CAPITAL FUND MANAGEMENT S.A. Q4 2016 Filing

Filed February 8, 2017

Portfolio Value

$11.6B

Holdings

1,018

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (1,018 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	RICEEURRice Energy Inc	77,489	$1.7M	0.01%
602	RRCRange Resources Corp	48,083	$1.7M	0.01%	Put
603	EWGiShares MSCI Germany ETF	62,034	$1.6M	0.01%
604	PEPPepsiCo Inc	15,426	$1.6M	0.01%
605	AGFIRST MAJESTIC SILVER CORP	209,557	$1.6M	0.01%	Call
606	—Nielsen Holdings PLC	38,043	$1.6M	0.01%
607	—Fibria Celulose SA	165,678	$1.6M	0.01%
608	TALTAL EDUCATION GROUP	22,699	$1.6M	0.01%
609	CIENCiena Corp	64,370	$1.6M	0.01%
610	SAICScience Applications International Corp	18,400	$1.6M	0.01%
611	ECLEcolab Inc	13,300	$1.6M	0.01%	Put
612	—Taser International Inc	63,938	$1.6M	0.01%
613	PLAYDave & Buster's Entertainment Inc	27,501	$1.5M	0.01%
614	JBLUJetBlue Airways Corp	67,378	$1.5M	0.01%	Put
615	DKSDick's Sporting Goods Inc	28,075	$1.5M	0.01%	Put
616	—Joy Global Inc	53,147	$1.5M	0.01%	Put
617	CR1USDCrane Co	20,600	$1.5M	0.01%
618	LNGCheniere Energy Inc	35,700	$1.5M	0.01%	Put
619	DCIDonaldson Co Inc	35,000	$1.5M	0.01%
620	GRFSGRIFOLS SA	90,726	$1.5M	0.01%
621	WOOFoot Locker Inc	20,500	$1.5M	0.01%	Put
622	ICPTUSDIntercept Pharmaceuticals Inc	13,100	$1.4M	0.01%	Put
623	GEGGeo Group Inc/The	39,602	$1.4M	0.01%
624	GTGoodyear Tire & Rubber Co/The	45,898	$1.4M	0.01%
625	SESpectra Energy Corp	34,300	$1.4M	0.01%	Put
626	WCGEURWellcare Health Plans Inc	10,265	$1.4M	0.01%
627	—Barracuda Networks Inc	64,176	$1.4M	0.01%
628	—Amtrust Financial Services Inc	50,030	$1.4M	0.01%
629	OMFOneMain Holdings Inc	61,816	$1.4M	0.01%
630	—Esterline Technologies Corp	15,300	$1.4M	0.01%
631	—Empire District Electric Co/The	39,793	$1.4M	0.01%
632	BFHAlliance Data Systems Corp	5,900	$1.3M	0.01%	Call
633	—Yadkin Financial Corp	38,897	$1.3M	0.01%
634	—ILG Inc	72,257	$1.3M	0.01%
635	—Cardinal Financial Corp	40,018	$1.3M	0.01%
636	DREUSDDuke Realty Corp	49,361	$1.3M	0.01%
637	HUBSHubSpot Inc	27,600	$1.3M	0.01%
638	AGOAssured Guaranty Ltd	34,197	$1.3M	0.01%
639	KELKellogg Co	17,500	$1.3M	0.01%	Call
640	HAINHAIN CELESTIAL GROUP INC/THE	32,995	$1.3M	0.01%
641	JBLJabil Circuit Inc	54,398	$1.3M	0.01%
642	UMPQUSDUmpqua Holdings Corp	68,278	$1.3M	0.01%
643	RFRegions Financial Corp	88,038	$1.3M	0.01%	Put
644	FANGDiamondback Energy Inc	12,499	$1.3M	0.01%
645	FLSFlowserve Corp	26,200	$1.3M	0.01%
646	BRCBRADY CORP	33,339	$1.3M	0.01%
647	—Medidata Solutions Inc	25,100	$1.2M	0.01%
648	—Liberty Interactive Corp QVC Group	61,883	$1.2M	0.01%
649	GEFGREIF INC	24,000	$1.2M	0.01%
650	SSS1EURLife Storage Inc	14,400	$1.2M	0.01%	Put
651	—Chemtura Corp	36,967	$1.2M	0.01%
652	PIIPolaris Industries Inc	14,798	$1.2M	0.01%	Put
653	TEXTerex Corp	38,677	$1.2M	0.01%
654	JNPJuniper Networks Inc	42,869	$1.2M	0.01%
655	CHLUSDChina Mobile Ltd	23,017	$1.2M	0.01%
656	MTZMASTEC INC	31,430	$1.2M	0.01%
657	—WPX Energy Inc	82,384	$1.2M	0.01%
658	WRUSDWestar Energy Inc	21,165	$1.2M	0.01%
659	HOUSRealogy Holdings Corp	46,132	$1.2M	0.01%
660	MLKNHerman Miller Inc	34,680	$1.2M	0.01%
661	WATWaters Corp	8,800	$1.2M	0.01%
662	SEICSEI Investments Co	23,904	$1.2M	0.01%
663	HPTUSDHospitality Properties Trust	36,935	$1.2M	0.01%
664	—Harman International Industries Inc	10,196	$1.1M	0.01%
665	CVGWCalavo Growers Inc	18,300	$1.1M	0.01%
666	ABTAbbott Laboratories	29,100	$1.1M	0.01%	Call
667	—WhiteWave Foods Co/The	20,067	$1.1M	0.01%
668	FLEXFlex Ltd	77,349	$1.1M	0.01%
669	NBIXNEUROCRINE BIOSCIENCES INC	28,712	$1.1M	0.01%
670	DATATableau Software Inc	26,354	$1.1M	0.01%	Put
671	CMCanadian Imperial Bank of Commerce	13,477	$1.1M	0.01%
672	KEPKorea Electric Power Corp	59,362	$1.1M	0.01%
673	OFGOFG Bancorp	83,375	$1.1M	0.01%
674	—GNC HOLDINGS INC	98,699	$1.1M	0.01%
675	PCTYPaylocity Holding Corp	36,200	$1.1M	0.01%
676	MHLAMaiden Holdings Ltd	62,262	$1.1M	0.01%
677	CPSCooper-Standard Holdings Inc	10,500	$1.1M	0.01%
678	GDXJVanEck Vectors Junior Gold Miners ETF	34,200	$1.1M	0.01%
679	UNFIUnited Natural Foods Inc	22,598	$1.1M	0.01%
680	TXTTextron Inc	22,100	$1.1M	0.01%	Put
681	FEYECHFFireEye Inc	89,900	$1.1M	0.01%	Put
682	—Select Income REIT	42,100	$1.1M	0.01%
683	FDSFactset Research Systems Inc	6,466	$1.1M	0.01%
684	—WebMD Health Corp	21,270	$1.1M	0.01%
685	KRCKilroy Realty Corp	14,300	$1.0M	0.01%
686	IYFiShares US Financials ETF	10,200	$1.0M	0.01%
687	CBTCabot Corp	20,401	$1.0M	0.01%
688	BTUSDBT Group PLC	44,700	$1.0M	0.01%
689	MCOMoody's Corp	10,875	$1.0M	0.01%
690	CNCCentene Corp	18,080	$1.0M	0.01%
691	XECEURCimarex Energy Co	7,504	$1.0M	0.01%
692	POOLPool Corp	9,779	$1.0M	0.01%
693	CNKCinemark Holdings Inc	25,700	$986K	0.01%
694	TMUST-Mobile US Inc	16,800	$966K	0.01%	Put
695	DDD3D Systems Corp	72,500	$963K	0.01%	Put
696	OLEDUniversal Display Corp	17,012	$958K	0.01%	Put
697	PMTPennyMac Mortgage Investment Trust	58,400	$956K	0.01%
698	—General Cable Corp	49,761	$948K	0.01%
699	BBHVanEck Vectors Biotech ETF	8,800	$947K	0.01%
700	—MTGE Investment Corp	59,977	$942K	0.01%

PreviousPage 7 of 11Next