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
401
NCLHNorwegian Cruise Line Holdings Ltd
80,237$4.4B35.12%
402
IJRiShares Core S&P Small-Cap ETF
62,059$4.4B35.08%
403
SUXSYNNEX Corp
35,255$4.2B34.10%
404
SFMSprouts Farmers Market Inc
185,615$4.2B33.93%
405
CPRTCopart Inc
131,468$4.2B33.69%
406
EBAeBay Inc
119,600$4.2B33.67%Put
407
Cavium Inc
66,970$4.2B33.55%
408
EMREmerson Electric Co
69,543$4.1B33.43%Put
409
GLNGGolar LNG Ltd
183,499$4.1B32.92%
410
DGXQuest Diagnostics Inc
36,562$4.1B32.77%Call
411
SIVBEURSVB Financial Group
23,070$4.1B32.69%
412
AZPNUSDAspen Technology Inc
73,144$4.0B32.59%
413
EXPEagle Materials Inc
43,680$4.0B32.55%
414
PFFiShares US Preferred Stock ETF
102,728$4.0B32.44%
415
LBTYBLiberty Global Plc
128,728$4.0B32.36%
416
TWXCHFTime Warner Inc
39,810$4.0B32.22%
417
Coach Inc
83,300$3.9B31.80%Put
418
PPCPilgrim's Pride Corp
179,053$3.9B31.64%
419
Brocade Communications Systems Inc
310,145$3.9B31.53%
420
A4SAmeriprise Financial Inc
30,612$3.9B31.42%
421
SYKStryker Corp
28,000$3.9B31.33%Put
422
Mobileye NV
61,815$3.9B31.30%
423
CICigna Corp
23,156$3.9B31.26%Call
424
ANETEURArista Networks Inc
25,721$3.9B31.06%Put
425
LEALear Corp
27,105$3.9B31.05%
426
PDCEUSDPDC Energy Inc
89,282$3.8B31.03%
427
VCA Inc
41,506$3.8B30.89%
428
MOHMolina Healthcare Inc
54,445$3.8B30.37%
429
Finish Line Inc/The
264,669$3.8B30.23%
430
PYPLPayPal Holdings Inc
69,700$3.7B30.16%Put
431
UNITUniti Group Inc
148,745$3.7B30.14%
432
LSCCLattice Semiconductor Corp
560,571$3.7B30.10%
433
JBLUJetBlue Airways Corp
163,026$3.7B30.01%
434
GPROGoPro Inc
456,870$3.7B29.94%
435
PEOExelon Corp
102,869$3.7B29.91%
436
GTGoodyear Tire & Rubber Co/The
105,486$3.7B29.73%
437
IPInternational Paper Co
65,000$3.7B29.67%Put
438
LLYEli Lilly & Co
44,300$3.6B29.40%Put
439
California Resources Corp
425,992$3.6B29.36%
440
ITTITT Inc
90,600$3.6B29.35%
441
ADIAnalog Devices Inc
46,529$3.6B29.19%Put
442
MLCOMelco Resorts & Entertainment Ltd
161,219$3.6B29.18%
443
LSTRLandstar System Inc
41,992$3.6B28.98%
444
KCG Holdings Inc
179,865$3.6B28.92%
445
Validus Holdings Ltd
68,404$3.6B28.66%
446
SNASnap-On Inc
22,494$3.6B28.65%
447
COFCapital One Financial Corp
42,500$3.5B28.31%Put
448
SIGSignet Jewelers Ltd
55,300$3.5B28.19%Put
449
HPHELMERICH & PAYNE INC
63,900$3.5B27.99%Put
450
XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF
108,700$3.5B27.97%Put
451
Staples Inc
342,513$3.4B27.81%
452
GRMNGarmin Ltd
67,041$3.4B27.58%
453
HIWHighwoods Properties Inc
67,100$3.4B27.44%
454
PAYCPaycom Software Inc
49,507$3.4B27.31%Put
455
PHParker-Hannifin Corp
21,100$3.4B27.19%Put
456
Level 3 Communications Inc
56,740$3.4B27.13%
457
PZZAPapa John's International Inc
46,871$3.4B27.11%
458
PRAHPra Health Sciences Inc
44,800$3.4B27.09%
459
Michael Kors Holdings Ltd
92,678$3.4B27.09%Put
460
SHOPShopify Inc
38,415$3.3B26.92%Put
461
SunTrust Banks Inc
58,132$3.3B26.58%
462
TSCOTractor Supply Co
60,700$3.3B26.52%Put
463
WPX Energy Inc
340,280$3.3B26.50%
464
Cornerstone OnDemand Inc
91,720$3.3B26.44%
465
AGOAssured Guaranty Ltd
78,485$3.3B26.41%
466
UNMUnum Group
69,100$3.2B25.98%
467
CIMChimera Investment Corp
168,898$3.1B25.37%Put
468
PSXPhillips 66
38,000$3.1B25.33%Put
469
BXPBoston Properties Inc
25,472$3.1B25.27%
470
Bluebird Bio Inc
29,466$3.1B24.96%Put
471
AEPAMERICAN ELECTRIC POWER CO INC
42,463$3.0B23.78%Put
472
AONAon PLC
22,100$2.9B23.69%Put
473
ZBRAZebra Technologies Corp
29,235$2.9B23.69%Put
474
SJMJM Smucker Co/The
24,819$2.9B23.68%Put
475
UTHUnited Therapeutics Corp
22,510$2.9B23.54%
476
T77LendingTree Inc
16,956$2.9B23.54%Put
477
TSMTAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
83,016$2.9B23.40%Put
478
Akorn Inc
85,151$2.9B23.03%
479
IRBTQiRobot Corp
33,883$2.9B22.99%Put
480
PRGSProgress Software Corp
91,600$2.8B22.82%
481
DDSDillard's Inc
48,713$2.8B22.66%
482
ROCKWELL COLLINS INC
26,220$2.8B22.21%Put
483
Silver Standard Resources Inc
283,475$2.8B22.20%
484
RGAREINSURANCE GROUP OF AMERICA INC
21,400$2.7B22.16%
485
MCKMcKesson Corp
16,679$2.7B22.12%Put
486
EWWiShares MSCI Mexico Capped ETF
50,826$2.7B22.11%
487
HONHoneywell International Inc
20,500$2.7B22.03%Put
488
WUBAUSD58.Com Inc
61,429$2.7B21.84%Put
489
Kapstone Paper and Packaging Corp
131,295$2.7B21.84%
490
WELLWelltower Inc
35,737$2.7B21.56%Put
491
ELEstee Lauder Cos Inc/The
27,800$2.7B21.52%Put
492
ESNTEssent Group Ltd
71,700$2.7B21.47%
493
Randgold Resources Ltd
29,900$2.6B21.32%Put
494
KMXCarmax Inc
41,800$2.6B21.25%Put
495
CDPCorporate Office Properties Trust
74,500$2.6B21.04%
496
IYZiShares US Telecommunications ETF
80,412$2.6B20.91%
497
CYBRCyberArk Software Ltd
51,860$2.6B20.88%
498
RAREUltragenyx Pharmaceutical Inc
40,800$2.5B20.43%
499
JBLJabil Inc
84,509$2.5B19.88%Put
500
SBACSBA Communications Corp
18,200$2.5B19.79%Put
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