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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
551 DISCOVER FINL SVCS 57,693 4,159 0.04%
552 EXPRESS SCRIPTS HLDG CO 60,200 4,141 0.04% Put
553 SPDR S&P 500 ETF TR 18,431 4,120 0.04%
554 SPDR SER TR 68,790 4,072 0.04%
555 CF INDS HLDGS INC 129,200 4,067 0.04% Put
556 KB HOME 257,219 4,067 0.04%
557 OCCIDENTAL PETE CORP DEL 57,100 4,067 0.04% Call
558 CONSOLIDATED EDISON INC 55,000 4,052 0.03% Call
559 SOUTHWEST AIRLS CO 81,300 4,052 0.03% Call
560 EQUITY RESIDENTIAL 62,875 4,047 0.03%
561 SELECT SECTOR SPDR TR 83,200 4,041 0.03% Call
562 LIBERTY PROP 101,818 4,022 0.03%
563 ISHARES TR 51,969 3,998 0.03%
564 L-3 Communications Holdings 26,278 3,997 0.03%
565 EXELON CORP 112,300 3,986 0.03% Call
566 LANDSTAR SYS INC COM 46,588 3,974 0.03%
567 MARVELL TECHNOLOGY GROUP LTD 286,164 3,969 0.03%
568 BED BATH & BEYOND INC 97,600 3,966 0.03%
569 CROWN HOLDINGS INC 74,997 3,943 0.03%
570 STEEL DYNAMICS INC 110,800 3,942 0.03% Put
571 DOLLAR TREE INC 50,960 3,933 0.03%
572 RALPH LAUREN CORP 43,524 3,931 0.03%
573 NETFLIX INC 31,682 3,922 0.03%
574 PITNEY BOWES INC 256,685 3,899 0.03%
575 AMAZON COM INC 5,200 3,899 0.03% Put
576 BERKSHIRE HATHAWAY INC DEL 23,900 3,895 0.03% Call
577 DIGITAL RLTY TR INC 39,600 3,891 0.03% Call
578 CAMDEN PROPERTY TRUS 45,700 3,842 0.03%
579 VALIDUS HOLDINGS LTD 69,649 3,831 0.03%
580 INTEGRATED DEVICE TECHNOLOGY 162,424 3,827 0.03%
581 XYLEM INC 77,129 3,819 0.03%
582 SPDR SER TR 64,400 3,812 0.03% Call
583 BELDEN INC 50,472 3,774 0.03%
584 VERIZON COMMUNICATIONS INC 70,600 3,769 0.03% Call
585 ARCHER DANIELS MIDLAND CO 82,300 3,757 0.03% Call
586 AXALTA COATING SYS LTD 136,107 3,702 0.03%
587 TIFFANY 47,800 3,701 0.03% Call
588 PNC FINL SVCS GROUP INC 31,400 3,673 0.03% Call
589 PRICELINE GRP INC 2,500 3,665 0.03% Call
590 ACCENTURE PLC IRELAND 31,212 3,656 0.03%
591 AVIS BUDGET GROUP 99,200 3,639 0.03% Put
592 PVH CORPORATION 40,300 3,637 0.03% Call
593 SILVERWHEATONCOR 188,000 3,632 0.03% Call
594 MURPHY OIL CORP 116,645 3,631 0.03%
595 DOMTAR CORP 92,986 3,629 0.03%
596 EQUITY LIFESTYLE PPTYS INC 49,613 3,577 0.03%
597 REALTY INCOME CORP 62,100 3,570 0.03% Call
598 GENERAL ELECTRIC CO 112,700 3,561 0.03% Put
599 GRAINGER W W INC 15,300 3,553 0.03% Call
600 PRICELINE GRP INC 2,400 3,519 0.03% Put
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