CAPITAL FUND MANAGEMENT S.A. Q4 2017 Filing
Filed February 9, 2018
Portfolio Value
$18.1B
Holdings
1,076
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (1,076 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | —Mylan NV | 1,025,200 | $43.4B | 239.15% | Put |
| 102 | XLFFinancial Select Sector SPDR Fund | 1,540,300 | $43.0B | 237.02% | Put |
| 103 | BRK/BBerkshire Hathaway Inc | 215,700 | $42.8B | 235.73% | Put |
| 104 | MOSMosaic Co/The | 1,651,607 | $42.4B | 233.66% | Put |
| 105 | YYEURYY Inc | 370,508 | $41.9B | 230.95% | Put |
| 106 | MRVLMarvell Technology Group Ltd | 1,942,716 | $41.7B | 229.97% | Put |
| 107 | KMBKimberly-Clark Corp | 341,400 | $41.2B | 227.12% | Put |
| 108 | ALSALLSTATE CORP/THE | 389,450 | $40.8B | 224.84% | Put |
| 109 | THOThor Industries Inc | 268,565 | $40.5B | 223.17% | Put |
| 110 | CHRWCH Robinson Worldwide Inc | 453,300 | $40.4B | 222.66% | Put |
| 111 | CUCAAvis Budget Group Inc | 920,000 | $40.4B | 222.57% | Put |
| 112 | DWDMorgan Stanley | 756,821 | $39.7B | 218.95% | Put |
| 113 | SPGIS&P Global Inc | 232,037 | $39.3B | 216.72% | Put |
| 114 | KLACKLA-Tencor Corp | 358,937 | $37.7B | 207.94% | Put |
| 115 | CCChemours Co/The | 742,454 | $37.2B | 204.92% | Put |
| 116 | GDGeneral Dynamics Corp | 181,218 | $36.9B | 203.28% | Put |
| 117 | WFCWells Fargo & Co | 604,495 | $36.7B | 202.21% | Put |
| 118 | SJMJM Smucker Co/The | 290,700 | $36.1B | 199.12% | Put |
| 119 | DGXQuest Diagnostics Inc | 366,130 | $36.1B | 198.82% | Call |
| 120 | VMWEURVMware Inc | 286,585 | $35.9B | 198.02% | Put |
| 121 | HONHoneywell International Inc | 232,100 | $35.6B | 196.25% | Put |
| 122 | QCOMQualcomm Inc | 547,894 | $35.1B | 193.39% | Put |
| 123 | ELEstee Lauder Cos Inc/The | 270,204 | $34.4B | 189.56% | Put |
| 124 | OCOwens Corning | 368,496 | $33.9B | 186.80% | Put |
| 125 | VRTXVertex Pharmaceuticals Inc | 224,266 | $33.6B | 185.30% | Put |
| 126 | 3M4Masimo Corp | 392,723 | $33.3B | 183.62% | Put |
| 127 | XLUUtilities Select Sector SPDR Fund | 625,640 | $33.0B | 181.72% | Put |
| 128 | CMAComerica Inc | 376,460 | $32.7B | 180.18% | |
| 129 | NOCNorthrop Grumman Corp | 104,600 | $32.1B | 177.00% | Put |
| 130 | PLAYDave & Buster's Entertainment Inc | 577,918 | $31.9B | 175.79% | Put |
| 131 | TMUST-Mobile US Inc | 500,485 | $31.8B | 175.25% | Put |
| 132 | ACNAccenture PLC | 206,900 | $31.7B | 174.63% | Put |
| 133 | BIIBBiogen Inc | 98,600 | $31.4B | 173.18% | Put |
| 134 | DLTRDollar Tree Inc | 289,583 | $31.1B | 171.33% | Put |
| 135 | PLDProLogis Inc | 480,820 | $31.0B | 171.01% | Put |
| 136 | TIFEURTiffany & Co | 294,548 | $30.6B | 168.81% | |
| 137 | PLCEChildren's Place Inc/The | 209,963 | $30.5B | 168.27% | Put |
| 138 | PKGPackaging Corp of America | 252,493 | $30.4B | 167.82% | Put |
| 139 | DPZDomino's Pizza Inc | 159,946 | $30.2B | 166.63% | Put |
| 140 | LBEURL Brands Inc | 493,500 | $29.7B | 163.86% | Put |
| 141 | IRBTQiRobot Corp | 384,971 | $29.5B | 162.80% | Put |
| 142 | GISGeneral Mills Inc | 494,200 | $29.3B | 161.55% | Put |
| 143 | PGProcter & Gamble Co/The | 318,700 | $29.3B | 161.45% | Put |
| 144 | CAGConagra Brands Inc | 766,427 | $28.9B | 159.19% | Call |
| 145 | STMSTMicroelectronics NV | 1,314,585 | $28.7B | 158.30% | Put |
| 146 | NEENextEra Energy Inc | 183,700 | $28.7B | 158.19% | Put |
| 147 | STTState Street Corp | 292,165 | $28.5B | 157.24% | Put |
| 148 | TALTAL EDUCATION GROUP | 928,180 | $27.6B | 152.05% | Put |
| 149 | IDXXIdexx Laboratories Inc | 174,167 | $27.2B | 150.17% | Put |
| 150 | XLKTechnology Select Sector SPDR Fund | 425,201 | $27.2B | 149.92% | Put |
| 151 | EFAiShares MSCI EAFE ETF | 383,246 | $26.9B | 148.57% | Put |
| 152 | IRIngersoll-Rand PLC | 295,804 | $26.4B | 145.46% | |
| 153 | AG8Agilent Technologies Inc | 392,520 | $26.3B | 144.93% | Put |
| 154 | KEYKeyCorp | 1,295,075 | $26.1B | 144.02% | |
| 155 | BACBank of America Corp | 865,850 | $25.6B | 140.92% | Put |
| 156 | S9QSpirit Aerosystems Holdings Inc | 292,243 | $25.5B | 140.58% | |
| 157 | HIIHUNTINGTON INGALLS INDUSTRIES INC | 107,197 | $25.3B | 139.30% | Put |
| 158 | DRIDarden Restaurants Inc | 261,261 | $25.1B | 138.31% | Put |
| 159 | WCGEURWellcare Health Plans Inc | 124,524 | $25.0B | 138.07% | Put |
| 160 | VIABViacom Inc | 812,575 | $25.0B | 138.04% | Put |
| 161 | BMYBristol-Myers Squibb Co | 408,280 | $25.0B | 137.95% | Put |
| 162 | EOGEOG Resources Inc | 231,000 | $24.9B | 137.43% | Put |
| 163 | SHOPShopify Inc | 246,504 | $24.9B | 137.27% | Put |
| 164 | NTAPNetApp Inc | 443,960 | $24.6B | 135.41% | Put |
| 165 | TTCToro Co/The | 370,705 | $24.2B | 133.32% | |
| 166 | VYXNCR CORP | 706,008 | $24.0B | 132.31% | |
| 167 | CMECME Group Inc | 163,204 | $23.8B | 131.42% | Put |
| 168 | CPACopa Holdings SA | 176,662 | $23.7B | 130.58% | |
| 169 | SHWSherwin-Williams Co/The | 57,144 | $23.4B | 129.19% | Put |
| 170 | LPXLouisiana-Pacific Corp | 888,589 | $23.3B | 128.65% | |
| 171 | ZIONZions Bancorporation | 458,900 | $23.3B | 128.61% | Put |
| 172 | CICigna Corp | 113,169 | $23.0B | 126.72% | Put |
| 173 | NWLNewell Brands Inc | 740,864 | $22.9B | 126.22% | Put |
| 174 | —Goldcorp Inc | 1,768,949 | $22.6B | 124.54% | |
| 175 | NLYEURANNALY CAPITAL MANAGEMENT INC | 1,889,734 | $22.5B | 123.88% | |
| 176 | NVONovo Nordisk A/S | 415,336 | $22.3B | 122.90% | |
| 177 | —Trinseo SA | 305,257 | $22.2B | 122.19% | |
| 178 | KHCKraft Heinz Co/The | 285,000 | $22.2B | 122.18% | Put |
| 179 | IACIEURIAC/InterActiveCorp | 181,205 | $22.2B | 122.17% | Put |
| 180 | —Shire PLC | 142,608 | $22.1B | 121.96% | |
| 181 | CSXCSX Corp | 402,000 | $22.1B | 121.93% | Put |
| 182 | SBACSBA Communications Corp | 134,546 | $22.0B | 121.18% | Put |
| 183 | EWWiShares MSCI Mexico ETF | 443,122 | $21.8B | 120.42% | Put |
| 184 | LNCLincoln National Corp | 283,419 | $21.8B | 120.12% | |
| 185 | SF9Sanderson Farms Inc | 155,455 | $21.6B | 118.95% | Put |
| 186 | AWNAdvance Auto Parts Inc | 214,700 | $21.4B | 118.00% | Put |
| 187 | XLVHealth Care Select Sector SPDR Fund | 257,841 | $21.3B | 117.54% | Put |
| 188 | BPBP PLC | 501,100 | $21.1B | 116.12% | Put |
| 189 | APDAir Products & Chemicals Inc | 128,087 | $21.0B | 115.88% | Put |
| 190 | ALSNAllison Transmission Holdings Inc | 485,829 | $20.9B | 115.37% | |
| 191 | PIIPolaris Industries Inc | 167,800 | $20.8B | 114.71% | Put |
| 192 | FFIVF5 Networks Inc | 156,716 | $20.6B | 113.38% | |
| 193 | RHRH | 237,681 | $20.5B | 112.97% | Put |
| 194 | VEEVVeeva Systems Inc | 370,315 | $20.5B | 112.87% | |
| 195 | IWMiShares Russell 2000 ETF | 132,662 | $20.2B | 111.52% | Put |
| 196 | ONON Semiconductor Corp | 949,528 | $19.9B | 109.62% | Put |
| 197 | AFWAlign Technology Inc | 88,626 | $19.7B | 108.57% | Put |
| 198 | CBRECBRE Group Inc | 450,900 | $19.5B | 107.67% | Put |
| 199 | RITMNew Residential Investment Corp | 1,087,741 | $19.4B | 107.23% | |
| 200 | HDSUSDHD Supply Holdings Inc | 485,781 | $19.4B | 107.22% | Put |