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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 HUNTSMAN CORP 512,413 9,777 0.08%
302 NCR CORP NEW 240,628 9,760 0.08%
303 AMERICAN WTR WKS CO INC NEW 134,840 9,757 0.08%
304 UNIVERSAL HLTH SVCS INC 91,655 9,750 0.08%
305 KIMBERLY CLARK CORP 84,706 9,667 0.08%
306 FIDELITY NATIONAL FINANCIAL 284,300 9,655 0.08%
307 VERIZON COMMUNICATIONS INC 180,340 9,627 0.08%
308 NU SKIN ENTERPRISES INC 200,464 9,578 0.08%
309 LILLY ELI & CO 130,100 9,569 0.08% Put
310 CLOROX CO DEL 79,666 9,562 0.08%
311 CLIFFS NAT RES INC 1,131,898 9,519 0.08%
312 HALLIBURTON CO 175,800 9,509 0.08% Call
313 MGIC INVT CORP WIS 930,852 9,485 0.08%
314 MSCI INC 120,286 9,476 0.08%
315 ALASKA AIR GROUP INC 106,606 9,459 0.08%
316 COMMERCIAL METALS CO COM 433,702 9,446 0.08%
317 MONSTER BEVERAGE CORP NEW 210,200 9,320 0.08%
318 BROADCOM LTD 52,600 9,298 0.08% Call
319 NUCOR CORP 154,500 9,196 0.08% Put
320 ORACLE CORP 238,804 9,182 0.08%
321 FIDELITY NATL INFORMATION SV 120,265 9,097 0.08%
322 AECOM 249,200 9,061 0.08%
323 EOG RES INC 88,200 8,917 0.08% Put
324 STAPLES INC 984,242 8,907 0.08%
325 ADVANCED MICRO DEVICES INC 782,868 8,878 0.08%
326 RADIAN GROUP INC 491,142 8,831 0.08%
327 WYNN RESORTS LTD 101,700 8,798 0.08% Put
328 NETAPP INC 248,735 8,773 0.08%
329 PROLOGIS INC 165,646 8,744 0.08%
330 EOG RES INC 86,100 8,705 0.07% Call
331 LUMEN TECHNOLOGIES INC 364,677 8,672 0.07%
332 KINDER MORGAN INC DEL 417,400 8,644 0.07% Put
333 STARBUCKS CORP 155,442 8,630 0.07%
334 INTUIT 75,237 8,623 0.07%
335 DST SYS INC DEL 80,130 8,586 0.07%
336 INTL PAPER CO 161,800 8,585 0.07% Put
337 NUCOR CORP 143,900 8,565 0.07% Call
338 ANTHEM INC 59,520 8,557 0.07%
339 TRINITY INDS INC 306,835 8,518 0.07%
340 SEAGATE TECHNOLOGY PLC 220,300 8,409 0.07% Call
341 FIVE PRIME THERAPEUTICS INC 166,945 8,366 0.07%
342 KOHLS 169,000 8,345 0.07% Call
343 CHEVRON CORP NEW 70,900 8,345 0.07% Call
344 NVIDIA CORPORATION 77,929 8,318 0.07%
345 SPDR SERIES TRUST 245,040 8,295 0.07%
346 UNITED CONTL HLDGS INC 113,700 8,286 0.07% Call
347 L BRANDS INC 125,600 8,270 0.07% Call
348 MICHAEL KORS HLDGS LTD 192,351 8,267 0.07%
349 BAXTER INTL INC 185,913 8,243 0.07%
350 DOLLAR TREE INC 106,600 8,227 0.07% Put
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