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)

#	Stock	Shares	Value	% Portfolio	Type
501	—Cabot Microelectronics Corp	33,200	$2.5B	19.76%
502	DGDollar General Corp	33,675	$2.4B	19.58%	Put
503	SIXEURSix Flags Entertainment Corp	40,712	$2.4B	19.57%
504	HPPHudson Pacific Properties Inc	70,693	$2.4B	19.49%
505	AMTAmerican Tower Corp	18,200	$2.4B	19.42%	Put
506	ACGLArch Capital Group Ltd	25,700	$2.4B	19.33%
507	ALLYAlly Financial Inc	114,651	$2.4B	19.32%
508	RDNRadian Group Inc	145,989	$2.4B	19.24%
509	AGXArgan Inc	39,000	$2.3B	18.87%
510	CIENCiena Corp	92,577	$2.3B	18.67%
511	KIMKimco Realty Corp	124,453	$2.3B	18.41%
512	MBTGBPMobile TeleSystems PJSC	271,662	$2.3B	18.36%
513	PHGKoninklijke Philips NV	63,273	$2.3B	18.27%
514	THOThor Industries Inc	21,500	$2.2B	18.12%	Put
515	—Bank of the Ozarks	47,565	$2.2B	17.97%
516	—Chicago Bridge & Iron Co NV	112,100	$2.2B	17.83%	Put
517	—Monogram Residential Trust Inc	227,328	$2.2B	17.79%
518	RYRoyal Bank of Canada	30,400	$2.2B	17.78%	Put
519	GEGGeo Group Inc/The	74,247	$2.2B	17.70%
520	AKXAnsys Inc	18,000	$2.2B	17.66%
521	—Parexel International Corp	25,179	$2.2B	17.64%
522	SQMSociedad Quimica y Minera de Chile SA	65,900	$2.2B	17.54%
523	WMBWilliams Cos Inc/The	71,688	$2.2B	17.50%
524	UNVREURUnivar Inc	73,300	$2.1B	17.25%
525	STLAFiat Chrysler Automobiles NV	198,956	$2.1B	17.05%	Call
526	XMESPDR S&P Metals & Mining ETF	69,500	$2.1B	16.79%	Put
527	KMIKinder Morgan Inc/DE	105,907	$2.0B	16.36%	Call
528	CBChubb Ltd	13,900	$2.0B	16.29%	Put
529	AXSAxis Capital Holdings Ltd	31,115	$2.0B	16.22%
530	TRNTrinity Industries Inc	71,760	$2.0B	16.21%
531	HRSEURHarris Corp	18,385	$2.0B	16.16%
532	OCOwens Corning	29,618	$2.0B	15.98%
533	BMOBank of Montreal	26,900	$2.0B	15.93%
534	ORealty Income Corp	35,500	$2.0B	15.79%	Put
535	PRKSSeaWorld Entertainment Inc	120,100	$2.0B	15.75%	Put
536	—Mantech International Corp/VA	46,571	$1.9B	15.54%
537	MTBM&T BANK CORP	11,900	$1.9B	15.54%	Put
538	FISVFiserv Inc	15,700	$1.9B	15.49%	Put
539	SLMSLM Corp	163,914	$1.9B	15.20%
540	AEMAgnico Eagle Mines Ltd	41,607	$1.9B	15.13%
541	AANUSDAaron's Inc	48,025	$1.9B	15.06%
542	EDConsolidated Edison Inc	23,000	$1.9B	14.99%	Put
543	TMToyota Motor Corp	17,499	$1.8B	14.82%
544	CBOECBOE Holdings Inc	20,000	$1.8B	14.74%	Put
545	8CWCrown Castle International Corp	18,000	$1.8B	14.54%	Put
546	—Newfield Exploration Co	63,348	$1.8B	14.54%	Call
547	BBBlackberry Ltd	179,945	$1.8B	14.50%	Put
548	HMCHonda Motor Co Ltd	65,443	$1.8B	14.45%
549	OSKOshkosh Corp	25,666	$1.8B	14.25%
550	MTDRMatador Resources Co	82,591	$1.8B	14.23%
551	IVViShares Core S&P 500 ETF	7,211	$1.8B	14.15%
552	—Pandora Media Inc	196,582	$1.8B	14.13%	Call
553	PAYXPaychex Inc	30,509	$1.7B	14.00%	Put
554	IEIInsight Enterprises Inc	43,100	$1.7B	13.90%
555	BAHBOOZ ALLEN HAMILTON HOLDING CORP	52,828	$1.7B	13.86%
556	DREUSDDuke Realty Corp	61,300	$1.7B	13.81%
557	DEIDouglas Emmett Inc	44,736	$1.7B	13.78%
558	ROLRollins Inc	41,800	$1.7B	13.72%
559	DRQEURDril-Quip Inc	34,005	$1.7B	13.38%
560	2362120DSinclair Broadcast Group Inc	50,274	$1.7B	13.34%	Call
561	TOLToll Brothers Inc	41,500	$1.6B	13.22%	Put
562	SCHWCharles Schwab Corp/The	38,078	$1.6B	13.19%
563	BIGGQBig Lots Inc	33,758	$1.6B	13.15%
564	—Cabela's Inc	27,012	$1.6B	12.94%
565	TDToronto-Dominion Bank/The	31,800	$1.6B	12.92%	Put
566	—Nutrisystem Inc	30,700	$1.6B	12.88%
567	WYNEURWyndham Worldwide Corp	15,900	$1.6B	12.87%	Put
568	VIV1USDTelefonica Brasil SA	118,333	$1.6B	12.87%
569	ALBAlbemarle Corp	15,100	$1.6B	12.85%	Put
570	AFGAMERICAN FINANCIAL GROUP INC/OH	16,000	$1.6B	12.82%
571	DOVDover Corp	19,758	$1.6B	12.78%
572	LNCLincoln National Corp	23,392	$1.6B	12.75%
573	NOWServiceNow Inc	14,865	$1.6B	12.71%
574	MZTILancaster Colony Corp	12,788	$1.6B	12.64%
575	LPXLouisiana-Pacific Corp	64,071	$1.5B	12.46%
576	USBUS Bancorp	29,561	$1.5B	12.38%	Call
577	WCCWESCO International Inc	26,700	$1.5B	12.34%
578	VENVentas Inc	21,500	$1.5B	12.05%	Put
579	QSRRestaurant Brands International Inc	23,700	$1.5B	11.95%	Put
580	DEODiageo PLC	12,354	$1.5B	11.93%
581	—White Mountains Insurance Group Ltd	1,700	$1.5B	11.91%
582	CRICarter's Inc	16,597	$1.5B	11.90%
583	HLTHilton Worldwide Holdings Inc	23,800	$1.5B	11.87%	Put
584	OGEOGE Energy Corp	42,010	$1.5B	11.79%
585	BBBYEURBed Bath & Beyond Inc	48,100	$1.5B	11.79%	Put
586	ITBiShares U.S. Home Construction ETF	42,868	$1.5B	11.73%
587	IRIngersoll-Rand PLC	15,900	$1.5B	11.71%	Put
588	—Resolute Energy Corp	48,725	$1.5B	11.70%
589	TQJSignature Bank/New York NY	10,000	$1.4B	11.57%
590	XLVHealth Care Select Sector SPDR Fund	18,000	$1.4B	11.50%	Put
591	RHRH	21,989	$1.4B	11.43%	Put
592	IWFiShares Russell 1000 Growth ETF	11,900	$1.4B	11.42%
593	TERTeradyne Inc	47,149	$1.4B	11.42%
594	NMFCNew Mountain Finance Corp	96,938	$1.4B	11.37%
595	ILFiShares Latin America 40 ETF	46,364	$1.4B	11.32%
596	BZHBeazer Homes USA Inc	102,240	$1.4B	11.31%
597	ZEN1EURZendesk Inc	50,000	$1.4B	11.20%
598	AGROADECOAGRO SA	138,529	$1.4B	11.16%
599	KMBKimberly-Clark Corp	10,600	$1.4B	11.04%	Put
600	SHWSherwin-Williams Co/The	3,900	$1.4B	11.04%	Put

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