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
401 FREEPORT-MCMORAN INC 460,100 6,147 0.05% Call
402 VORNADO REALTY 61,106 6,130 0.05%
403 HASBRO INC 61,362 6,125 0.05%
404 LILLY ELI & CO 72,200 6,073 0.05% Put
405 MERCK & CO INC 94,900 6,030 0.05% Put
406 VERIZON COMMUNICATIONS INC 123,600 6,026 0.05% Call
407 UDR INC 166,023 6,020 0.05%
408 LIBERTY PROP 156,093 6,017 0.05%
409 WASTE MGMT INC DEL 82,408 6,009 0.05%
410 CENTENE CORP DEL 84,130 5,995 0.05%
411 SCANA 91,500 5,980 0.05%
412 LCI INDS 59,864 5,974 0.05%
413 NEWMONT CORP 180,400 5,946 0.05% Call
414 INTUIT 51,200 5,939 0.05% Call
415 KILROY RLTY CORP COM 82,200 5,925 0.05%
416 AMGEN INC 35,794 5,873 0.05%
417 CONOCOPHILLIPS 117,700 5,870 0.05% Put
418 CHECK POINT SOFTWARE TECH LT 57,100 5,862 0.05% Call
419 CENOVUS ENERGY INC 518,280 5,857 0.05%
420 PDC ENERGY INC 93,410 5,824 0.05%
421 BAIDU INC 33,637 5,803 0.05%
422 UNDER ARMOUR INC 292,200 5,780 0.05% Call
423 3M CO 30,200 5,778 0.05% Call
424 GILEAD SCIENCES INC 84,346 5,729 0.05%
425 OWENS CORNING NEW 93,135 5,716 0.05%
426 B/E AEROSPACE INC 88,610 5,681 0.05%
427 ALTRIA GROUP INC 79,100 5,649 0.05% Call
428 DOVER CORP 69,716 5,602 0.05%
429 VISA INC 62,886 5,589 0.05%
430 VAIL RESORTS INC 29,109 5,586 0.05%
431 WORTHINGTON INDS INC 123,480 5,568 0.05%
432 CYBERARK SOFTWARE LTD 109,360 5,563 0.05%
433 COMCAST CORP NEW 147,900 5,560 0.05% Put
434 ISHARES RUSSELL 2000 VALUE ETF 46,900 5,542 0.05%
435 INTEL CORP 153,600 5,540 0.05% Call
436 PNC FINL SVCS GROUP INC 45,900 5,519 0.05% Call
437 CHECK POINT SOFTWARE TECH LT 53,700 5,513 0.05% Put
438 WAL-MART STORES INC 76,400 5,507 0.05% Put
439 ARAMARK 148,994 5,493 0.05%
440 SPDR SERIES TRUST 146,945 5,471 0.05%
441 HEALTHSOUTH CORP 127,194 5,445 0.05%
442 FINISAR CORP 197,961 5,412 0.05%
443 RPC INC 295,038 5,402 0.05%
444 CHARTER COMMUNICATIONS INC N 16,500 5,401 0.05% Call
445 ISHARES TR 18,399 5,396 0.04%
446 STATE STR CORP 67,475 5,372 0.04%
447 HUNTSMAN CORP 218,239 5,356 0.04%
448 FEDERAL REALTY INVS 39,985 5,338 0.04%
449 ISHARES 142,400 5,334 0.04% Put
450 SPDR SERIES TRUST 123,969 5,328 0.04%
Page 9 of 29