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Institutional Investment Manager
CAPITAL FUND MANAGEMENT S.A.
CAPITAL FUND MANAGEMENT S.A. (CIK: 0001323645), located at 23 Rue DE L'Universite, Paris, I0. Institutional holdings reported to the SEC.

Institutional Holdings (2014Q3)
Original 13F HR (0001323645-14-000005) filed in 2014.10.31
#
Name
Shares
Value ($)
%
Options
Notes
201 BIOGEN INC 34,100 11,281 0.13% Put
202 WHITING PETE CORP NEW 145,200 11,260 0.13% Call
203 FMC 196,594 11,243 0.13%
204 CHIPOTLE MEXICAN GRILL INC 16,800 11,199 0.13% Put
205 AMERICAN ELEC PWR INC 214,100 11,178 0.13% Call
206 Anthem, Inc. 93,400 11,173 0.13% Call
207 CATERPILLAR INC 112,100 11,101 0.12% Put
208 SELECT SECTOR SPDR TR 170,200 10,877 0.12% Call
209 NXP SEMICONDUCTORS N V 156,788 10,729 0.12%
210 PRICELINE GRP INC 9,224 10,687 0.12%
211 LENNOX INTL INC 137,218 10,548 0.12%
212 NATIONAL OILWELL VARCO INC 138,200 10,517 0.12% Put
213 HONEYWELL INTL INC 112,542 10,480 0.12%
214 DOW CHEM CO 199,500 10,462 0.12% Call
215 KEURIG GREEN MTN INC 79,900 10,397 0.12% Put
216 GAP 246,682 10,284 0.12%
217 FEDEX CORP 63,200 10,204 0.11% Put
218 MCKESSON CORP 52,000 10,123 0.11% Call
219 CUMMINS INC 75,860 10,012 0.11%
220 GENERAL MLS INC 198,133 9,996 0.11%
221 DOW CHEM CO 189,456 9,935 0.11%
222 UGI CORP NEW 289,534 9,870 0.11%
223 TIMKEN CO COM 232,843 9,870 0.11%
224 BRINKER INTL INC 193,893 9,848 0.11%
225 PFIZER INC 332,500 9,832 0.11% Call
226 Arris Group Inc 344,901 9,780 0.11%
227 DISCOVERY COMMUNICATNS NEW 258,500 9,771 0.11%
228 ASTRAZENECA PLC 135,845 9,705 0.11%
229 ALLERGAN PLC 40,200 9,699 0.11% Call
230 UNITEDHEALTH GROUP INC 112,000 9,660 0.11% Put
231 DELTA AIRLINES INC DEL 266,400 9,630 0.11% Put
232 CANADIAN NAT RES LTD 244,100 9,481 0.11% Call
233 GARMIN LTD 182,251 9,475 0.11%
234 SELECT SECTOR SPDR TR 147,100 9,401 0.11% Put
235 SCHLUMBERGER LTD 92,100 9,366 0.10% Put
236 AMERICAN EXPRESS CO 105,900 9,270 0.10% Put
237 SOLARCITY CORP 155,300 9,256 0.10% Put
238 COMPUTER SCIENCES CORP 150,515 9,204 0.10%
239 TRINITY INDS INC 196,900 9,199 0.10% Call
240 MCDONALDS CORP 97,000 9,197 0.10% Call
241 QUALCOMM INC 122,500 9,159 0.10% Call
242 GENERAL GROWTH 386,406 9,100 0.10%
243 AMERICAN ELEC PWR INC 174,000 9,085 0.10% Put
244 EBAY INC 159,864 9,053 0.10%
245 LUMEN TECHNOLOGIES INC 221,200 9,045 0.10% Call
246 SELECT SECTOR SPDR TR 212,800 8,957 0.10% Call
247 SYSCO CORP 235,633 8,942 0.10%
248 INGERSOLL-RAND PLC 157,431 8,873 0.10%
249 TIME WARNER INC 117,700 8,852 0.10% Put
250 VERIZON COMMUNICATIONS INC 176,900 8,843 0.10% Call
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