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
201 CHEMOURS CO 20,000 770 0.01% Put
202 REALTY INCOME CORP 12,800 762 0.01% Put
203 BB&T CORP 16,800 751 0.01% Put
204 TECK RESOURCES LTD 33,300 729 0.01% Put
205 RAYTHEON CO 4,600 702 0.01% Put
206 TRACTOR SUPPLY CO 10,100 697 0.01% Put
207 WELLCARE HEALTH PLANS INC 4,800 673 0.01% Put
208 STARBUCKS CORP 11,500 671 0.01% Put
209 MOTOROLA SOLUTIONS INC 7,500 647 0.01% Put
210 58 COM INC 18,100 641 0.01% Put
211 LIFE STORAGE INC 7,700 632 0.01% Put
212 GENERAL ELECTRIC CO 21,100 629 0.01% Put
213 HP INC 34,900 624 0.01% Put
214 ALLSTATE CORP 7,600 619 0.01% Put
215 FIRST SOLAR INC 22,400 607 0.01% Put
216 MEDTRONIC PLC 7,500 604 0.01% Put
217 NXP SEMICONDUCTORS N V 5,800 600 0.01% Put
218 NETAPP INC 14,200 594 0.00% Put
219 FOSSIL GROUP INC 33,600 586 0.00% Put
220 ALBEMARLE CORP 5,500 581 0.00% Put
221 SELECT SECTOR SPDR TR 6,600 580 0.00% Put
222 CLOROX CO DEL 4,300 580 0.00% Put
223 TRIPADVISOR INC 13,400 578 0.00% Put
224 SMUCKER J M CO 4,400 577 0.00% Put
225 DISCOVER FINL SVCS 8,400 574 0.00% Put
226 LINCOLN NATL CORP IND 8,600 563 0.00% Put
227 XILINX INC 9,400 544 0.00% Put
228 AERCAP HOLDINGS NV 11,700 538 0.00% Put
229 WISDOMTREE TR 10,600 537 0.00% Put
230 VENTAS INC 8,200 533 0.00% Put
231 KOHLS 13,300 529 0.00% Put
232 CITIZENS FINL GROUP INC 15,200 525 0.00% Put
233 VERIFONE SYS INC 28,000 524 0.00% Put
234 MOLSON COORS BREWING CO 5,200 498 0.00% Put
235 AMERIPRISE FINL INC 3,800 493 0.00% Put
236 TEXTRON INC 10,300 490 0.00% Put
237 RESTAURANT BRANDS INTL INC 8,700 485 0.00% Put
238 FISERV INC 4,200 484 0.00% Put
239 CANADIAN NATL RY CO 6,400 473 0.00% Put
240 ASHLAND GLOBAL HLDGS INC 3,800 470 0.00% Put
241 GIGAMON INC 12,700 451 0.00% Put
242 FIFTH THIRD BANCORP 17,700 450 0.00% Put
243 PAPA JOHNS INTL INC COM 5,400 432 0.00% Put
244 PVH CORPORATION 4,000 414 0.00% Put
245 MICROCHIP TECHNOLOGY 5,600 413 0.00% Put
246 MARRIOTT INTL INC NEW 4,300 405 0.00% Put
247 BHP BILLITON LTD 11,100 403 0.00% Put
248 AMERICAN TOWER CORP NEW 3,300 401 0.00% Put
249 FRANCO NEVADA CORP 5,900 387 0.00% Put
250 EXELON CORP 10,700 385 0.00% Put
Page 5 of 29