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)

#StockSharesValue% PortfolioType
401
RCLRoyal Caribbean Cruises Ltd
59,172$4.0B37.23%Put
402
Axiall Corp
121,175$4.0B37.02%
403
BPBP PLC
111,013$3.9B36.93%Put
404
BRXBrixmor Property Group Inc
148,595$3.9B36.84%
405
DEODiageo PLC
34,642$3.9B36.63%
406
Pinnacle Foods Inc
84,422$3.9B36.61%
407
EDUNew Oriental Education & Technology Group Inc
92,243$3.9B36.19%Put
408
TG7Triumph Group Inc
108,642$3.9B36.13%
409
MRKMerck & Co Inc
66,300$3.8B35.79%Put
410
Buffalo Wild Wings Inc
27,452$3.8B35.73%Call
411
DNKNDunkin' Brands Group Inc
87,380$3.8B35.71%Put
412
Encana Corp
487,716$3.8B35.59%
413
AXTAAxalta Coating Systems Ltd
143,090$3.8B35.56%
414
GGGGraco Inc
47,443$3.7B35.11%
415
ALBAlbemarle Corp
46,900$3.7B34.84%Put
416
WMWaste Management Inc
56,000$3.7B34.77%Put
417
SAPSAP SE
49,299$3.7B34.64%
418
HRUSDHealthcare Realty Trust Inc
105,115$3.7B34.46%
419
NYCBEURNEW YORK COMMUNITY BANCORP INC
242,841$3.6B34.10%
420
SKMEURSK TELECOM CO LTD
172,634$3.6B33.84%
421
Restoration Hardware Holdings Inc
124,700$3.6B33.51%Put
422
NTAPNetApp Inc
144,836$3.6B33.36%Put
423
FTNTFortinet Inc
112,328$3.5B33.24%
424
VeriFone Systems Inc
190,110$3.5B33.02%
425
NBIXNEUROCRINE BIOSCIENCES INC
77,121$3.5B32.84%
426
GRA1EURWR Grace & Co
47,781$3.5B32.77%
427
TDSTELEPHONE & DATA SYSTEMS INC
117,063$3.5B32.53%
428
CBRLCracker Barrel Old Country Store Inc
20,200$3.5B32.45%Put
429
GHCGraham Holdings Co
6,897$3.4B31.63%
430
VNQVanguard REIT ETF
38,015$3.4B31.58%Put
431
MDC1USDMDC Holdings Inc
138,075$3.4B31.49%
432
LSTRLandstar System Inc
48,704$3.3B31.33%
433
Panera Bread Co
15,753$3.3B31.28%
434
NFLXNetFlix Inc
36,500$3.3B31.28%Put
435
Superior Energy Services Inc
180,675$3.3B31.16%
436
BHPBHP BILLITON LTD
115,952$3.3B31.03%Put
437
LECOLincoln Electric Holdings Inc
56,018$3.3B31.01%
438
STERIS PLC
48,098$3.3B30.98%
439
QSRRestaurant Brands International Inc
78,747$3.3B30.69%
440
FISFIDELITY NATIONAL INFORMATION SERVICES INC
44,055$3.2B30.41%
441
Allied World Assurance Co Holdings AG
92,276$3.2B30.38%
442
ZTSZoetis Inc
67,666$3.2B30.08%
443
RDNRadian Group Inc
307,849$3.2B30.05%
444
AONAon PLC
29,262$3.2B29.95%Call
445
MLMMARTIN MARIETTA MATERIALS INC
16,647$3.2B29.94%Put
446
BNEDBarnes & Noble Inc
280,345$3.2B29.81%
447
GNTXGentex Corp
205,234$3.2B29.71%
448
SKAASkechers U.S.A. Inc
105,151$3.1B29.28%
449
ANAutoNation Inc
65,900$3.1B29.00%Put
450
FMC Technologies Inc
115,534$3.1B28.86%
451
TMToyota Motor Corp
30,780$3.1B28.84%
452
BDNBrandywine Realty Trust
183,099$3.1B28.82%
453
GSKGlaxoSmithKline PLC
70,479$3.1B28.62%
454
CVECenovus Energy Inc
220,822$3.1B28.59%
455
37MMRC Global Inc
213,790$3.0B28.46%
456
TERTeradyne Inc
153,691$3.0B28.35%
457
RDYDr Reddy's Laboratories Ltd
59,000$3.0B28.32%
458
NOWServiceNow Inc
45,367$3.0B28.22%
459
AWNAdvance Auto Parts Inc
18,600$3.0B28.16%Put
460
PWRQuanta Services Inc
129,821$3.0B28.11%
461
CDWCDW Corp/DE
74,562$3.0B27.99%
462
CMCSAComcast Corp
45,830$3.0B27.99%Call
463
AESAES Corp/VA
239,315$3.0B27.98%
464
MYGNMyriad Genetics Inc
96,034$2.9B27.53%
465
ITWILLINOIS TOOL WORKS INC
28,200$2.9B27.51%Put
466
JBLJabil Circuit Inc
159,010$2.9B27.51%
467
WUBAUSD58.Com Inc
62,902$2.9B27.05%
468
ALGTAllegiant Travel Co
19,047$2.9B27.04%
469
SJMJM Smucker Co/The
18,900$2.9B26.98%Put
470
BDXBecton Dickinson and Co
16,800$2.8B26.69%Put
471
Tailored Brands Inc
223,810$2.8B26.54%
472
PRAHPra Health Sciences Inc
67,800$2.8B26.52%
473
KMTKennametal Inc
127,702$2.8B26.45%
474
Reynolds American Inc
52,292$2.8B26.42%Put
475
GLNGGolar LNG Ltd
181,125$2.8B26.30%Put
476
ORLYO'Reilly Automotive Inc
10,252$2.8B26.03%
477
ALNYAlnylam Pharmaceuticals Inc
49,622$2.8B25.80%
478
BEMIS CO INC
53,419$2.8B25.77%
479
Cypress Semiconductor Corp
259,059$2.7B25.60%
480
NBISYandex NV
123,583$2.7B25.29%
481
UHSUNIVERSAL HEALTH SERVICES INC
20,097$2.7B25.25%
482
TRIPTripAdvisor Inc
41,781$2.7B25.17%
483
BITAUTO HOLDINGS LTD
99,552$2.7B25.14%
484
LN5Lannett Co Inc
112,637$2.7B25.11%Call
485
Newfield Exploration Co
59,958$2.6B24.82%Put
486
PSXPhillips 66
33,236$2.6B24.70%Put
487
TKTeekay Corp
369,577$2.6B24.69%
488
EMEEMCOR Group Inc
53,500$2.6B24.69%
489
ALSNAllison Transmission Holdings Inc
93,090$2.6B24.62%
490
VRSNVeriSign Inc
30,249$2.6B24.50%Put
491
ETRAE*Trade Financial Corp
111,189$2.6B24.47%
492
BYDBoyd Gaming Corp
141,938$2.6B24.47%
493
AZOAutozone Inc
3,283$2.6B24.41%Put
494
ABGAmerisourceBergen Corp
32,300$2.6B24.00%Put
495
NXPINXP Semiconductors NV
32,660$2.6B23.97%
496
EEFTEuronet Worldwide Inc
36,721$2.5B23.81%
497
Amtrust Financial Services Inc
101,329$2.5B23.26%
498
INFYInfosys Ltd
138,280$2.5B23.12%
499
IACIEURIAC/InterActiveCorp
43,500$2.4B22.94%Put
500
ISBCUSDInvestors Bancorp Inc
219,399$2.4B22.77%
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