CAPITAL FUND MANAGEMENT S.A. Q3 2016 Filing

Filed October 31, 2016

Portfolio Value

$10.9B

Holdings

984

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (984 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	WDFCWD-40 Co	12,800	$1.4M	0.01%
602	BHPBHP BILLITON LTD	41,500	$1.4M	0.01%	Put
603	RITMNew Residential Investment Corp	104,117	$1.4M	0.01%
604	PLDProLogis Inc	26,700	$1.4M	0.01%	Put
605	CSLCarlisle Cos Inc	13,931	$1.4M	0.01%
606	NRANRG Energy Inc	126,038	$1.4M	0.01%
607	NATNordic American Tankers Ltd	138,150	$1.4M	0.01%
608	VOYAVoya Financial Inc	48,416	$1.4M	0.01%
609	GWREGuidewire Software Inc	23,100	$1.4M	0.01%
610	BDNBrandywine Realty Trust	87,781	$1.4M	0.01%
611	YELPYelp Inc	32,705	$1.4M	0.01%	Put
612	IVREURInvesco Mortgage Capital Inc	89,478	$1.4M	0.01%
613	—Empire District Electric Co/The	39,793	$1.4M	0.01%
614	—Twenty-First Century Fox Inc	55,820	$1.4M	0.01%
615	AIRAAR Corp	43,182	$1.4M	0.01%
616	CITUSDCIT Group Inc	36,994	$1.3M	0.01%	Put
617	PACWUSDPacWest Bancorp	31,222	$1.3M	0.01%
618	TTS1EURTile Shop Holdings Inc	80,700	$1.3M	0.01%
619	TALTAL EDUCATION GROUP	18,612	$1.3M	0.01%
620	—Cabela's Inc	23,901	$1.3M	0.01%
621	WECWEC Energy Group Inc	21,919	$1.3M	0.01%
622	PCRXPacira Pharmaceuticals Inc/DE	38,346	$1.3M	0.01%
623	TWOTwo Harbors Investment Corp	152,749	$1.3M	0.01%
624	FMXFomento Economico Mexicano SAB de CV	14,100	$1.3M	0.01%
625	6PMParamount Group Inc	79,200	$1.3M	0.01%
626	—Parsley Energy Inc	38,570	$1.3M	0.01%
627	CTRACabot Oil & Gas Corp	49,646	$1.3M	0.01%
628	SINASina Corp/China	17,000	$1.3M	0.01%	Put
629	GNTXGentex Corp	71,038	$1.2M	0.01%
630	BIDSotheby's	32,500	$1.2M	0.01%	Put
631	EQTEQT Corp	16,804	$1.2M	0.01%
632	CVGWCalavo Growers Inc	18,600	$1.2M	0.01%
633	PMTPennyMac Mortgage Investment Trust	77,934	$1.2M	0.01%
634	FISVFiserv Inc	12,183	$1.2M	0.01%	Put
635	OLNOlin Corp	58,909	$1.2M	0.01%
636	—WebMD Health Corp	24,306	$1.2M	0.01%
637	CCEPCoca-Cola European Partners PLC	30,220	$1.2M	0.01%	Put
638	—CLARCOR Inc	18,500	$1.2M	0.01%
639	—Impax Laboratories Inc	50,281	$1.2M	0.01%
640	IACIEURIAC/InterActiveCorp	18,600	$1.2M	0.01%	Put
641	KLACKLA-Tencor Corp	16,576	$1.2M	0.01%
642	ARMKAramark	30,100	$1.1M	0.01%
643	—Parkway Properties Inc/Md	67,219	$1.1M	0.01%
644	—Syntel Inc	27,200	$1.1M	0.01%
645	UNMUnum Group	32,255	$1.1M	0.01%
646	—CEB Inc	20,892	$1.1M	0.01%
647	WRUSDWestar Energy Inc	19,883	$1.1M	0.01%
648	CFRCullen/Frost Bankers Inc	15,600	$1.1M	0.01%	Put
649	ADTNEURADTRAN Inc	58,100	$1.1M	0.01%
650	QSRRestaurant Brands International Inc	24,876	$1.1M	0.01%	Put
651	AEOAMERICAN EAGLE OUTFITTERS INC	61,914	$1.1M	0.01%
652	—Luxoft Holding Inc	20,750	$1.1M	0.01%
653	PTENPatterson-UTI Energy Inc	48,801	$1.1M	0.01%
654	BSXBoston Scientific Corp	45,737	$1.1M	0.01%
655	SKYWSkywest Inc	41,015	$1.1M	0.01%
656	—GNC HOLDINGS INC	53,000	$1.1M	0.01%
657	AGFIRST MAJESTIC SILVER CORP	102,737	$1.1M	0.01%	Call
658	CHLUSDChina Mobile Ltd	17,061	$1.1M	0.01%
659	TXRHTexas Roadhouse Inc	26,900	$1.1M	0.01%
660	TSTenaris SA	36,919	$1.0M	0.01%
661	CBPXEURContinental Building Products Inc	49,800	$1.0M	0.01%
662	—Amsurg Corp	15,409	$1.0M	0.01%
663	NBL2EURNoble Energy Inc	28,759	$1.0M	0.01%
664	IOSPInnospec Inc	16,800	$1.0M	0.01%
665	CNCCentene Corp	15,221	$1.0M	0.01%
666	AIZAssurant Inc	11,040	$1.0M	0.01%
667	WNSNWNS Holdings Ltd	33,875	$1.0M	0.01%
668	WYWeyerhaeuser Co	31,500	$1.0M	0.01%	Put
669	DDSDillard's Inc	15,878	$1.0M	0.01%
670	JCIJohnson Controls International plc	21,400	$996K	0.01%	Put
671	EMBJEmbraer SA	57,152	$986K	0.01%
672	OPKOpko Health Inc	93,095	$986K	0.01%
673	BENFranklin Resources Inc	27,600	$981K	0.01%	Put
674	—Fibria Celulose SA	138,248	$977K	0.01%
675	EXRExtra Space Storage Inc	12,183	$967K	0.01%
676	—Sterling Bancorp/DE	54,410	$952K	0.01%
677	AFLAflac Inc	13,100	$942K	0.01%	Put
678	CMSCMS Energy Corp	22,300	$937K	0.01%
679	—ClubCorp Holdings Inc	64,700	$936K	0.01%
680	STRZStarz	29,925	$933K	0.01%
681	—Empresa Nacional de Electricidad SA/Chile	46,600	$925K	0.01%
682	GJBSteelcase Inc	66,345	$922K	0.01%
683	EWEdwards Lifesciences Corp	7,600	$916K	0.01%	Put
684	EXLSExlService Holdings Inc	18,300	$912K	0.01%
685	AWNAdvance Auto Parts Inc	6,100	$909K	0.01%	Put
686	ASHAshland Global Holdings Inc	7,800	$904K	0.01%	Put
687	TJXTJX Cos Inc/The	12,042	$901K	0.01%
688	IRMIron Mountain Inc	23,700	$889K	0.01%	Put
689	ABGAmerisourceBergen Corp	11,000	$888K	0.01%	Put
690	—Yadkin Financial Corp	33,605	$883K	0.01%
691	SWN1EURSouthwestern Energy Co	63,675	$881K	0.01%	Put
692	FWRDUSDForward Air Corp	20,300	$878K	0.01%
693	RYAMRayonier Advanced Materials Inc	65,486	$876K	0.01%
694	MATVSchweitzer-Mauduit International Inc	22,700	$875K	0.01%
695	EIGEmployers Holdings Inc	28,800	$859K	0.01%
696	—SolarCity Corp	43,889	$859K	0.01%	Call
697	—Ellie Mae Inc	8,103	$853K	0.01%
698	SWKStanley Black & Decker Inc	6,875	$845K	0.01%
699	ASTEAstec Industries Inc	14,100	$844K	0.01%
700	ATDAllegheny Technologies Inc	46,500	$840K	0.01%

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