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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
651 EXPRESS SCRIPTS HLDG CO 60,200 4,141 0.04% Put
652 CME GROUP INC 60,004 6,921 0.06%
653 MTGE INVT CORP COM 59,977 942 0.01%
654 ANTHEM INC 59,520 8,557 0.07%
655 KOREA ELECTRIC PWR 59,362 1,097 0.01%
656 TORO CO 58,906 3,296 0.03%
657 POPULAR INC COM NEW 58,617 2,569 0.02%
658 PENNYMAC MTG INVT TR 58,400 956 0.01%
659 ILLUMINA INC 58,335 7,469 0.06%
660 NXP SEMICONDUCTORS N V 57,772 5,662 0.05%
661 DISCOVER FINL SVCS 57,693 4,159 0.04%
662 DARDEN RESTAURANTS INC 57,691 4,195 0.04%
663 JETBLUE AIRWAYS CORP 57,578 1,291 0.01%
664 OCCIDENTAL PETE CORP DEL 57,100 4,067 0.04% Call
665 WHOLE FOODS MKT INC 57,000 1,753 0.02% Call
666 FIREEYE INC 57,000 678 0.01% Call
667 DUN & BRADSTREET CORP DEL NE 56,875 6,900 0.06%
668 REDWOOD TR INC 56,667 862 0.01%
669 FINISAR CORP 56,600 1,713 0.01% Call
670 SPRINT CORP 56,549 476 0.00%
671 MFA FINANCIAL INC COM 56,308 430 0.00%
672 VENTAS INC 55,900 3,495 0.03% Call
673 Xperi Corporation 55,481 2,452 0.02%
674 CELANESE CORP DEL 55,270 4,352 0.04%
675 PPG INDS INC 55,110 5,222 0.04%
676 CONSOLIDATED EDISON INC 55,000 4,052 0.03% Call
677 WYNN RESORTS LTD 55,000 4,758 0.04% Call
678 SELECT SECTOR SPDR TR 54,400 2,631 0.02% Put
679 JABIL INC 54,398 1,288 0.01%
680 AVIS BUDGET GROUP 54,300 1,992 0.02% Call
681 CALATLANTIC GROUP INC 53,766 1,829 0.02%
682 RAYONIER ADVANCED MATLS INC COM 53,712 830 0.01%
683 COOPER TIRE RUBR CO 53,707 2,087 0.02%
684 ALPHABET INC 53,700 42,555 0.37% Call
685 ORACLE CORP 53,500 2,057 0.02% Put
686 BHP GROUP LTD 53,400 1,911 0.02% Call
687 CARTER INC 53,297 4,604 0.04%
688 SCHWAB CHARLES CORP 53,100 2,096 0.02% Put
689 LAS VEGAS SANDS CORP 53,000 2,831 0.02% Call
690 BROADCOM LTD 52,600 9,298 0.08% Call
691 WESCO INTL INC 52,557 3,498 0.03%
692 WEIBO CORP 52,400 2,127 0.02% Call
693 NETEASE INC 52,000 11,198 0.10% Call
694 ISHARES TR 51,969 3,998 0.03%
695 LULULEMON ATHLETICA INC 51,500 3,347 0.03% Put
696 MYLAN N V 51,000 1,946 0.02% Call
697 DOLLAR TREE INC 50,960 3,933 0.03%
698 RAYMOND JAMES FINANC 50,719 3,513 0.03%
699 CANADIAN PAC RY LTD 50,689 7,237 0.06%
700 BELDEN INC 50,472 3,774 0.03%
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