CAPITAL FUND MANAGEMENT S.A. Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$19.2B

Holdings

1,127

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (1,127 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	CBChubb Ltd	25,600	$3.3M	0.02%	Put
602	—Resolute Energy Corp	103,708	$3.2M	0.02%
603	SYKStryker Corp	19,100	$3.2M	0.02%	Put
604	EFXEquifax Inc	25,735	$3.2M	0.02%
605	BKIEURBlack Knight Inc	60,100	$3.2M	0.02%
606	AANUSDAaron's Inc	73,900	$3.2M	0.02%
607	SSS1EURLife Storage Inc	32,955	$3.2M	0.02%	Put
608	TEXTerex Corp	75,772	$3.2M	0.02%	Put
609	NAVNavistar International Corp	78,467	$3.2M	0.02%	Put
610	—USG Corp	73,900	$3.2M	0.02%	Put
611	WIXWix.com Ltd	31,500	$3.2M	0.02%	Put
612	CITCintas Corp	16,900	$3.1M	0.02%	Put
613	—Cree Inc	74,000	$3.1M	0.02%	Put
614	URBNUrban Outfitters Inc	68,827	$3.1M	0.02%	Put
615	TRVTravelers Cos Inc/The	24,800	$3.0M	0.02%	Put
616	FAFFirst American Financial Corp	58,179	$3.0M	0.02%
617	ILFiShares Latin America 40 ETF	101,372	$3.0M	0.02%
618	PFPTProofpoint Inc	25,520	$2.9M	0.02%	Call
619	SIXEURSix Flags Entertainment Corp	41,800	$2.9M	0.02%	Put
620	HOLXHologic Inc	73,074	$2.9M	0.02%
621	VACMARRIOTT VACATIONS WORLDWIDE CORP	25,574	$2.9M	0.02%	Call
622	IPInternational Paper Co	55,400	$2.9M	0.02%	Put
623	HCCWarrior Met Coal Inc	104,363	$2.9M	0.02%
624	—Ultimate Software Group Inc/The	11,148	$2.9M	0.01%	Put
625	PG4Principal Financial Group Inc	54,167	$2.9M	0.01%	Put
626	WTHWORTHINGTON INDUSTRIES INC	68,311	$2.9M	0.01%
627	SFMSprouts Farmers Market Inc	129,842	$2.9M	0.01%
628	ABXBarrick Gold Corp	218,000	$2.9M	0.01%	Put
629	PRKSSeaWorld Entertainment Inc	130,400	$2.8M	0.01%	Put
630	RYAAYRyanair Holdings PLC	24,847	$2.8M	0.01%
631	RJFRaymond James Financial Inc	31,675	$2.8M	0.01%	Put
632	EQIXEquinix Inc	6,530	$2.8M	0.01%	Call
633	HAINHAIN CELESTIAL GROUP INC/THE	94,200	$2.8M	0.01%	Put
634	—XL Group Ltd	49,881	$2.8M	0.01%
635	—Goldcorp Inc	200,789	$2.8M	0.01%
636	ESSEssex Property Trust Inc	11,500	$2.7M	0.01%
637	WHRWhirlpool Corp	18,700	$2.7M	0.01%	Call
638	—Express Scripts Holding Co	35,400	$2.7M	0.01%	Put
639	STWDStarwood Property Trust Inc	124,990	$2.7M	0.01%
640	—Weingarten Realty Investors	88,000	$2.7M	0.01%
641	2L9Blueprint Medicines Corp	42,400	$2.7M	0.01%
642	ANAutoNation Inc	55,400	$2.7M	0.01%	Put
643	KEYSKeysight Technologies Inc	45,200	$2.7M	0.01%	Put
644	AWMSkyworks Solutions Inc	27,512	$2.7M	0.01%
645	DALDelta Air Lines Inc	53,584	$2.7M	0.01%
646	WPMWheaton Precious Metals Corp	119,920	$2.6M	0.01%
647	ITGartner Inc	19,900	$2.6M	0.01%	Put
648	NWLNewell Brands Inc	101,600	$2.6M	0.01%	Put
649	XYLXylem Inc/NY	38,525	$2.6M	0.01%	Call
650	SAPSAP SE	22,409	$2.6M	0.01%
651	CHEChemed Corp	8,000	$2.6M	0.01%
652	CIENCiena Corp	96,750	$2.6M	0.01%
653	—GW Pharmaceuticals PLC	18,328	$2.6M	0.01%	Call
654	LGNDLigand Pharmaceuticals Inc	12,342	$2.6M	0.01%	Put
655	PENNPenn National Gaming Inc	75,900	$2.5M	0.01%	Put
656	PTCPTC Inc	26,971	$2.5M	0.01%	Put
657	BIDSotheby's	46,478	$2.5M	0.01%
658	—Randgold Resources Ltd	32,718	$2.5M	0.01%
659	DKSDick's Sporting Goods Inc	71,534	$2.5M	0.01%	Put
660	MFAUSDMFA Financial Inc	331,700	$2.5M	0.01%
661	SLCAUS Silica Holdings Inc	96,914	$2.5M	0.01%
662	XMESPDR S&P Metals & Mining ETF	69,902	$2.5M	0.01%	Put
663	K6BKBR Inc	138,139	$2.5M	0.01%
664	HOGHarley-Davidson Inc	58,277	$2.5M	0.01%	Put
665	MDLZMondelez International Inc	59,000	$2.4M	0.01%	Put
666	CTRPUSDCtrip.com International Ltd	50,690	$2.4M	0.01%	Put
667	CECelanese Corp	21,504	$2.4M	0.01%	Put
668	USCRUS Concrete Inc	45,100	$2.4M	0.01%	Put
669	IBBiShares Nasdaq Biotechnology ETF	21,300	$2.3M	0.01%	Put
670	ARMKAramark	63,000	$2.3M	0.01%
671	CCLCarnival Corp	40,387	$2.3M	0.01%	Put
672	AAOIApplied Optoelectronics Inc	51,400	$2.3M	0.01%	Put
673	AMTTD Ameritrade Holding Corp	42,108	$2.3M	0.01%	Put
674	MCOMoody's Corp	13,462	$2.3M	0.01%
675	SHAKShake Shack Inc	34,600	$2.3M	0.01%	Put
676	XRTSPDR S&P Retail ETF	47,105	$2.3M	0.01%	Put
677	PEGPublic Service Enterprise Group Inc	42,100	$2.3M	0.01%	Put
678	ALNYAlnylam Pharmaceuticals Inc	23,100	$2.3M	0.01%	Put
679	BAXBaxter International Inc	30,609	$2.3M	0.01%	Put
680	ASMLASML Holding NV	11,392	$2.3M	0.01%
681	SYMCEURSymantec Corp	108,966	$2.3M	0.01%	Put
682	CITUSDCIT Group Inc	44,455	$2.2M	0.01%
683	SCCOSouthern Copper Corp	47,700	$2.2M	0.01%	Put
684	APHAMPHENOL CORP	25,312	$2.2M	0.01%
685	AERAerCap Holdings NV	40,700	$2.2M	0.01%	Put
686	TRNTrinity Industries Inc	63,557	$2.2M	0.01%
687	SBCSabra Health Care REIT Inc	99,800	$2.2M	0.01%
688	MUSAMurphy USA Inc	29,088	$2.2M	0.01%	Call
689	GPOR1EURGULFPORT ENERGY CORP	170,392	$2.1M	0.01%
690	FEFirstEnergy Corp	59,268	$2.1M	0.01%
691	S76STORE Capital Corp	77,270	$2.1M	0.01%
692	HPHELMERICH & PAYNE INC	32,300	$2.1M	0.01%
693	LNCLincoln National Corp	33,019	$2.1M	0.01%
694	CSXCSX Corp	31,900	$2.0M	0.01%	Put
695	CHTRCharter Communications Inc	6,900	$2.0M	0.01%	Put
696	FDSFactset Research Systems Inc	10,200	$2.0M	0.01%	Put
697	JBHTJB Hunt Transport Services Inc	16,600	$2.0M	0.01%	Put
698	WECWEC Energy Group Inc	31,100	$2.0M	0.01%
699	PRGSProgress Software Corp	51,500	$2.0M	0.01%
700	HWCHancock Whitney Corp	42,800	$2.0M	0.01%

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