 470,420 | $8.9B | 76.70% | Put |
| 270 | AMGNAmgen Inc | 60,785 | $8.9B | 76.55% | Put |
| 271 | RDNRadian Group Inc | 491,142 | $8.8B | 76.07% | |
| 272 | XBISPDR S&P Biotech ETF | 147,590 | $8.7B | 75.25% | Put |
| 273 | —DST Systems Inc | 80,130 | $8.6B | 73.96% | |
| 274 | BERYEURBerry Plastics Group Inc | 175,320 | $8.5B | 73.59% | Put |
| 275 | TRNTrinity Industries Inc | 306,835 | $8.5B | 73.37% | |
| 276 | —Five Prime Therapeutics Inc | 166,945 | $8.4B | 72.06% | |
| 277 | XHBSPDR S&P Homebuilders ETF | 245,040 | $8.3B | 71.45% | |
| 278 | GLWCorning Inc | 340,042 | $8.3B | 71.09% | Put |
| 279 | BAXBaxter International Inc | 185,913 | $8.2B | 71.00% | |
| 280 | CITUSDCIT Group Inc | 190,994 | $8.2B | 70.22% | Put |
| 281 | —Energen Corp | 138,948 | $8.0B | 69.02% | |
| 282 | STLDSteel Dynamics Inc | 225,087 | $8.0B | 68.98% | Put |
| 283 | SIGSignet Jewelers Ltd | 84,569 | $8.0B | 68.66% | Put |
| 284 | —Spirit Realty Capital Inc | 733,368 | $8.0B | 68.60% | |
| 285 | —Chicago Bridge & Iron Co NV | 250,743 | $8.0B | 68.57% | Call |
| 286 | —Cypress Semiconductor Corp | 692,732 | $7.9B | 68.26% | |
| 287 | BIDUNBaidu Inc | 48,088 | $7.9B | 68.10% | Put |
| 288 | IWNiShares Russell 2000 Value ETF | 65,100 | $7.7B | 66.69% | |
| 289 | PNRPentair plc | 137,195 | $7.7B | 66.26% | |
| 290 | FSLRFirst Solar Inc | 237,800 | $7.6B | 65.73% | Put |
| 291 | XLBMaterials Select Sector SPDR Fund | 152,826 | $7.6B | 65.42% | |
| 292 | —Kapstone Paper and Packaging Corp | 344,375 | $7.6B | 65.40% | |
| 293 | HESHess Corp | 121,800 | $7.6B | 65.35% | Put |
| 294 | MANHManhattan Associates Inc | 142,144 | $7.5B | 64.93% | |
| 295 | KSUEURKansas City Southern | 88,397 | $7.5B | 64.60% | |
| 296 | TUPTupperware Brands Corp | 142,410 | $7.5B | 64.55% | |
| 297 | SPBSpectrum Brands Holdings Inc | 61,235 | $7.5B | 64.52% | |
| 298 | ILMNIllumina Inc | 58,335 | $7.5B | 64.33% | |
| 299 | FQIDigital Realty Trust Inc | 75,350 | $7.4B | 63.77% | Put |
| 300 | ALLYAlly Financial Inc | 387,074 | $7.4B | 63.41% |