CAPITAL FUND MANAGEMENT S.A. Q2 2017 Filing

Filed August 10, 2017

Portfolio Value

$12.4B

Holdings

924

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (924 positions)

#StockSharesValue% PortfolioType
201
NBRNabors Industries Ltd
1,627,104$13.2B106.79%
202
MXIMMaxim Integrated Products Inc
292,513$13.1B105.89%
203
LVSLas Vegas Sands Corp
204,443$13.1B105.31%Put
204
PKGPackaging Corp of America
117,193$13.1B105.25%Put
205
AMHAmerican Homes 4 Rent
577,453$13.0B105.08%
206
AGNCAGNC Investment Corp
603,360$12.8B103.57%
207
RSGRepublic Services Inc
196,700$12.5B101.07%
208
BIIBBiogen Inc
46,050$12.5B100.75%Put
209
GILDGilead Sciences Inc
174,608$12.4B99.64%Call
210
FXIiShares China Large-Cap ETF
310,665$12.3B99.46%
211
MDYSPDR S&P MidCap 400 ETF Trust
38,723$12.3B99.16%Put
212
AMBAAmbarella Inc
253,221$12.3B99.12%
213
CNCCentene Corp
153,795$12.3B99.05%
214
DDD3D Systems Corp
650,900$12.2B98.13%Put
215
VEEVVeeva Systems Inc
195,115$12.0B96.44%Put
216
IDXXIdexx Laboratories Inc
74,068$12.0B96.39%
217
BKNGPriceline Group Inc/The
6,387$11.9B96.32%Put
218
BRK/BBerkshire Hathaway Inc
69,500$11.8B94.90%Put
219
CPTCamden Property Trust
136,357$11.7B94.01%
220
FSLRFirst Solar Inc
292,200$11.7B93.95%Put
221
LDOSLeidos Holdings Inc
225,261$11.6B93.88%
222
CCLCarnival Corp
177,130$11.6B93.64%Put
223
Whole Foods Market Inc
268,957$11.3B91.31%Put
224
KLACKLA-Tencor Corp
122,798$11.2B90.60%Call
225
GDXVanEck Vectors Gold Miners ETF
504,300$11.1B89.77%Put
226
FISFIDELITY NATIONAL INFORMATION SERVICES INC
128,705$11.0B88.61%
227
PFPTProofpoint Inc
126,500$11.0B88.56%
228
KRKROGER CO/THE
466,000$10.9B87.61%Put
229
OPLNKAR Auction Services Inc
255,205$10.7B86.36%
230
IBBiShares Nasdaq Biotechnology ETF
34,517$10.7B86.29%
231
LITELumentum Holdings Inc
186,696$10.7B85.87%Put
232
RSP Permian Inc
328,187$10.6B85.39%
233
ZTSZoetis Inc
169,434$10.6B85.21%
234
APARTMENT INVESTMENT & MANAGEMENT CO
237,075$10.2B82.13%
235
UHSUNIVERSAL HEALTH SERVICES INC
82,321$10.1B81.03%
236
XLKTechnology Select Sector SPDR Fund
183,602$10.0B81.00%
237
MKTXMarketAxess Holdings Inc
49,902$10.0B80.91%
238
CAKECHEESECAKE FACTORY INC/THE
197,394$9.9B80.05%
239
Tesoro Corp
105,469$9.9B79.59%Call
240
VNOVornado Realty Trust
103,006$9.7B77.99%Put
241
GWWWW Grainger Inc
53,300$9.6B77.58%Put
242
EEMiShares MSCI Emerging Markets ETF
230,720$9.6B76.99%Put
243
WSTWEST PHARMACEUTICAL SERVICES INC
100,000$9.5B76.20%
244
WCGEURWellcare Health Plans Inc
52,305$9.4B75.72%Put
245
NTAPNetApp Inc
231,260$9.3B74.67%
246
CMECME Group Inc
72,504$9.1B73.21%Put
247
NVONovo Nordisk A/S
211,678$9.1B73.20%
248
VIPSVipshop Holdings Ltd
856,855$9.0B72.88%
249
BBYBest Buy Co Inc
157,059$9.0B72.60%Put
250
Retail Properties of America Inc
736,080$9.0B72.46%
251
EIXEdison International
114,766$9.0B72.34%Put
252
JACKJack in the Box Inc
91,086$9.0B72.33%
253
EXPEExpedia Inc
60,100$9.0B72.17%Put
254
AFWAlign Technology Inc
58,900$8.8B71.29%Put
255
WPMWheaton Precious Metals Corp
440,782$8.8B70.68%
256
ISRGIntuitive Surgical Inc
9,343$8.7B70.46%Put
257
CRMSalesforce.com Inc
100,100$8.7B69.89%Put
258
HANHawaiian Holdings Inc
184,047$8.6B69.67%
259
TALTAL EDUCATION GROUP
68,694$8.4B67.74%Put
260
HDBHDFC BANK LTD
96,300$8.4B67.52%Put
261
NUSNU SKIN ENTERPRISES INC
133,146$8.4B67.46%
262
FITBFifth Third Bancorp
321,226$8.3B67.23%
263
Horizon Pharma Plc
701,855$8.3B67.17%
264
FCXFreeport-McMoRan Inc
690,100$8.3B66.82%Put
265
XYZSquare Inc
352,960$8.3B66.76%
266
WSMWilliams-Sonoma Inc
169,925$8.2B66.44%
267
EWHiShares MSCI Hong Kong ETF
351,360$8.2B66.37%
268
SAICScience Applications International Corp
118,003$8.2B66.05%
269
ARMKAramark
199,712$8.2B65.98%
270
DUKDuke Energy Corp
97,874$8.2B65.97%Put
271
RLRalph Lauren Corp
109,700$8.1B65.27%Put
272
SPBSpectrum Brands Holdings Inc
64,655$8.1B65.18%
273
CPACopa Holdings SA
68,685$8.0B64.79%
274
OKEOneok Inc
153,788$8.0B64.68%
275
DHRDanaher Corp
94,913$8.0B64.58%
276
MTGMGIC Investment Corp
715,143$8.0B64.58%
277
WTHWORTHINGTON INDUSTRIES INC
159,332$8.0B64.51%
278
SSNCSS&C Technologies Holdings Inc
207,339$8.0B64.21%
279
VIABViacom Inc
235,800$7.9B63.82%Put
280
HRBH&R Block Inc
255,753$7.9B63.73%Put
281
XBISPDR S&P Biotech ETF
101,360$7.8B63.07%Put
282
XLFIConsumer Staples Select Sector SPDR Fund
140,474$7.7B62.22%Put
283
ARNCCHFArconic Inc
335,426$7.6B61.25%
284
OLEDUniversal Display Corp
68,900$7.5B60.69%Put
285
SYU1Synovus Financial Corp
169,699$7.5B60.52%
286
CWCurtiss-Wright Corp
81,570$7.5B60.35%
287
IWDiShares Russell 1000 Value ETF
63,757$7.4B59.85%
288
Microsemi Corp
157,000$7.3B59.24%
289
REEverest Re Group Ltd
28,500$7.3B58.50%
290
ZAYOEURZayo Group Holdings Inc
234,489$7.2B58.42%
291
SUSuncor Energy Inc
247,368$7.2B58.23%
292
ELVAnthem Inc
38,349$7.2B58.17%Put
293
RHIROBERT HALF INTERNATIONAL INC
150,217$7.2B58.05%
294
KEYSKeysight Technologies Inc
184,678$7.2B57.97%
295
AREALEXANDRIA REAL ESTATE EQUITIES INC
58,485$7.0B56.81%
296
ALKAlaska Air Group Inc
78,319$7.0B56.68%Put
297
PGProcter & Gamble Co/The
80,143$7.0B56.32%Put
298
S9QSpirit Aerosystems Holdings Inc
120,508$7.0B56.29%
299
PAASPan American Silver Corp
413,705$7.0B56.11%
300
GNTXGentex Corp
364,799$6.9B55.79%
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