Dark
Light
System
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 (2016Q4)
Original 13F HR (0001323645-17-000002) filed in 2017.02.08
#
Name
Shares
Value ($)
%
Options
Notes
451 ALLEGION PUB LTD CO 88,700 5,677 0.05%
452 PAPA JOHNS INTL INC COM 66,279 5,672 0.05%
453 NXP SEMICONDUCTORS N V 57,772 5,662 0.05%
454 JACOBS ENGR GROUP INC 98,998 5,643 0.05%
455 DOLLAR TREE INC 73,100 5,642 0.05% Call
456 TJX COS INC NEW 74,774 5,618 0.05%
457 VANGUARD INTL EQUITY INDEX F 156,858 5,612 0.05%
458 RELIANCE STEEL & ALUMINUM CO 70,451 5,604 0.05%
459 HOME DEPOT INC 41,700 5,591 0.05% Put
460 LAS VEGAS SANDS CORP 104,342 5,573 0.05%
461 DARLING INGREDIENTS INC 430,750 5,561 0.05%
462 CME GROUP INC 48,000 5,537 0.05% Call
463 3M CO 31,000 5,536 0.05% Put
464 OCCIDENTAL PETE CORP DEL 77,700 5,535 0.05% Put
465 ALLEGIANT TRAVEL CO 33,043 5,498 0.05%
466 TYSON FOODS INC 88,900 5,483 0.05% Call
467 MARATHON PETE CORP 108,800 5,478 0.05% Call
468 SCHLUMBERGER LTD 65,200 5,474 0.05% Put
469 BANK AMER CORP 247,600 5,472 0.05% Put
470 SONY GROUP CORP 193,840 5,433 0.05%
471 DOLLAR GEN CORP NEW 73,300 5,429 0.05% Call
472 L BRANDS INC 82,400 5,425 0.05% Put
473 AMERIPRISE FINL INC 48,894 5,424 0.05%
474 TRIUMPH GROUP INC NEW COM 204,313 5,414 0.05%
475 SPDR SERIES TRUST 124,492 5,412 0.05%
476 CBS CORP NEW 84,300 5,363 0.05% Call
477 BED BATH & BEYOND INC 131,100 5,328 0.05% Put
478 ATWOOD OCEANICS INC 404,515 5,311 0.05%
479 DOLLAR GEN CORP NEW 71,000 5,259 0.05% Put
480 TRACTOR SUPPLY CO 69,100 5,238 0.05% Call
481 NEWELL BRANDS 117,207 5,233 0.05%
482 COCA COLA CO 126,000 5,224 0.04% Put
483 PPG INDS INC 55,110 5,222 0.04%
484 SK TELECOM LTD 248,803 5,200 0.04%
485 ISHARES TR 188,461 5,179 0.04%
486 AGILENT TECHNOLOGIES INC 113,466 5,170 0.04%
487 TEVA PHARMACEUTICAL INDS LTD 142,244 5,156 0.04%
488 TATA MTRS LTD 149,808 5,152 0.04%
489 HANESBRANDS INC 237,896 5,131 0.04%
490 LEAR CORP 38,684 5,121 0.04%
491 CONTINENTAL RESOURE 99,120 5,109 0.04%
492 PAYCHEX INC 83,800 5,102 0.04% Put
493 LUMEN TECHNOLOGIES INC 214,400 5,098 0.04% Call
494 PRIMERICA INC 73,670 5,094 0.04%
495 HESS CORP 81,700 5,089 0.04% Put
496 SELECT SECTOR SPDR TR 67,039 5,049 0.04%
497 AERCAP HOLDINGS NV 120,682 5,022 0.04%
498 REGAL BELOIT CORP 72,021 4,987 0.04%
499 ISHARES TR 18,700 4,963 0.04% Put
500 SPDR SERIES TRUST 163,200 4,963 0.04% Call
Page 10 of 32