0001323645-13-000004.txt : 20130731
0001323645-13-000004.hdr.sgml : 20130731
20130731085558
ACCESSION NUMBER: 0001323645-13-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130630
FILED AS OF DATE: 20130731
DATE AS OF CHANGE: 20130731
EFFECTIVENESS DATE: 20130731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CAPITAL FUND MANAGEMENT S.A.
CENTRAL INDEX KEY: 0001323645
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11341
FILM NUMBER: 13997596
BUSINESS ADDRESS:
STREET 1: 23 RUE DE L'UNIVERSITE
CITY: PARIS
STATE: I0
ZIP: 75007
BUSINESS PHONE: 33149495986
MAIL ADDRESS:
STREET 1: 23 RUE DE L'UNIVERSITE
CITY: PARIS
STATE: I0
ZIP: 75007
FORMER COMPANY:
FORMER CONFORMED NAME: CAPITAL FUND MANAGEMENT
DATE OF NAME CHANGE: 20050413
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
true
0001323645
XXXXXXXX
06-30-2013
06-30-2013
CAPITAL FUND MANAGEMENT S.A.
23 RUE DE L'UNIVERSITE
PARIS
I0
75007
13F HOLDINGS REPORT
028-11341
N
Martin Tornqvist
Chief Compliance Officer
0033149495986
Martin Tornqvist
Paris
I0
07-31-2013
0
1269
6549157
false
INFORMATION TABLE
2
Final_InfoTable_20130628_v4.xml
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3M CoCOM88579Y1019959100SHPutSOLE0091000
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ADTRAN IncCOM00738A1065157209538SHSOLE002095380
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Ariad Pharmaceuticals IncCOM04033A100112864500SHCallSOLE00645000
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Aruba Networks IncCOM0431761069018587131SHSOLE005871310
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Ashland IncCOM04420910498511800SHCallSOLE00118000
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AutoNation IncCOM05329W10264814926SHSOLE00149260
Autoliv IncCOM0528001096668600SHPutSOLE0086000
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Avon Products IncCOM05430310274435400SHCallSOLE00354000
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Axis Capital Holdings LtdSHSG0692U109211546196SHSOLE00461960
B&G Foods IncCOM05508R106338599399SHSOLE00993990
BB&T CorpCOM0549371073817112660SHSOLE001126600
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BMC Software IncCOM055921100267259200SHCallSOLE00592000
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BRF SASPONSORED ADR10552T10710062463483SHSOLE004634830
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BROWN-FORMAN CORPCL B1156372092303400SHCallSOLE0034000
Baker Hughes IncCOM0572241079438204600SHSOLE002046000
Ball CorpCOM058498106278467019SHSOLE00670190
Bally Technologies IncCOM05874B1073506200SHPutSOLE0062000
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Bank of America CorpCOM060505104170851328550SHSOLE0013285500
Bank of America CorpCOM060505104124196500SHPutSOLE00965000
Bank of MontrealCOM063671101221338138SHSOLE00381380
Bank of Nova ScotiaCOM064149107127923875SHSOLE00238750
Bank of the Ozarks IncCOM0639041062044708SHSOLE0047080
Bankrate IncCOM06647F10214810300SHSOLE00103000
Barclays PLCADR06738E20414332837130SHSOLE008371300
Barnes & Noble IncCOM067774109142089000SHSOLE00890000
Barnes Group IncCOM06780610936512159SHSOLE00121590
Barrick Gold CorpCOM06790110885554300SHCallSOLE00543000
Baxter International IncCOM07181310912804184849SHSOLE001848490
Baytex Energy CorpCOM07317Q105118432853SHSOLE00328530
Bed Bath & Beyond IncCOM0758961008884125310SHSOLE001253100
Benchmark Electronics IncCOM08160H10129514690SHSOLE00146900
Berkshire Hathaway IncCL B NEW0846707026726000SHPutSOLE0060000
Best Buy Co IncCOM0865161019560349800SHCallSOLE003498000
Best Buy Co IncCOM08651610110178372400SHPutSOLE003724000
Bill Barrett CorpCOM06846N10434016800SHCallSOLE00168000
BioMarin Pharmaceutical IncCOM09061G101468183900SHPutSOLE00839000
BioMarin Pharmaceutical IncCOM09061G101112120100SHCallSOLE00201000
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Biogen Idec IncCOM09062X1032094797336SHSOLE00973360
Biogen Idec IncCOM09062X1037323400SHCallSOLE0034000
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BlackRock IncCOM09247X1011567461022SHSOLE00610220
BlackRock Kelso Capital CorpCOM09253310827929800SHSOLE00298000
Bob Evans Farms Inc/DECOM09676110180117050SHSOLE00170500
Boeing Co/TheCOM097023105467145600SHPutSOLE00456000
Boeing Co/TheCOM09702310510149900SHCallSOLE0099000
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Boston Scientific CorpCOM1011371071795193639SHSOLE001936390
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Brandywine Realty TrustSH BEN INT NEW1053682033987294876SHSOLE002948760
Brink's Co/TheCOM10969610438415066SHSOLE00150660
Bristol-Myers Squibb CoCOM11012210812160272100SHPutSOLE002721000
Bristol-Myers Squibb CoCOM11012210814171317100SHCallSOLE003171000
British American Tobacco PLCSPONSORED ADR1104481078688433SHSOLE0084330
Broadcom CorpCL A11132010747914200SHCallSOLE00142000
Broadcom CorpCL A11132010722067653629SHSOLE006536290
Brocade Communications Systems IncCOM NEW1116213062288397300SHSOLE003973000
Brookfield Asset Management IncCL A LTD VT SH112585104207057470SHSOLE00574700
Brown & Brown IncCOM1152361015824180655SHSOLE001806550
Bruker CorpCOM11679410823214358SHSOLE00143580
Buckle Inc/TheCOM118440106335064400SHSOLE00644000
Bunge LtdCOMG16962105529274771SHSOLE00747710
CA IncCOM12673P105192367153SHSOLE00671530
CARBO Ceramics IncCOM1407811056778100512SHSOLE001005120
CASH AMERICA INTERNATIONAL INCCOM14754D10057712691SHSOLE00126910
CATO CORP/THECL A14920510633713500SHSOLE00135000
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CF Industries Holdings IncCOM12526910024391142220SHSOLE001422200
CHARLES RIVER LABORATORIES INTERNATIONAL INCCOM159864107272966517SHSOLE00665170
CHART INDUSTRIES INCCOM PAR $0.0116115Q308533056649SHSOLE00566490
CLARCOR IncCOM179895107116022209SHSOLE00222090
CLEAN HARBORS INCCOM18449610797519300SHPutSOLE00193000
CLEARWATER PAPER CORPCOM18538R10358812500SHSOLE00125000
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CME Group Inc/ILCOM12572Q105721895000SHCallSOLE00950000
CNO Financial Group IncCOM12621E10364349584SHSOLE00495840
COBALT INTERNATIONAL ENERGY INCCOM19075F1063781142300SHSOLE001423000
CONSTELLATION BRANDS INCCL A21036P10812114232430SHSOLE002324300
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CR Bard IncCOM0673831091039895677SHSOLE00956770
CROCS IncCOM22704610959836234SHSOLE00362340
CROWN CASTLE INTERNATIONAL CORPCOM22822710415263210845SHSOLE002108450
CSX CorpCOM126408103264971142614SHSOLE0011426140
CSX CorpCOM12640810372631300SHCallSOLE00313000
CSX CorpCOM12640810331313500SHPutSOLE00135000
CVB Financial CorpCOM12660010522619200SHSOLE00192000
CVR Energy IncCOM12662P1089145192931SHSOLE001929310
Cabela's IncCOM126804301430166414SHSOLE00664140
Cabela's IncCOM1268043012073200SHPutSOLE0032000
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Cabot Oil & Gas CorpCOM12709710324518345223SHSOLE003452230
Calgon Carbon CorpCOM12960310662737619SHSOLE00376190
Calpine CorpCOM NEW1313473047911372655SHSOLE003726550
Cameron International CorpCOM13342B10512830209772SHSOLE002097720
Canadian National Railway CoCOM13637510212096124354SHSOLE001243540
Canadian Pacific Railway LtdCOM13645T10018687153956SHSOLE001539560
Capitol Federal Financial IncCOM14057J101107688600SHSOLE00886000
Capstead Mortgage CorpCOM NO PAR14067E506107588850SHSOLE00888500
Carlisle Cos IncCOM142339100543487212SHSOLE00872120
Carmax IncCOM143130102416090124SHSOLE00901240
Carnival CorpPAIRED CTF14365830011747342569SHSOLE003425690
Carter's IncCOM146229109145319610SHSOLE00196100
Casey's General Stores IncCOM147528103160826727SHSOLE00267270
Catamaran CorpCOM14888710262612841SHSOLE00128410
Cathay General BancorpCOM14915010446122671SHSOLE00226710
Celanese CorpCOM SER A15087010311937266451SHSOLE002664510
Celgene CorpCOM151020104437737443SHSOLE00374430
Celgene CorpCOM15102010410879300SHCallSOLE0093000
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CenterPoint Energy IncCOM15189T107136157950SHSOLE00579500
Century Aluminum CoCOM15643110821022600SHCallSOLE00226000
Century Aluminum CoCOM15643110823725500SHPutSOLE00255000
CenturyLink IncCOM1567001069467267800SHCallSOLE002678000
CenturyLink IncCOM1567001065621159000SHPutSOLE001590000
Cepheid IncCOM15670R10738211100SHPutSOLE00111000
Cerner CorpCOM15678210414293148746SHSOLE001487460
Charter Communications IncCL A NEW16117M3054213400SHPutSOLE0034000
Charter Communications IncCL A NEW16117M305611149345SHSOLE00493450
Check Point Software Technologies LtdORDM22465104494399503SHSOLE00995030
Check Point Software Technologies LtdORDM224651044428900SHPutSOLE0089000
Check Point Software Technologies LtdORDM22465104142628700SHCallSOLE00287000
Cheniere Energy IncCOM NEW16411R2082729800SHCallSOLE0098000
Chicago Bridge & Iron Co NVN Y REGISTRY SH167250109590699000SHPutSOLE00990000
Chicago Bridge & Iron Co NVN Y REGISTRY SH167250109488081800SHCallSOLE00818000
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Children's Place Retail Stores Inc/TheCOM168905107200036502SHSOLE00365020
China Life Insurance Co LtdSPON ADR REP H16939P106174149915SHSOLE00499150
China Petroleum & Chemical CorpSPON ADR H SHS16941R1084765200SHSOLE0052000
Chipotle Mexican Grill IncCOM169656105479113149SHSOLE00131490
Chipotle Mexican Grill IncCOM16965610523326400SHPutSOLE0064000
Chiquita Brands International IncCOM17003280919517856SHSOLE00178560
Chubb Corp/TheCOM171232101274832459SHSOLE00324590
Cia Energetica de Minas GeraisSP ADR N-V PFD20440960158565259SHSOLE00652590
Cia de Bebidas das AmericasSPON ADR PFD20441W20313697366733SHSOLE003667330
Cia de Saneamento Basico do Estado de Sao PauloSPONSORED ADR20441A1023986382929SHSOLE003829290
Ciena CorpCOM NEW17177930968435200SHCallSOLE00352000
Ciena CorpCOM NEW17177930922111400SHPutSOLE00114000
Cirrus Logic IncCOM1727551004456256700SHPutSOLE002567000
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Citigroup IncCOM NEW172967424185638700SHPutSOLE00387000
Citigroup IncCOM NEW17296742431370653944SHSOLE006539440
Cliffs Natural Resources IncCOM18683K10114849913800SHPutSOLE009138000
Cliffs Natural Resources IncCOM18683K1012158132800SHCallSOLE001328000
Cloud Peak Energy IncCOM18911Q10232219549SHSOLE00195490
Coach IncCOM18975410461110700SHCallSOLE00107000
Coach IncCOM189754104247743384SHSOLE00433840
Coach IncCOM1897541045489600SHPutSOLE0096000
Coca-Cola Co/TheCOM19121610016337407300SHCallSOLE004073000
Coca-Cola Co/TheCOM19121610016554412712SHSOLE004127120
Coca-Cola Co/TheCOM1912161006193154400SHPutSOLE001544000
Coca-Cola Enterprises IncCOM19122T10912798364005SHSOLE003640050
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Cognizant Technology Solutions CorpCL A1924461027381117893SHSOLE001178930
Cognizant Technology Solutions CorpCL A1924461023385400SHPutSOLE0054000
Cohen & Steers IncCOM19247A1002467254SHSOLE0072540
Coherent IncCOM1924791032374312SHSOLE0043120
Coinstar IncCOM19259P300510687026SHSOLE00870260
Colfax CorpCOM194014106267851390SHSOLE00513900
Colgate-Palmolive CoCOM194162103537193754SHSOLE00937540
Colgate-Palmolive CoCOM194162103281349100SHCallSOLE00491000
Columbia Sportswear CoCOM1985161065018000SHSOLE0080000
Comcast CorpCL A20030N10111885283780SHSOLE002837800
Commercial Metals CoCOM2017231035814393664SHSOLE003936640
Community Health Systems IncCOM2036681083988500SHCallSOLE0085000
Community Health Systems IncCOM203668108283560480SHSOLE00604800
Commvault Systems IncCOM204166102725595601SHSOLE00956010
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Computer Programs & Systems IncCOM2053061032164400SHSOLE0044000
Computer Sciences CorpCOM2053631044632105822SHSOLE001058220
Comtech Telecommunications CorpCOM NEW20582620966124583SHSOLE00245830
Conagra Foods IncCOM20588710216821481563SHSOLE004815630
Consol Energy IncCOM20854P10977228500SHCallSOLE00285000
Consol Energy IncCOM20854P1095357197686SHSOLE001976860
Consol Energy IncCOM20854P1092117800SHPutSOLE0078000
Consolidated Edison IncCOM20911510478713500SHPutSOLE00135000
Consolidated Graphics IncCOM2093411062705733SHSOLE0057330
Continental Resources Inc/OKCOM212015101254429561SHSOLE00295610
Cooper Tire & Rubber CoCOM216831107163349232SHSOLE00492320
Copa Holdings SACL AP310761056034600SHCallSOLE0046000
Core Laboratories NVCOMN227171071229881092SHSOLE00810920
Coresite Realty CorpCOM21870Q10555817547SHSOLE00175470
Corning IncCOM2193501053520247399SHSOLE002473990
Corrections Corp of AmericaCOM NEW22025Y4077346216885SHSOLE002168850
Corrections Corp of AmericaCOM NEW22025Y4072748100SHCallSOLE0081000
Cosan LtdSHS AG253431076278388516SHSOLE003885160
Costco Wholesale CorpCOM22160K1053433100SHPutSOLE0031000
Costco Wholesale CorpCOM22160K1052432200SHCallSOLE0022000
Covanta Holding CorpCOM22282E10288644245SHSOLE00442450
Covidien PLCSHSG2554F113201332034SHSOLE00320340
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Crane CoCOM224399105453175612SHSOLE00756120
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Dell IncCOM24702R10131923900SHCallSOLE00239000
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DuPont Fabros Technology IncCOM26613Q106240799662SHSOLE00996620
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Elan Corp PLCADR2841312086356449532SHSOLE004495320
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Endo Health Solutions IncCOM29264F205182549600SHCallSOLE00496000
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Expedia IncCOM NEW30212P303541690046SHSOLE00900460
Express IncCOM30219E1032677127669SHSOLE001276690
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FRANCO-NEVADA CORPCOM3518581054972139000SHSOLE001390000
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Factset Research Systems IncCOM303075105548753824SHSOLE00538240
Fair Isaac CorpCOM303250104123827013SHSOLE00270130
Fastenal CoCOM311900104362779097SHSOLE00790970
FedEx CorpCOM31428X106106510800SHCallSOLE00108000
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Fifth Third BancorpCOM31677310012364685010SHSOLE006850100
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First Financial BancorpCOM32020910916210900SHSOLE00109000
First Niagara Financial Group IncCOM33582V1082028201400SHSOLE002014000
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First Solar IncCOM336433107260358200SHCallSOLE00582000
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Flowers Foods IncCOM3434981017165324948SHSOLE003249480
Flowserve CorpCOM34354P10520749384172SHSOLE003841720
Flowserve CorpCOM34354P105261948500SHCallSOLE00485000
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Fluor CorpCOM343412102497883932SHSOLE00839320
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Foot Locker IncCOM34484910421671616867SHSOLE006168670
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Ford Motor CoCOM PAR $0.0134537086063340900SHCallSOLE00409000
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Foster Wheeler AGCOMH27178104106248900SHPutSOLE00489000
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Franklin Resources IncCOM3546131011318996961SHSOLE00969610
Fred's IncCL A35610810022614587SHSOLE00145870
Freeport-McMoRan Copper & Gold IncCOM35671D85712566455114SHSOLE004551140
Freeport-McMoRan Copper & Gold IncCOM35671D8573228116900SHCallSOLE001169000
Freeport-McMoRan Copper & Gold IncCOM35671D857187267800SHPutSOLE00678000
Fresenius Medical Care AG & Co KGaASPONSORED ADR35802910657516300SHSOLE00163000
Fti Consulting IncCOM302941109136741555SHSOLE00415550
Fusion-io IncCOM36112J1076602463600SHSOLE004636000
GANNETT CO INCCOM3647301014500183961SHSOLE001839610
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GREIF INCCL A39762410783815919SHSOLE00159190
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GameStop CorpCL A36467W1098166194300SHCallSOLE001943000
Gap Inc/TheCOM36476010810168243663SHSOLE002436630
Gap Inc/TheCOM3647601083257800SHCallSOLE0078000
Gardner Denver IncCOM365558105207527600SHPutSOLE00276000
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Garmin LtdSHSH2906T10939410900SHPutSOLE00109000
Garmin LtdSHSH2906T109322989300SHCallSOLE00893000
General Cable CorpCOM3693001083345108781SHSOLE001087810
General Dynamics CorpCOM3695501085336801SHSOLE0068010
General Electric CoCOM36960410332013800SHCallSOLE00138000
General Mills IncCOM37033410410663219719SHSOLE002197190
General Mills IncCOM370334104234448300SHCallSOLE00483000
Genpact LtdSHSG3922B1072399124694SHSOLE001246940
Gentex Corp/MICOM3719011093113135057SHSOLE001350570
Genworth Financial IncCOM CL A37247D106164201439084SHSOLE0014390840
Geo Group Inc/TheCOM36159R1037659225597SHSOLE002255970
Gildan Activewear IncCOM3759161035991147878SHSOLE001478780
Gilead Sciences IncCOM37555810310037196000SHCallSOLE001960000
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Gilead Sciences IncCOM37555810317882349180SHSOLE003491800
Globe Specialty Metals IncCOM37954N20651447272SHSOLE00472720
Goldcorp IncCOM380956409141557200SHCallSOLE00572000
Goldcorp IncCOM38095640918659754489SHSOLE007544890
Graco IncCOM3841091042974700SHSOLE0047000
Graphic Packaging Holding CoCOM3886891011992257398SHSOLE002573980
Green Mountain Coffee Roasters IncCOM393122106514968600SHPutSOLE00686000
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Greenhill & Co IncCOM395259104428093575SHSOLE00935750
Grupo Aeroportuario del Sureste SAB de CVSPON ADR SER B40051E20210689600SHSOLE0096000
Grupo Televisa SABSPON ADR REP ORD40049J20613254533571SHSOLE005335710
Guess? IncCOM40161710532810568SHSOLE00105680
H&R Block IncCOM09367110516425591898SHSOLE005918980
HARTFORD FINANCIAL SERVICES GROUP INCCOM416515104180158242SHSOLE00582420
HB FULLER COCOM35969410670718709SHSOLE00187090
HCA HOLDINGS INCCOM40412C1013901108192SHSOLE001081920
HCP IncCOM40414L10919295424628SHSOLE004246280
HDFC BANK LTDADR REPS 3 SHS40415F101315587057SHSOLE00870570
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HMS Holdings CorpCOM40425J10125210800SHPutSOLE00108000
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HNI CorpCOM4042511003279056SHSOLE0090560
HSN IncCOM404303109314058449SHSOLE00584490
HUBBELL INCCL B4435102013233267SHSOLE0032670
Halliburton CoCOM4062161019721233000SHCallSOLE002330000
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Halozyme Therapeutics IncCOM40637H10914918800SHSOLE00188000
Hanesbrands IncCOM410345102162431588SHSOLE00315880
Hanover Insurance Group Inc/TheCOM410867105173935531SHSOLE00355310
Harley-Davidson IncCOM4128221082364300SHCallSOLE0043000
Harris CorpCOM4138751052024100SHCallSOLE0041000
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Hasbro IncCOM4180561076807151847SHSOLE001518470
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Healthcare Realty Trust IncCOM421946104223187501SHSOLE00875010
Healthcare Services Group IncCOM42190610842517349SHSOLE00173490
Heartland Payment Systems IncCOM42235N1083922105278SHSOLE001052780
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Hercules Offshore IncCOM42709310929141400SHSOLE00414000
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Hershey Co/TheCOM42786610816022179462SHSOLE001794620
Hess CorpCOM42809H107232735000SHCallSOLE00350000
Hewlett-Packard CoCOM428236103200680900SHCallSOLE00809000
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Hillshire Brands CoCOM432589109209063176SHSOLE00631760
HollyFrontier CorpCOM436106108113926634SHSOLE00266340
Home Depot Inc/TheCOM4370761029721125478SHSOLE001254780
Home Properties IncCOM4373061037268111179SHSOLE001111790
Honda Motor Co LtdAMERN SHS438128308118431781SHSOLE00317810
Hovnanian Enterprises IncCL A44248720324343368SHSOLE00433680
Humana IncCOM44485910215931188800SHCallSOLE001888000
Huntington Bancshares Inc/OHCOM446150104114721455900SHSOLE0014559000
ICICI BANK LTDADR45104G1049491248127SHSOLE002481270
IDEX CorpCOM45167R104395873559SHSOLE00735590
IHS IncCL A451734107822478791SHSOLE00787910
ING Groep NVSPONSORED ADR4568371035133564738SHSOLE005647380
INNERWORKINGS INCCOM45773Y10519918300SHSOLE00183000
INTERNATIONAL BUSINESS MACHINES CORPCOM45920010146956245703SHSOLE002457030
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ION Geophysical CorpCOM46204410815726100SHSOLE00261000
IPG Photonics CorpCOM44980X1093465700SHCallSOLE0057000
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ITT CorpCOM NEW450911201227377287SHSOLE00772870
Idexx Laboratories IncCOM45168D104118513200SHPutSOLE00132000
Illumina IncCOM45232710978610500SHCallSOLE00105000
Infinity Pharmaceuticals IncCOM45665G3033431211156SHSOLE002111560
Informatica CorpCOM45666Q1026329180924SHSOLE001809240
Infosys LtdSPONSORED ADR4567881086324153538SHSOLE001535380
Ingredion IncCOM457187102374056989SHSOLE00569890
Inland Real Estate CorpCOM NEW45746120051350179SHSOLE00501790
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Insight Enterprises IncCOM45765U10322112450SHSOLE00124500
Intel CorpCOM45814010083134300SHPutSOLE00343000
InterDigital Inc/PACOM45867G101273061140SHSOLE00611400
InterOil CorpCOM4609511064316200SHSOLE0062000
Interactive Brokers Group IncCOM45841N10724015004SHSOLE00150040
IntercontinentalExchange IncCOM45865V1007764365SHSOLE0043650
IntercontinentalExchange IncCOM45865V100911951300SHCallSOLE00513000
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Intermune IncCOM45884X1031082112444SHSOLE001124440
International Paper CoCOM46014610313597306872SHSOLE003068720
International Speedway CorpCL A46033520192229300SHSOLE00293000
Interval Leisure Group IncCOM46113M10863932073SHSOLE00320730
Intrepid Potash IncCOM46121Y102111858700SHPutSOLE00587000
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Intuit IncCOM461202103482178990SHSOLE00789900
Intuitive Surgical IncCOM NEW46120E60216723300SHCallSOLE0033000
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Invesco LtdSHSG491BT108251379016SHSOLE00790160
Invesco Mortgage Capital IncCOM46131B1002332140804SHSOLE001408040
Investment Technology Group IncCOM46145F10545432491SHSOLE00324910
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Iron Mountain IncCOM462846106198374522SHSOLE00745220
Isis Pharmaceuticals IncCOM46433010973927500SHPutSOLE00275000
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Itau Unibanco Holding SASPON ADR REP PFD465562106182561413040SHSOLE0014130400
Itron IncCOM46574110674017433SHSOLE00174330
J&J Snack Foods CorpCOM4660321096928890SHSOLE0088900
JM Smucker Co/TheCOM NEW832696405596457821SHSOLE00578210
JPMorgan Chase & CoCOM46625H100273351762SHSOLE00517620
JPMorgan Chase & CoCOM46625H10020636390900SHCallSOLE003909000
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Jabil Circuit IncCOM4663131038077396340SHSOLE003963400
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Jack In The Box IncCOM466367109108427592SHSOLE00275920
Johnson & JohnsonCOM478160104499758200SHCallSOLE00582000
Johnson & JohnsonCOM478160104356341500SHPutSOLE00415000
Johnson Controls IncCOM4783661074356121712SHSOLE001217120
Jones Lang LaSalle IncCOM48020Q107331436357SHSOLE00363570
Joy Global IncCOM481165108241149671SHSOLE00496710
Joy Global IncCOM48116510891218800SHPutSOLE00188000
Juniper Networks IncCOM48203R10493548400SHPutSOLE00484000
KB Financial Group IncSPONSORED ADR48241A10531710700SHSOLE00107000
KB HomeCOM48666K1098600438099SHSOLE004380990
KB HomeCOM48666K1092723138700SHCallSOLE001387000
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KBR IncCOM48242W1065699175354SHSOLE001753540
KBR IncCOM48242W10673522600SHCallSOLE00226000
KLA-Tencor CorpCOM482480100288151693SHSOLE00516930
KROGER CO/THECOM50104410127585798637SHSOLE007986370
KT CorpSPONSORED ADR48268K10179851419SHSOLE00514190
Kaiser Aluminum CorpCOM PAR $0.014830077042403881SHSOLE0038810
Kansas City SouthernCOM NEW48517030217005160486SHSOLE001604860
Kennametal IncCOM489170100246163383SHSOLE00633830
Key Energy Services IncCOM4929141061056177409SHSOLE001774090
KeyCorpCOM4932671085182469417SHSOLE004694170
Kimberly-Clark CorpCOM494368103524654000SHPutSOLE00540000
Kimberly-Clark CorpCOM494368103137914200SHCallSOLE00142000
Kimberly-Clark CorpCOM4943681034514643SHSOLE0046430
Kimco Realty CorpCOM49446R1096386298000SHSOLE002980000
Kinder Morgan Inc/DECOM49456B1014590120315SHSOLE001203150
Kinross Gold CorpCOM NO PAR49690240444186400SHPutSOLE00864000
Knoll IncCOM NEW49890420031922448SHSOLE00224480
Kohl's CorpCOM5002551046705132748SHSOLE001327480
Kohl's CorpCOM500255104216742900SHCallSOLE00429000
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Korea Electric Power CorpSPONSORED ADR50063110645039800SHSOLE00398000
Korn/Ferry InternationalCOM NEW50064320050426869SHSOLE00268690
Krispy Kreme Doughnuts IncCOM5010141045574319453SHSOLE003194530
Kulicke & Soffa Industries IncCOM50124210144640300SHSOLE00403000
L Brands IncCOM50179710460612300SHCallSOLE00123000
L Brands IncCOM501797104262253247SHSOLE00532470
L-3 COMMUNICATIONS HOLDINGS INCCOM5024241042833300SHPutSOLE0033000
L-3 COMMUNICATIONS HOLDINGS INCCOM5024241042232600SHCallSOLE0026000
LAZARD LTDSHS AG540501022517800SHCallSOLE0078000
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LENNAR CORPCL A526057104208357800SHCallSOLE00578000
LENNAR CORPCL A5260571046296174700SHPutSOLE001747000
LIFE TECHNOLOGIES CORPCOM53217V109329344500SHPutSOLE00445000
LIFE TECHNOLOGIES CORPCOM53217V109277537500SHCallSOLE00375000
LTC Properties IncCOM5021751023087900SHSOLE0079000
Lamar Advertising CoCL A51281510156913100SHCallSOLE00131000
Lamar Advertising CoCL A51281510186019815SHSOLE00198150
Lancaster Colony CorpCOM51384710380810355SHSOLE00103550
Landstar System IncCOM515098101203639540SHSOLE00395400
Las Vegas Sands CorpCOM517834107155129300SHCallSOLE00293000
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SUPERVALU IncCOM868536103706113500SHSOLE001135000
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Southern Co/TheCOM84258710767115200SHPutSOLE00152000
Southern Co/TheCOM8425871078443191327SHSOLE001913270
Southern Copper CorpCOM84265V10511519417036SHSOLE004170360
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St Joe Co/TheCOM7901481002099922SHSOLE0099220
Staples IncCOM85503010221413500SHPutSOLE00135000
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StarzCOM SER A85571Q102153269312SHSOLE00693120
State Street CorpCOM8574771033184875SHSOLE0048750
Statoil ASASPONSORED ADR85771P1022661128622SHSOLE001286220
Steel Dynamics IncCOM8581191003652244954SHSOLE002449540
Stericycle IncCOM858912108111510100SHPutSOLE00101000
Sterling Financial Corp/WACOM NEW85931930326411107SHSOLE00111070
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Sun Life Financial IncCOM866796105153851939SHSOLE00519390
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Suncor Energy IncCOM8672241074271144821SHSOLE001448210
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TEAM HEALTH HOLDINGS INCCOM87817A107254561978SHSOLE00619780
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TIBCO Software IncCOM88632Q10362129000SHCallSOLE00290000
TJX COS INCCOM8725401095550110876SHSOLE001108760
TYSON FOODS INCCL A90249410310371403858SHSOLE004038580
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