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
601	LYVLive Nation Entertainment Inc	36,886	$1.6M	0.01%	Call
602	TXRHTexas Roadhouse Inc	32,600	$1.6M	0.01%
603	GDDYGoDaddy Inc	36,601	$1.6M	0.01%
604	—Carrizo Oil & Gas Inc	92,600	$1.6M	0.01%	Put
605	PRGSProgress Software Corp	41,300	$1.6M	0.01%
606	MSAMSA Safety Inc	19,800	$1.6M	0.01%
607	—Hortonworks Inc	92,400	$1.6M	0.01%
608	—Delphi Automotive PLC	15,688	$1.5M	0.01%
609	AMCAMC Entertainment Holdings Inc	104,200	$1.5M	0.01%
610	MATMattel Inc	98,500	$1.5M	0.01%	Put
611	ISIIonis Pharmaceuticals Inc	30,038	$1.5M	0.01%
612	UNVREURUnivar Inc	51,400	$1.5M	0.01%
613	DEODiageo PLC	10,954	$1.4M	0.01%
614	SCHWCharles Schwab Corp/The	32,992	$1.4M	0.01%
615	XRAYDENTSPLY SIRONA Inc	24,100	$1.4M	0.01%
616	HONHoneywell International Inc	10,159	$1.4M	0.01%
617	HLFHerbalife Ltd	21,198	$1.4M	0.01%
618	ETRAE Trade Financial Corp	32,976	$1.4M	0.01%
619	BKUBankUnited Inc	40,400	$1.4M	0.01%
620	HRBH&R Block Inc	54,100	$1.4M	0.01%	Put
621	SUSuncor Energy Inc	40,700	$1.4M	0.01%	Put
622	EPAMEPAM Systems Inc	16,200	$1.4M	0.01%
623	CTRPUSDCtrip.com International Ltd	26,600	$1.4M	0.01%	Put
624	SHOSunstone Hotel Investors Inc	87,300	$1.4M	0.01%
625	SONYSONY CORP	37,150	$1.4M	0.01%
626	CHKPCheck Point Software Technologies Ltd	12,100	$1.4M	0.01%	Put
627	8CWCrown Castle International Corp	13,800	$1.4M	0.01%	Put
628	AGFIRST MAJESTIC SILVER CORP	201,774	$1.4M	0.01%
629	—Hertz Global Holdings Inc	61,500	$1.4M	0.01%	Put
630	—White Mountains Insurance Group Ltd	1,600	$1.4M	0.01%
631	FLSFlowserve Corp	32,100	$1.4M	0.01%
632	TRVTravelers Cos Inc/The	10,997	$1.3M	0.01%	Put
633	FIZZNational Beverage Corp	10,846	$1.3M	0.01%	Put
634	BKRBaker Hughes a GE Co	36,715	$1.3M	0.01%	Put
635	STAYUSDExtended Stay America Inc	66,900	$1.3M	0.01%
636	—Newfield Exploration Co	45,100	$1.3M	0.01%	Put
637	BAXBaxter International Inc	21,200	$1.3M	0.01%	Put
638	DATATableau Software Inc	17,780	$1.3M	0.01%	Put
639	ELSEQUITY LIFESTYLE PROPERTIES INC	15,600	$1.3M	0.01%
640	—Financial Engines Inc	38,200	$1.3M	0.01%
641	TOLToll Brothers Inc	31,797	$1.3M	0.01%	Put
642	G9NGrupo Aeroportuario del Pacifico SAB de CV	12,800	$1.3M	0.01%
643	ENOVColfax Corp	31,500	$1.3M	0.01%
644	BIDSotheby's	28,423	$1.3M	0.01%	Put
645	WYNNWynn Resorts Ltd	8,800	$1.3M	0.01%	Put
646	—GrubHub Inc	24,500	$1.3M	0.01%	Put
647	AGROADECOAGRO SA	118,629	$1.3M	0.01%
648	GPNGlobal Payments Inc	13,406	$1.3M	0.01%
649	WDWALKER & DUNLOP INC	24,100	$1.3M	0.01%
650	SKTTanger Factory Outlet Centers Inc	51,300	$1.3M	0.01%	Put
651	FDCFirst Data Corp	67,892	$1.2M	0.01%
652	—LABORATORY CORP OF AMERICA HOLDINGS	8,099	$1.2M	0.01%
653	ZTSZoetis Inc	18,881	$1.2M	0.01%	Call
654	—Mantech International Corp/VA	27,171	$1.2M	0.01%
655	ESSEssex Property Trust Inc	4,700	$1.2M	0.01%
656	HQYHealthEquity Inc	23,600	$1.2M	0.01%
657	FIBKFirst Interstate Bancsystem Inc	30,600	$1.2M	0.01%
658	MARMarriott International Inc/MD	10,600	$1.2M	0.01%	Put
659	ADMArcher-Daniels-Midland Co	27,503	$1.2M	0.01%
660	EXASExact Sciences Corp	24,500	$1.2M	0.01%	Put
661	NBISYandex NV	34,828	$1.1M	0.01%
662	GRA1EURWR Grace & Co	15,903	$1.1M	0.01%
663	NYCBEURNEW YORK COMMUNITY BANCORP INC	88,000	$1.1M	0.01%	Put
664	ARNCCHFArconic Inc	45,311	$1.1M	0.01%
665	MDYSPDR S&P MidCap 400 ETF Trust	3,437	$1.1M	0.01%
666	AMXNAmerica Movil SAB de CV	62,914	$1.1M	0.01%
667	COOCooper Cos Inc/The	4,657	$1.1M	0.01%
668	INGRIngredion Inc	9,100	$1.1M	0.01%
669	IEIInsight Enterprises Inc	23,800	$1.1M	0.01%
670	FXIiShares China Large-Cap ETF	24,635	$1.1M	0.01%
671	VRSNVeriSign Inc	10,154	$1.1M	0.01%	Put
672	—CSRA Inc	33,400	$1.1M	0.01%
673	NSZNetscout Systems Inc	33,300	$1.1M	0.01%
674	WF2Wintrust Financial Corp	13,700	$1.1M	0.01%
675	TSSTotal System Services Inc	16,151	$1.1M	0.01%
676	FSICUSDFS Investment Corp	124,935	$1.1M	0.01%
677	WRUSDWestar Energy Inc	21,165	$1.1M	0.01%
678	ASGNOn Assignment Inc	19,100	$1.0M	0.01%
679	MAINMain Street Capital Corp	25,600	$1.0M	0.01%
680	TSLXUSDTPG Specialty Lending Inc	48,180	$1.0M	0.01%
681	EVEUREaton Vance Corp	20,400	$1.0M	0.01%
682	HUBBHUBBELL INC	8,600	$998K	0.01%
683	PHParker-Hannifin Corp	5,600	$981K	0.01%	Put
684	BBDBanco Bradesco SA	87,631	$970K	0.01%
685	PRIMPrimoris Services Corp	32,900	$968K	0.01%
686	PRAProAssurance Corp	17,700	$967K	0.01%
687	SHWSherwin-Williams Co/The	2,700	$967K	0.01%	Put
688	CFCF Industries Holdings Inc	27,400	$964K	0.01%	Put
689	CDPCorporate Office Properties Trust	29,300	$962K	0.01%
690	UBSUBS Group AG	56,100	$962K	0.01%
691	CHHCHOICE HOTELS INTERNATIONAL INC	14,900	$952K	0.01%
692	GGALGrupo Financiero Santander Mexico SAB de CV	94,100	$949K	0.01%
693	POSTPost Holdings Inc	10,731	$947K	0.01%
694	IMGIAMGOLD Corp	155,283	$947K	0.01%
695	IMAIMAX CORP	41,664	$944K	0.01%	Put
696	GAPGap Inc/The	31,700	$936K	0.01%	Put
697	AGIAlamos Gold Inc	138,000	$933K	0.01%
698	HPHELMERICH & PAYNE INC	17,900	$933K	0.01%	Put
699	FEFirstEnergy Corp	29,100	$897K	0.01%	Put
700	CPE3EURCallon Petroleum Co	79,700	$896K	0.01%

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