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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
301 SPDR DOW JONES INDL AVRG ETF 45,385 9,365 0.08%
302 L3 TECHNOLOGIES INC 56,600 9,355 0.08% Call
303 EAGLE MATERIALS INC 95,172 9,245 0.08%
304 L3 TECHNOLOGIES INC 55,700 9,207 0.08% Put
305 SOUTHWESTERN ENERGY CO 1,124,160 9,184 0.08%
306 SPDR DOW JONES INDL AVRG ETF 44,500 9,182 0.08% Call
307 ADOBE INC 69,369 9,027 0.08%
308 WILLIAMS COS INC DEL 304,991 9,025 0.08%
309 SPDR DOW JONES INDL AVRG ETF 43,300 8,935 0.07% Put
310 PROCTER AND GAMBLE CO 99,100 8,904 0.07% Put
311 GIGAMON INC 250,347 8,900 0.07%
312 REGENCY CTRS CORP 133,223 8,845 0.07%
313 PHILIP MORRIS INTL INC 77,400 8,738 0.07% Call
314 HD SUPPLY HLDGS INCORPORATED 211,239 8,687 0.07%
315 FREEPORT-MCMORAN INC 649,100 8,672 0.07% Put
316 TECK RESOURCES LTD 395,263 8,656 0.07%
317 SPECTRUM BRANDS HLDGS INC 61,721 8,580 0.07%
318 ISHARES TR 73,900 8,494 0.07%
319 ABIOMED INC 67,431 8,442 0.07%
320 BARRICK GOLD CORP 444,200 8,435 0.07% Call
321 MANHATTAN ASSOCIATES INC 161,962 8,430 0.07%
322 ALTRIA GROUP INC 117,700 8,406 0.07% Put
323 GRAINGER W W INC 35,982 8,375 0.07%
324 KELLOGG CO 115,325 8,374 0.07%
325 RETAIL PPTYS AMER INC CL A 578,444 8,341 0.07%
326 EMCOR GROUP INC 132,500 8,341 0.07%
327 WEIBO CORP 157,433 8,215 0.07%
328 DOMINOS PIZZA INC 44,400 8,183 0.07% Call
329 VENTAS INC 125,441 8,159 0.07%
330 ISHARES TR 130,968 8,158 0.07%
331 SUNCOR ENERGY INC NEW 264,233 8,125 0.07%
332 ACTIVISION BLIZZARD INC 161,800 8,067 0.07% Put
333 GRUBHUB INC 245,028 8,059 0.07%
334 CREDIT SUISSE GROUP 542,224 8,047 0.07%
335 BANK AMER CORP 341,100 8,047 0.07% Put
336 SOUTHWEST AIRLS CO 148,700 7,994 0.07% Call
337 KANSAS CITY SOUTHERN 93,179 7,991 0.07%
338 WALGREENS BOOTS ALLIANCE INC 95,878 7,963 0.07%
339 AMERICAN HOMES 4 RENT CL A 345,964 7,943 0.07%
340 WEST PHARMACEUTICAL SVSC INC 97,217 7,934 0.07%
341 KROGER CO 268,000 7,903 0.07% Put
342 LULULEMON ATHLETICA INC 151,017 7,833 0.07%
343 CHILDRENS PL INC 65,009 7,804 0.07%
344 NORFOLK SOUTHERN CORP 69,441 7,775 0.06%
345 CAPITAL ONE FINL CORP 89,700 7,773 0.06% Put
346 SELECT SECTOR SPDR TR 118,800 7,729 0.06% Put
347 CANADIAN PAC RY LTD 52,608 7,729 0.06%
348 FIDELITY NATL INFORMATION SV 97,005 7,724 0.06%
349 LILLY ELI & CO 91,800 7,721 0.06% Call
350 HUNT J B TRANS SVCS INC 83,942 7,701 0.06%
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