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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
1201 ROYAL CARIBBEAN GROUP 6,900 566 0.00% Call
1202 ROYAL DUTCH SHELL PLC 32,598 1,773 0.02%
1203 ROYAL GOLD INC 108,500 6,873 0.06%
1204 ROYAL GOLD INC 20,700 1,311 0.01% Put
1205 ROYAL GOLD INC 21,000 1,330 0.01% Call
1206 RPM INTL INC 45,496 2,449 0.02%
1207 RPX CORP 31,500 340 0.00%
1208 RSP PERMIAN INC COM 19,008 848 0.01%
1209 RYERSON HLDG CORP COM 14,093 188 0.00%
1210 S&P GLOBAL INC 290,488 31,239 0.27%
1211 SABRA HEALTH CARE REIT INC 37,700 921 0.01%
1212 SALESFORCE COM INC 225,633 15,447 0.13%
1213 SANDERSON FARMS INC 75,408 7,106 0.06%
1214 SBA COMMUNICATIONS CORP 13,700 1,415 0.01% Call
1215 SBA COMMUNICATIONS CORP 3,800 392 0.00% Put
1216 SCANSOURCE INC 10,000 404 0.00%
1217 SCHLUMBERGER LTD 65,200 5,474 0.05% Put
1218 SCHNITZER STL INDS 24,985 642 0.01%
1219 SCHOLASTIC CORP 7,100 337 0.00%
1220 SCHULMAN A INC 21,400 716 0.01%
1221 SCHWAB CHARLES CORP 53,100 2,096 0.02% Put
1222 SCHWAB CHARLES CORP 25,300 999 0.01% Call
1223 SCHWAB CHARLES CORP 200,019 7,895 0.07%
1224 SCIENCE APPLICATNS INTL CP N 18,400 1,560 0.01%
1225 SCRIPPS NETWORKS INTERACT IN 9,559 682 0.01%
1226 SEAGATE TECHNOLOGY PLC 590,400 22,536 0.19% Put
1227 SEAGATE TECHNOLOGY PLC 363,453 13,873 0.12%
1228 SEAGATE TECHNOLOGY PLC 220,300 8,409 0.07% Call
1229 SEALED AIR CORP NEW 250,529 11,359 0.10%
1230 SEAWORLD ENTERTAINMENT INCORPORATED 122,400 2,317 0.02% Call
1231 SEAWORLD ENTERTAINMENT INCORPORATED 240,820 4,559 0.04%
1232 SEAWORLD ENTERTAINMENT INCORPORATED 107,200 2,029 0.02% Put
1233 SEI INVESTMENTS CO 23,904 1,180 0.01%
1234 SELECT COMFORT CORP 15,800 357 0.00%
1235 SELECT INCOME REIT 42,100 1,061 0.01%
1236 SELECT SECTOR SPDR TR 83,200 4,041 0.03% Call
1237 SELECT SECTOR SPDR TR 152,826 7,595 0.07%
1238 SELECT SECTOR SPDR TR 67,039 5,049 0.04%
1239 SELECT SECTOR SPDR TR 134,300 10,115 0.09% Call
1240 SELECT SECTOR SPDR TR 299,700 22,573 0.19% Put
1241 SELECT SECTOR SPDR TR 16,109 375 0.00%
1242 SELECT SECTOR SPDR TR 627,400 14,587 0.13% Call
1243 SELECT SECTOR SPDR TR 1,627,400 37,837 0.33% Put
1244 SELECT SECTOR SPDR TR 13,900 865 0.01% Put
1245 SELECT SECTOR SPDR TR 20,134 1,253 0.01%
1246 SELECT SECTOR SPDR TR 24,000 1,493 0.01% Call
1247 SELECT SECTOR SPDR TR 54,400 2,631 0.02% Put
1248 SELECT SECTOR SPDR TR 62,800 3,037 0.03% Call
1249 SELECT SECTOR SPDR TR 297,800 14,464 0.12% Put
1250 SELECT SECTOR SPDR TR 14,440 701 0.01%
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