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)

#	Stock	Shares	Value	% Portfolio	Type
701	AVYAvery Dennison Corp	12,061	$902K	0.01%
702	RUTHUSDRuth's Hospitality Group Inc	56,000	$893K	0.01%
703	—Juno Therapeutics Inc	23,213	$892K	0.01%
704	—Horizon Pharma Plc	54,027	$890K	0.01%
705	SILGlobal X Silver Miners ETF	20,400	$884K	0.01%
706	JKHYJack Henry & Associates Inc	10,097	$881K	0.01%
707	CALCaleres Inc	36,300	$879K	0.01%
708	BENFranklin Resources Inc	25,900	$864K	0.01%	Put
709	—Twenty-First Century Fox Inc	31,691	$857K	0.01%
710	ERICTelefonaktiebolaget LM Ericsson	111,470	$856K	0.01%
711	PRKSSeaWorld Entertainment Inc	59,700	$855K	0.01%	Put
712	PRIMPrimoris Services Corp	45,090	$854K	0.01%
713	—FirstMerit Corp	41,879	$849K	0.01%
714	CRLCHARLES RIVER LABORATORIES INTERNATIONAL INC	10,192	$840K	0.01%
715	ILFiShares Latin America 40 ETF	31,467	$827K	0.01%
716	MIGAMicroStrategy Inc	4,722	$826K	0.01%
717	GVAGranite Construction Inc	18,100	$824K	0.01%
718	DRQEURDril-Quip Inc	14,100	$824K	0.01%
719	LHLABORATORY CORP OF AMERICA HOLDINGS	6,300	$821K	0.01%	Put
720	AIRAAR Corp	35,062	$818K	0.01%
721	TRIThomson Reuters Corp	20,113	$813K	0.01%
722	—Atwood Oceanics Inc	64,722	$810K	0.01%
723	HOTStarwood Hotels & Resorts Worldwide Inc	10,914	$807K	0.01%
724	CHLUSDChina Mobile Ltd	13,877	$803K	0.01%
725	GPCGenuine Parts Co	7,900	$800K	0.01%	Put
726	MR4Meridian Bioscience Inc	41,000	$800K	0.01%
727	KBHKB Home	52,518	$798K	0.01%	Call
728	WKCWorld Fuel Services Corp	16,700	$793K	0.01%
729	ETDEthan Allen Interiors Inc	24,000	$793K	0.01%
730	MCXMCCORMICK & CO INC/MD	7,398	$789K	0.01%	Put
731	CRUSCirrus Logic Inc	20,320	$788K	0.01%
732	EXPDExpeditors International of Washington Inc	15,880	$779K	0.01%
733	PEBPebblebrook Hotel Trust	29,500	$774K	0.01%
734	FISVFiserv Inc	7,077	$769K	0.01%	Put
735	EMCEMC Corp/MA	28,112	$764K	0.01%
736	—Apollo Education Group Inc	83,511	$762K	0.01%
737	—Carmike Cinemas Inc	25,200	$759K	0.01%
738	HOMBHome Bancshares Inc/AR	38,100	$754K	0.01%
739	—Valspar Corp/The	6,966	$753K	0.01%
740	TKRTimken Co/The	24,544	$753K	0.01%
741	BMIBadger Meter Inc	10,300	$752K	0.01%
742	JT5Mueller Water Products Inc	65,667	$750K	0.01%
743	—Amsurg Corp	9,634	$747K	0.01%
744	WNSNWNS Holdings Ltd	27,575	$745K	0.01%
745	—Apollo Residential Mortgage Inc	55,571	$745K	0.01%
746	RJFRaymond James Financial Inc	15,116	$745K	0.01%
747	CIENCiena Corp	39,695	$744K	0.01%
748	FSSFederal Signal Corp	57,600	$742K	0.01%
749	CVCOCavco Industries Inc	7,800	$731K	0.01%
750	CBIChicago Bridge & Iron Co NV	21,100	$731K	0.01%	Put
751	—Rofin-Sinar Technologies Inc	22,826	$729K	0.01%
752	HTZHertz Global Holdings Inc	65,500	$725K	0.01%	Put
753	CGNXCognex Corp	16,800	$724K	0.01%
754	MLNXMellanox Technologies Ltd	14,989	$719K	0.01%
755	PAGPenske Automotive Group Inc	22,700	$714K	0.01%
756	DOVDover Corp	10,300	$714K	0.01%
757	COTYCoty Inc	27,325	$710K	0.01%
758	—FEI Co	6,589	$704K	0.01%
759	—CLARCOR Inc	11,547	$702K	0.01%
760	INGMIngram Micro Inc	20,001	$696K	0.01%
761	—Drew Industries Inc	8,100	$687K	0.01%
762	CBPXEURContinental Building Products Inc	30,900	$687K	0.01%
763	DDSDillard's Inc	11,187	$678K	0.01%
764	FULTFulton Financial Corp	50,100	$676K	0.01%
765	DREUSDDuke Realty Corp	25,329	$675K	0.01%
766	AGROADECOAGRO SA	61,500	$675K	0.01%
767	CAMPEURCalAmp Corp	45,500	$674K	0.01%
768	FULHB FULLER CO	15,200	$669K	0.01%
769	MLCOMelco Crown Entertainment Ltd	52,836	$665K	0.01%
770	SMTCSemtech Corp	27,800	$663K	0.01%
771	CNCCentene Corp	9,232	$659K	0.01%
772	BGCPEURBGC Partners Inc	75,401	$657K	0.01%
773	MEDMedifast Inc	19,600	$652K	0.01%
774	PNRPentair plc	11,154	$650K	0.01%
775	—Tumi Holdings Inc	24,273	$649K	0.01%
776	NNNNATIONAL RETAIL PROPERTIES INC	12,440	$643K	0.01%
777	CMAComerica Inc	15,606	$642K	0.01%	Put
778	ZBHZimmer Biomet Holdings Inc	5,300	$638K	0.01%	Put
779	FLIRFLIR Systems Inc	20,500	$634K	0.01%
780	KRGKite Realty Group Trust	22,400	$628K	0.01%
781	PHParker-Hannifin Corp	5,800	$626K	0.01%	Put
782	—Empresa Nacional de Electricidad SA/Chile	22,500	$624K	0.01%
783	ZIONZions Bancorporation	24,600	$618K	0.01%	Put
784	RGRSturm Ruger & Co Inc	9,600	$614K	0.01%
785	WRUSDWestar Energy Inc	10,831	$608K	0.01%
786	SKTTanger Factory Outlet Centers Inc	15,100	$607K	0.01%
787	AIZAssurant Inc	6,893	$595K	0.01%
788	—Rite Aid Corp	78,779	$590K	0.01%
789	SWKStanley Black & Decker Inc	5,249	$584K	0.01%
790	—Intersil Corp	42,742	$579K	0.01%
791	REEverest Re Group Ltd	3,156	$577K	0.01%
792	AXSAxis Capital Holdings Ltd	10,450	$575K	0.01%
793	NLSUSDNautilus Inc	31,500	$562K	0.01%
794	—CBL & Associates Properties Inc	60,308	$561K	0.01%
795	IRIngersoll-Rand PLC	8,793	$560K	0.01%	Call
796	INVAInnoviva Inc	53,200	$560K	0.01%
797	SNNSmith & Nephew PLC	16,200	$556K	0.01%
798	LTHLifePoint Health Inc	8,493	$555K	0.01%
799	LGNDLigand Pharmaceuticals Inc	4,647	$554K	0.01%
800	SAVESpirit Airlines Inc	12,295	$552K	0.01%

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