Dark
Light
System
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
1401 CORNING INC 314,742 7,639 0.07%
1402 APPLE INC 314,800 36,460 0.31% Put
1403 MRC Global Inc 320,166 6,487 0.06%
1404 RETAIL PPTYS AMER INC CL A 320,836 4,918 0.04%
1405 BLOOMIN BRANDS INC 323,286 5,829 0.05%
1406 BOEING CO 326,600 50,845 0.44% Put
1407 MERCK & CO INC 327,000 19,250 0.17% Call
1408 SM ENERGY CO 328,166 11,315 0.10%
1409 CITIGROUP INC 328,365 19,515 0.17%
1410 KOHLS CORP 328,922 16,242 0.14%
1411 KENNAMETAL INC 332,470 10,393 0.09%
1412 NVIDIA CORPORATION 336,400 35,907 0.31% Call
1413 CHIMERA INVT CORP 336,625 5,729 0.05%
1414 BOEING CO 339,500 52,853 0.46% Call
1415 APPLIED MATLS INC 341,800 11,030 0.10% Call
1416 WESTERN DIGITAL CORP 342,500 23,273 0.20% Call
1417 KAPSTONE PAPER & PACKAGING C 344,375 7,593 0.07%
1418 YAHOO INC 347,900 13,453 0.12% Call
1419 KBR INC 350,835 5,855 0.05%
1420 TYSON FOODS INC 351,517 21,682 0.19%
1421 SPDR SERIES TRUST 352,300 10,713 0.09% Put
1422 INTEL CORP 352,800 12,796 0.11% Call
1423 BWX TECHNOLOGIES INC COM 353,187 14,022 0.12%
1424 AMBARELLA INC 353,262 19,122 0.16%
1425 ALTRIA GROUP INC 353,800 23,924 0.21% Call
1426 NORDSTROM INC 357,700 17,145 0.15% Put
1427 ALIBABA GROUP HLDG LTD 357,800 31,418 0.27% Put
1428 UNITED RENTALS INC 358,147 37,813 0.33%
1429 ROWAN COMPANIES PLC SHS CL A 358,980 6,781 0.06%
1430 SEAGATE TECHNOLOGY PLC 363,453 13,873 0.12%
1431 LUMEN TECHNOLOGIES INC 364,677 8,672 0.07%
1432 KATE SPADE & CO 375,358 7,008 0.06%
1433 MCDONALDS CORP 376,100 45,779 0.39% Put
1434 PRUDENTIAL FINL INC 377,252 39,257 0.34%
1435 NEW ORIENTAL ED & TECH GRP I 377,781 15,905 0.14%
1436 DEVON ENERGY CORP NEW 378,900 17,304 0.15% Call
1437 SIX FLAGS ENTMT CORP NEW 380,718 22,828 0.20%
1438 INTEL CORP 383,500 13,910 0.12% Put
1439 UNION PAC CORP 385,600 39,979 0.34% Put
1440 COEUR MNG INC 386,019 3,509 0.03%
1441 ALLY FINL INC 387,074 7,362 0.06%
1442 POTASH CORP SASK INC 389,500 7,046 0.06% Put
1443 COLGATE PALMOLIVE CO 395,773 25,899 0.22%
1444 AT&T INC 396,473 16,862 0.15%
1445 HORMEL FOODS CORP 397,106 13,823 0.12%
1446 DOLLAR GEN CORP NEW 397,722 29,459 0.25%
1447 MALLINCKRODT PUB LTD CO 399,283 19,892 0.17%
1448 TRINSEO S A 399,342 23,681 0.20%
1449 OLIN CORP 402,395 10,305 0.09%
1450 ATWOOD OCEANICS INC 404,515 5,311 0.05%
Page 29 of 32