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
801 STEPAN CO 19,300 1,521 0.01%
802 CONSOL ENERGY INC 90,503 1,519 0.01%
803 CLOVIS ONCOLOGY INC 23,600 1,503 0.01% Put
804 CYPRESS SEMICONDUCTOR CORP 109,147 1,502 0.01%
805 WINTRUST FINL CORP COM 21,700 1,500 0.01%
806 White Mountains Insurance Group Ltd 1,700 1,496 0.01%
807 ROCKWELL AUTOMATION INC 9,600 1,495 0.01% Call
808 MSA SAFETY INC 21,100 1,492 0.01%
809 ASTEC INDS INC 24,200 1,488 0.01%
810 JACK IN THE BOX INC 14,500 1,475 0.01% Call
811 STEEL DYNAMICS INC 42,400 1,474 0.01% Put
812 CHARTER COMMUNICATIONS INC N 4,500 1,473 0.01% Put
813 PAYCHEX INC 25,000 1,473 0.01% Call
814 SNAP ON INC 8,692 1,466 0.01%
815 LEAR CORP 10,332 1,463 0.01%
816 COMERICA INC 21,300 1,461 0.01% Put
817 QUALCOMM INC 25,208 1,445 0.01%
818 STMICROELECTRONICS N V 93,111 1,439 0.01%
819 M & T BK CORP 9,300 1,439 0.01% Put
820 CABELAS INC 27,012 1,435 0.01%
821 INNOPHOS HOLDINGS INC 26,500 1,430 0.01%
822 ROBERT HALF INTL INC 29,228 1,427 0.01%
823 PAYCOM SOFTWARE INC 24,812 1,427 0.01%
824 RPM INTL INC 25,800 1,420 0.01%
825 ZELTIQ AESTHETICS INC 25,496 1,418 0.01%
826 CHILDRENS PL INC 11,800 1,417 0.01% Put
827 AES CORP 126,675 1,416 0.01%
828 RADIUS HEALTH INC 36,509 1,411 0.01%
829 CAPITAL ONE FINL CORP 16,265 1,410 0.01%
830 ISHARES TR 13,500 1,405 0.01%
831 DYCOM INDS INC 15,106 1,404 0.01%
832 ULTA BEAUTY INC 4,900 1,398 0.01% Call
833 EOG RES INC 14,300 1,395 0.01% Put
834 GRAINGER W W INC 5,900 1,373 0.01% Put
835 SELECT SECTOR SPDR TR 19,431 1,358 0.01%
836 NUANCE COMMUNICATIONS INC 77,609 1,343 0.01%
837 CORNING INC 49,400 1,334 0.01% Put
838 SPLUNK INC 21,288 1,326 0.01%
839 PACKAGING CORP AMER 14,400 1,319 0.01% Call
840 BIOGEN INC 4,800 1,312 0.01% Put
841 GENERAL MLS INC 22,200 1,310 0.01% Put
842 PAYCHEX INC 22,100 1,302 0.01% Put
843 ONEOK INC NEW 23,400 1,297 0.01% Put
844 TIMKEN CO COM 28,500 1,288 0.01%
845 HEALTHCARE TR AMER INC 40,918 1,287 0.01%
846 MTGE INVT CORP COM 76,077 1,274 0.01%
847 PACKAGING CORP AMER 13,900 1,274 0.01% Put
848 EXPEDITORS INTL WASH INC 22,429 1,267 0.01%
849 LANNET INC 56,677 1,267 0.01%
850 COMMERCE BANCSHARES INC 22,537 1,266 0.01%
Page 17 of 29