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13F-HR filed by CAPITAL FUND MANAGEMENT S.A.

CAPITAL FUND MANAGEMENT S.A. filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-08, with 1,599 holding rows worth $11,609,621,000.

Accession
0001323645-17-000002
Filed
2017-02-08
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q4 2016

A holdings report, 1,599 entries on the cover page, a total value of $11,609,621,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $11,609,621,000 with VALUE read as thousands by filing date, 13F file number 028-11341. The quarter's positions are built on this report. The resolved quarter.

The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).

Issuer as filedCUSIPClassAmountValueValue read asType
RETAIL PPTYS AMER INC76131V202CL A320,836$4,918,000thousands by filing date
Eaton Corp. PlcG29183103COM73,180$4,910,000thousands by filing date
NABORS INDUSTRIES LTDG6359F103SHS296,586$4,864,000thousands by filing date
TOYOTA MOTOR CORP ADS892331307ADR41,474$4,861,000thousands by filing date
Comcast Corp20030N101COM70,300$4,854,000thousands by filing datecall
HERC HLDGS INC COM42704L104Stock119,671$4,806,000thousands by filing date
EVERCORE INC CLASS A29977A105Stock69,801$4,795,000thousands by filing date
NEWFIELD EXPL CO651290108COM118,186$4,787,000thousands by filing date
CBS CORP NEW124857202CL B75,200$4,784,000thousands by filing dateput
CHILDRENS PL INC NEW168905107COM47,380$4,783,000thousands by filing date
WYNN RESORTS LTD983134107COM55,000$4,758,000thousands by filing datecall
GENERAL DYNAMICS CORP COM369550108Stock27,500$4,748,000thousands by filing datecall
SMITH A O CORP COM831865209Stock100,051$4,737,000thousands by filing date
ISHARES TR464287556ISHARES BIOTECH17,800$4,724,000thousands by filing datecall
HORIZON PHARMA PLCG4617B105SHS291,939$4,724,000thousands by filing date
FIRST SOLAR INC COM336433107Stock146,500$4,701,000thousands by filing dateput
UNITED AIRLS HLDGS INC COM910047109Stock64,457$4,698,000thousands by filing date
NETAPP INC COM64110D104Stock132,200$4,663,000thousands by filing dateput
LENDINGTREE INC52603B107COM45,938$4,656,000thousands by filing date
CYBERARK SOFTWARE LTD SHSM2682V108Stock101,991$4,641,000thousands by filing date
CARTERS INC146229109COM53,297$4,604,000thousands by filing date
FLEETCOR TECHNOLOGIES INC339041105COM32,500$4,599,000thousands by filing date
CNOOC LIMITED126132109SPONSORED ADR36,920$4,577,000thousands by filing date
Amgen Inc.031162100COM31,300$4,576,000thousands by filing dateput
MACYS INC COM55616P104Stock127,300$4,559,000thousands by filing datecall
UNITED PARKS & RESORTS INC81282V100COM240,820$4,559,000thousands by filing date
INTERNATIONAL PAPER CO COM460146103Stock85,900$4,558,000thousands by filing date
ULTA BEAUTY INC COM90384S303Stock17,800$4,538,000thousands by filing datecall
OLD REP INTL CORP COM680223104Stock235,680$4,478,000thousands by filing date
DSW INC-CLASS A23334L102CL A197,652$4,477,000thousands by filing date
YAHOO INC984332106COM114,900$4,443,000thousands by filing dateput
O-I GLASS, INC.690768403COM253,787$4,418,000thousands by filing date
ISHARES TR464287556ISHARES BIOTECH16,602$4,406,000thousands by filing date
ZIONS BANCORPORATION989701107COM101,968$4,389,000thousands by filing date
PARSLEY ENERGY INC701877102CL A124,327$4,381,000thousands by filing date
BAIDU INC SPON ADR REP A056752108ADR26,600$4,373,000thousands by filing datecall
SPDR SERIES TRUST78464A730S&P OILGAS EXP105,400$4,366,000thousands by filing datecall
CELANESE CORP DEL COM150870103Stock55,270$4,352,000thousands by filing date
ARCHER DANIELS MIDLAND CO COM039483102Stock94,900$4,332,000thousands by filing dateput
UNITED RENTALS INC COM911363109Stock41,000$4,329,000thousands by filing datecall
BIOGEN INC COM09062X103Stock15,200$4,310,000thousands by filing datecall
LAM RESEARCH CORP512807108COM40,761$4,310,000thousands by filing date
PAN AMERN SILVER CORP697900108COM284,646$4,290,000thousands by filing date
VALERO ENERGY CORP COM91913Y100Stock62,600$4,277,000thousands by filing dateput
MOSAIC CO COM61945C103Stock143,800$4,218,000thousands by filing datecall
WHOLE FOODS MKT INC966837106COM136,993$4,214,000thousands by filing date
DARDEN RESTAURANTS INC COM237194105Stock57,691$4,195,000thousands by filing date
NORTHROP GRUMMAN CORP COM666807102Stock18,000$4,186,000thousands by filing datecall
SONIC CORP835451105COM157,347$4,171,000thousands by filing date
BOOZ ALLEN HAMILTON HLDG CORP CL A099502106Stock115,619$4,170,000thousands by filing date
DISCOVER FINL SVCS254709108COM57,693$4,159,000thousands by filing date
EXPRESS SCRIPTS HLDG CO30219G108COM60,200$4,141,000thousands by filing dateput
SPY78462F103SHS18,431$4,120,000thousands by filing date
SPDR SER TR78464A870S&P BIOTECH68,790$4,072,000thousands by filing date
KBHOME48666K109COM257,219$4,067,000thousands by filing date
OCCIDENTAL PETE CORP674599105COM57,100$4,067,000thousands by filing datecall
CF INDUSTRIES HOLD COM125269100Stock129,200$4,067,000thousands by filing dateput
SOUTHWESTAIRLSCO844741108STOK81,300$4,052,000thousands by filing datecall
CONSOLIDATED EDISON INC209115104COM55,000$4,052,000thousands by filing datecall
EQUITY RESIDENTIAL29476L107SH BEN INT62,875$4,047,000thousands by filing date
Utilities Select Sector SPDR Fund81369Y886SHS83,200$4,041,000thousands by filing datecall
LIBERTY PROPERTY TRUST531172104SH BEN INT101,818$4,022,000thousands by filing date
ISHARES TR464287739U.S. REAL ES ETF51,969$3,998,000thousands by filing date
L-3 COMMUNICATIONS HLDGS INC502424104COM26,278$3,997,000thousands by filing date
EXELON CORP COM30161N101Stock112,300$3,986,000thousands by filing datecall
LANDSTAR SYS INC COM515098101Stock46,588$3,974,000thousands by filing date
MARVELL TECHNOLOGY GROUP LTDG5876H105ORD286,164$3,969,000thousands by filing date
BED BATH & BEYOND INC075896100COM97,600$3,966,000thousands by filing date
CROWN HLDGS INC COM228368106Stock74,997$3,943,000thousands by filing date
STEEL DYNAMICS INC COM858119100Stock110,800$3,942,000thousands by filing dateput
DOLLAR TREE INC COM256746108Stock50,960$3,933,000thousands by filing date
RALPH LAUREN CORP751212101CL A43,524$3,931,000thousands by filing date
Netflix, Inc64110L106COM31,682$3,922,000thousands by filing date
Amazon.com, Inc023135106COM5,200$3,899,000thousands by filing dateput
PITNEY BOWES INC COM724479100Stock256,685$3,899,000thousands by filing date
Berkshire Hathaway Inc084670702COM23,900$3,895,000thousands by filing datecall
DIGITAL RLTY TR INC COM253868103REIT39,600$3,891,000thousands by filing datecall
CAMDEN PPTY TR SH BEN INT133131102REIT45,700$3,842,000thousands by filing date
VALIDUS HOLDINGS LTDG9319H102COM SHS69,649$3,831,000thousands by filing date
INTEGRATED DEVICE TECHNOLOGY INC458118106COMMON STOCK162,424$3,827,000thousands by filing date
XYLEM INC COM98419M100Stock77,129$3,819,000thousands by filing date
SPDR SER TR78464A870S&P BIOTECH64,400$3,812,000thousands by filing datecall
BELDEN INC COM077454106Stock50,472$3,774,000thousands by filing date
Verizon Communications Inc92343V104COM70,600$3,769,000thousands by filing datecall
ARCHER DANIELS MIDLAND CO COM039483102Stock82,300$3,757,000thousands by filing datecall
AXALTA COATING SYS LTD COMG0750C108Stock136,107$3,702,000thousands by filing date
TIFFANY & CO NEW886547108COM47,800$3,701,000thousands by filing datecall
PNC FINL SVCS GROUP INC COM693475105Stock31,400$3,673,000thousands by filing datecall
PRICELINE GRP INC741503403COM NEW2,500$3,665,000thousands by filing datecall
Accenture Plc Class AG1151C101COM31,212$3,656,000thousands by filing date
AVIS BUDGET GROUP INC053774105COM99,200$3,639,000thousands by filing dateput
PVH CORPORATION COM693656100Stock40,300$3,637,000thousands by filing datecall
SILVER WHEATON CORP828336107COM188,000$3,632,000thousands by filing datecall
MURPHY OIL CORP COM626717102Stock116,645$3,631,000thousands by filing date
DOMTAR CORP257559203COM NEW92,986$3,629,000thousands by filing date
EQUITY LIFESTYLE PROPERTIES COM29472R108REIT49,613$3,577,000thousands by filing date
REALTY INCOME CORP COM756109104REIT62,100$3,570,000thousands by filing datecall
GENERAL ELEC CO369604103COM112,700$3,561,000thousands by filing dateput
WW GRAINGER INC COM384802104Stock15,300$3,553,000thousands by filing datecall
PRICELINE GRP INC741503403COM NEW2,400$3,519,000thousands by filing dateput
RAYMOND JAMES FINL INC COM754730109Stock50,719$3,513,000thousands by filing date
COEUR MNG INC COM NEW192108504Stock386,019$3,509,000thousands by filing date
AKORN INC009728106COM160,533$3,504,000thousands by filing date
WESCO INTL INC COM95082P105Stock52,557$3,498,000thousands by filing date
VENTAS INC COM92276F100REIT55,900$3,495,000thousands by filing datecall
KIMBERLY-CLARK CORP COM494368103Stock30,600$3,492,000thousands by filing datecall
Amgen Inc.031162100COM23,785$3,478,000thousands by filing date
CURTISS WRIGHT CORP COM231561101Stock35,318$3,474,000thousands by filing date
CAPITAL ONE FINL CORP14040H105COM39,667$3,461,000thousands by filing date
HARRIS CORP INC413875105COM33,754$3,459,000thousands by filing date
BRUKER CORP116794108COM162,677$3,445,000thousands by filing date
ISHARES INC MSCI TAIWAN ETF46434G772MSCI TAIWAN ETF116,626$3,425,000thousands by filing date
Lowes Companies,Inc.548661107COM47,729$3,394,000thousands by filing date
JOHNSON CTLS INTL PLC SHSG51502105Stock81,749$3,367,000thousands by filing date
ULTA BEAUTY INC COM90384S303Stock13,200$3,365,000thousands by filing dateput
BARCLAYS PLC ADR06738E204ADR304,930$3,354,000thousands by filing date
LULULEMON ATHLETICA INC550021109COM51,500$3,347,000thousands by filing dateput
CSX Corporation126408103COM93,100$3,345,000thousands by filing dateput
SHIRE PLC82481R106COMMON STOCK-FO19,597$3,339,000thousands by filing date
SILVER WHEATON CORP828336107COM171,240$3,308,000thousands by filing date
ESSEX PPTY TR INC COM297178105REIT14,224$3,307,000thousands by filing date
DARDEN RESTAURANTS INC COM237194105Stock45,400$3,301,000thousands by filing datecall
TORO CO891092108COM58,906$3,296,000thousands by filing date
ILLINOIS TOOL WKS INC452308109COM26,900$3,294,000thousands by filing datecall
CAL MAINE FOODS INC COM NEW128030202Stock74,436$3,288,000thousands by filing date
ICICI BANK LIMITED ADR45104G104ADR438,560$3,285,000thousands by filing date
EXPEDITORS INTL WASH INC COM302130109Stock61,948$3,281,000thousands by filing date
LULULEMON ATHLETICA INC550021109COM50,200$3,262,000thousands by filing datecall
GENERAL GROWTH PPTYS INC NEW370023103COM130,250$3,254,000thousands by filing date
VALERO ENERGY CORP COM91913Y100Stock47,400$3,238,000thousands by filing datecall
CBL & ASSOCIATES PROPERTIES IN124830100COM278,944$3,208,000thousands by filing date
CENTURYLINK INC156700106COM134,700$3,203,000thousands by filing dateput
FREEPORT MCMORAN INC CL B35671D857Stock242,600$3,200,000thousands by filing dateput
PANERA BREAD CO69840W108CL A15,569$3,193,000thousands by filing date
Netflix, Inc64110L106COM25,600$3,169,000thousands by filing dateput
KIMBERLY-CLARK CORP COM494368103Stock27,500$3,138,000thousands by filing dateput
AGNICO EAGLE MINES LTD COM008474108Stock74,300$3,121,000thousands by filing datecall
WOLVERINE WORLD WIDE INC978097103COM141,800$3,113,000thousands by filing date
INTERDIGITAL INC COM45867G101Stock34,029$3,109,000thousands by filing date
NETAPP INC COM64110D104Stock87,200$3,076,000thousands by filing datecall
MOBILEYE NV XXXMANDATORY MERGER EFF: 06/03/18N51488117FOREIGN ORDINARIES80,200$3,057,000thousands by filing datecall
Technology Select Sector SPDR Fund81369Y803SHS62,800$3,037,000thousands by filing datecall
SYMANTEC CORP871503108COM126,500$3,022,000thousands by filing datecall
3M CO COM88579Y101Stock16,900$3,018,000thousands by filing datecall
SANTANDER CONSUMER USA HOLDINGS80283M101COMMON STOCK221,604$2,992,000thousands by filing date
EBAY INC. COM278642103Stock100,400$2,981,000thousands by filing dateput
BHP BILLITON LIMITED SPONSORED ADS088606108ADR82,800$2,963,000thousands by filing dateput
FREEPORT MCMORAN INC CL B35671D857Stock224,200$2,957,000thousands by filing datecall
POLYONE CORP73179P106COM92,300$2,957,000thousands by filing date
DAUCH CORP024061103COM152,246$2,938,000thousands by filing date
FIRST SOLAR INC COM336433107Stock91,300$2,930,000thousands by filing datecall
ADVANCE AUTO PARTS INC00751Y106COM17,300$2,926,000thousands by filing datecall
CME Group Inc. Class A12572Q105COM25,300$2,918,000thousands by filing dateput
EXELON CORP COM30161N101Stock82,200$2,917,000thousands by filing dateput
POST HLDGS INC737446104COM36,058$2,899,000thousands by filing date
CSX Corporation126408103COM80,500$2,892,000thousands by filing datecall
CNO FINL GROUP INC12621E103COM149,750$2,868,000thousands by filing date
PAYPALHLDGSINC70450Y103STOK72,319$2,854,000thousands by filing date
Oracle Corporation68389X105COM74,100$2,849,000thousands by filing datecall
ALLSTATE CORP COM020002101Stock38,366$2,844,000thousands by filing date
NORFOLK SOUTHN CORP COM655844108Stock26,200$2,831,000thousands by filing dateput
LAS VEGAS SANDS CORP COM517834107Stock53,000$2,831,000thousands by filing datecall
PLATFORM SPECIALTY PRODS COR72766Q105COM288,225$2,827,000thousands by filing date
AVERY DENNISON CORP COM053611109Stock40,222$2,824,000thousands by filing date
TD AMERITRADE HLDG CORP87236Y108COM64,766$2,824,000thousands by filing date
STATE STREET SPDR ETF S&P RETAIL78464A714ETF64,004$2,821,000thousands by filing date
MAGNA INTL INC COM559222401Stock64,856$2,815,000thousands by filing date
ACTVISION BLIZZARD INC00507V109COM76,553$2,764,000thousands by filing date
DIGITAL RLTY TR INC COM253868103REIT28,000$2,751,000thousands by filing dateput
NORTHROP GRUMMAN CORP COM666807102Stock11,815$2,748,000thousands by filing date
UNITED TECHNOLOGIES CORP913017109COM25,000$2,741,000thousands by filing dateput
WP CAREY INC COM92936U109REIT46,352$2,739,000thousands by filing date
INVESCO LTD SHSG491BT108Stock90,244$2,738,000thousands by filing date
Vanguard Real Estate922908553SHS32,986$2,722,000thousands by filing date
CITIZENS FINL GROUP INC COM174610105Stock76,274$2,718,000thousands by filing date
FRANCO NEV CORP COM351858105Stock45,100$2,695,000thousands by filing datecall
FIRST AMERN FINL CORP31847R102COM73,499$2,692,000thousands by filing date
EXPRESS SCRIPTS HLDG CO30219G108COM39,100$2,690,000thousands by filing datecall
PACKAGING CORP AMER COM695156109Stock31,500$2,672,000thousands by filing dateput
LEVEL 3 COMMUNICATIONS INC52729N308COM NEW46,831$2,639,000thousands by filing date
Marsh & McLennan Companies,Inc.571748102COM38,994$2,636,000thousands by filing date
TELEFONICA BRASIL SA FSPONSORED ADR 1 ADR REPS 2 ORD SHS87936R106COM196,728$2,632,000thousands by filing date
Technology Select Sector SPDR Fund81369Y803SHS54,400$2,631,000thousands by filing dateput
SPDR S&P Midcap 400 ETF Trust78467Y107SHS8,700$2,625,000thousands by filing datecall
POSCO HOLDINGS INC SPONSORED ADR693483109ADR49,921$2,623,000thousands by filing date
Home Depot, Inc437076102COM19,300$2,588,000thousands by filing datecall
ISHARES TR464287838U.S. BAS MTL ETF30,974$2,576,000thousands by filing date
UBS GROUP AG SHSH42097107Stock164,031$2,570,000thousands by filing date
POPULAR INC733174700COM NEW58,617$2,569,000thousands by filing date
SKYWORKS SOLUTIONS INC COM83088M102Stock34,245$2,557,000thousands by filing date
Qualcomm Incorporated747525103COM38,842$2,532,000thousands by filing date
MERCADOLIBREINC58733R102STOK16,200$2,529,000thousands by filing dateput
TWITTER INC90184L102COM155,100$2,528,000thousands by filing dateput
VANECK ETF TRUST92189F106GOLD MINERS ETF120,400$2,519,000thousands by filing datecall
WELLTOWER INC COM95040Q104REIT37,600$2,517,000thousands by filing datecall
UNITED RENTALS INC COM911363109Stock23,800$2,513,000thousands by filing dateput
HESS CORP42809H107COM40,100$2,498,000thousands by filing datecall
TELEPHONE & DATA SYS INC879433829COM NEW85,900$2,480,000thousands by filing date
GLOBAL PMTS INC37940X102COM35,642$2,474,000thousands by filing date
ENVISION HEALTHCARE CORP29414D100COM38,985$2,467,000thousands by filing date
AKAMAI TECHNOLOGIES INC COM00971T101Stock36,900$2,460,000thousands by filing dateput
TWO HARBORS INVESTMENT CORP90187B101COMMON STOCK281,607$2,456,000thousands by filing date
TESSERA HLDG CORP COM88166T101Stock55,481$2,452,000thousands by filing date
RPM INTL INC COM749685103Stock45,496$2,449,000thousands by filing date
EQUINIX INC COM29444U700REIT6,842$2,445,000thousands by filing date
Eli Lilly and Company532457108COM33,100$2,435,000thousands by filing datecall
MONSANTO CO NEW61166W101COM23,077$2,428,000thousands by filing date
TOTAL SYS SVCS INC891906109COM49,408$2,422,000thousands by filing date
TEEKAY CORPORATIONY8564W103COM301,007$2,417,000thousands by filing date
Tesla Motors, Inc88160R101COM11,262$2,407,000thousands by filing date
Eli Lilly and Company532457108COM32,681$2,404,000thousands by filing date
AMAG PHARMACEUTICALS INC00163U106COM68,742$2,392,000thousands by filing date
STEELCASE INC-CLASS A858155203CL A132,398$2,370,000thousands by filing date
STEEL DYNAMICS INC COM858119100Stock66,587$2,369,000thousands by filing date
ILLINOIS TOOL WKS INC452308109COM19,300$2,363,000thousands by filing dateput
AFLAC INC COM001055102Stock33,874$2,358,000thousands by filing date
VMWARE, INC.928563402CL A COM29,800$2,346,000thousands by filing datecall
MOLINA HEALTHCARE INC60855R100COM42,941$2,330,000thousands by filing date
COPT DEFENSE PROPERTIES22002T108SHS BEN INT74,562$2,328,000thousands by filing date
UNITED PARKS & RESORTS INC81282V100COM122,400$2,317,000thousands by filing datecall
SPDR SERIES TRUST78464A698ST STR SP REGBNK41,523$2,307,000thousands by filing date
SPDR SERIES TRUST78464A698ST STR SP REGBNK41,500$2,306,000thousands by filing datecall
SYSCOCORP871829107COM41,600$2,303,000thousands by filing dateput
BAIDU INC SPON ADR REP A056752108ADR14,000$2,302,000thousands by filing dateput
BEMIS INC081437105COM48,140$2,302,000thousands by filing date
DELPHI AUTOMOTIVE PLCG27823106COMMON STOCK-FO34,158$2,301,000thousands by filing date
GOPRO INC38268T103CL A263,800$2,298,000thousands by filing datecall
WHIRLPOOL CORP COM963320106Stock12,600$2,290,000thousands by filing dateput
V F CORP COM918204108Stock42,600$2,273,000thousands by filing datecall
BUNGE LTDG16962105COM31,209$2,255,000thousands by filing date
CARMAX INC COM143130102Stock35,000$2,254,000thousands by filing dateput
Vanguard Real Estate922908553SHS27,300$2,253,000thousands by filing datecall
PRAXAIR INC74005P104COM19,093$2,238,000thousands by filing date
SKECHERS U S A INC830566105CL A90,928$2,235,000thousands by filing date
GENERAL MILLS INC COM370334104Stock35,800$2,211,000thousands by filing datecall
ARCONIC INC03965L100COM119,100$2,208,000thousands by filing datecall
INTREXON CORP46122T102COM90,700$2,204,000thousands by filing date
Duke Energy Corporation26441C204COM28,182$2,187,000thousands by filing date
WW GRAINGER INC COM384802104Stock9,300$2,160,000thousands by filing dateput
CF INDUSTRIES HOLD COM125269100Stock67,925$2,138,000thousands by filing date
WEIBO CORP SPONSORED ADR948596101ADR52,400$2,127,000thousands by filing datecall
BROADCOM LTDY09827109SHS12,000$2,121,000thousands by filing dateput
iShares MSCI Japan ETF46434G822SHS43,194$2,110,000thousands by filing date
Charles Schwab Corp808513105COM53,100$2,096,000thousands by filing dateput
LENNAR CORP CL A526057104Stock48,648$2,088,000thousands by filing date
COOPER TIRE & RUBR CO216831107COM53,707$2,087,000thousands by filing date
GAP INC COM364760108Stock92,600$2,078,000thousands by filing datecall
SYMANTEC CORP871503108COM86,900$2,076,000thousands by filing dateput
RESTORATION HARDWARE HLDGS I761283100COM67,634$2,076,000thousands by filing date
INVESCO MORTGAGE CAPITAL INC46131B100COM142,080$2,074,000thousands by filing date
LIONS GATE ENTMNT CORP535919401CL A VTG76,616$2,061,000thousands by filing date
Oracle Corporation68389X105COM53,500$2,057,000thousands by filing dateput
PVH CORPORATION COM693656100Stock22,800$2,057,000thousands by filing dateput
EASTMAN CHEM CO COM277432100Stock27,267$2,051,000thousands by filing date
STANLEY BLACK & DECKER INC COM854502101Stock17,722$2,033,000thousands by filing date
UNITED PARKS & RESORTS INC81282V100COM107,200$2,029,000thousands by filing dateput
SPDR S&P Midcap 400 ETF Trust78467Y107SHS6,700$2,022,000thousands by filing dateput
DARDEN RESTAURANTS INC COM237194105Stock27,700$2,014,000thousands by filing dateput
CRACKER BARREL OLD CTRY STOR22410J106COM12,000$2,004,000thousands by filing datecall
USBANCORPDEL902973304COM NEW39,000$2,003,000thousands by filing dateput
AVIS BUDGET GROUP INC053774105COM54,300$1,992,000thousands by filing datecall
ADVANCE AUTO PARTS INC00751Y106COM11,700$1,979,000thousands by filing dateput
SILVER WHEATON CORP828336107COM102,100$1,973,000thousands by filing dateput
Johnson & Johnson478160104COM17,017$1,961,000thousands by filing date
MYLAN NVN59465109SHS EURO51,000$1,946,000thousands by filing datecall
NORFOLK SOUTHN CORP COM655844108Stock18,000$1,945,000thousands by filing datecall
GIGAMON INC37518B102COM42,688$1,944,000thousands by filing date
Intuit Inc.461202103COM16,900$1,937,000thousands by filing dateput
BRANDYWINE RLTY TR105368203SH BEN INT NEW117,229$1,935,000thousands by filing date
AMN HEALTHCARE SVCS INC001744101COM50,284$1,933,000thousands by filing date
WHITING PETE CORP NEW966387102COM160,096$1,924,000thousands by filing date
Automatic Data Processing,Inc.053015103COM18,700$1,922,000thousands by filing datecall
ZIMMER BIOMET HOLDINGS INC COM98956P102Stock18,600$1,920,000thousands by filing datecall
BHP BILLITON LIMITED SPONSORED ADS088606108ADR53,400$1,911,000thousands by filing datecall
ZIONS BANCORPORATION989701107COM43,700$1,881,000thousands by filing datecall
VEEVA SYS INC CL A COM922475108Stock46,178$1,879,000thousands by filing date
REALTY INCOME CORP COM756109104REIT32,600$1,874,000thousands by filing dateput
TRACTOR SUPPLY CO COM892356106Stock24,700$1,873,000thousands by filing dateput
FINISH LINE/THE CL A317923100COM99,178$1,866,000thousands by filing date
HELMERICH & PAYNE INC423452101COM24,100$1,865,000thousands by filing dateput
TIME WARNER INC887317303COM NEW19,296$1,863,000thousands by filing date
FOREST CITY RLTY TR INC345605109COM CL A89,400$1,863,000thousands by filing date
SENIOR HSG PPTYS TR81721M109SH BEN INT98,355$1,862,000thousands by filing date
DELEK US HOLDINGS INC246647101COMMON STOCK77,196$1,858,000thousands by filing date
TAILORED BRANDS INC87403A107COM72,440$1,851,000thousands by filing date
SPLUNK INC848637104COM36,099$1,846,000thousands by filing date
Netflix, Inc64110L106COM14,900$1,845,000thousands by filing datecall
VANECK ETF TRUST92189F106GOLD MINERS ETF88,200$1,845,000thousands by filing dateput
VENTAS INC COM92276F100REIT29,500$1,844,000thousands by filing dateput
DAVITA INC COM23918K108Stock28,700$1,843,000thousands by filing dateput
SUNTRUST BANKS INC867914103COM33,500$1,837,000thousands by filing datecall
BARD C R INC067383109COM8,174$1,836,000thousands by filing date
CHEMED CORP NEW16359R103COM11,402$1,829,000thousands by filing date
CALATLANTIC GROUP INC128195104COM53,766$1,829,000thousands by filing date
GAP INC COM364760108Stock80,900$1,815,000thousands by filing dateput
WEIBO CORP SPONSORED ADR948596101ADR44,700$1,815,000thousands by filing dateput
Duke Energy Corporation26441C204COM23,300$1,809,000thousands by filing datecall
MACQUARIE INFRASTRUCTURE HOLDI55608B105COMMON UNITS21,991$1,797,000thousands by filing date
LINCOLN ELEC HLDGS INC533900106COM23,331$1,789,000thousands by filing date
Boston Scientific Corporation101137107COM82,601$1,787,000thousands by filing date
PROOFPOINT INC743424103COM25,300$1,787,000thousands by filing date
OPENLANE INC48238T109COM41,800$1,782,000thousands by filing date
ROYAL DUTCH SHELL PLC SPN ADR780259206SPONS ADR A32,598$1,773,000thousands by filing date
PRUDENTIAL FINL INC COM744320102Stock17,000$1,769,000thousands by filing datecall
VIACOM INC92553P201CL B50,400$1,769,000thousands by filing datecall
ZIMMER BIOMET HOLDINGS INC COM98956P102Stock17,100$1,765,000thousands by filing dateput
ITT INC COM45073V108Stock45,700$1,763,000thousands by filing date
TD SYNNEX CORPORATION COM87162W100Stock14,535$1,759,000thousands by filing date
FRANCO NEV CORP COM351858105Stock29,400$1,757,000thousands by filing dateput
UNITED THERAPEUTICS CORP DEL COM91307C102Stock12,243$1,756,000thousands by filing date
BB & T CORP054937107COM37,300$1,754,000thousands by filing dateput
WHOLE FOODS MKT INC966837106COM57,000$1,753,000thousands by filing datecall
Medtronic PlcG5960L103COM24,600$1,752,000thousands by filing dateput
EXELIXIS INC COM30161Q104Stock117,486$1,752,000thousands by filing date
MARTIN MARIETTA MATLS INC COM573284106Stock7,900$1,750,000thousands by filing dateput
Comcast Corp20030N101COM25,200$1,740,000thousands by filing dateput
SPDR SERIES TRUST78464A698ST STR SP REGBNK31,200$1,734,000thousands by filing dateput
DEXCOM INC COM252131107Stock28,908$1,726,000thousands by filing date
Elevance Health, Inc.036752103COM12,000$1,725,000thousands by filing dateput
V F CORP COM918204108Stock32,300$1,723,000thousands by filing dateput
AMERICAN AIRLINES GROUP INC COM02376R102Stock36,878$1,722,000thousands by filing date
TARGA RES CORP COM87612G101Stock30,600$1,716,000thousands by filing datecall
FINISAR CORP31787A507COM NEW56,600$1,713,000thousands by filing datecall
Adobe Inc00724F101COM16,600$1,709,000thousands by filing datecall
E TRADE FINANCIAL CORP269246401COM NEW49,326$1,709,000thousands by filing date
MARTIN MARIETTA MATLS INC COM573284106Stock7,700$1,706,000thousands by filing datecall
NORDIC AMERICAN TANKERS LIMIG65773106COM202,345$1,700,000thousands by filing date
STEEL DYNAMICS INC COM858119100Stock47,700$1,697,000thousands by filing datecall
LENNOX INTL INC COM526107107Stock11,059$1,694,000thousands by filing date
Eaton Corp. PlcG29183103COM25,200$1,691,000thousands by filing dateput
MERCADOLIBREINC58733R102STOK10,800$1,686,000thousands by filing datecall
WILLIAMS SONOMA INC COM969904101Stock34,800$1,684,000thousands by filing dateput
QUANTA SVCS INC74762E102COM48,143$1,678,000thousands by filing date
PALO ALTO NETWORKS INC697435105COM13,400$1,676,000thousands by filing datecall
MICROCHIP TECHNOLOGY INC. COM595017104Stock26,100$1,674,000thousands by filing dateput
CALLON PETE CO DEL13123X102COM108,599$1,669,000thousands by filing date
RICE ENERGY INC762760106COM77,489$1,654,000thousands by filing date
Visa Inc92826C839COM21,135$1,649,000thousands by filing date
HOLLYFRONTIER CORP436106108COM50,300$1,648,000thousands by filing datecall
ISHARES INC MSCI GERMANY ETF464286806MSCI GERMANY ETF62,034$1,643,000thousands by filing date
LIGAND PHARMACEUTICALS INC53220K504COM NEW16,147$1,641,000thousands by filing date
WELLTOWER INC COM95040Q104REIT24,400$1,633,000thousands by filing dateput
NATIONAL OILWELL VARCO INC637071101COM43,600$1,632,000thousands by filing dateput
Advanced Micro Devices,Inc.007903107COM142,900$1,620,000thousands by filing dateput
VIACOM INC92553P201CL B46,100$1,618,000thousands by filing dateput
Waste Management, Inc.94106L109COM22,800$1,617,000thousands by filing datecall
PepsiCo,Inc.713448108COM15,426$1,614,000thousands by filing date
ALIGN TECHNOLOGY INC COM016255101Stock16,624$1,598,000thousands by filing date
NIELSEN HOLDINGS PLCG6518L108SHS EUR38,043$1,596,000thousands by filing date
NextEra Energy,Inc.65339F101COM13,351$1,595,000thousands by filing date
TAL ED GROUP SPONSORED ADS874080104ADR22,699$1,592,000thousands by filing date
FIBRIA CELULOSE31573A109COMMON STOCK-FO165,678$1,592,000thousands by filing date
DAVITA INC COM23918K108Stock24,500$1,573,000thousands by filing datecall
CIENA CORP COM NEW171779309Stock64,370$1,571,000thousands by filing date
SPDR S&P Midcap 400 ETF Trust78467Y107SHS5,200$1,569,000thousands by filing date
PARKER-HANNIFIN CORP COM701094104Stock11,200$1,568,000thousands by filing dateput
CLOROX CO DEL189054109COM13,000$1,560,000thousands by filing datecall
SCIENCE APPLICATIONS INTL CORP COM808625107Stock18,400$1,560,000thousands by filing date
Taser Intl Inc87651B104COM63,938$1,550,000thousands by filing date
DAVE & BUSTERS ENTMT INC238337109COM27,501$1,548,000thousands by filing date
Advanced Micro Devices,Inc.007903107COM136,200$1,545,000thousands by filing datecall
PARKER-HANNIFIN CORP COM701094104Stock11,000$1,540,000thousands by filing datecall
MACYS INC COM55616P104Stock42,800$1,533,000thousands by filing dateput
SUNTRUST BANKS INC867914103COM27,800$1,525,000thousands by filing dateput
U S SILICA HLDGS INC90346E103COM26,737$1,515,000thousands by filing date
TARGA RES CORP COM87612G101Stock27,000$1,514,000thousands by filing dateput
PACKAGING CORP AMER COM695156109Stock17,800$1,510,000thousands by filing datecall
VALEANT PHARMACEUTICALS INTL91911K102COM103,500$1,503,000thousands by filing datecall
GOPRO INC38268T103CL A171,500$1,494,000thousands by filing dateput
SELECT SECTOR SPDR TR81369Y704INDL24,000$1,493,000thousands by filing datecall
CRANE CO224399105COM20,600$1,486,000thousands by filing date
VERIFONE SYS INC92342Y109COM83,767$1,485,000thousands by filing date
TARGA RES CORP COM87612G101Stock26,291$1,474,000thousands by filing date
DONALDSON INC COM257651109Stock35,000$1,473,000thousands by filing date
MCKESSON CORP COM58155Q103Stock10,400$1,461,000thousands by filing datecall
PRICE T ROWE GROUP INC COM74144T108Stock19,400$1,460,000thousands by filing dateput
GRIFOLS S A398438408SP ADR REP B NVT90,726$1,458,000thousands by filing date
MICROCHIP TECHNOLOGY INC. COM595017104Stock22,700$1,456,000thousands by filing datecall
Southern Company842587107COM29,400$1,446,000thousands by filing dateput
SL GREEN REALTY CORP78440X101COM13,409$1,442,000thousands by filing date
RAYTHEON CO755111507COM NEW10,100$1,434,000thousands by filing dateput
DELTA AIR LINES INC COM NEW247361702Stock29,100$1,431,000thousands by filing dateput
GEO GROUP INC NEW36162J106COM39,602$1,423,000thousands by filing date
BUFFALO WILD WINGS INC119848109COMMON STOCK9,200$1,420,000thousands by filing dateput
SYSCOCORP871829107COM25,600$1,417,000thousands by filing datecall
GOODYEAR TIRE & RUBBER CO382550101COM45,898$1,417,000thousands by filing date
SBA COMMUNICATIONS CORP78388J106COMMON STOCK13,700$1,415,000thousands by filing datecall
WELLCARE HEALTH PLANS INC94946T106COM10,265$1,407,000thousands by filing date
SIGNET JEWELERS LTD SHSG81276100Stock14,800$1,395,000thousands by filing dateput
CORE LABORATORIES N VN22717107COM11,617$1,395,000thousands by filing date
SINA CORPG81477104ORD22,900$1,392,000thousands by filing datecall
CBOE GLOBAL MKTS INC COM12503M108Stock18,800$1,389,000thousands by filing datecall
Danaher Corporation235851102COM17,800$1,386,000thousands by filing dateput
BARRACUDA NETWORKS INC068323104COM64,176$1,375,000thousands by filing date
AMTRUST FINL SVCS INC032359309COM50,030$1,370,000thousands by filing date
ONEMAIN HLDGS INC COM68268W103Stock61,816$1,369,000thousands by filing date
ESTERLINE TECHNOLOGIES CORP297425100COM15,300$1,365,000thousands by filing date
YELP INC CL A985817105Stock35,696$1,361,000thousands by filing date
CONTINENTAL RES INC212015101COM26,400$1,361,000thousands by filing datecall
SMUCKER J M CO832696405COM NEW10,600$1,357,000thousands by filing datecall
Empire District Electric Co/Th291641108COM39,793$1,357,000thousands by filing date
BREAD FINANCIAL HOLDINGS INC018581108COM5,900$1,348,000thousands by filing datecall
UNDER ARMOUR INC904311107CL A45,900$1,333,000thousands by filing datecall
YADKIN FINANCIAL CORP984305102COM38,897$1,333,000thousands by filing date
ROYAL GOLD INC780287108COM21,000$1,330,000thousands by filing datecall
VULCAN MATLS CO COM929160109Stock10,600$1,327,000thousands by filing datecall
CONSOL ENERGY INC20854P109COM72,553$1,323,000thousands by filing date
Visa Inc92826C839COM16,900$1,319,000thousands by filing dateput
PACCAR INC COM693718108Stock20,600$1,316,000thousands by filing datecall
ILG INC44967H101COM72,257$1,313,000thousands by filing date
CARDINAL FINANCIAL CORP14149F109COMMON STOCK40,018$1,312,000thousands by filing date
ROYAL GOLD INC780287108COM20,700$1,311,000thousands by filing dateput
DUKE REALTY CORP264411505COM NEW49,361$1,311,000thousands by filing date
GENERAL MILLS INC COM370334104Stock21,200$1,310,000thousands by filing dateput
CARMAX INC COM143130102Stock20,300$1,307,000thousands by filing datecall
STATE STR SPDR DOW JONES IND78467X109UT SER 16,600$1,304,000thousands by filing dateput
CRACKER BARREL OLD CTRY STOR22410J106COM7,800$1,302,000thousands by filing dateput
HUBSPOTINC443573100STOK27,600$1,297,000thousands by filing date
ASSURED GUARANTY LTD COMG0585R106Stock34,197$1,292,000thousands by filing date
JETBLUE AWYS CORP477143101COM57,578$1,291,000thousands by filing date
JABIL INC COM466313103Stock54,398$1,288,000thousands by filing date
HAIN CELESTIAL GROUP INC405217100COM32,995$1,288,000thousands by filing date
HP INC COM40434L105Stock86,400$1,282,000thousands by filing dateput
UMPQUA HOLDINGS904214103COM68,278$1,282,000thousands by filing date
Philip Morris International Inc.718172109COM13,900$1,272,000thousands by filing datecall
TIFFANY & CO NEW886547108COM16,400$1,270,000thousands by filing dateput
ALASKA AIR GROUP INC COM011659109Stock14,300$1,269,000thousands by filing datecall
DIAMONDBACK ENERGY INC COM25278X109Stock12,499$1,263,000thousands by filing date
REALTY INCOME CORP COM756109104REIT21,917$1,260,000thousands by filing date
FLOWSERVE CORP34354P105COM26,200$1,259,000thousands by filing date
FIRST MAJESTIC SILVER CORP32076V103COM165,057$1,259,000thousands by filing date
MARTIN MARIETTA MATLS INC COM573284106Stock5,678$1,258,000thousands by filing date
WILLIAMS SONOMA INC COM969904101Stock26,000$1,258,000thousands by filing datecall
Waste Management, Inc.94106L109COM17,700$1,255,000thousands by filing dateput
AUTODESK INC COM052769106Stock16,955$1,255,000thousands by filing date
MARATHON OIL CORP565849106COM72,500$1,255,000thousands by filing datecall
WHIRLPOOL CORP COM963320106Stock6,900$1,254,000thousands by filing datecall
SELECT SECTOR SPDR TR81369Y704INDL20,134$1,253,000thousands by filing date
PUBLIC STORAGE COM74460D109REIT5,600$1,252,000thousands by filing datecall
BRADY CORP104674106CL A33,339$1,252,000thousands by filing date
GW PHARMACEUTICALS PLC36197T103ADS11,200$1,252,000thousands by filing datecall
RANDGOLD RES LTD752344309ADR16,400$1,252,000thousands by filing datecall
MEDIDATE SOLUTIONS INC58471A105COM25,100$1,247,000thousands by filing date
DELTA AIR LINES INC COM NEW247361702Stock25,200$1,240,000thousands by filing datecall
PALO ALTO NETWORKS INC697435105COM9,900$1,238,000thousands by filing dateput
LIBERTY INTERACTIVE CORP53071M104INT COM SER A61,883$1,236,000thousands by filing date
BAIDU INC SPON ADR REP A056752108ADR7,488$1,231,000thousands by filing date
GREIF INC397624107CL A24,000$1,231,000thousands by filing date
CHEMTURA CORP163893209COM NEW36,967$1,227,000thousands by filing date
TEREX CORP NEW COM880779103Stock38,677$1,219,000thousands by filing date
COMERICAINC200340107COM17,781$1,211,000thousands by filing date
JUNIPER NETWORKS INC48203R104COM42,869$1,211,000thousands by filing date
SOMNIGROUP INTERNATIONAL INC COM88023U101Stock17,700$1,209,000thousands by filing dateput
CHINA MOBILE LIMITED16941M109SPONSORED ADR23,017$1,207,000thousands by filing date
Vanguard Real Estate922908553SHS14,600$1,205,000thousands by filing dateput
MASTEC INC COM576323109Stock31,430$1,202,000thousands by filing date
WPX ENERGY INC98212B103COM82,384$1,200,000thousands by filing date
FORD MTR CO COM345370860Stock98,600$1,196,000thousands by filing datecall
WESTAR ENERGY INC95709T100COMMON STOCK21,165$1,193,000thousands by filing date
Anywhere Real Estate Inc75605Y106Common Stock46,132$1,187,000thousands by filing date
MILLERKNOLL INC600544100COM34,680$1,186,000thousands by filing date
WATERS CORP COM941848103Stock8,800$1,183,000thousands by filing date
SEI INVTS CO COM784117103Stock23,904$1,180,000thousands by filing date
Elevance Health, Inc.036752103COM8,200$1,179,000thousands by filing datecall
JACK IN THE BOX INC466367109COM10,500$1,172,000thousands by filing datecall
HOSPITALITY PROPERTIES TRUST44106M102COM SH BEN INT36,935$1,172,000thousands by filing date
CHENIERE ENERGY INC COM NEW16411R208Stock27,900$1,156,000thousands by filing dateput
TARGET CORP COM87612E106Stock16,001$1,156,000thousands by filing date
MOLSON COORS BEVERAGE CO CL B60871R209Stock11,800$1,148,000thousands by filing datecall
HP INC COM40434L105Stock76,800$1,140,000thousands by filing datecall
REGENERON PHARMACEUTICALS COM75886F107Stock3,100$1,138,000thousands by filing datecall
HARMAN INTL INDS INC413086109COM10,196$1,133,000thousands by filing date
NATIONAL OILWELL VARCO INC637071101COM30,100$1,127,000thousands by filing datecall
ECOLAB INC COM278865100Stock9,600$1,125,000thousands by filing datecall
CALAVO GROWERS INC128246105COM18,300$1,124,000thousands by filing date
Abbott Laboratories002824100COM29,100$1,118,000thousands by filing datecall
HOLLYFRONTIER CORP436106108COM34,100$1,117,000thousands by filing dateput
WHITEWAVE FOODS COMPANY966244105COMMON STOCK20,067$1,116,000thousands by filing date
LINCOLN NATL CORP IND COM534187109Stock16,800$1,113,000thousands by filing datecall
FLEX LTD ORDY2573F102Stock77,349$1,112,000thousands by filing date
NEUROCRINE BIOSCIENCES INC64125C109COM28,712$1,111,000thousands by filing date
USBANCORPDEL902973304COM NEW21,600$1,110,000thousands by filing datecall
MARATHON OIL CORP565849106COM64,000$1,108,000thousands by filing dateput
WESTERN REFNG INC959319104COM29,200$1,105,000thousands by filing datecall
CANADIAN IMPERIAL BANK OF COMM COM136069101Stock13,477$1,100,000thousands by filing date
KOREA ELEC PWR CORP SPONSORED ADR500631106ADR59,362$1,097,000thousands by filing date
OFG BANCORP67103X102COM83,375$1,092,000thousands by filing date
TRAVELERS COMPANIES INC COM89417E109Stock8,900$1,090,000thousands by filing datecall
GNC HLDGS INC36191G107COM CL A98,699$1,090,000thousands by filing date
PAYLOCITY HLDG CORP COM70438V106Stock36,200$1,086,000thousands by filing date
MAIDEN HOLDINGS LTDG5753U112SHS62,262$1,086,000thousands by filing date
COOPER STANDARD HOLDING21676P103COMMON STOCK10,500$1,085,000thousands by filing date
CIT GROUP INC COM NEW125581801Stock25,400$1,084,000thousands by filing datecall
Medtronic PlcG5960L103COM15,200$1,083,000thousands by filing datecall
VANECK ETF TRUST92189F791JUNIOR GOLD MINE34,200$1,079,000thousands by filing date
UNITED NAT FOODS INC COM911163103Stock22,598$1,078,000thousands by filing date
DOMINOS PIZZA INC COM25754A201Stock6,770$1,078,000thousands by filing date
YUM BRANDS INC COM988498101Stock17,000$1,077,000thousands by filing dateput
RANDGOLD RES LTD752344309ADR14,100$1,076,000thousands by filing dateput
SELECT INCOME REIT81618T100COM SH BEN INT42,100$1,061,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001323645-17-000002this filing2017-02-08acceptance time not in the bulk data set