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
701	HSICHenry Schein Inc	22,500	$1.5M	0.01%	Put
702	NUSNU SKIN ENTERPRISES INC	20,361	$1.5M	0.01%
703	LPTUSDLiberty Property Trust	37,682	$1.5M	0.01%
704	CVSCVS Health Corp	23,300	$1.4M	0.01%	Put
705	PPLPembina Pipeline Corp	46,100	$1.4M	0.01%
706	SHWSherwin-Williams Co/The	3,600	$1.4M	0.01%	Put
707	DOCUSDPhysicians Realty Trust	90,256	$1.4M	0.01%
708	PORPortland General Electric Co	34,500	$1.4M	0.01%
709	UNMUnum Group	29,350	$1.4M	0.01%
710	CREECree Inc	34,200	$1.4M	0.01%	Put
711	ALLEAllegion PLC	16,100	$1.4M	0.01%
712	VODVodafone Group PLC	49,300	$1.4M	0.01%	Put
713	UNVREURUnivar Inc	49,200	$1.4M	0.01%
714	XHBSPDR S&P Homebuilders ETF	33,315	$1.4M	0.01%
715	MYGNMyriad Genetics Inc	45,586	$1.3M	0.01%
716	BKRBaker Hughes a GE Co	48,300	$1.3M	0.01%	Put
717	FASTFastenal Co	24,400	$1.3M	0.01%	Put
718	IVREURInvesco Mortgage Capital Inc	80,500	$1.3M	0.01%
719	MSGSMadison Square Garden Co/The	5,300	$1.3M	0.01%	Put
720	PRIMPrimoris Services Corp	51,700	$1.3M	0.01%
721	—SENIOR HOUSING PROPERTIES TRUST	81,993	$1.3M	0.01%
722	CP.TOCanadian Pacific Railway Ltd	7,239	$1.3M	0.01%
723	—athenahealth Inc	8,918	$1.3M	0.01%
724	CDEVEURCentennial Resource Development Inc/DE	69,100	$1.3M	0.01%
725	EQREquity Residential	20,500	$1.3M	0.01%	Put
726	ICEIntercontinental Exchange Inc	17,400	$1.3M	0.01%	Put
727	MTHMeritage Homes Corp	27,900	$1.3M	0.01%
728	ATOAtmos Energy Corp	14,900	$1.3M	0.01%
729	ILMNIllumina Inc	5,200	$1.2M	0.01%	Put
730	—Statoil ASA	51,867	$1.2M	0.01%
731	MEDMedifast Inc	13,100	$1.2M	0.01%
732	MSCIMSCI Inc	8,181	$1.2M	0.01%
733	SPGSimon Property Group Inc	7,900	$1.2M	0.01%	Put
734	BUSDBarnes Group Inc	20,100	$1.2M	0.01%
735	CRLCHARLES RIVER LABORATORIES INTERNATIONAL INC	11,100	$1.2M	0.01%
736	CLRUSDContinental Resources Inc/OK	19,900	$1.2M	0.01%	Put
737	CUBECubeSmart	41,500	$1.2M	0.01%
738	—SPX FLOW Inc	23,700	$1.2M	0.01%
739	TSMTAIWAN SEMICONDUCTOR MANUFACTURING CO LTD	26,600	$1.2M	0.01%	Put
740	NUENucor Corp	18,700	$1.1M	0.01%	Put
741	YUMCYum China Holdings Inc	27,538	$1.1M	0.01%
742	XBISPDR S&P Biotech ETF	12,800	$1.1M	0.01%	Call
743	TTMCHFTata Motors Ltd	43,700	$1.1M	0.01%	Put
744	HOMEAt Home Group Inc	35,000	$1.1M	0.01%
745	RESRPC Inc	62,100	$1.1M	0.01%
746	KMIKinder Morgan Inc/DE	74,100	$1.1M	0.01%	Put
747	ZAYOEURZayo Group Holdings Inc	32,070	$1.1M	0.01%
748	FICOFair Isaac Corp	6,434	$1.1M	0.01%
749	IWRiShares Russell Mid-Cap ETF	5,200	$1.1M	0.01%
750	NHINational Health Investors Inc	15,800	$1.1M	0.01%
751	RUSHARush Enterprises Inc	24,800	$1.1M	0.01%
752	TSLXUSDTPG Specialty Lending Inc	57,980	$1.0M	0.01%
753	AIMCUSDAltra Industrial Motion Corp	22,400	$1.0M	0.01%
754	SSNCSS&C Technologies Holdings Inc	19,039	$1.0M	0.01%
755	GLWCorning Inc	36,500	$1.0M	0.01%	Put
756	—Tech Data Corp	11,700	$996K	0.01%
757	—Goldcorp Inc	71,549	$989K	0.01%
758	—William Lyon Homes	35,856	$986K	0.01%
759	BLDTopBuild Corp	12,800	$979K	0.01%
760	NTRSNorthern Trust Corp	9,495	$979K	0.01%
761	DATATableau Software Inc	12,104	$978K	0.01%
762	—KLX Inc	13,700	$974K	0.01%
763	GPOR1EURGULFPORT ENERGY CORP	100,904	$974K	0.01%
764	IWBiShares Russell 1000 ETF	6,568	$965K	0.01%
765	MTWManitowoc Co Inc/The	33,800	$962K	0.01%
766	EGPEastGroup Properties Inc	11,500	$951K	0.01%
767	DHRB&G Foods Inc	40,077	$950K	0.01%
768	—Spark Therapeutics Inc	14,227	$947K	0.01%
769	PENNPenn National Gaming Inc	35,895	$943K	0.01%
770	MKLMarkel Corp	2,900	$938K	0.01%	Put
771	MDC1USDMDC Holdings Inc	33,100	$924K	0.01%
772	BLMNBloomin' Brands Inc	37,990	$922K	0.01%
773	FITBFifth Third Bancorp	29,000	$921K	0.01%	Put
774	HRSEURHarris Corp	5,700	$919K	0.01%	Call
775	PNWPINNACLE WEST CAPITAL CORP	11,500	$918K	0.01%
776	CDKCDK Global Inc	14,488	$918K	0.01%
777	VACMARRIOTT VACATIONS WORLDWIDE CORP	6,874	$916K	0.01%
778	WDWALKER & DUNLOP INC	15,400	$915K	0.01%
779	CPBCampbell Soup Co	21,000	$909K	0.01%	Put
780	GPCGenuine Parts Co	10,100	$908K	0.01%	Put
781	ICPTUSDIntercept Pharmaceuticals Inc	14,746	$907K	0.01%	Put
782	FEFirstEnergy Corp	26,600	$905K	0.01%	Put
783	AMHAmerican Homes 4 Rent	44,345	$890K	0.01%
784	AOSAO SMITH CORP	13,914	$885K	0.01%
785	INGNInogen Inc	7,200	$884K	0.01%
786	MDRXAllscripts Healthcare Solutions Inc	71,300	$881K	0.01%
787	TXRHTexas Roadhouse Inc	15,214	$879K	0.01%
788	ARRUSDARMOUR Residential REIT Inc	37,700	$878K	0.01%
789	CBRECBRE Group Inc	18,600	$878K	0.01%	Put
790	SAPSAP SE	8,350	$878K	0.01%	Call
791	PRGSProgress Software Corp	22,800	$877K	0.01%
792	AGCOAGCO Corp	13,400	$869K	0.01%
793	ACCUSDAMERICAN CAMPUS COMMUNITIES INC	22,400	$865K	0.01%
794	BCEBCE Inc	20,061	$863K	0.01%
795	RPMRpm International Inc	17,733	$845K	0.01%
796	HANHawaiian Holdings Inc	21,794	$843K	0.01%
797	NGGNational Grid PLC	14,900	$841K	0.01%
798	MATMattel Inc	63,200	$831K	0.00%	Call
799	AONAon PLC	5,900	$828K	0.00%	Put
800	ROLRollins Inc	16,001	$817K	0.00%

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