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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 (2016Q4)
Original 13F HR (0001323645-17-000002) filed in 2017.02.08
#
Name
Shares
Value ($)
%
Options
Notes
501 PHILIP MORRIS INTERNATIONAL INC 466,394 42,670 0.37%
502 PHILIP MORRIS INTERNATIONAL INC 480,900 43,998 0.38% Put
503 PFIZER INC 2,227,600 72,352 0.62% Put
504 PFIZER INC 1,192,648 38,737 0.33%
505 PFIZER INC 1,528,500 49,646 0.43% Call
506 PERRIGO CO PLC NPV 10,800 899 0.01% Put
507 PERRIGO CO PLC NPV 11,600 965 0.01% Call
508 PERKINELMER INC 4,000 209 0.00%
509 PEPSICO INC 15,426 1,614 0.01%
510 PENTAIR PLC USD 137,195 7,693 0.07%
511 PENNYMAC MTG INVT TR 58,400 956 0.01%
512 PAYPAL HLDGS INC 72,319 2,854 0.02%
513 PAYPAL HLDGS INC 6,800 268 0.00% Call
514 PAYLOCITY HLDG CORP 36,200 1,086 0.01%
515 PAYCHEX INC 105,900 6,447 0.06% Call
516 PAYCHEX INC 83,800 5,102 0.04% Put
517 PATTERSON UTI ENERGY 29,427 792 0.01%
518 PARTY CITY HOLDCO INC 22,900 325 0.00%
519 PARSLEY ENERGY INC 124,327 4,381 0.04%
520 PARKER HANNIFIN CORP 71,324 9,985 0.09%
521 PARKER HANNIFIN CORP 11,000 1,540 0.01% Call
522 PARKER HANNIFIN CORP 11,200 1,568 0.01% Put
523 PANERA BREAD CO 4,500 923 0.01% Put
524 PANERA BREAD CO 15,569 3,193 0.03%
525 PANDORA MEDIA INC 28,700 374 0.00% Call
526 PAN AMERICAN SILVER CORP 39,700 598 0.01% Call
527 PAN AMERICAN SILVER CORP 32,700 493 0.00% Put
528 PAN AMERICAN SILVER CORP 284,646 4,290 0.04%
529 PALO ALTO NETWORKS INC 4,691 587 0.01%
530 PALO ALTO NETWORKS INC 9,900 1,238 0.01% Put
531 PALO ALTO NETWORKS INC 13,400 1,676 0.01% Call
532 PACWEST BANCORP DEL 15,097 822 0.01%
533 PACKAGING CORP AMER 135,901 11,527 0.10%
534 PACKAGING CORP AMER 17,800 1,510 0.01% Call
535 PACKAGING CORP AMER 31,500 2,672 0.02% Put
536 PACCAR INC 20,600 1,316 0.01% Call
537 PACCAR INC 11,800 754 0.01% Put
538 OWENS-ILLINOIS INC 253,787 4,418 0.04%
539 OWENS CORNING NEW 263,189 13,570 0.12%
540 OWENS CORNING NEW 4,300 222 0.00% Call
541 OWENS CORNING NEW 6,300 325 0.00% Put
542 OSHKOSH CORP 89,348 5,773 0.05%
543 ORACLE CORP 74,100 2,849 0.02% Call
544 ORACLE CORP 238,804 9,182 0.08%
545 ORACLE CORP 53,500 2,057 0.02% Put
546 OPKOHEALTH INC 95,163 885 0.01%
547 ONEOK INC 14,700 844 0.01% Call
548 ONEOK INC 17,977 1,032 0.01%
549 ONEOK INC 10,700 614 0.01% Put
550 ONEMAIN HLDGS INC COM 61,816 1,369 0.01%
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