CAPITAL FUND MANAGEMENT S.A. Q3 2017 Filing

Filed November 13, 2017

Portfolio Value

$13.9B

Holdings

955

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (955 positions)

#	Stock	Shares	Value	% Portfolio	Type
501	—Calgon Carbon Corp	137,322	$2.9M	0.02%
502	VFCVF Corp	46,061	$2.9M	0.02%	Put
503	SF9Sanderson Farms Inc	17,931	$2.9M	0.02%	Put
504	RGLDRoyal Gold Inc	33,654	$2.9M	0.02%	Put
505	—Randgold Resources Ltd	29,600	$2.9M	0.02%	Put
506	XOPUSDSPDR S&P Oil & Gas Exploration & Production ETF	84,100	$2.9M	0.02%	Put
507	IWBiShares Russell 1000 ETF	20,368	$2.8M	0.02%
508	—Akorn Inc	85,051	$2.8M	0.02%
509	—Cabot Microelectronics Corp	35,000	$2.8M	0.02%
510	BCOBrink's Co/The	33,151	$2.8M	0.02%
511	EX9Exelixis Inc	115,121	$2.8M	0.02%
512	AIZAssurant Inc	28,900	$2.8M	0.02%
513	EXPEagle Materials Inc	25,506	$2.7M	0.02%
514	NOVEURNational Oilwell Varco Inc	75,500	$2.7M	0.02%	Put
515	POT1EURPotash Corp of Saskatchewan Inc	140,131	$2.7M	0.02%
516	TMHCTaylor Morrison Home Corp	121,648	$2.7M	0.02%
517	ASHAshland Global Holdings Inc	40,446	$2.6M	0.02%
518	WUBAUSD58.Com Inc	41,600	$2.6M	0.02%	Put
519	LCIILCI Industries	22,486	$2.6M	0.02%
520	HIWHighwoods Properties Inc	49,900	$2.6M	0.02%
521	DEIDouglas Emmett Inc	65,936	$2.6M	0.02%
522	CBChubb Ltd	18,100	$2.6M	0.02%	Put
523	POOLPool Corp	23,800	$2.6M	0.02%
524	WMBWilliams Cos Inc/The	85,584	$2.6M	0.02%
525	WSMWilliams-Sonoma Inc	51,388	$2.6M	0.02%
526	LLYEli Lilly & Co	29,900	$2.6M	0.02%	Put
527	KMBKimberly-Clark Corp	21,669	$2.5M	0.02%	Put
528	NTRSNorthern Trust Corp	27,699	$2.5M	0.02%
529	FMCFMC Corp	28,387	$2.5M	0.02%	Put
530	TCBITexas Capital Bancshares Inc	29,367	$2.5M	0.02%
531	BLMNBloomin' Brands Inc	143,038	$2.5M	0.02%
532	LSTRLandstar System Inc	25,092	$2.5M	0.02%
533	KHCKraft Heinz Co/The	31,900	$2.5M	0.02%	Put
534	CHRWCH Robinson Worldwide Inc	32,300	$2.5M	0.02%	Put
535	HBC2HSBC Holdings PLC	49,731	$2.5M	0.02%	Call
536	—L3 Technologies Inc	12,988	$2.4M	0.02%	Call
537	ITWILLINOIS TOOL WORKS INC	16,400	$2.4M	0.02%	Put
538	RIGTransocean Ltd	225,200	$2.4M	0.02%	Put
539	VIV1USDTelefonica Brasil SA	152,792	$2.4M	0.02%
540	FLRFluor Corp	56,900	$2.4M	0.02%	Put
541	ADPAUTOMATIC DATA PROCESSING INC	21,900	$2.4M	0.02%	Put
542	UNITUniti Group Inc	163,250	$2.4M	0.02%
543	—GW Pharmaceuticals PLC	23,582	$2.4M	0.02%	Put
544	—DST Systems Inc	43,495	$2.4M	0.02%
545	—Bank of the Ozarks	48,443	$2.3M	0.02%
546	JWNUSDNordstrom Inc	49,197	$2.3M	0.02%	Put
547	—Iberiabank Corp	28,200	$2.3M	0.02%
548	CICigna Corp	12,269	$2.3M	0.02%	Call
549	UGIUGI Corp	48,500	$2.3M	0.02%
550	GMEGameStop Corp	109,929	$2.3M	0.02%
551	ARIApollo Commercial Real Estate Finance Inc	123,457	$2.2M	0.02%
552	GRMNGarmin Ltd	41,308	$2.2M	0.02%
553	PGRPROGRESSIVE CORP/THE	45,900	$2.2M	0.02%	Put
554	GPIGroup 1 Automotive Inc	30,306	$2.2M	0.02%
555	RGAREINSURANCE GROUP OF AMERICA INC	15,700	$2.2M	0.02%
556	PBRPETROLEO BRASILEIRO SA	216,616	$2.2M	0.02%
557	USBUS Bancorp	39,966	$2.1M	0.02%
558	TERTeradyne Inc	56,849	$2.1M	0.02%
559	AGXArgan Inc	31,300	$2.1M	0.02%
560	MFCManulife Financial Corp	103,500	$2.1M	0.02%
561	SIGSignet Jewelers Ltd	31,233	$2.1M	0.01%
562	PTCPTC Inc	36,662	$2.1M	0.01%
563	CP.TOCanadian Pacific Railway Ltd	12,093	$2.0M	0.01%
564	XHBSPDR S&P Homebuilders ETF	50,971	$2.0M	0.01%
565	VLYValley National Bancorp	168,300	$2.0M	0.01%
566	GATXGatx Corp	32,719	$2.0M	0.01%
567	ZBHZimmer Biomet Holdings Inc	16,973	$2.0M	0.01%	Call
568	AEPAMERICAN ELECTRIC POWER CO INC	28,200	$2.0M	0.01%	Put
569	TWOTwo Harbors Investment Corp	195,226	$2.0M	0.01%
570	WENWendy's Co/The	125,400	$1.9M	0.01%
571	—Mylan NV	61,600	$1.9M	0.01%	Put
572	WEAWestern Alliance Bancorp	35,800	$1.9M	0.01%
573	NRANRG Energy Inc	73,800	$1.9M	0.01%	Put
574	—XL Group Ltd	47,700	$1.9M	0.01%
575	AITAPPLIED INDUSTRIAL TECHNOLOGIES INC	28,600	$1.9M	0.01%
576	BCSBarclays PLC	180,766	$1.9M	0.01%
577	GNTXGentex Corp	93,273	$1.8M	0.01%
578	SPBSpectrum Brands Holdings Inc	17,416	$1.8M	0.01%
579	VALEVale SA	182,067	$1.8M	0.01%	Put
580	PAYXPaychex Inc	30,542	$1.8M	0.01%	Put
581	NGVTIngevity Corp	29,200	$1.8M	0.01%
582	DOXAmdocs Ltd	28,000	$1.8M	0.01%
583	CBRLCracker Barrel Old Country Store Inc	11,794	$1.8M	0.01%	Call
584	NBL2EURNoble Energy Inc	63,100	$1.8M	0.01%	Put
585	EDConsolidated Edison Inc	22,088	$1.8M	0.01%	Put
586	GDXJVanEck Vectors Junior Gold Miners ETF	53,000	$1.8M	0.01%	Put
587	TROWT Rowe Price Group Inc	19,600	$1.8M	0.01%	Put
588	BKBANK OF NEW YORK MELLON CORP/THE	33,471	$1.8M	0.01%
589	—Cypress Semiconductor Corp	117,282	$1.8M	0.01%
590	—Nutrisystem Inc	31,500	$1.8M	0.01%
591	FICOFair Isaac Corp	12,499	$1.8M	0.01%
592	DXJWisdomTree Japan Hedged Equity Fund	32,078	$1.8M	0.01%
593	NWLNewell Brands Inc	40,864	$1.7M	0.01%
594	DYDycom Industries Inc	20,256	$1.7M	0.01%
595	TSMTAIWAN SEMICONDUCTOR MANUFACTURING CO LTD	44,136	$1.7M	0.01%	Put
596	AZTABrooks Automation Inc	54,200	$1.6M	0.01%
597	—Radius Health Inc	42,641	$1.6M	0.01%
598	HCQAMN Healthcare Services Inc	35,925	$1.6M	0.01%
599	HOUSRealogy Holdings Corp	49,118	$1.6M	0.01%
600	SUXSYNNEX Corp	12,755	$1.6M	0.01%

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