Dark
Light
System
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
351 DUKE ENERGY CORP NEW 105,700 8,204 0.07% Put
352 SIMON PPTY GROUP INC NEW 45,900 8,155 0.07% Put
353 ENERGEN CORP COM 138,948 8,013 0.07%
354 EMERSON ELEC CO 143,100 7,978 0.07% Call
355 SPIRIT RLTY CAP INC NEW 733,368 7,964 0.07%
356 CYPRESS SEMICONDUCTOR CORP 692,732 7,925 0.07%
357 SCHWAB CHARLES CORP 200,019 7,895 0.07%
358 WILLIAMS SONOMA INC 162,918 7,884 0.07%
359 CAPITAL ONE FINL CORP 89,600 7,817 0.07% Call
360 ISHARES RUSSELL 2000 VALUE ETF 65,100 7,743 0.07%
361 DANAHER CORP DEL 99,102 7,714 0.07%
362 CHICAGO BRIDGE & IRON CO N V 242,643 7,704 0.07%
363 PENTAIR PLC 137,195 7,693 0.07%
364 ADOBE INC 74,627 7,683 0.07%
365 MERCK & CO INC 130,049 7,656 0.07%
366 CORNING INC 314,742 7,639 0.07%
367 SELECT SECTOR SPDR TR 152,826 7,595 0.07%
368 KAPSTONE PAPER & PACKAGING CRP COM 344,375 7,593 0.07%
369 KRAFT HEINZ CO 86,500 7,553 0.07% Call
370 BIOGEN INC 26,600 7,543 0.06% Put
371 MANHATTAN ASSOCIATES INC 142,144 7,538 0.06%
372 KANSAS CITY SOUTHERN 88,397 7,500 0.06%
373 TUPPERWARE BRANDS CORP 142,410 7,494 0.06%
374 SPECTRUM BRANDS HLDGS INC 61,235 7,491 0.06%
375 MOSAIC CO NEW 255,200 7,485 0.06% Put
376 ILLUMINA INC 58,335 7,469 0.06%
377 NXP SEMICONDUCTORS N V 76,000 7,449 0.06% Call
378 LAS VEGAS SANDS CORP 138,800 7,413 0.06% Put
379 KOHLS 149,500 7,382 0.06% Put
380 BERRY PLASTICS GROUP INC 151,420 7,379 0.06%
381 ARCHER DANIELS MIDLAND CO 161,304 7,364 0.06%
382 ALLY FINL INC 387,074 7,362 0.06%
383 TELEFLEX INC 45,550 7,340 0.06%
384 DONNELLEY R R & SONS CO 445,485 7,270 0.06%
385 CANADIAN PAC RY LTD 50,689 7,237 0.06%
386 VEREIT 852,702 7,214 0.06%
387 HONDA MOTOR LTD 246,864 7,206 0.06%
388 NATIONAL OILWELL VARCO INC 191,818 7,182 0.06%
389 SANDERSON FARMS INC 75,408 7,106 0.06%
390 POTASH CORP SASK INC 389,500 7,046 0.06% Put
391 GENERAL DYNAMICS CORP 40,800 7,045 0.06% Put
392 SYSCO CORP 127,085 7,037 0.06%
393 SYNCHRONY FINL 193,674 7,025 0.06%
394 KATE SPADE & CO 375,358 7,008 0.06%
395 AMERICAN EAGLE OUTFITTERS NE 461,025 6,994 0.06%
396 FEDERATED HERMES INC CL B 245,796 6,951 0.06%
397 GENERAL ELECTRIC CO 219,900 6,949 0.06% Call
398 NORDSTROM INC 144,602 6,931 0.06%
399 CME GROUP INC 60,004 6,921 0.06%
400 DUN & BRADSTREET CORP DEL NE 56,875 6,900 0.06%
Page 8 of 32