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
151 EMERSON ELEC CO 355,256 21,266 0.18%
152 CME GROUP INC 177,770 21,119 0.18%
153 MEDTRONIC PLC 257,914 20,778 0.17%
154 CARTERS INC 229,497 20,609 0.17%
155 PARSLEY ENERGY CLA A 630,914 20,511 0.17%
156 APPLIED MATLS INC 515,600 20,057 0.17% Call
157 ADVANCED MICRO DEVICES INC 1,364,100 19,848 0.17% Call
158 PACKAGING CORP AMER 215,133 19,710 0.16%
159 ALEXION PHARMACEUTIC 161,928 19,632 0.16%
160 VMWARE INC 212,117 19,544 0.16%
161 GENERAL DYNAMICS CORP 104,200 19,506 0.16% Put
162 CISCO SYS INC 575,888 19,465 0.16%
163 AMERICAN AIRLS GROUP INC 458,500 19,395 0.16% Put
164 RANGE RES CORP 665,726 19,373 0.16%
165 ADVANCED MICRO DEVICES INC 1,304,300 18,978 0.16% Put
166 ZIONS BANCORPORATION 448,683 18,845 0.16%
167 FIRST REP BK SAN FRANCISCO C 200,567 18,815 0.16%
168 CONSTELLATION BRANDS INC 115,169 18,665 0.16%
169 U S SILICA HLDGS INC 387,666 18,604 0.16%
170 L BRANDS INC 389,532 18,347 0.15%
171 CHEVRON CORP NEW 169,300 18,178 0.15% Put
172 TESLA INC 64,900 18,062 0.15% Call
173 FACEBOOK INC 125,200 17,785 0.15% Call
174 THERMO FISHER SCIENTIFIC INC 115,771 17,782 0.15%
175 AIR PRODS & CHEMS INC 131,304 17,764 0.15%
176 ZIONS BANCORPORATION 419,500 17,619 0.15% Put
177 GOLDMAN SACHS GROUP INC 75,701 17,390 0.15%
178 COMERICA INC 252,904 17,344 0.14%
179 ENERGEN CORP COM 315,463 17,174 0.14%
180 ISHARES TR 124,700 17,144 0.14% Call
181 NABORS INDUSTRIES LTD 1,293,964 16,912 0.14%
182 SPDR SER TR 309,500 16,902 0.14% Put
183 ULTA BEAUTY INC 59,034 16,838 0.14%
184 MID AMER APT CMNTYS INC 163,911 16,676 0.14%
185 ALPHABET INC 19,572 16,593 0.14%
186 VOYA FINANCIAL INC 432,400 16,414 0.14%
187 CDK GLOBAL INC 249,911 16,247 0.14%
188 SKYWORKS SOLUTIONS INC 165,500 16,216 0.14% Call
189 PHILIP MORRIS INTL INC 143,200 16,167 0.13% Put
190 CHEMOURS CO 419,060 16,134 0.13%
191 TRINSEO S A 239,231 16,052 0.13%
192 AON PLC 134,993 16,022 0.13%
193 KIMCO RLTY CORP 724,416 16,002 0.13%
194 WESTERN DIGITAL CORP 193,200 15,945 0.13% Put
195 ELECTRONIC ARTS INC 177,848 15,921 0.13%
196 AMERICAN AIRLS GROUP INC 375,600 15,888 0.13% Call
197 BWX TECHNOLOGIES INC COM 332,001 15,803 0.13%
198 SERVICENOW INC 179,907 15,736 0.13%
199 SIX FLAGS ENTMT CORP NEW 263,682 15,686 0.13%
200 ISHARES TR 406,634 15,651 0.13%
Page 4 of 29