CAPITAL FUND MANAGEMENT S.A. Q4 2017 Filing

Filed February 9, 2018

Portfolio Value

$18.1B

Holdings

1,076

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (1,076 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	VMCVulcan Materials Co	22,841	$2.9M	0.02%
602	TAPMOLSON COORS BREWING CO	35,700	$2.9M	0.02%	Put
603	—Calgon Carbon Corp	137,322	$2.9M	0.02%
604	—Randgold Resources Ltd	29,300	$2.9M	0.02%	Put
605	ELSEQUITY LIFESTYLE PROPERTIES INC	32,200	$2.9M	0.02%
606	—Ignyta Inc	106,309	$2.8M	0.02%
607	GNTXGentex Corp	134,962	$2.8M	0.02%
608	HPPHudson Pacific Properties Inc	82,293	$2.8M	0.02%
609	CLColgate-Palmolive Co	37,145	$2.8M	0.02%
610	—Bunge Ltd	41,401	$2.8M	0.02%
611	PZZAPapa John's International Inc	49,000	$2.8M	0.02%	Put
612	—Akorn Inc	85,052	$2.7M	0.02%
613	—APARTMENT INVESTMENT & MANAGEMENT CO	62,675	$2.7M	0.02%
614	CTLTEURCatalent Inc	66,000	$2.7M	0.01%
615	DVADaVita Inc	36,686	$2.7M	0.01%
616	CXWCoreCivic Inc	117,761	$2.6M	0.01%
617	COTYCoty Inc	131,874	$2.6M	0.01%
618	EGRXEagle Pharmaceuticals Inc/DE	48,847	$2.6M	0.01%
619	ALKSAlkermes Plc	47,409	$2.6M	0.01%
620	UDRUDR Inc	67,300	$2.6M	0.01%
621	CRTOCriteo SA	98,646	$2.6M	0.01%
622	AGFIRST MAJESTIC SILVER CORP	379,074	$2.6M	0.01%
623	—Cabot Microelectronics Corp	27,100	$2.5M	0.01%
624	XRXCHFXerox Corp	86,872	$2.5M	0.01%
625	NUENucor Corp	39,653	$2.5M	0.01%	Put
626	AFGAMERICAN FINANCIAL GROUP INC/OH	23,000	$2.5M	0.01%
627	CHKPCheck Point Software Technologies Ltd	24,068	$2.5M	0.01%
628	TERTeradyne Inc	59,254	$2.5M	0.01%
629	MTDMETTLER-TOLEDO INTERNATIONAL INC	4,000	$2.5M	0.01%	Put
630	SSS1EURLife Storage Inc	27,800	$2.5M	0.01%	Put
631	STLDSteel Dynamics Inc	57,137	$2.5M	0.01%
632	EWZiShares MSCI Brazil ETF	60,700	$2.5M	0.01%	Put
633	ICEIntercontinental Exchange Inc	34,772	$2.5M	0.01%
634	MXIMMaxim Integrated Products Inc	46,865	$2.5M	0.01%
635	STWDStarwood Property Trust Inc	114,256	$2.4M	0.01%
636	BKNGPriceline Group Inc/The	1,400	$2.4M	0.01%	Put
637	TSMTAIWAN SEMICONDUCTOR MANUFACTURING CO LTD	61,129	$2.4M	0.01%	Put
638	DDD3D Systems Corp	280,298	$2.4M	0.01%	Put
639	MTGMGIC Investment Corp	170,700	$2.4M	0.01%
640	BIDSotheby's	46,625	$2.4M	0.01%
641	MTBM&T BANK CORP	14,011	$2.4M	0.01%
642	KSUEURKansas City Southern	22,759	$2.4M	0.01%
643	CDECoeur Mining Inc	318,164	$2.4M	0.01%
644	TOLToll Brothers Inc	49,390	$2.4M	0.01%	Put
645	HDBHDFC BANK LTD	23,100	$2.3M	0.01%	Put
646	XHBSPDR S&P Homebuilders ETF	53,000	$2.3M	0.01%	Put
647	JBHTJB Hunt Transport Services Inc	20,200	$2.3M	0.01%	Put
648	AZPNUSDAspen Technology Inc	34,784	$2.3M	0.01%
649	—Carrizo Oil & Gas Inc	108,100	$2.3M	0.01%	Put
650	PNRPentair plc	32,500	$2.3M	0.01%
651	TPDTempur Sealy International Inc	36,448	$2.3M	0.01%	Put
652	SYKStryker Corp	14,700	$2.3M	0.01%	Put
653	HCQAMN Healthcare Services Inc	45,760	$2.3M	0.01%
654	CDNSCadence Design Systems Inc	53,732	$2.2M	0.01%	Call
655	PG4Principal Financial Group Inc	31,623	$2.2M	0.01%
656	RGLDRoyal Gold Inc	27,061	$2.2M	0.01%	Put
657	GDDYGoDaddy Inc	44,103	$2.2M	0.01%
658	VRSNVeriSign Inc	19,301	$2.2M	0.01%	Put
659	IRMIron Mountain Inc	57,800	$2.2M	0.01%	Put
660	JACKJack in the Box Inc	22,134	$2.2M	0.01%
661	POT1EURPotash Corp of Saskatchewan Inc	104,775	$2.2M	0.01%
662	NSZNetscout Systems Inc	70,800	$2.2M	0.01%
663	AMCAMC Entertainment Holdings Inc	141,000	$2.1M	0.01%	Put
664	—Cree Inc	57,200	$2.1M	0.01%	Put
665	NUANEURNuance Communications Inc	129,934	$2.1M	0.01%
666	ABMDEURAbiomed Inc	11,320	$2.1M	0.01%
667	HAINHAIN CELESTIAL GROUP INC/THE	49,600	$2.1M	0.01%	Put
668	—Superior Energy Services Inc	216,600	$2.1M	0.01%
669	NVROEURNevro Corp	30,200	$2.1M	0.01%
670	EWPiShares MSCI Spain ETF	62,165	$2.0M	0.01%
671	BHPBHP BILLITON LTD	43,939	$2.0M	0.01%	Put
672	JWNUSDNordstrom Inc	41,872	$2.0M	0.01%	Put
673	TUPTupperware Brands Corp	31,462	$2.0M	0.01%	Call
674	VENVentas Inc	32,504	$2.0M	0.01%
675	—Cypress Semiconductor Corp	127,637	$1.9M	0.01%
676	XLIIndustrial Select Sector SPDR Fund	25,600	$1.9M	0.01%	Put
677	IWRiShares Russell Mid-Cap ETF	9,300	$1.9M	0.01%
678	—DCT Industrial Trust Inc	32,700	$1.9M	0.01%
679	AAOIApplied Optoelectronics Inc	50,673	$1.9M	0.01%	Call
680	AGCOAGCO Corp	26,500	$1.9M	0.01%
681	SCIService Corp International/US	50,300	$1.9M	0.01%
682	CBChubb Ltd	12,700	$1.9M	0.01%	Put
683	PXGBXPraxair Inc	11,909	$1.8M	0.01%	Put
684	RIGTransocean Ltd	172,200	$1.8M	0.01%	Put
685	MATMattel Inc	119,100	$1.8M	0.01%	Put
686	MRSHMARSH & MCLENNAN COS INC	22,161	$1.8M	0.01%	Put
687	TRUTransUnion	32,800	$1.8M	0.01%
688	LITELumentum Holdings Inc	36,551	$1.8M	0.01%
689	DREUSDDuke Realty Corp	65,600	$1.8M	0.01%
690	MIDDMiddleby Corp/The	13,210	$1.8M	0.01%	Put
691	CXCEMEX SAB DE CV	236,987	$1.8M	0.01%
692	NGVTIngevity Corp	25,200	$1.8M	0.01%
693	—SunTrust Banks Inc	27,456	$1.8M	0.01%
694	AAXJiShares MSCI All Country Asia ex Japan ETF	22,822	$1.7M	0.01%
695	PBIPitney Bowes Inc	155,692	$1.7M	0.01%
696	MTArcelorMittal	53,631	$1.7M	0.01%
697	DEIDouglas Emmett Inc	42,136	$1.7M	0.01%
698	XECEURCimarex Energy Co	14,100	$1.7M	0.01%	Put
699	UNITUniti Group Inc	96,198	$1.7M	0.01%
700	SNPUSDChina Petroleum & Chemical Corp	23,100	$1.7M	0.01%

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