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 |
|---|---|---|---|---|---|
| 301 | TFXTeleflex Inc | 45,550 | $7.3B | 63.22% | |
| 302 | RRDEURRR Donnelley & Sons Co | 445,485 | $7.3B | 62.62% | |
| 303 | CP.TOCanadian Pacific Railway Ltd | 50,689 | $7.2B | 62.34% | |
| 304 | ARCPEURVEREIT Inc | 852,702 | $7.2B | 62.14% | |
| 305 | HMCHonda Motor Co Ltd | 246,864 | $7.2B | 62.07% | |
| 306 | ETNEaton Corp PLC | 107,180 | $7.2B | 61.94% | Put |
| 307 | BKNGPriceline Group Inc/The | 4,900 | $7.2B | 61.88% | Put |
| 308 | TSCOTractor Supply Co | 93,800 | $7.1B | 61.25% | Put |
| 309 | SF9Sanderson Farms Inc | 75,408 | $7.1B | 61.21% | |
| 310 | SYFSynchrony Financial | 193,674 | $7.0B | 60.51% | |
| 311 | CLRUSDContinental Resources Inc/OK | 136,020 | $7.0B | 60.39% | Put |
| 312 | —Kate Spade & Co | 375,358 | $7.0B | 60.36% | |
| 313 | —Whole Foods Market Inc | 227,793 | $7.0B | 60.36% | Put |
| 314 | AEOAMERICAN EAGLE OUTFITTERS INC | 461,025 | $7.0B | 60.24% | |
| 315 | FHIFEDERATED INVESTORS INC | 245,796 | $7.0B | 59.87% | |
| 316 | PEOExelon Corp | 194,500 | $6.9B | 59.46% | Put |
| 317 | —Dun & Bradstreet Corp/The | 56,875 | $6.9B | 59.43% | |
| 318 | EWEdwards Lifesciences Corp | 73,512 | $6.9B | 59.33% | Put |
| 319 | ALKSAlkermes Plc | 123,288 | $6.9B | 59.02% | |
| 320 | NXSTNexstar Broadcasting Group Inc | 108,065 | $6.8B | 58.92% | Call |
| 321 | —Rowan Cos Plc | 358,980 | $6.8B | 58.41% | |
| 322 | IWOiShares Russell 2000 Growth ETF | 43,982 | $6.8B | 58.32% | |
| 323 | NOWServiceNow Inc | 90,387 | $6.7B | 57.87% | |
| 324 | ORealty Income Corp | 116,617 | $6.7B | 57.75% | Put |
| 325 | RHT1EURRed Hat Inc | 95,197 | $6.6B | 57.15% | Call |
| 326 | GPKGraphic Packaging Holding Co | 528,483 | $6.6B | 56.81% | |
| 327 | CMCSAComcast Corp | 95,500 | $6.6B | 56.80% | Put |
| 328 | FUODolby Laboratories Inc | 145,736 | $6.6B | 56.73% | |
| 329 | —Twenty-First Century Fox Inc | 234,194 | $6.6B | 56.57% | Put |
| 330 | PZZAPapa John's International Inc | 76,679 | $6.6B | 56.52% | Put |
| 331 | EVEUREaton Vance Corp | 156,564 | $6.6B | 56.48% | |
| 332 | RITMNew Residential Investment Corp | 416,942 | $6.6B | 56.45% | |
| 333 | 37MMRC Global Inc | 320,166 | $6.5B | 55.88% | |
| 334 | —HCP Inc | 215,930 | $6.4B | 55.28% | Call |
| 335 | LVLNSPDR S&P Regional Banking ETF | 114,223 | $6.3B | 54.67% | Put |
| 336 | CUCAAvis Budget Group Inc | 172,306 | $6.3B | 54.45% | Put |
| 337 | LMEURLegg Mason Inc | 208,612 | $6.2B | 53.75% | |
| 338 | CSXCSX Corp | 173,600 | $6.2B | 53.72% | Put |
| 339 | MDYSPDR S&P MidCap 400 ETF Trust | 20,600 | $6.2B | 53.54% | Put |
| 340 | HBANHuntington Bancshares Inc/OH | 468,417 | $6.2B | 53.34% | Put |
| 341 | VNQVanguard REIT ETF | 74,886 | $6.2B | 53.23% | Put |
| 342 | VENVentas Inc | 98,754 | $6.2B | 53.18% | Put |
| 343 | LPLALPL Financial Holdings Inc | 175,341 | $6.2B | 53.18% | |
| 344 | GBXGreenbrier Cos Inc/The | 148,207 | $6.2B | 53.04% | |
| 345 | FCXFreeport-McMoRan Inc | 466,800 | $6.2B | 53.03% | Put |
| 346 | FDO.FMacy's Inc | 170,100 | $6.1B | 52.47% | Put |
| 347 | EWHiShares MSCI Hong Kong ETF | 312,391 | $6.1B | 52.41% | |
| 348 | —Communications Sales & Leasing Inc | 236,668 | $6.0B | 51.80% | |
| 349 | K6BKBR Inc | 350,835 | $5.9B | 50.43% | |
| 350 | —AK Steel Holding Corp | 572,244 | $5.8B | 50.33% | |
| 351 | BLMNBloomin' Brands Inc | 323,286 | $5.8B | 50.21% | |
| 352 | WTWisdomTree Investments Inc | 522,627 | $5.8B | 50.15% | |
| 353 | IRIngersoll-Rand PLC | 77,519 | $5.8B | 50.10% | |
| 354 | OSKOshkosh Corp | 89,348 | $5.8B | 49.73% | |
| 355 | SYMCEURSymantec Corp | 240,791 | $5.8B | 49.55% | Put |
| 356 | CIMChimera Investment Corp | 336,625 | $5.7B | 49.35% | |
| 357 | WYWeyerhaeuser Co | 190,177 | $5.7B | 49.29% | |
| 358 | GWWWW Grainger Inc | 24,600 | $5.7B | 49.21% | Put |
| 359 | ALLEAllegion PLC | 88,700 | $5.7B | 48.90% | |
| 360 | XLKTechnology Select Sector SPDR Fund | 117,200 | $5.7B | 48.82% | Put |
| 361 | ITWILLINOIS TOOL WORKS INC | 46,200 | $5.7B | 48.73% | Put |
| 362 | A4SAmeriprise Financial Inc | 50,994 | $5.7B | 48.73% | Put |
| 363 | JECUSDJacobs Engineering Group Inc | 98,998 | $5.6B | 48.61% | |
| 364 | TJXTJX Cos Inc/The | 74,774 | $5.6B | 48.39% | |
| 365 | VWOVanguard FTSE Emerging Markets ETF | 156,858 | $5.6B | 48.34% | |
| 366 | RSRELIANCE STEEL & ALUMINUM CO | 70,451 | $5.6B | 48.27% | |
| 367 | DARDarling Ingredients Inc | 430,750 | $5.6B | 47.90% | |
| 368 | ALGTAllegiant Travel Co | 33,043 | $5.5B | 47.36% | |
| 369 | SLBSchlumberger Ltd | 65,200 | $5.5B | 47.15% | Put |
| 370 | SONYSONY CORP | 193,840 | $5.4B | 46.80% | |
| 371 | TG7Triumph Group Inc | 204,313 | $5.4B | 46.63% | |
| 372 | KBESPDR S&P Bank ETF | 124,492 | $5.4B | 46.62% | |
| 373 | PAASPan American Silver Corp | 357,046 | $5.4B | 46.35% | Put |
| 374 | —Atwood Oceanics Inc | 404,515 | $5.3B | 45.75% | |
| 375 | NWLNewell Brands Inc | 117,207 | $5.2B | 45.07% | |
| 376 | PPGPPG Industries Inc | 55,110 | $5.2B | 44.98% | |
| 377 | SKMEURSK TELECOM CO LTD | 248,803 | $5.2B | 44.79% | |
| 378 | ITBiShares U.S. Home Construction ETF | 188,461 | $5.2B | 44.61% | |
| 379 | AG8Agilent Technologies Inc | 113,466 | $5.2B | 44.53% | |
| 380 | TTMCHFTata Motors Ltd | 149,808 | $5.2B | 44.38% | |
| 381 | —Newfield Exploration Co | 127,086 | $5.1B | 44.33% | Call |
| 382 | RLRalph Lauren Corp | 56,924 | $5.1B | 44.29% | Put |
| 383 | HN9Hanesbrands Inc | 237,896 | $5.1B | 44.20% | |
| 384 | LEALear Corp | 38,684 | $5.1B | 44.11% | |
| 385 | PRIPrimerica Inc | 73,670 | $5.1B | 43.88% | |
| 386 | DFSEURDiscover Financial Services | 69,993 | $5.0B | 43.46% | Put |
| 387 | AERAerCap Holdings NV | 120,682 | $5.0B | 43.26% | |
| 388 | RRXRegal Beloit Corp | 72,021 | $5.0B | 42.96% | |
| 389 | TIFEURTiffany & Co | 64,200 | $5.0B | 42.82% | Put |
| 390 | —Retail Properties of America Inc | 320,836 | $4.9B | 42.36% | |
| 391 | AWNAdvance Auto Parts Inc | 29,000 | $4.9B | 42.25% | Put |
| 392 | BHPBHP BILLITON LTD | 136,200 | $4.9B | 41.98% | Put |
| 393 | NBRNabors Industries Ltd | 296,586 | $4.9B | 41.90% | |
| 394 | TMToyota Motor Corp | 41,474 | $4.9B | 41.87% | |
| 395 | HRIHerc Holdings Inc | 119,671 | $4.8B | 41.40% | |
| 396 | EVREvercore Partners Inc | 69,801 | $4.8B | 41.30% | |
| 397 | PLCEChildren's Place Inc/The | 47,380 | $4.8B | 41.20% | |
| 398 | NSCNorfolk Southern Corp | 44,200 | $4.8B | 41.14% | Put |
| 399 | AOSAO SMITH CORP | 100,051 | $4.7B | 40.80% | |
| 400 | —Horizon Pharma Plc | 291,939 | $4.7B | 40.69% |