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
701	CFRCullen/Frost Bankers Inc	15,100	$833K	0.01%	Put
702	HRLHormel Foods Corp	19,220	$831K	0.01%	Call
703	BIDSotheby's	31,000	$829K	0.01%	Put
704	KALUKaiser Aluminum Corp	9,700	$820K	0.01%
705	MASMasco Corp	26,028	$819K	0.01%
706	EMBJEmbraer SA	30,724	$810K	0.01%
707	DXPEDXP Enterprises Inc	46,134	$810K	0.01%
708	—Sina Corp/China	17,010	$806K	0.01%
709	KSUEURKansas City Southern	9,400	$803K	0.01%	Put
710	B7SBrookdale Senior Living Inc	50,400	$800K	0.01%	Put
711	UMPQUSDUmpqua Holdings Corp	50,408	$799K	0.01%
712	XECEURCimarex Energy Co	8,200	$798K	0.01%	Put
713	—PharMerica Corp	36,000	$796K	0.01%
714	NATNordic American Tankers Ltd	56,292	$793K	0.01%
715	—DSW Inc	28,625	$791K	0.01%
716	ATROAstronics Corp	20,479	$781K	0.01%
717	FHIFEDERATED INVESTORS INC	27,000	$779K	0.01%
718	INGMIngram Micro Inc	21,679	$778K	0.01%
719	XRAYDENTSPLY SIRONA Inc	12,482	$769K	0.01%
720	CMCM1EURCheetah Mobile Inc	47,000	$768K	0.01%
721	QGENQiagen NV	34,100	$762K	0.01%
722	—Carmike Cinemas Inc	25,200	$757K	0.01%
723	AAXJiShares MSCI All Country Asia ex Japan ETF	13,800	$754K	0.01%
724	ALAir Lease Corp	23,300	$749K	0.01%	Put
725	RHIROBERT HALF INTERNATIONAL INC	16,044	$747K	0.01%
726	—Apollo Residential Mortgage Inc	55,571	$746K	0.01%
727	—China Unicom Hong Kong Ltd	56,516	$744K	0.01%
728	ISBCUSDInvestors Bancorp Inc	63,769	$742K	0.01%
729	—Rofin-Sinar Technologies Inc	22,826	$735K	0.01%
730	—Interval Leisure Group Inc	50,800	$734K	0.01%
731	—Intersil Corp	54,400	$727K	0.01%
732	FAFFirst American Financial Corp	19,056	$726K	0.01%
733	—SYKES Enterprises Inc	24,054	$726K	0.01%
734	—NetSuite Inc	10,500	$719K	0.01%	Put
735	MIGAMicroStrategy Inc	3,995	$718K	0.01%
736	WYNEURWyndham Worldwide Corp	9,300	$711K	0.01%	Put
737	—American Capital Mortgage Investment Corp	48,100	$706K	0.01%
738	—NorthStar Asset Management Group Inc/New York	61,825	$702K	0.01%
739	DDD3D Systems Corp	45,300	$701K	0.01%	Put
740	—Affymetrix Inc	49,870	$699K	0.01%
741	SYKStryker Corp	6,500	$698K	0.01%	Put
742	—Navigant Consulting Inc	44,100	$697K	0.01%
743	VVisa Inc	9,100	$696K	0.01%	Put
744	—Panera Bread Co	3,400	$696K	0.01%	Put
745	SIGISelective Insurance Group Inc	18,900	$692K	0.01%
746	KFYKorn/Ferry International	24,400	$690K	0.01%
747	GPCGenuine Parts Co	6,938	$690K	0.01%	Put
748	ALLEAllegion PLC	10,800	$688K	0.01%
749	FMXFomento Economico Mexicano SAB de CV	7,100	$684K	0.01%
750	—Youku Tudou Inc	24,804	$682K	0.01%
751	—Inteliquent Inc	42,200	$677K	0.01%
752	FDSFactset Research Systems Inc	4,421	$670K	0.01%
753	HRTGHeritage Insurance Holdings Inc	41,490	$663K	0.01%
754	BKUBankUnited Inc	18,985	$654K	0.01%
755	—Dun & Bradstreet Corp/The	6,300	$649K	0.01%
756	—MTS Systems Corp	10,642	$648K	0.01%
757	—Rite Aid Corp	78,964	$644K	0.01%
758	PSECProspect Capital Corp	88,490	$643K	0.01%
759	MTRNMaterion Corp	23,878	$632K	0.01%
760	A3IAmerisafe Inc	12,000	$630K	0.01%
761	—Airgas Inc	4,438	$629K	0.01%
762	—Newport Corp	26,728	$615K	0.01%
763	TBITrueBlue Inc	23,500	$615K	0.01%
764	FIBKFirst Interstate Bancsystem Inc	21,700	$610K	0.01%
765	MMIMarcus & Millichap Inc	24,000	$609K	0.01%
766	AWMSkyworks Solutions Inc	7,800	$608K	0.01%	Call
767	GLOBGlobant SA	19,600	$605K	0.01%
768	GLWCorning Inc	28,926	$604K	0.01%
769	TMKTorchmark Corp	11,080	$600K	0.01%
770	GRFSGRIFOLS SA	38,500	$596K	0.01%
771	ROCKGibraltar Industries Inc	20,800	$595K	0.01%
772	SEASeabridge Gold Inc	53,900	$591K	0.01%
773	NDAQNasdaq Inc	8,900	$590K	0.01%	Put
774	—Electronics for Imaging Inc	13,900	$589K	0.01%
775	HALOHalozyme Therapeutics Inc	61,966	$587K	0.01%
776	DRIDarden Restaurants Inc	8,750	$580K	0.01%	Put
777	BLKCHFBlackRock Inc	1,700	$579K	0.01%	Call
778	RYRoyal Bank of Canada	10,000	$576K	0.01%	Call
779	—Flamel Technologies SA	52,100	$575K	0.01%
780	RWTRedwood Trust Inc	43,800	$573K	0.01%
781	—Integrated Device Technology Inc	28,021	$573K	0.01%
782	PEGAPegasystems Inc	22,430	$569K	0.01%
783	ILMNIllumina Inc	3,500	$567K	0.01%	Call
784	RNGRingCentral Inc	35,800	$564K	0.01%
785	MSIMotorola Solutions Inc	7,400	$560K	0.01%	Put
786	PKNPerkinElmer Inc	11,200	$554K	0.01%
787	INGNInogen Inc	12,200	$549K	0.01%
788	CHS1USDChico's FAS Inc	41,182	$546K	0.01%
789	GLNGGolar LNG Ltd	30,200	$543K	0.01%	Put
790	OMEROmeros Corp	35,100	$538K	0.01%
791	ARRUSDARMOUR Residential REIT Inc	24,800	$534K	0.01%
792	BDXBecton Dickinson and Co	3,500	$532K	0.01%	Put
793	ABMDEURAbiomed Inc	5,595	$530K	0.01%
794	ERIEErie Indemnity Co	5,700	$530K	0.01%
795	ASHAshland Inc	4,806	$528K	0.01%
796	REXREX American Resources Corp	9,500	$527K	0.01%
797	AWIArmstrong World Industries Inc	10,800	$522K	0.01%
798	MCMoelis & Co	18,489	$522K	0.01%
799	TUPTupperware Brands Corp	8,918	$517K	0.01%
800	—Hortonworks Inc	45,700	$516K	0.01%

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