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
951 PAYCOM SOFTWARE INC 24,812 1,427 0.01%
952 PDC ENERGY INC 93,410 5,824 0.05%
953 PEARSON PLC 36,000 305 0.00%
954 PEMBINA PIPELINE CORP 13,200 419 0.00%
955 PEPSICO INC 306,971 34,338 0.29%
956 PETROLEO BRASILEIRO SA PETRO 47,355 459 0.00%
957 PFIZER INC 1,275,100 43,621 0.36% Put
958 PFIZER INC 717,600 24,549 0.20% Call
959 PG&E CORP 10,315 685 0.01%
960 PHH CORP COM NEW 10,000 127 0.00%
961 PHILIP MORRIS INTL INC 143,200 16,167 0.13% Put
962 PHILIP MORRIS INTL INC 77,400 8,738 0.07% Call
963 PIER 1 IMPORTS INC COM 67,100 480 0.00%
964 PILGRIMS PRIDE CORP NEW 285,105 6,416 0.05%
965 PINNACLE FOODS INC DEL 76,645 4,435 0.04%
966 PIONEER NAT RES CO 273,867 51,002 0.43%
967 PLANET FITNESS INC 25,900 499 0.00%
968 PLEXUS CORP COM 4,000 231 0.00%
969 PNC FINL SVCS GROUP INC 45,900 5,519 0.05% Call
970 PNC FINL SVCS GROUP INC 78,500 9,439 0.08% Put
971 POOL CORPORATION 13,215 1,577 0.01%
972 POPULAR INC COM NEW 126,997 5,173 0.04%
973 PORTLAND GEN ELEC CO 23,000 1,022 0.01%
974 POST HLDGS INC 40,353 3,532 0.03%
975 POTLATCH CORP NEW 11,600 530 0.00%
976 PRA HEALTH SCIENCES INC 24,995 1,630 0.01%
977 PRAXAIR INC 100,948 11,972 0.10%
978 PRICE T ROWE GROUP INC 14,700 1,002 0.01% Put
979 PRICE T ROWE GROUP INC 13,300 906 0.01% Call
980 PRICELINE GRP INC 16,300 29,014 0.24% Call
981 PRICELINE GRP INC 16,900 30,081 0.25% Put
982 PROASSURANCE CORP COM 11,100 669 0.01%
983 PROCTER AND GAMBLE CO 44,900 4,034 0.03% Call
984 PROCTER AND GAMBLE CO 99,100 8,904 0.07% Put
985 PROGRESS SOFTWARE CORP COM 37,000 1,075 0.01%
986 PROGRESSIVE CORP OHIO 8,200 321 0.00% Put
987 PROLOGIS INC 925,811 48,031 0.40%
988 PROOFPOINT INC 88,400 6,573 0.05%
989 PRUDENTIAL FINL INC 4,743 506 0.00%
990 PRUDENTIAL FINL INC 24,200 2,582 0.02% Put
991 PRUDENTIAL FINL INC 5,300 565 0.00% Call
992 PS BUSINESS PKS INC CALIF 2,200 252 0.00%
993 PTC INC 60,341 3,171 0.03%
994 PULTE GROUP INC 88,943 2,095 0.02%
995 PUMA BIOTECHNOLOGY 87,755 3,264 0.03%
996 PVH CORPORATION 2,000 207 0.00% Call
997 PVH CORPORATION 399,179 41,303 0.34%
998 PVH CORPORATION 4,000 414 0.00% Put
999 QIAGEN NV 26,500 768 0.01%
1000 QUAD/GRAPHICS INC 20,700 522 0.00%
Page 20 of 29