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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
251 ABIOMED INC 115,030 12,962 0.11%
252 TEXAS INSTRS INC 176,800 12,901 0.11% Call
253 WORKDAY INC 194,137 12,831 0.11%
254 UNITED TECHNOLOGIES CORP 117,042 12,830 0.11%
255 POTASH CORP SASK INC 708,500 12,817 0.11% Call
256 INTEL CORP 352,800 12,796 0.11% Call
257 UNITEDHEALTH GROUP INC 79,139 12,665 0.11%
258 DISNEY WALT CO 121,200 12,631 0.11% Call
259 SPDR SERIES TRUST 301,181 12,475 0.11%
260 SPDR SERIES TRUST 299,100 12,389 0.11% Put
261 CAPITAL ONE FINL CORP 140,200 12,231 0.11% Put
262 VIPSHOP HLDGS LTD 1,110,762 12,229 0.11%
263 AGNICO EAGLE MINES LTD 290,848 12,216 0.11%
264 WHIRLPOOL CORP 66,974 12,174 0.10%
265 BECTON DICKINSON & CO 73,519 12,171 0.10%
266 WR GRACE & CO 172,861 11,692 0.10%
267 PILGRIMS PRIDE CORP NEW 609,697 11,578 0.10%
268 PACKAGING CORP AMER 135,901 11,527 0.10%
269 BIG LOTS INC 229,235 11,510 0.10%
270 SEALED AIR CORP NEW 250,529 11,359 0.10%
271 ULTA BEAUTY INC 44,433 11,328 0.10%
272 PNC FINL SVCS GROUP INC 96,800 11,322 0.10% Put
273 SM ENERGY CO 328,166 11,315 0.10%
274 CREDIT SUISSE GROUP 786,978 11,262 0.10%
275 MARKETAXESS HLDGS INC 76,600 11,254 0.10%
276 COOPER COS INC 64,197 11,230 0.10%
277 NETEASE INC 52,000 11,198 0.10% Call
278 ALBEMARLE CORP 130,030 11,193 0.10%
279 HERSHEY CO 107,592 11,128 0.10%
280 APPLIED MATLS INC 341,800 11,030 0.10% Call
281 INCYTE CORP 108,798 10,909 0.09%
282 CARNIVAL CORP 206,283 10,739 0.09%
283 APACHE CORP 168,800 10,714 0.09% Put
284 SPDR SERIES TRUST 352,300 10,713 0.09% Put
285 LYONDELLBASELL INDUSTRIES N 123,785 10,618 0.09%
286 GENERAL MTRS CO 303,700 10,581 0.09% Call
287 VERIZON COMMUNICATIONS INC 197,400 10,537 0.09% Put
288 KENNAMETAL INC 332,470 10,393 0.09%
289 DYCOM INDS INC 129,175 10,371 0.09%
290 OLIN CORP 402,395 10,305 0.09%
291 AUTODESK INC 138,300 10,236 0.09% Put
292 TESLA INC 47,800 10,214 0.09% Call
293 TESLA INC 47,600 10,172 0.09% Put
294 COSTCO WHSL CORP NEW 63,400 10,151 0.09% Call
295 YANDEX N V 504,198 10,150 0.09%
296 SELECT SECTOR SPDR TR 134,300 10,115 0.09% Call
297 SPIRIT AEROSYSTEMS HLDGS INC 171,311 9,996 0.09%
298 PARKER HANNIFIN CORP 71,324 9,985 0.09%
299 XEROX CORP 1,127,071 9,839 0.08%
300 SMITH & WESSON HLDG 464,616 9,794 0.08%
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