CAPITAL FUND MANAGEMENT S.A. Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$16.7B

Holdings

1,057

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (1,057 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	NFGNational Fuel Gas Co	55,138	$2.8M	0.02%
602	TPRTapestry Inc	53,200	$2.8M	0.02%	Put
603	NAVNavistar International Corp	79,900	$2.8M	0.02%	Put
604	SRPTSarepta Therapeutics Inc	37,598	$2.8M	0.02%	Call
605	VIACCBS CORP	54,200	$2.8M	0.02%	Put
606	HRCHill-Rom Holdings Inc	31,800	$2.8M	0.02%
607	DREUSDDuke Realty Corp	104,100	$2.8M	0.02%
608	HTDCorcept Therapeutics Inc	167,048	$2.7M	0.02%
609	ABXBarrick Gold Corp	219,600	$2.7M	0.02%	Put
610	PFPTProofpoint Inc	23,800	$2.7M	0.02%	Put
611	DECKDeckers Outdoor Corp	29,973	$2.7M	0.02%	Put
612	LNWOScientific Games Corp	64,774	$2.7M	0.02%
613	INGING Groep NV	159,193	$2.7M	0.02%
614	LPI1EURLaredo Petroleum Inc	308,625	$2.7M	0.02%
615	VRSNVeriSign Inc	22,621	$2.7M	0.02%
616	TWLOTwilio Inc	70,200	$2.7M	0.02%	Put
617	—Weingarten Realty Investors	95,300	$2.7M	0.02%
618	ATDAllegheny Technologies Inc	112,480	$2.7M	0.02%
619	DDSDillard's Inc	33,020	$2.7M	0.02%
620	VNOVornado Realty Trust	39,300	$2.6M	0.02%	Put
621	SSS1EURLife Storage Inc	31,560	$2.6M	0.02%	Call
622	DVADaVita Inc	39,900	$2.6M	0.02%	Put
623	CNHICNH Industrial NV	210,560	$2.6M	0.02%
624	ADIAnalog Devices Inc	28,600	$2.6M	0.02%	Put
625	TDYTeledyne Technologies Inc	13,900	$2.6M	0.02%	Put
626	RSGRepublic Services Inc	38,579	$2.6M	0.02%
627	CHLUSDChina Mobile Ltd	55,729	$2.5M	0.02%
628	ACGLArch Capital Group Ltd	29,600	$2.5M	0.02%
629	ITGartner Inc	21,300	$2.5M	0.02%	Put
630	MPWRMonolithic Power Systems Inc	21,600	$2.5M	0.02%
631	CRUSCirrus Logic Inc	60,900	$2.5M	0.01%	Put
632	IDXXIdexx Laboratories Inc	12,900	$2.5M	0.01%	Put
633	XMESPDR S&P Metals & Mining ETF	72,200	$2.5M	0.01%	Put
634	MDMEDNAX INC	43,900	$2.4M	0.01%
635	CPTCamden Property Trust	28,900	$2.4M	0.01%
636	NCLHNorwegian Cruise Line Holdings Ltd	45,742	$2.4M	0.01%
637	NGVTIngevity Corp	32,813	$2.4M	0.01%
638	TERTeradyne Inc	52,311	$2.4M	0.01%	Put
639	RYAAYRyanair Holdings PLC	19,290	$2.4M	0.01%
640	DISCAUSDDiscovery Communications Inc	110,157	$2.4M	0.01%	Put
641	ELSEQUITY LIFESTYLE PROPERTIES INC	26,800	$2.4M	0.01%
642	VOYAVoya Financial Inc	46,200	$2.3M	0.01%	Put
643	IPInternational Paper Co	43,500	$2.3M	0.01%	Put
644	SAMBoston Beer Co Inc/The	12,255	$2.3M	0.01%	Put
645	NTRNutrien Ltd	48,729	$2.3M	0.01%	Put
646	NOWServiceNow Inc	13,900	$2.3M	0.01%	Put
647	BIDSotheby's	44,541	$2.3M	0.01%
648	ITTITT Inc	46,280	$2.3M	0.01%
649	BROBrown & Brown Inc	89,000	$2.3M	0.01%
650	SYFSynchrony Financial	67,400	$2.3M	0.01%	Put
651	AAOIApplied Optoelectronics Inc	90,136	$2.3M	0.01%
652	ATHMAutohome Inc	26,100	$2.2M	0.01%
653	MOSMosaic Co/The	91,400	$2.2M	0.01%	Put
654	MFAUSDMFA Financial Inc	293,600	$2.2M	0.01%
655	—Cypress Semiconductor Corp	129,322	$2.2M	0.01%
656	BRXBrixmor Property Group Inc	143,753	$2.2M	0.01%
657	MDTMedtronic PLC	27,294	$2.2M	0.01%
658	THCTenet Healthcare Corp	90,221	$2.2M	0.01%	Put
659	EDITEditas Medicine Inc	65,700	$2.2M	0.01%	Put
660	JNPJuniper Networks Inc	89,482	$2.2M	0.01%
661	WYNEURWyndham Worldwide Corp	18,400	$2.1M	0.01%	Put
662	RSRELIANCE STEEL & ALUMINUM CO	24,500	$2.1M	0.01%
663	LAZLAZARD LTD	39,588	$2.1M	0.01%	Put
664	EXPDExpeditors International of Washington Inc	32,200	$2.0M	0.01%
665	TXNMPnm Resources Inc	52,815	$2.0M	0.01%
666	XLFFinancial Select Sector SPDR Fund	71,500	$2.0M	0.01%	Call
667	—Parsley Energy Inc	64,993	$1.9M	0.01%
668	ZBHZimmer Biomet Holdings Inc	16,982	$1.9M	0.01%
669	KSUEURKansas City Southern	16,737	$1.8M	0.01%
670	HLFHerbalife Ltd	18,800	$1.8M	0.01%	Put
671	WWayfair Inc	26,683	$1.8M	0.01%
672	ROPRoper Technologies Inc	6,400	$1.8M	0.01%	Call
673	GMS1EURGMS Inc	58,300	$1.8M	0.01%
674	BKBANK OF NEW YORK MELLON CORP/THE	34,439	$1.8M	0.01%
675	CIENCiena Corp	67,987	$1.8M	0.01%
676	ASHAshland Global Holdings Inc	24,875	$1.7M	0.01%
677	AALAmerican Airlines Group Inc	33,400	$1.7M	0.01%	Put
678	IDIInterDigital Inc/PA	23,493	$1.7M	0.01%
679	CLColgate-Palmolive Co	23,844	$1.7M	0.01%	Put
680	PBYIPuma Biotechnology Inc	24,794	$1.7M	0.01%
681	PRKSSeaWorld Entertainment Inc	113,600	$1.7M	0.01%	Put
682	BDNBrandywine Realty Trust	105,987	$1.7M	0.01%
683	ENQEntegris Inc	48,301	$1.7M	0.01%
684	FXIiShares China Large-Cap ETF	35,551	$1.7M	0.01%	Call
685	CSXCSX Corp	30,100	$1.7M	0.01%	Call
686	WTWWillis Towers Watson PLC	10,747	$1.6M	0.01%
687	MLMMARTIN MARIETTA MATERIALS INC	7,863	$1.6M	0.01%
688	MAINMain Street Capital Corp	43,600	$1.6M	0.01%
689	WIXWix.com Ltd	20,085	$1.6M	0.01%
690	DTEDTE ENERGY CO	15,294	$1.6M	0.01%
691	JECUSDJacobs Engineering Group Inc	26,900	$1.6M	0.01%	Put
692	—Akorn Inc	85,052	$1.6M	0.01%
693	CITCintas Corp	9,300	$1.6M	0.01%	Put
694	HIWHighwoods Properties Inc	36,100	$1.6M	0.01%
695	MGMMGM Resorts International	44,941	$1.6M	0.01%
696	DKSDick's Sporting Goods Inc	44,878	$1.6M	0.01%	Put
697	ADNTAdient plc	26,300	$1.6M	0.01%	Put
698	TOLToll Brothers Inc	35,978	$1.6M	0.01%	Put
699	TREXTrex Co Inc	14,062	$1.5M	0.01%
700	AMGAffiliated Managers Group Inc	8,000	$1.5M	0.01%	Put

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