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
1	NUENucor Corp	39,653	$2.5M	0.01%	Put
2	PXGBXPraxair Inc	11,909	$1.8M	0.01%	Put
3	MCOMoody's Corp	20,155	$1.8M	0.01%	Put
4	PLDProLogis Inc	480,820	$1.8M	0.01%	Put
5	—SCANA Corp	42,561	$1.7M	0.01%	Put
6	DATATableau Software Inc	24,006	$1.7M	0.01%	Put
7	ADPAUTOMATIC DATA PROCESSING INC	103,442	$1.6M	0.01%	Put
8	PEGPublic Service Enterprise Group Inc	31,800	$1.6M	0.01%	Put
9	BURLBurlington Stores Inc	29,312	$1.6M	0.01%	Put
10	NRANRG Energy Inc	56,700	$1.6M	0.01%	Put
11	ALLYAlly Financial Inc	55,300	$1.6M	0.01%	Put
12	COHREURCoherent Inc	5,700	$1.6M	0.01%	Put
13	QSRRestaurant Brands International Inc	146,813	$1.6M	0.01%	Put
14	TSSTotal System Services Inc	19,900	$1.6M	0.01%	Put
15	STMSTMicroelectronics NV	1,314,585	$1.5M	0.01%	Put
16	SUSuncor Energy Inc	98,290	$1.5M	0.01%	Put
17	CMICummins Inc	34,482	$1.4M	0.01%	Put
18	NBL2EURNoble Energy Inc	46,800	$1.4M	0.01%	Put
19	AERAerCap Holdings NV	25,434	$1.3M	0.01%	Put
20	MYGNMyriad Genetics Inc	38,900	$1.3M	0.01%	Put
21	TSMTAIWAN SEMICONDUCTOR MANUFACTURING CO LTD	61,129	$1.3M	0.01%	Put
22	FASTFastenal Co	24,400	$1.3M	0.01%	Put
23	ATVIEURActivision Blizzard Inc	20,800	$1.3M	0.01%	Put
24	PRKSSeaWorld Entertainment Inc	246,093	$1.3M	0.01%	Put
25	GLWCorning Inc	195,503	$1.3M	0.01%	Put
26	PLCEChildren's Place Inc/The	209,963	$1.3M	0.01%	Put
27	TWTRUSDTwitter Inc	52,200	$1.3M	0.01%	Put
28	IPInternational Paper Co	21,598	$1.3M	0.01%	Put
29	LEALear Corp	58,548	$1.2M	0.01%	Put
30	TOLToll Brothers Inc	49,390	$1.2M	0.01%	Put
31	BWABorgWarner Inc	58,224	$1.2M	0.01%	Put
32	SAMBoston Beer Co Inc/The	6,400	$1.2M	0.01%	Put
33	TRVTravelers Cos Inc/The	25,592	$1.2M	0.01%	Put
34	IWOiShares Russell 2000 Growth ETF	15,812	$1.2M	0.01%	Put
35	WPCWP Carey Inc	43,194	$1.2M	0.01%	Put
36	BNSBank of Nova Scotia/The	18,009	$1.2M	0.01%	Put
37	SAVESpirit Airlines Inc	25,800	$1.2M	0.01%	Put
38	OHIOmega Healthcare Investors Inc	41,900	$1.2M	0.01%	Put
39	TEXTerex Corp	23,800	$1.1M	0.01%	Put
40	VRSNVeriSign Inc	19,301	$1.1M	0.01%	Put
41	AKAMAkamai Technologies Inc	17,500	$1.1M	0.01%	Put
42	BMOBank of Montreal	13,975	$1.1M	0.01%	Put
43	CECelanese Corp	10,300	$1.1M	0.01%	Put
44	GPCGenuine Parts Co	11,400	$1.1M	0.01%	Put
45	SPGIS&P Global Inc	232,037	$1.1M	0.01%	Put
46	CICigna Corp	113,169	$1.0M	0.01%	Put
47	CLVSEURClovis Oncology Inc	65,371	$1.0M	0.01%	Put
48	KBHKB Home	507,223	$1.0M	0.01%	Put
49	DNKNDunkin' Brands Group Inc	15,600	$1.0M	0.01%	Put
50	FTVFortive Corp	13,839	$1.0M	0.01%	Put
51	DFSEURDiscover Financial Services	107,005	$1.0M	0.01%	Put
52	WBC1EURWABCO Holdings Inc	48,075	$996K	0.01%	Put
53	AMTTD Ameritrade Holding Corp	19,464	$995K	0.01%	Put
54	HANHawaiian Holdings Inc	229,918	$992K	0.01%	Put
55	BLDTopBuild Corp	13,100	$992K	0.01%
56	NPOEnPro Industries Inc	10,600	$991K	0.01%
57	NSCNorfolk Southern Corp	46,184	$989K	0.01%	Put
58	BUSDBarnes Group Inc	15,600	$987K	0.01%
59	MKSIMKS Instruments Inc	47,459	$987K	0.01%	Put
60	—ROCKWELL COLLINS INC	57,379	$983K	0.01%	Put
61	TSNTYSON FOODS INC	11,900	$965K	0.01%	Put
62	WDAYWorkday Inc	9,481	$965K	0.01%
63	SONYSONY CORP	112,667	$961K	0.01%	Put
64	PDMPiedmont Office Realty Trust Inc	48,900	$959K	0.01%
65	KSSKohl's Corp	136,151	$955K	0.01%	Put
66	—athenahealth Inc	7,164	$953K	0.01%
67	ETRAE Trade Financial Corp	19,175	$951K	0.01%
68	BBTUSDBB&T Corp	19,017	$946K	0.01%
69	SNASnap-On Inc	5,400	$941K	0.01%	Call
70	DELLDell Technologies Inc Class V	65,900	$939K	0.01%	Put
71	—National Instruments Corp	22,500	$937K	0.01%
72	G9NGrupo Aeroportuario del Pacifico SAB de CV	9,100	$935K	0.01%
73	MEDMedifast Inc	13,400	$935K	0.01%
74	DISHDISH Network Corp	19,576	$935K	0.01%
75	SRCLStericycle Inc	13,700	$931K	0.01%	Put
76	PHMPulteGroup Inc	99,600	$930K	0.01%	Put
77	TSLXUSDTPG Specialty Lending Inc	46,980	$930K	0.01%
78	CNHICNH Industrial NV	68,400	$917K	0.01%
79	ABGAmerisourceBergen Corp	159,119	$914K	0.01%	Put
80	CBRECBRE Group Inc	450,900	$907K	0.00%	Put
81	FNFFNF Group	23,100	$906K	0.00%
82	TMToyota Motor Corp	7,100	$903K	0.00%	Put
83	NXPINXP Semiconductors NV	7,709	$902K	0.00%	Put
84	LULULululemon Athletica Inc	51,619	$891K	0.00%	Put
85	STAGSTAG Industrial Inc	32,400	$885K	0.00%
86	TPDTempur Sealy International Inc	36,448	$878K	0.00%	Put
87	AIGAmerican International Group Inc	14,700	$876K	0.00%	Call
88	EWZiShares MSCI Brazil ETF	60,700	$876K	0.00%	Put
89	A4SAmeriprise Financial Inc	5,135	$870K	0.00%
90	CBRLCracker Barrel Old Country Store Inc	28,411	$862K	0.00%	Put
91	MIC2EURMacquarie Infrastructure Corp	121,045	$861K	0.00%	Put
92	ALBAlbemarle Corp	125,881	$857K	0.00%	Put
93	RHT1EURRed Hat Inc	25,700	$855K	0.00%	Put
94	BKRBaker Hughes a GE Co	27,009	$855K	0.00%	Put
95	ROPRoper Technologies Inc	3,300	$855K	0.00%	Call
96	EWGiShares MSCI Germany ETF	305,893	$854K	0.00%	Put
97	AMEAMETEK Inc	11,700	$848K	0.00%
98	MCHPMicrochip Technology Inc	9,600	$844K	0.00%	Put
99	VRTXVertex Pharmaceuticals Inc	224,266	$843K	0.00%	Put
100	HN9Hanesbrands Inc	40,200	$840K	0.00%	Put

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