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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
701 MARTIN MARIETTA MATLS INC 5,678 1,258 0.01%
702 MARTIN MARIETTA MATLS INC 7,700 1,706 0.01% Call
703 MARTIN MARIETTA MATLS INC 7,900 1,750 0.02% Put
704 MARSH & MCLENNAN COS INC 4,300 291 0.00% Put
705 MARSH & MCLENNAN COS INC 38,994 2,636 0.02%
706 MARRIOTT INTL INC NEW 3,000 248 0.00% Put
707 MARKETAXESS HLDGS INC 76,600 11,254 0.10%
708 MARATHON PETE CORP 108,800 5,478 0.05% Call
709 MARATHON PETE CORP 135,500 6,822 0.06% Put
710 MARATHON PETE CORP 1,123,946 56,591 0.49%
711 MARATHON OIL CORP 72,500 1,255 0.01% Call
712 MARATHON OIL CORP 64,000 1,108 0.01% Put
713 MANHATTAN ASSOCS INC 142,144 7,538 0.06%
714 MALLINCKRODT PUB LTD CO 5,400 269 0.00% Call
715 MALLINCKRODT PUB LTD CO 399,283 19,892 0.17%
716 MAIDEN HOLDINGS LTD 62,262 1,086 0.01%
717 MAGNA INTL INC 8,600 373 0.00% Call
718 MAGNA INTL INC 64,856 2,815 0.02%
719 MAGELLAN HEALTH INC COM NEW 6,800 512 0.00%
720 MACYS INC 127,300 4,559 0.04% Call
721 MACYS INC 42,800 1,533 0.01% Put
722 MACQUARIE INFRASTRUCTURE COR 21,991 1,797 0.02%
723 MACERICH CO 217,326 15,395 0.13%
724 M & T BK CORP 3,700 579 0.00% Put
725 Laredo Petroleum Inc 28,421 402 0.00%
726 LYONDELLBASELL INDUSTRIES N 123,785 10,618 0.09%
727 LYONDELLBASELL INDUSTRIES N 3,000 257 0.00% Put
728 LUMEN TECHNOLOGIES INC 364,677 8,672 0.07%
729 LUMEN TECHNOLOGIES INC 214,400 5,098 0.04% Call
730 LUMEN TECHNOLOGIES INC 134,700 3,203 0.03% Put
731 LULULEMON ATHLETICA INC 50,200 3,262 0.03% Call
732 LULULEMON ATHLETICA INC 97,487 6,336 0.05%
733 LULULEMON ATHLETICA INC 51,500 3,347 0.03% Put
734 LPL FINL HLDGS INC COM 175,341 6,174 0.05%
735 LOWES COS INC 198,400 14,110 0.12% Put
736 LOWES COS INC 205,200 14,594 0.13% Call
737 LOWES COS INC 47,729 3,394 0.03%
738 LOUISIANA PAC CORP 15,457 293 0.00%
739 LOGMEIN INC 5,800 560 0.00%
740 LIONS GATE ENTMNT CORP 76,616 2,061 0.02%
741 LINEAR TECHNOLOGY CORP 8,942 558 0.00%
742 LINCOLN NATL CORP IND 466,432 30,910 0.27%
743 LINCOLN NATL CORP IND 7,100 471 0.00% Put
744 LINCOLN NATL CORP IND 16,800 1,113 0.01% Call
745 LINCOLN ELEC HLDGS INC 23,331 1,789 0.02%
746 LILLY ELI & CO 130,100 9,569 0.08% Put
747 LILLY ELI & CO 33,100 2,435 0.02% Call
748 LILLY ELI & CO 32,681 2,404 0.02%
749 LIGAND PHARMACEUTICALS INC 2,700 274 0.00% Call
750 LIGAND PHARMACEUTICALS INC 16,147 1,641 0.01%
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