CAPITAL FUND MANAGEMENT S.A. Q1 2016 Filing

Filed May 2, 2016

Portfolio Value

$10.3B

Holdings

986

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (986 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	ATDAllegheny Technologies Inc	80,300	$1.3M	0.01%	Put
602	MOHMolina Healthcare Inc	20,234	$1.3M	0.01%
603	LEALear Corp	11,584	$1.3M	0.01%	Put
604	A4SAmeriprise Financial Inc	13,644	$1.3M	0.01%
605	APAMArtisan Partners Asset Management Inc	41,100	$1.3M	0.01%
606	REEverest Re Group Ltd	6,394	$1.3M	0.01%
607	ANAutoNation Inc	27,000	$1.3M	0.01%	Put
608	JKHYJack Henry & Associates Inc	14,889	$1.3M	0.01%
609	—Lions Gate Entertainment Corp	57,600	$1.3M	0.01%	Put
610	BDCBelden Inc	20,485	$1.3M	0.01%
611	TELTE Connectivity Ltd	20,105	$1.2M	0.01%
612	PRAProAssurance Corp	24,500	$1.2M	0.01%
613	AEPAMERICAN ELECTRIC POWER CO INC	18,600	$1.2M	0.01%	Put
614	—Rackspace Hosting Inc	57,000	$1.2M	0.01%	Put
615	BBBlackberry Ltd	151,895	$1.2M	0.01%
616	LLTCLinear Technology Corp	27,366	$1.2M	0.01%
617	PFPTProofpoint Inc	22,623	$1.2M	0.01%
618	MORNMorningstar Inc	13,758	$1.2M	0.01%
619	FOSLFossil Group Inc	27,300	$1.2M	0.01%	Put
620	—EarthLink Holdings Corp	213,192	$1.2M	0.01%
621	AKXAnsys Inc	13,428	$1.2M	0.01%
622	FQIDigital Realty Trust Inc	13,500	$1.2M	0.01%	Put
623	WBSWebster Financial Corp	33,100	$1.2M	0.01%
624	—VeriFone Systems Inc	41,909	$1.2M	0.01%	Call
625	TGNATEGNA Inc	50,335	$1.2M	0.01%
626	SERVUSDServiceMaster Global Holdings Inc	31,100	$1.2M	0.01%
627	AWCAmerican Water Works Co Inc	16,984	$1.2M	0.01%
628	UVVUniversal Corp/VA	20,597	$1.2M	0.01%
629	HDSUSDHD Supply Holdings Inc	35,293	$1.2M	0.01%
630	MCKMcKesson Corp	7,400	$1.2M	0.01%	Put
631	—Cia Brasileira de Distribuicao	83,068	$1.2M	0.01%
632	WIREEUREncore Wire Corp	29,587	$1.2M	0.01%
633	RGAREINSURANCE GROUP OF AMERICA INC	11,900	$1.1M	0.01%
634	—Jarden Corp	19,143	$1.1M	0.01%
635	OKEOneok Inc	37,500	$1.1M	0.01%	Put
636	WNSNWNS Holdings Ltd	36,375	$1.1M	0.01%
637	BRXBrixmor Property Group Inc	43,441	$1.1M	0.01%
638	ROFKforce Inc	56,301	$1.1M	0.01%
639	—Manitowoc Co Inc/The	254,455	$1.1M	0.01%
640	—Post Properties Inc	18,400	$1.1M	0.01%
641	—Taser International Inc	55,926	$1.1M	0.01%
642	IJRiShares Core S&P Small-Cap ETF	9,700	$1.1M	0.01%
643	MURMurphy Oil Corp	43,200	$1.1M	0.01%	Put
644	MDRXAllscripts Healthcare Solutions Inc	81,840	$1.1M	0.01%
645	SCHLScholastic Corp	28,916	$1.1M	0.01%
646	—SolarCity Corp	43,800	$1.1M	0.01%	Put
647	SXIStandex International Corp	13,800	$1.1M	0.01%
648	JBHTJB Hunt Transport Services Inc	12,700	$1.1M	0.01%	Put
649	CPSCooper-Standard Holding Inc	14,800	$1.1M	0.01%
650	IDAIDACORP Inc	14,120	$1.1M	0.01%
651	NXDRKindred Healthcare Inc	85,200	$1.1M	0.01%
652	JCIJohnson Controls Inc	26,900	$1.0M	0.01%	Put
653	DYDycom Industries Inc	16,234	$1.0M	0.01%	Put
654	DVADaVita HealthCare Partners Inc	14,300	$1.0M	0.01%	Put
655	—RPX Corp	91,659	$1.0M	0.01%
656	KRGKite Realty Group Trust	36,700	$1.0M	0.01%
657	—Heartland Payment Systems Inc	10,421	$1.0M	0.01%
658	CTRACabot Oil & Gas Corp	44,100	$1.0M	0.01%	Put
659	OXMOxford Industries Inc	14,800	$995K	0.01%
660	MRKMerck & Co Inc	18,792	$994K	0.01%	Put
661	EMNEASTMAN CHEMICAL CO	13,700	$990K	0.01%	Put
662	CRUSCirrus Logic Inc	27,021	$984K	0.01%
663	AVYAvery Dennison Corp	13,641	$984K	0.01%
664	NEENextEra Energy Inc	8,200	$970K	0.01%	Put
665	—FleetMatics Group PLC	23,800	$969K	0.01%
666	BMRNBioMarin Pharmaceutical Inc	11,700	$965K	0.01%	Put
667	CALYCALLAWAY GOLF CO	105,726	$964K	0.01%
668	TOLToll Brothers Inc	32,600	$962K	0.01%	Put
669	—Wilshire Bancorp Inc	93,292	$961K	0.01%
670	CHRWCH Robinson Worldwide Inc	12,921	$959K	0.01%	Put
671	—InterOil Corp	29,994	$955K	0.01%
672	HBC2HSBC Holdings PLC	30,590	$952K	0.01%
673	TTS1EURTile Shop Holdings Inc	62,800	$936K	0.01%
674	LXPUSDLexington Realty Trust	107,522	$925K	0.01%
675	HOTStarwood Hotels & Resorts Worldwide Inc	10,914	$911K	0.01%
676	SONYSONY CORP	35,397	$910K	0.01%
677	RIORio Tinto PLC	32,100	$907K	0.01%	Put
678	VTYVerint Systems Inc	27,085	$904K	0.01%
679	EQIXEquinix Inc	2,723	$901K	0.01%	Put
680	—athenahealth Inc	6,488	$900K	0.01%
681	ABMABM Industries Inc	27,600	$892K	0.01%
682	KNKnowles Corp	67,401	$888K	0.01%
683	—FirstMerit Corp	41,879	$882K	0.01%
684	CPACopa Holdings SA	12,948	$877K	0.01%
685	RYAAYRyanair Holdings PLC	10,210	$876K	0.01%
686	AESAES Corp/VA	74,111	$875K	0.01%
687	INGING Groep NV	72,988	$871K	0.01%
688	—Natus Medical Inc	22,600	$869K	0.01%
689	WFRDWeatherford International plc	111,496	$867K	0.01%
690	SCLStepan Co	15,600	$863K	0.01%
691	HSYHershey Co/The	9,358	$862K	0.01%
692	GEFGREIF INC	26,300	$861K	0.01%
693	—General Growth Properties Inc	28,883	$859K	0.01%
694	CVCEURCablevision Systems Corp	25,860	$853K	0.01%
695	ENOVColfax Corp	29,700	$849K	0.01%	Put
696	LVLTLevel 3 Communications Inc	15,965	$844K	0.01%
697	—Colony Capital Inc	50,300	$844K	0.01%
698	TPHTRI Pointe Group Inc	71,395	$841K	0.01%
699	AIRAAR Corp	35,861	$834K	0.01%
700	CFRCullen/Frost Bankers Inc	15,100	$833K	0.01%	Put

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