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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
301 SPDR S&P 500 ETF TR 495,800 110,826 0.95% Put
302 SPDR S&P 500 ETF TR 437,600 97,817 0.84% Call
303 SPDR DOW JONES INDL AVRG ETF 6,600 1,304 0.01% Put
304 SPDR DOW JONES INDL AVRG ETF 2,100 415 0.00% Call
305 SPARTANNASH CO COM 10,600 419 0.00%
306 SOUTHWEST AIRLS CO 81,300 4,052 0.03% Call
307 SOUTHWEST AIRLS CO 115,200 5,742 0.05% Put
308 SOUTHWEST AIRLS CO 967,025 48,197 0.42%
309 SOUTHERN CO 18,900 930 0.01% Call
310 SOUTHERN CO 29,400 1,446 0.01% Put
311 SOTHEBYS 9,300 371 0.00% Put
312 SOTHEBYS 9,100 363 0.00% Call
313 SONY GROUP CORP 193,840 5,433 0.05%
314 SONIC CORP 157,347 4,171 0.04%
315 SMUCKER J M CO 5,000 640 0.01% Put
316 SMUCKER J M CO 10,600 1,357 0.01% Call
317 SMUCKER J M CO 3,933 504 0.00%
318 SMITH & WESSON HLDG 464,616 9,794 0.08%
319 SM ENERGY CO 6,900 238 0.00% Call
320 SM ENERGY CO 328,166 11,315 0.10%
321 SL GREEN RLTY CORP 13,409 1,442 0.01%
322 SL GREEN RLTY CORP 3,700 398 0.00% Call
323 SL GREEN RLTY CORP 2,500 269 0.00% Put
324 SKYWORKS SOLUTIONS INC 2,800 209 0.00% Put
325 SKYWORKS SOLUTIONS INC 34,245 2,557 0.02%
326 SKYWEST INC 20,400 744 0.01%
327 SKECHERS U S A INC 90,928 2,235 0.02%
328 SK TELECOM LTD 248,803 5,200 0.04%
329 SIX FLAGS ENTMT CORP NEW 380,718 22,828 0.20%
330 SINCLAIR BROADCAST GROUP INC 18,299 610 0.01%
331 SINA CORP 22,900 1,392 0.01% Call
332 SINA CORP 8,700 529 0.00% Put
333 SIMON PPTY GROUP INC NEW 45,900 8,155 0.07% Put
334 SIMON PPTY GROUP INC NEW 73,400 13,041 0.11% Call
335 SILVER WHEATON CORP 171,240 3,308 0.03%
336 SILVER WHEATON CORP 102,100 1,973 0.02% Put
337 SILVER WHEATON CORP 188,000 3,632 0.03% Call
338 SILVER STD RES INC 19,705 176 0.00%
339 SILVER BAY RLTY TR CORP 20,300 348 0.00%
340 SIGNET JEWELERS LIMITED 14,800 1,395 0.01% Put
341 SIGNET JEWELERS LIMITED 69,769 6,576 0.06%
342 SIBANYE STILLWATER 128,962 910 0.01%
343 SHIRE PLC 19,597 3,339 0.03%
344 SHERWIN WILLIAMS CO 98,716 26,529 0.23%
345 SHERWIN WILLIAMS CO 1,500 403 0.00% Put
346 SHAW COMMUNICATIONS INC 23,100 463 0.00%
347 SERVICENOW INC 90,387 6,719 0.06%
348 SERVICE CORP INTL 7,342 209 0.00%
349 SENIOR HOUSING PROPERTIES TRUST 98,355 1,862 0.02%
350 SELECT SECTOR SPDR TR 13,900 865 0.01% Put
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