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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
1451 TWITTER INC 406,100 6,619 0.06% Call
1452 ZIONS BANCORPORATION 408,500 17,582 0.15% Put
1453 WEIBO CORP 411,775 16,718 0.14%
1454 NEW RESIDENTIAL INVT CORP COM NEW 416,942 6,554 0.06%
1455 KINDER MORGAN INC DEL 417,400 8,644 0.07% Put
1456 GENERAL MTRS CO 424,593 14,793 0.13%
1457 NEWMONT CORP 425,812 14,507 0.12%
1458 MASCO CORP 428,483 13,549 0.12%
1459 ABBVIE INC 429,900 26,920 0.23% Put
1460 DARLING INGREDIENTS INC 430,750 5,561 0.05%
1461 COMMERCIAL METALS CO COM 433,702 9,446 0.08%
1462 SPDR S&P 500 ETF TR 437,600 97,817 0.84% Call
1463 ISHARES TR 437,828 16,292 0.14%
1464 ICICI BANK LIMITED 438,560 3,285 0.03%
1465 EBAY INC 438,652 13,024 0.11%
1466 DONNELLEY R R & SONS CO 445,485 7,270 0.06%
1467 NIKE INC 447,000 22,721 0.20% Put
1468 HUNTINGTON BANCSHARES INC 447,617 5,917 0.05%
1469 MAXIM INTEGR 448,828 17,311 0.15%
1470 CVS HEALTH CORP 453,400 35,778 0.31% Call
1471 BANK NEW YORK MELLON CORP 456,416 21,625 0.19%
1472 NIKE INC 456,800 23,219 0.20% Call
1473 APPLIED MATLS INC 456,900 14,744 0.13% Put
1474 WAL-MART STORES INC 458,400 31,685 0.27% Put
1475 AMERICAN EAGLE OUTFITTERS NE 461,025 6,994 0.06%
1476 SMITH & WESSON HLDG 464,616 9,794 0.08%
1477 JOHNSON & JOHNSON 466,100 53,699 0.46% Call
1478 PHILIP MORRIS INTL INC 466,394 42,670 0.37%
1479 LINCOLN NATL CORP IND 466,432 30,910 0.27%
1480 AMERICAN AIRLS GROUP INC 469,700 21,930 0.19% Call
1481 ISHARES TR 474,500 36,508 0.31% Call
1482 MOSAIC CO NEW 480,034 14,079 0.12%
1483 PHILIP MORRIS INTL INC 480,900 43,998 0.38% Put
1484 VMWARE INC 481,931 37,942 0.33%
1485 TEVA PHARMACEUTICAL INDS LTD 484,300 17,556 0.15% Call
1486 FORTINET INC 488,992 14,728 0.13%
1487 RADIAN GROUP INC 491,142 8,831 0.08%
1488 SPDR S&P 500 ETF TR 495,800 110,826 0.95% Put
1489 DEVON ENERGY CORP NEW 500,700 22,867 0.20% Put
1490 ANADARKO PETR 503,900 35,137 0.30% Call
1491 YANDEX N V 504,198 10,150 0.09%
1492 WALGREENS BOOTS ALLIANCE INC 504,680 41,767 0.36%
1493 HUNTSMAN CORP 512,413 9,777 0.08%
1494 WISDOMTREE INC COM 522,627 5,822 0.05%
1495 CVS HEALTH CORP 525,500 41,467 0.36% Put
1496 STATE STR CORP 526,275 40,902 0.35%
1497 GRAPHIC PACKAGING HLDG CO 528,483 6,595 0.06%
1498 METLIFE INC 528,487 28,480 0.25%
1499 NOVO-NORDISK A S 530,988 19,041 0.16%
1500 CATERPILLAR INC 531,200 49,263 0.42% Call
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