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
701	—SCANA Corp	42,561	$1.7M	0.01%	Put
702	ICPTUSDIntercept Pharmaceuticals Inc	28,700	$1.7M	0.01%	Put
703	SLMSLM Corp	147,100	$1.7M	0.01%
704	AITAPPLIED INDUSTRIAL TECHNOLOGIES INC	24,400	$1.7M	0.01%
705	DATATableau Software Inc	24,006	$1.7M	0.01%	Put
706	PEGPublic Service Enterprise Group Inc	31,800	$1.6M	0.01%	Put
707	NDAQNasdaq Inc	21,166	$1.6M	0.01%
708	NRANRG Energy Inc	56,700	$1.6M	0.01%	Put
709	ALLYAlly Financial Inc	55,300	$1.6M	0.01%	Put
710	COHREURCoherent Inc	5,700	$1.6M	0.01%	Put
711	AGNCAGNC Investment Corp	79,466	$1.6M	0.01%
712	WPMWheaton Precious Metals Corp	71,179	$1.6M	0.01%
713	TSSTotal System Services Inc	19,900	$1.6M	0.01%	Put
714	PRIMPrimoris Services Corp	57,600	$1.6M	0.01%
715	NFGNational Fuel Gas Co	28,443	$1.6M	0.01%
716	LPTUSDLiberty Property Trust	36,300	$1.6M	0.01%
717	MAAMID-AMERICA APARTMENT COMMUNITIES INC	15,488	$1.6M	0.01%
718	HRLHormel Foods Corp	42,500	$1.5M	0.01%	Put
719	—FitBit Inc	266,872	$1.5M	0.01%
720	AREALEXANDRIA REAL ESTATE EQUITIES INC	11,300	$1.5M	0.01%
721	PTITelekomunikasi Indonesia Persero Tbk PT	45,500	$1.5M	0.01%
722	SFStifel Financial Corp	24,100	$1.4M	0.01%
723	LECOLincoln Electric Holdings Inc	15,600	$1.4M	0.01%
724	MCKMcKesson Corp	9,056	$1.4M	0.01%
725	—PS BUSINESS PARKS INC	11,200	$1.4M	0.01%
726	WF2Wintrust Financial Corp	17,000	$1.4M	0.01%
727	ILFiShares Latin America 40 ETF	40,372	$1.4M	0.01%
728	DTEDTE ENERGY CO	12,600	$1.4M	0.01%	Put
729	MASMasco Corp	31,055	$1.4M	0.01%
730	NBL2EURNoble Energy Inc	46,800	$1.4M	0.01%	Put
731	—White Mountains Insurance Group Ltd	1,600	$1.4M	0.01%
732	—LABORATORY CORP OF AMERICA HOLDINGS	8,455	$1.3M	0.01%
733	AXTAAxalta Coating Systems Ltd	41,650	$1.3M	0.01%
734	AERAerCap Holdings NV	25,434	$1.3M	0.01%	Put
735	MYGNMyriad Genetics Inc	38,900	$1.3M	0.01%	Put
736	FASTFastenal Co	24,400	$1.3M	0.01%	Put
737	ATVIEURActivision Blizzard Inc	20,800	$1.3M	0.01%	Put
738	—Validus Holdings Ltd	28,100	$1.3M	0.01%
739	BZUNBaozun Inc	41,579	$1.3M	0.01%
740	BCBrunswick Corp/DE	23,500	$1.3M	0.01%
741	7HPHP Inc	61,195	$1.3M	0.01%
742	—Horizon Pharma Plc	87,049	$1.3M	0.01%
743	COR1EURCoresite Realty Corp	11,100	$1.3M	0.01%
744	TRNOTerreno Realty Corp	35,800	$1.3M	0.01%
745	TWTRUSDTwitter Inc	52,200	$1.3M	0.01%	Put
746	IPInternational Paper Co	21,598	$1.3M	0.01%	Put
747	SAMBoston Beer Co Inc/The	6,400	$1.2M	0.01%	Put
748	TFXTeleflex Inc	4,900	$1.2M	0.01%
749	EPIWisdomTree India Earnings Fund	43,632	$1.2M	0.01%
750	FLOFlowers Foods Inc	62,574	$1.2M	0.01%
751	CTXSEURCitrix Systems Inc	13,493	$1.2M	0.01%
752	ARMKAramark	27,600	$1.2M	0.01%
753	FXIiShares China Large-Cap ETF	25,428	$1.2M	0.01%
754	BNSBank of Nova Scotia/The	18,009	$1.2M	0.01%	Put
755	SAVESpirit Airlines Inc	25,800	$1.2M	0.01%	Put
756	GKDGrand Canyon Education Inc	12,900	$1.2M	0.01%
757	OHIOmega Healthcare Investors Inc	41,900	$1.2M	0.01%	Put
758	TEXTerex Corp	23,800	$1.1M	0.01%	Put
759	—Leucadia National Corp	43,300	$1.1M	0.01%
760	DXJWisdomTree Japan Hedged Equity Fund	19,300	$1.1M	0.01%
761	BLMNBloomin' Brands Inc	53,354	$1.1M	0.01%
762	AKAMAkamai Technologies Inc	17,500	$1.1M	0.01%	Put
763	—Shutterfly Inc	22,577	$1.1M	0.01%
764	BMOBank of Montreal	13,975	$1.1M	0.01%	Put
765	CECelanese Corp	10,300	$1.1M	0.01%	Put
766	CHEChemed Corp	4,500	$1.1M	0.01%
767	NVSNNOVARTIS AG	13,019	$1.1M	0.01%
768	MLCOMelco Resorts & Entertainment Ltd	37,416	$1.1M	0.01%
769	GPCGenuine Parts Co	11,400	$1.1M	0.01%	Put
770	AJGArthur J Gallagher & Co	17,100	$1.1M	0.01%
771	—Kemet Corp	70,647	$1.1M	0.01%
772	CHS1USDChico's FAS Inc	119,220	$1.1M	0.01%
773	JAZZJazz Pharmaceuticals Plc	7,770	$1.0M	0.01%
774	TXRHTexas Roadhouse Inc	19,500	$1.0M	0.01%
775	PKNPerkinElmer Inc	14,000	$1.0M	0.01%
776	DNKNDunkin' Brands Group Inc	15,600	$1.0M	0.01%	Put
777	DDSDillard's Inc	16,740	$1.0M	0.01%
778	FTVFortive Corp	13,839	$1.0M	0.01%	Put
779	AMTTD Ameritrade Holding Corp	19,464	$995K	0.01%	Put
780	BLDTopBuild Corp	13,100	$992K	0.01%
781	NPOEnPro Industries Inc	10,600	$991K	0.01%
782	BUSDBarnes Group Inc	15,600	$987K	0.01%
783	WDAYWorkday Inc	9,481	$965K	0.01%
784	TSNTYSON FOODS INC	11,900	$965K	0.01%	Put
785	PDMPiedmont Office Realty Trust Inc	48,900	$959K	0.01%
786	—athenahealth Inc	7,164	$953K	0.01%
787	ETRAE Trade Financial Corp	19,175	$951K	0.01%
788	BBTUSDBB&T Corp	19,017	$946K	0.01%
789	SNASnap-On Inc	5,400	$941K	0.01%	Call
790	—National Instruments Corp	22,500	$937K	0.01%
791	DISHDISH Network Corp	19,576	$935K	0.01%
792	G9NGrupo Aeroportuario del Pacifico SAB de CV	9,100	$935K	0.01%
793	MEDMedifast Inc	13,400	$935K	0.01%
794	SRCLStericycle Inc	13,700	$931K	0.01%	Put
795	TSLXUSDTPG Specialty Lending Inc	46,980	$930K	0.01%
796	CNHICNH Industrial NV	68,400	$917K	0.01%
797	FNFFNF Group	23,100	$906K	0.00%
798	TMToyota Motor Corp	7,100	$903K	0.00%	Put
799	NXPINXP Semiconductors NV	7,709	$902K	0.00%	Put
800	STAGSTAG Industrial Inc	32,400	$885K	0.00%

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