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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 (2017Q1)
Original 13F HR (0001323645-17-000003) filed in 2017.05.03
#
Name
Shares
Value ($)
%
Options
Notes
651 ISHARES TR 1,800 236 0.00%
652 ISHARES TR 10,648 970 0.01%
653 ISHARES TR 32,722 5,290 0.04%
654 ISHARES TR 1,400 230 0.00% Call
655 ISHARES TR 46,900 5,542 0.05%
656 ISHARES TR 27,998 4,591 0.04%
657 ISHARES TR 35,174 3,135 0.03%
658 ISHARES TR 170,000 13,343 0.11% Call
659 ISHARES TR 124,700 17,144 0.14% Call
660 ISHARES TR 13,500 1,405 0.01%
661 ISHARES TR 372,037 14,398 0.12%
662 ISHARES TR 116,075 3,754 0.03%
663 ISHARES TR 406,634 15,651 0.13%
664 ISHARES TR 73,900 8,494 0.07%
665 ISHARES TR 218,300 30,012 0.25% Put
666 ISHARES TR 130,968 8,158 0.07%
667 ISHARES TR 3,233 767 0.01%
668 ISHARES TR 10,900 1,866 0.02%
669 ITAU UNIBANCO HLDG SA 390,440 4,713 0.04%
670 ITRON INC 8,600 522 0.00%
671 ITT INC COM 101,000 4,143 0.03%
672 IXIA 249,343 4,900 0.04%
673 JABIL INC 23,245 672 0.01%
674 JACK IN THE BOX INC 130,313 13,255 0.11%
675 JACK IN THE BOX INC 14,500 1,475 0.01% Call
676 JACK IN THE BOX INC 8,700 885 0.01% Put
677 JACOBS ENGR GROUP INC 190,403 10,525 0.09%
678 JD COM INC 165,600 5,152 0.04% Call
679 JD COM INC 213,700 6,648 0.06% Put
680 JETBLUE AIRWAYS CORP 10,100 208 0.00% Call
681 JOHNSON & JOHNSON 514,400 64,069 0.53% Put
682 JOHNSON & JOHNSON 95,696 11,919 0.10%
683 JOHNSON & JOHNSON 622,700 77,557 0.65% Call
684 JOHNSON CTLS INTL PLC 730,644 30,775 0.26%
685 JOY GLOBAL INC 34,314 969 0.01%
686 JPMORGAN CHASE & CO 585,997 51,474 0.43%
687 JPMORGAN CHASE & CO 246,900 21,688 0.18% Call
688 JPMORGAN CHASE & CO 244,900 21,512 0.18% Put
689 JUNO THERAPEUTICS INC 48,979 1,087 0.01%
690 KANSAS CITY SOUTHERN 93,179 7,991 0.07%
691 KAPSTONE PAPER & PACKAGING C 75,423 1,742 0.01%
692 KAR AUCTION SVCS INC 55,205 2,411 0.02%
693 KATE SPADE & CO 12,000 279 0.00% Put
694 KB HOME 33,810 672 0.01%
695 KBR INC 173,578 2,609 0.02%
696 KELLOGG CO 115,325 8,374 0.07%
697 KEMPER CORP DEL 5,600 223 0.00%
698 KENNAMETAL INC 48,474 1,902 0.02%
699 KEYSIGHT TECHNOLOGIES INC 137,078 4,954 0.04%
700 KILROY RLTY CORP COM 82,200 5,925 0.05%
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