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 |
|---|---|---|---|---|---|
| 201 | CRMSalesforce.com Inc | 189,100 | $19.3B | 106.59% | Put |
| 202 | RHIROBERT HALF INTERNATIONAL INC | 345,296 | $19.2B | 105.74% | |
| 203 | SMSM Energy Co | 861,468 | $19.0B | 104.87% | |
| 204 | EIXEdison International | 300,566 | $19.0B | 104.80% | |
| 205 | TTWOTake-Two Interactive Software Inc | 171,600 | $18.8B | 103.86% | Put |
| 206 | CNCCentene Corp | 185,187 | $18.7B | 103.00% | Call |
| 207 | —Twenty-First Century Fox Inc | 539,000 | $18.6B | 102.61% | Put |
| 208 | PSXPhillips 66 | 182,200 | $18.4B | 101.61% | Put |
| 209 | MARMarriott International Inc/MD | 135,200 | $18.4B | 101.18% | Put |
| 210 | UTHUnited Therapeutics Corp | 124,012 | $18.3B | 101.16% | |
| 211 | COPConocoPhillips | 326,927 | $17.9B | 98.94% | Put |
| 212 | —HCP Inc | 684,685 | $17.9B | 98.45% | Put |
| 213 | EWJiShares MSCI Japan ETF | 297,700 | $17.8B | 98.37% | Put |
| 214 | SFMSprouts Farmers Market Inc | 732,155 | $17.8B | 98.29% | |
| 215 | GAPGap Inc/The | 520,763 | $17.7B | 97.80% | Put |
| 216 | WUBAUSD58.Com Inc | 247,296 | $17.7B | 97.58% | Put |
| 217 | XMESPDR S&P Metals & Mining ETF | 484,508 | $17.6B | 97.15% | Put |
| 218 | JNPJuniper Networks Inc | 615,572 | $17.5B | 96.73% | |
| 219 | HUNHuntsman Corp | 524,837 | $17.5B | 96.33% | |
| 220 | AWMSkyworks Solutions Inc | 183,594 | $17.4B | 96.11% | |
| 221 | AMTAmerican Tower Corp | 121,908 | $17.4B | 95.90% | Put |
| 222 | DGDollar General Corp | 185,500 | $17.3B | 95.12% | Put |
| 223 | GDXVanEck Vectors Gold Miners ETF | 723,612 | $16.8B | 92.71% | Put |
| 224 | CTSHCognizant Technology Solutions Corp | 236,509 | $16.8B | 92.61% | Put |
| 225 | PEPPepsiCo Inc | 138,586 | $16.6B | 91.63% | Put |
| 226 | BWXTBWX Technologies Inc | 270,880 | $16.4B | 90.34% | |
| 227 | NCLHNorwegian Cruise Line Holdings Ltd | 306,240 | $16.3B | 89.91% | |
| 228 | KBHKB Home | 507,223 | $16.2B | 89.35% | Put |
| 229 | IBBiShares Nasdaq Biotechnology ETF | 151,455 | $16.2B | 89.16% | Put |
| 230 | TRNTrinity Industries Inc | 430,585 | $16.1B | 88.93% | Put |
| 231 | ALBAlbemarle Corp | 125,881 | $16.1B | 88.76% | Put |
| 232 | TROWT Rowe Price Group Inc | 153,200 | $16.1B | 88.63% | Put |
| 233 | CVSCVS Health Corp | 219,442 | $15.9B | 87.71% | Put |
| 234 | CGNXCognex Corp | 259,341 | $15.9B | 87.45% | Put |
| 235 | SL2Sleep Number Corp | 421,358 | $15.8B | 87.33% | |
| 236 | AEISAdvanced Energy Industries Inc | 234,567 | $15.8B | 87.27% | |
| 237 | NTESNetEase Inc | 44,900 | $15.5B | 85.43% | Put |
| 238 | AONAon PLC | 115,390 | $15.5B | 85.25% | Put |
| 239 | DUKDuke Energy Corp | 183,800 | $15.5B | 85.23% | Put |
| 240 | PHParker-Hannifin Corp | 77,000 | $15.4B | 84.73% | Put |
| 241 | IPGPIPG Photonics Corp | 71,700 | $15.4B | 84.65% | Put |
| 242 | OXYOccidental Petroleum Corp | 207,300 | $15.3B | 84.19% | Put |
| 243 | KELKellogg Co | 224,300 | $15.2B | 84.06% | Put |
| 244 | T77LendingTree Inc | 43,984 | $15.0B | 82.56% | Put |
| 245 | RLRalph Lauren Corp | 144,200 | $15.0B | 82.44% | Put |
| 246 | —Andeavor | 130,511 | $14.9B | 82.28% | Put |
| 247 | FDCFirst Data Corp | 890,274 | $14.9B | 82.02% | |
| 248 | LDOSLeidos Holdings Inc | 229,961 | $14.8B | 81.87% | Put |
| 249 | ABGAmerisourceBergen Corp | 159,119 | $14.6B | 80.56% | Put |
| 250 | MGMMGM Resorts International | 434,158 | $14.5B | 79.93% | |
| 251 | BERYEURBerry Global Group Inc | 246,638 | $14.5B | 79.78% | |
| 252 | AMBAAmbarella Inc | 242,871 | $14.3B | 78.67% | |
| 253 | ESSEssex Property Trust Inc | 58,900 | $14.2B | 78.39% | |
| 254 | UEOWestlake Chemical Corp | 133,454 | $14.2B | 78.39% | Put |
| 255 | AWCAmerican Water Works Co Inc | 155,300 | $14.2B | 78.34% | Put |
| 256 | FDO.FMacy's Inc | 564,000 | $14.2B | 78.33% | Put |
| 257 | LVSLas Vegas Sands Corp | 203,897 | $14.2B | 78.12% | Put |
| 258 | COFCapital One Financial Corp | 142,218 | $14.2B | 78.08% | Put |
| 259 | EDUNew Oriental Education & Technology Group Inc | 150,261 | $14.1B | 77.88% | Put |
| 260 | 9990302DApache Corp | 332,461 | $14.0B | 77.39% | Put |
| 261 | IYRiShares U.S. Real Estate ETF | 170,000 | $13.8B | 75.93% | Call |
| 262 | UALUnited Continental Holdings Inc | 204,017 | $13.8B | 75.82% | Put |
| 263 | EWBCEast West Bancorp Inc | 225,600 | $13.7B | 75.66% | |
| 264 | XPOXPO Logistics Inc | 149,500 | $13.7B | 75.50% | Put |
| 265 | —Hertz Global Holdings Inc | 619,400 | $13.7B | 75.47% | Put |
| 266 | —Encana Corp | 1,019,864 | $13.6B | 74.96% | |
| 267 | FRCBFirst Republic Bank/CA | 156,500 | $13.6B | 74.76% | |
| 268 | YUMYum! Brands Inc | 165,100 | $13.5B | 74.28% | Put |
| 269 | OPLNKAR Auction Services Inc | 265,565 | $13.4B | 73.96% | |
| 270 | COOCooper Cos Inc/The | 61,453 | $13.4B | 73.82% | |
| 271 | BSXBoston Scientific Corp | 537,269 | $13.3B | 73.43% | |
| 272 | NUVAGBPNuVasive Inc | 227,572 | $13.3B | 73.39% | |
| 273 | ALKAlaska Air Group Inc | 178,500 | $13.1B | 72.34% | Put |
| 274 | AMGNAmgen Inc | 75,345 | $13.1B | 72.24% | Put |
| 275 | IWFiShares Russell 1000 Growth ETF | 96,000 | $12.9B | 71.28% | Put |
| 276 | LVLNSPDR S&P Regional Banking ETF | 218,800 | $12.9B | 70.99% | Put |
| 277 | SQMSociedad Quimica y Minera de Chile SA | 214,340 | $12.7B | 70.16% | Put |
| 278 | TSCOTractor Supply Co | 169,200 | $12.6B | 69.73% | Put |
| 279 | SCCOSouthern Copper Corp | 266,300 | $12.6B | 69.67% | Put |
| 280 | —Pinnacle Foods Inc | 212,267 | $12.6B | 69.60% | |
| 281 | LOGMEURLogMeIn Inc | 110,200 | $12.6B | 69.57% | |
| 282 | CBOECboe Global Markets Inc | 101,200 | $12.6B | 69.52% | Put |
| 283 | OLEDUniversal Display Corp | 72,800 | $12.6B | 69.30% | Put |
| 284 | ANETEURArista Networks Inc | 53,300 | $12.6B | 69.23% | Put |
| 285 | CXOEURConcho Resources Inc | 83,000 | $12.5B | 68.75% | Put |
| 286 | NUSNU SKIN ENTERPRISES INC | 182,305 | $12.4B | 68.58% | |
| 287 | IJHiShares Core S&P Mid-Cap ETF | 65,152 | $12.4B | 68.17% | Put |
| 288 | TRIThomson Reuters Corp | 280,400 | $12.2B | 67.39% | |
| 289 | CDKCDK Global Inc | 170,394 | $12.1B | 66.97% | |
| 290 | ADPAUTOMATIC DATA PROCESSING INC | 103,442 | $12.1B | 66.83% | Put |
| 291 | LYBLyondellBasell Industries NV | 109,815 | $12.1B | 66.80% | Put |
| 292 | RTN1USDRAYTHEON CO | 64,419 | $12.1B | 66.72% | Put |
| 293 | MTNVail Resorts Inc | 56,851 | $12.1B | 66.60% | |
| 294 | GRA1EURWR Grace & Co | 171,803 | $12.0B | 66.43% | |
| 295 | BAXBaxter International Inc | 186,358 | $12.0B | 66.42% | Put |
| 296 | ALGTAllegiant Travel Co | 77,344 | $12.0B | 65.99% | |
| 297 | PEOExelon Corp | 303,588 | $12.0B | 65.97% | Put |
| 298 | WYWeyerhaeuser Co | 336,227 | $11.9B | 65.36% | Call |
| 299 | —Aetna Inc | 65,474 | $11.8B | 65.11% | Call |
| 300 | XLBMaterials Select Sector SPDR Fund | 193,867 | $11.7B | 64.70% | Put |