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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
1551 MGIC INVT CORP WIS 930,852 9,485 0.08%
1552 NAVIENT CORPORATION 954,948 15,690 0.14%
1553 ISHARES 965,800 32,200 0.28% Call
1554 SOUTHWEST AIRLS CO 967,025 48,197 0.42%
1555 MICROSOFT CORP 970,900 60,332 0.52% Put
1556 GENERAL MTRS CO 977,800 34,067 0.29% Put
1557 STAPLES INC 984,242 8,907 0.08%
1558 CONOCOPHILLIPS 1,000,900 50,185 0.43% Put
1559 AMERICAN EXPRESS CO 1,011,158 74,907 0.65%
1560 APPLIED MATLS INC 1,011,315 32,635 0.28%
1561 TARGET CORP 1,014,100 73,248 0.63% Call
1562 BARRICK GOLD CORP 1,018,100 16,269 0.14% Call
1563 MORGAN STANLEY 1,022,600 43,205 0.37% Call
1564 BRISTOL MYERS SQUIBB CO 1,029,100 60,141 0.52% Call
1565 TARGET CORP 1,053,700 76,109 0.66% Put
1566 VIPSHOP HLDGS LTD 1,110,762 12,229 0.11%
1567 MARATHON PETE CORP 1,123,946 56,591 0.49%
1568 Xerox Corp 1,127,071 9,839 0.08%
1569 CLIFFS NAT RES INC 1,131,898 9,519 0.08%
1570 D R HORTON INC 1,138,195 31,107 0.27%
1571 BRISTOL MYERS SQUIBB CO 1,147,619 67,067 0.58%
1572 QUALCOMM INC 1,151,200 75,058 0.65% Call
1573 ANADARKO PETR 1,184,400 82,588 0.71% Put
1574 POTASH CORP SASK INC 1,186,177 21,458 0.18%
1575 PFIZER INC 1,192,648 38,737 0.33%
1576 ALTRIA GROUP INC 1,220,145 82,506 0.71%
1577 AT&T INC 1,279,800 54,430 0.47% Call
1578 CATERPILLAR INC 1,282,300 118,921 1.02% Put
1579 MORGAN STANLEY 1,283,870 54,244 0.47%
1580 CISCO SYS INC 1,311,132 39,622 0.34%
1581 MORGAN STANLEY 1,337,700 56,518 0.49% Put
1582 MICROSOFT CORP 1,378,200 85,641 0.74% Call
1583 ISHARES 1,398,100 46,613 0.40% Put
1584 VALERO ENERGY CORP NEW 1,402,388 95,811 0.83%
1585 QUALCOMM INC 1,491,000 97,213 0.84% Put
1586 PFIZER INC 1,528,500 49,646 0.43% Call
1587 BARRICK GOLD CORP 1,614,600 25,801 0.22% Put
1588 BANCO BRADESCO S A 1,615,745 14,073 0.12%
1589 SELECT SECTOR SPDR TR 1,627,400 37,837 0.33% Put
1590 FORD MTR CO DEL 1,652,741 20,048 0.17%
1591 AT&T INC 1,707,300 72,611 0.63% Put
1592 BANK AMER CORP 2,001,486 44,233 0.38%
1593 MICRON TECHNOLOGY INC 2,112,900 46,315 0.40% Put
1594 MICRON TECHNOLOGY INC 2,121,200 46,497 0.40% Call
1595 PFIZER INC 2,227,600 72,352 0.62% Put
1596 ENCANA CORP 2,290,768 26,894 0.23%
1597 HP INC 2,403,310 35,665 0.31%
1598 ITAU UNIBANCO HLDG SA 2,973,475 30,567 0.26%
1599 BARRICK GOLD CORP 3,744,721 59,841 0.52%
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