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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
1501 GENERAL MLS INC 535,453 33,075 0.28%
1502 CONOCOPHILLIPS 546,461 27,400 0.24%
1503 ALIBABA GROUP HLDG LTD 554,900 48,726 0.42% Call
1504 AK STL HLDG CORP 572,244 5,843 0.05%
1505 ABBVIE INC 578,000 36,194 0.31% Call
1506 CONAGRA BRANDS INC 581,815 23,011 0.20%
1507 LEIDOS HLDGS INC 589,476 30,146 0.26%
1508 SEAGATE TECHNOLOGY PLC 590,400 22,536 0.19% Put
1509 CITIGROUP INC 597,400 35,503 0.31% Call
1510 TEXAS INSTRS INC 598,700 43,687 0.38% Put
1511 GILEAD SCIENCES INC 599,003 42,895 0.37%
1512 TESORO CORP 600,003 52,470 0.45%
1513 YUM BRANDS INC 600,210 38,011 0.33%
1514 CHEMOURS CO 603,009 13,320 0.11%
1515 BRISTOL MYERS SQUIBB CO 604,300 35,315 0.30% Put
1516 AMERICAN AIRLS GROUP INC 605,600 28,275 0.24% Put
1517 PILGRIMS PRIDE CORP NEW 609,697 11,578 0.10%
1518 KROGER CO 610,700 21,075 0.18% Call
1519 DEVON ENERGY CORP NEW 618,861 28,263 0.24%
1520 KROGER CO 624,900 21,565 0.19% Put
1521 SELECT SECTOR SPDR TR 627,400 14,587 0.13% Call
1522 NEWMONT CORP 628,200 21,403 0.18% Call
1523 CITIGROUP INC 643,400 38,237 0.33% Put
1524 CISCO SYS INC 652,800 19,728 0.17% Call
1525 FACEBOOK INC 663,763 76,366 0.66%
1526 TEVA PHARMACEUTICAL INDS LTD 676,000 24,505 0.21% Put
1527 PROCTER AND GAMBLE CO 680,000 57,174 0.49% Put
1528 CYPRESS SEMICONDUCTOR CORP 692,732 7,925 0.07%
1529 POTASH CORP SASK INC 708,500 12,817 0.11% Call
1530 MERCK & CO INC 714,100 42,039 0.36% Put
1531 BRIXMOR PROPERTY 717,256 17,515 0.15%
1532 APPLE INC 720,600 83,460 0.72% Call
1533 CISCO SYS INC 722,200 21,825 0.19% Put
1534 SPIRIT RLTY CAP INC NEW 733,368 7,964 0.07%
1535 VIACOM INC NEW 740,195 25,981 0.22%
1536 WAL-MART STORES INC 744,782 51,479 0.44%
1537 MEDTRONIC PLC 768,468 54,738 0.47%
1538 NEWMONT CORP 775,900 26,435 0.23% Put
1539 WESTERN DIGITAL CORP 776,900 52,790 0.45% Put
1540 FIFTH THIRD BANCORP 781,867 21,087 0.18%
1541 APPLE INC 782,636 90,645 0.78%
1542 ADVANCED MICRO DEVICES INC 782,868 8,878 0.08%
1543 CREDIT SUISSE GROUP 786,978 11,262 0.10%
1544 NORDSTROM INC 791,700 37,946 0.33% Call
1545 WELLS FARGO CO NEW 802,900 44,248 0.38% Call
1546 CONOCOPHILLIPS 849,100 42,574 0.37% Call
1547 MOBILEYE N V AMSTELVEEN 849,188 32,371 0.28%
1548 VEREIT INC 852,702 7,214 0.06%
1549 KINDER MORGAN INC DEL 856,600 17,740 0.15% Call
1550 WELLS FARGO CO NEW 888,700 48,976 0.42% Put
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