CAPITAL FUND MANAGEMENT S.A. Q2 2016 Filing

Filed July 27, 2016

Portfolio Value

$10.7B

Holdings

1,000

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (1,000 positions)

StockValue
VLRSControladora Vuela Cia de Aviacion SAB de CV
$1.5M
MOHMolina Healthcare Inc
$1.5M
RGAREINSURANCE GROUP OF AMERICA INC
$1.4M
OASEUROasis Petroleum Inc
$1.4M
AZZAZZ Inc
$1.4M
HUNHuntsman Corp
$1.4M
EPAMEPAM Systems Inc
$1.4M
ILMNIllumina Inc
$1.4M
KLACKLA-Tencor Corp
$1.4M
ATNIATN International Inc
$1.4M
Memorial Resource Development Corp
$1.4M
IDAIDACORP Inc
$1.4M
IPHIINPHI CORP
$1.4M
8CWCrown Castle International Corp
$1.4M
MJNMead Johnson Nutrition Co
$1.4M
FSLRFirst Solar Inc
$1.4M
POOLPool Corp
$1.4M
SBSWSibanye Gold Ltd
$1.4M
BTUSDBT Group PLC
$1.4M
VFCVF Corp
$1.4M
Empire District Electric Co/The
$1.4M
BBYBest Buy Co Inc
$1.3M
WPX Energy Inc
$1.3M
CBOECBOE Holdings Inc
$1.3M
SEMGROUP CORP
$1.3M
ONON Semiconductor Corp
$1.3M
VGKVanguard FTSE Europe ETF
$1.3M
WTHWORTHINGTON INDUSTRIES INC
$1.3M
CTRACabot Oil & Gas Corp
$1.3M
MNROMonro Muffler Brake Inc
$1.3M
ROLRollins Inc
$1.3M
Education Realty Trust Inc
$1.3M
AERAerCap Holdings NV
$1.3M
IYZiShares US Telecommunications ETF
$1.3M
FICOFair Isaac Corp
$1.3M
AGIOAgios Pharmaceuticals Inc
$1.3M
HCPHCP Inc
$1.2M
MYLMylan NV
$1.2M
SolarCity Corp
$1.2M
HSYHershey Co/The
$1.2M
PLCEChildren's Place Inc/The
$1.2M
HLTHilton Worldwide Holdings Inc
$1.2M
NATNordic American Tankers Ltd
$1.2M
FUODolby Laboratories Inc
$1.2M
Convergys Corp
$1.2M
SKYWSkywest Inc
$1.2M
BWABorgWarner Inc
$1.2M
NSCNorfolk Southern Corp
$1.2M
SCHN1EURSchnitzer Steel Industries Inc
$1.2M
MLB1MercadoLibre Inc
$1.2M
GISGeneral Mills Inc
$1.2M
PC6APetroChina Co Ltd
$1.2M
RESRpc Inc
$1.2M
COKECoca-Cola Bottling Co Consolidated
$1.2M
IDIInterDigital Inc/PA
$1.2M
Cabela's Inc
$1.2M
FelCor Lodging Trust Inc
$1.2M
DDD3D Systems Corp
$1.1M
WAFDWashington Federal Inc
$1.1M
COHREURCoherent Inc
$1.1M
Parkway Properties Inc/Md
$1.1M
ROPRoper Technologies Inc
$1.1M
CDPCorporate Office Properties Trust
$1.1M
AKAMAkamai Technologies Inc
$1.1M
NVONovo Nordisk A/S
$1.1M
APOGApogee Enterprises Inc
$1.1M
VRTXVertex Pharmaceuticals Inc
$1.1M
NWBINorthwest Bancshares Inc
$1.1M
THOThor Industries Inc
$1.1M
UFSDomtar Corp
$1.1M
AOSAO SMITH CORP
$1.1M
DVADaVita HealthCare Partners Inc
$1.1M
Agrium Inc
$1.1M
PLCMPolycom Inc
$1.1M
MPWRMonolithic Power Systems Inc
$1.1M
LIILennox International Inc
$1.0M
LEALear Corp
$1.0M
CHTRCharter Communications Inc
$1.0M
EFXEquifax Inc
$995K
HBC2HSBC Holdings PLC
$993K
OLEDUniversal Display Corp
$990K
CFRCullen/Frost Bankers Inc
$988K
POSTPost Holdings Inc
$978K
EXRExtra Space Storage Inc
$976K
FNVFRANCO-NEVADA CORP
$974K
Wilshire Bancorp Inc
$972K
GTGoodyear Tire & Rubber Co/The
$970K
MCKMcKesson Corp
$970K
Diamond Resorts International Inc
$969K
NTRSNorthern Trust Corp
$967K
TTEKTetra Tech Inc
$962K
MEIMethode Electronics Inc
$955K
LADLithia Motors Inc
$944K
LYVLive Nation Entertainment Inc
$943K
PRLBProto Labs Inc
$943K
BFAMBright Horizons Family Solutions Inc
$942K
IYMiShares U.S. Basic Materials ETF
$926K
IJRiShares Core S&P Small-Cap ETF
$918K
CRCCanadian Natural Resources Ltd
$914K
DXJWisdomTree Japan Hedged Equity Fund
$905K
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