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 (2017Q1)
Original 13F HR (0001323645-17-000003) filed in 2017.05.03
#
Name
Shares
Value ($)
%
Options
Notes
451 FLEX LTD 17,500 294 0.00% Put
452 FIAT CHRYSLER AUTOMOBILES N V SHS 17,500 191 0.00% Put
453 AUTOMATIC DATA PROCESSING IN 17,500 1,792 0.01% Put
454 DISCOVER FINL SVCS 17,500 1,197 0.01% Call
455 DIGITAL RLTY TR INC 17,500 1,862 0.02% Call
456 MASTERCARD INCORPORATED 17,600 1,979 0.02% Put
457 FIFTH THIRD BANCORP 17,700 450 0.00% Put
458 REGIONS FINANCIAL CORP NEW 17,700 257 0.00% Call
459 BRINKS CO 17,800 951 0.01%
460 BLACKBERRY LTD 17,836 138 0.00%
461 HCA HEALTHCARE INC 17,923 1,595 0.01%
462 V F CORP 18,000 989 0.01% Put
463 58 COM INC 18,100 641 0.01% Put
464 HESS CORP 18,100 873 0.01% Call
465 FIRST MAJESTIC SILVER CORP 18,200 148 0.00% Call
466 ROLLINS INC 18,200 676 0.01%
467 DIGITAL RLTY TR INC 18,200 1,936 0.02% Put
468 SELECT SECTOR SPDR TR 18,300 959 0.01% Call
469 ISHARES TR 18,399 5,396 0.04%
470 LAM RESEARCH CORP 18,500 2,375 0.02% Put
471 KRAFT HEINZ CO 18,500 1,680 0.01% Call
472 TIFFANY 18,600 1,773 0.01% Call
473 ABBVIE INC 18,800 1,225 0.01% Call
474 MEAD JOHNSON NUTRITION CO 18,887 1,682 0.01%
475 AMGEN INC 18,900 3,101 0.03% Call
476 INTERXION HOLDING N.V 18,900 748 0.01%
477 ADVANCE AUTO PARTS INC 18,900 2,802 0.02% Call
478 EXELON CORP 19,100 687 0.01% Call
479 TWITTER INC 19,100 286 0.00% Put
480 INGREDION INC 19,178 2,310 0.02%
481 STERICYCLE INC 19,200 1,591 0.01% Call
482 STEPAN CO 19,300 1,521 0.01%
483 ARISTA NETWORKS 19,400 2,566 0.02% Call
484 ASPEN TECHNOLOGY INC 19,402 1,143 0.01%
485 SELECT SECTOR SPDR TR 19,431 1,358 0.01%
486 PANERA BREAD CO 19,500 5,106 0.04% Put
487 ALPHABET INC 19,572 16,593 0.14%
488 AZENTA INC COM 19,600 439 0.00%
489 MASTEC INC 19,658 787 0.01%
490 CMS ENERGY CORP 19,700 881 0.01%
491 ARISTA NETWORKS 19,700 2,606 0.02% Put
492 ROCKWELL AUTOMATION INC 19,860 3,092 0.03%
493 TYLER TECHNOLOGIES INC 19,924 3,079 0.03%
494 CHEMOURS CO 20,000 770 0.01% Put
495 MANTECH INTERNATIONAL CORP CL A 20,071 695 0.01%
496 REALTY INCOME CORP 20,100 1,197 0.01% Call
497 ABM INDS INC 20,100 876 0.01%
498 Hortonworks Inc. 20,200 198 0.00%
499 OLIN CORP 20,300 667 0.01% Call
500 MACYS INC 20,500 608 0.01% Call
Page 10 of 29