CAPITAL FUND MANAGEMENT S.A. Q1 2017 Filing

Filed May 3, 2017

Portfolio Value

$12.0B

Holdings

970

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (970 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	—Consol Energy Inc	90,503	$1.5M	0.01%
602	—Cypress Semiconductor Corp	109,147	$1.5M	0.01%
603	WF2Wintrust Financial Corp	21,700	$1.5M	0.01%
604	—White Mountains Insurance Group Ltd	1,700	$1.5M	0.01%
605	MSAMSA Safety Inc	21,100	$1.5M	0.01%
606	AMTTD Ameritrade Holding Corp	38,300	$1.5M	0.01%	Put
607	ASTEAstec Industries Inc	24,200	$1.5M	0.01%
608	SNASnap-On Inc	8,692	$1.5M	0.01%
609	LEALear Corp	10,332	$1.5M	0.01%
610	TALTAL EDUCATION GROUP	13,601	$1.4M	0.01%	Put
611	URBNUrban Outfitters Inc	60,700	$1.4M	0.01%	Put
612	MCHPMicrochip Technology Inc	19,531	$1.4M	0.01%	Put
613	STMSTMicroelectronics NV	93,111	$1.4M	0.01%
614	—Cabela's Inc	27,012	$1.4M	0.01%
615	IPHSEURInnophos Holdings Inc	26,500	$1.4M	0.01%
616	PAYCPaycom Software Inc	24,812	$1.4M	0.01%
617	RHIROBERT HALF INTERNATIONAL INC	29,228	$1.4M	0.01%
618	RPMRpm International Inc	25,800	$1.4M	0.01%
619	—Zeltiq Aesthetics Inc	25,496	$1.4M	0.01%
620	AESAES Corp/VA	126,675	$1.4M	0.01%
621	—Radius Health Inc	36,509	$1.4M	0.01%
622	IYFiShares US Financials ETF	13,500	$1.4M	0.01%
623	DYDycom Industries Inc	15,106	$1.4M	0.01%
624	XLEEnergy Select Sector SPDR Fund	19,431	$1.4M	0.01%
625	NUANEURNuance Communications Inc	77,609	$1.3M	0.01%
626	SPLKCHFSplunk Inc	21,288	$1.3M	0.01%
627	QSRRestaurant Brands International Inc	23,500	$1.3M	0.01%	Put
628	CBOECBOE Holdings Inc	16,100	$1.3M	0.01%	Put
629	FOSLFossil Group Inc	74,400	$1.3M	0.01%	Put
630	TKRTimken Co/The	28,500	$1.3M	0.01%
631	HTAEURHealthcare Trust of America Inc	40,918	$1.3M	0.01%
632	—MTGE Investment Corp	76,077	$1.3M	0.01%
633	EXPDExpeditors International of Washington Inc	22,429	$1.3M	0.01%
634	LN5Lannett Co Inc	56,677	$1.3M	0.01%
635	CBSHCommerce Bancshares Inc/MO	22,537	$1.3M	0.01%
636	COHREURCoherent Inc	6,100	$1.3M	0.01%
637	ENVUSDEnvestnet Inc	38,800	$1.3M	0.01%
638	—Finish Line Inc/The	88,040	$1.3M	0.01%
639	WBSWebster Financial Corp	25,010	$1.3M	0.01%
640	—INC Research Holdings Inc	27,007	$1.2M	0.01%
641	EWAiShares MSCI Australia ETF	54,082	$1.2M	0.01%
642	—Cardinal Financial Corp	40,388	$1.2M	0.01%
643	—Resolute Energy Corp	29,763	$1.2M	0.01%
644	MOMOUSDMomo Inc	35,238	$1.2M	0.01%
645	4DHDana Inc	62,022	$1.2M	0.01%
646	SFBSServisFirst Bancshares Inc	32,800	$1.2M	0.01%
647	FASTFastenal Co	23,000	$1.2M	0.01%	Call
648	—Iberiabank Corp	14,700	$1.2M	0.01%
649	AERAerCap Holdings NV	25,283	$1.2M	0.01%	Put
650	MCOMoody's Corp	10,309	$1.2M	0.01%
651	IDXXIdexx Laboratories Inc	7,468	$1.2M	0.01%	Put
652	WRUSDWestar Energy Inc	21,165	$1.1M	0.01%
653	BVNCia de Minas Buenaventura SAA	94,993	$1.1M	0.01%
654	AZPNUSDAspen Technology Inc	19,402	$1.1M	0.01%
655	—Neenah Paper Inc	15,292	$1.1M	0.01%
656	MTArcelorMittal	136,602	$1.1M	0.01%
657	SMTCSemtech Corp	33,600	$1.1M	0.01%
658	WABWabtec Corp/DE	14,300	$1.1M	0.01%
659	CLXClorox Co/The	8,200	$1.1M	0.01%	Put
660	—Juno Therapeutics Inc	48,979	$1.1M	0.01%
661	PRGSProgress Software Corp	37,000	$1.1M	0.01%
662	PEOExelon Corp	29,800	$1.1M	0.01%	Put
663	PWRQuanta Services Inc	28,891	$1.1M	0.01%
664	SSUPSuperior Industries International Inc	41,395	$1.0M	0.01%
665	BHPBHP BILLITON LTD	28,732	$1.0M	0.01%	Put
666	KLACKLA-Tencor Corp	10,872	$1.0M	0.01%
667	REXRRexford Industrial Realty Inc	45,700	$1.0M	0.01%
668	NDSNNordson Corp	8,365	$1.0M	0.01%
669	ASHAshland Global Holdings Inc	8,300	$1.0M	0.01%	Put
670	PORPortland General Electric Co	23,000	$1.0M	0.01%
671	GEGeneral Electric Co	33,800	$1.0M	0.01%	Put
672	SMPStandard Motor Products Inc	20,500	$1.0M	0.01%
673	EWPiShares MSCI Spain Capped ETF	32,504	$988K	0.01%
674	DARDarling Ingredients Inc	67,661	$982K	0.01%
675	—Enbridge Energy Management LLC	53,159	$979K	0.01%
676	VWOVanguard FTSE Emerging Markets ETF	24,534	$974K	0.01%
677	AQLTiShares Select Dividend ETF	10,648	$970K	0.01%
678	—Joy Global Inc	34,314	$969K	0.01%
679	CSIIEURCardiovascular Systems Inc	34,100	$964K	0.01%
680	ARRUSDARMOUR Residential REIT Inc	42,358	$962K	0.01%
681	OLNOlin Corp	29,200	$960K	0.01%	Put
682	AXSAxis Capital Holdings Ltd	14,317	$960K	0.01%
683	CAKECHEESECAKE FACTORY INC/THE	15,045	$953K	0.01%
684	BCOBrink's Co/The	17,800	$951K	0.01%
685	HCQAMN Healthcare Services Inc	23,329	$947K	0.01%
686	XLYConsumer Discretionary Select Sector SPDR Fund	10,600	$932K	0.01%	Put
687	—LaSalle Hotel Properties	32,080	$929K	0.01%
688	HBC2HSBC Holdings PLC	22,708	$927K	0.01%
689	FSLRFirst Solar Inc	34,200	$927K	0.01%	Put
690	—WPX Energy Inc	69,063	$925K	0.01%
691	HQYHealthEquity Inc	21,800	$925K	0.01%
692	FLEXFlex Ltd	54,793	$920K	0.01%	Put
693	T77LendingTree Inc	7,296	$915K	0.01%
694	—Validus Holdings Ltd	16,204	$914K	0.01%
695	CEOCNOOC Ltd	7,621	$913K	0.01%
696	SSDSimpson Manufacturing Co Inc	21,100	$909K	0.01%
697	KWRQuaker Chemical Corp	6,900	$908K	0.01%
698	BOKFBOK Financial Corp	11,600	$908K	0.01%
699	GPROGoPro Inc	104,130	$906K	0.01%
700	OSKOshkosh Corp	13,008	$892K	0.01%

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