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 (2016Q4)
Original 13F HR (0001323645-17-000002) filed in 2017.02.08
#
Name
Shares
Value ($)
%
Options
Notes
701 HUNTINGTON INGALLS INDS INC 146,781 27,036 0.23%
702 HUNTINGTON INGALLS INDS INC 1,200 221 0.00% Call
703 HUNTSMAN CORP 26,300 502 0.00% Put
704 HUNTSMAN CORP 512,413 9,777 0.08%
705 HUNTSMAN CORP 28,100 536 0.00% Call
706 HURON CONSULTING 6,200 314 0.00%
707 IAC INTERACTIVECORP 3,900 253 0.00% Call
708 ICICI BANK LIMITED 438,560 3,285 0.03%
709 IDEXX LABS INC 2,200 258 0.00%
710 ILG INC 72,257 1,313 0.01%
711 ILLINOIS TOOL WKS INC 26,900 3,294 0.03% Call
712 ILLINOIS TOOL WKS INC 19,300 2,363 0.02% Put
713 ILLUMINA INC 58,335 7,469 0.06%
714 INC RESH HLDGS INC 11,765 619 0.01%
715 INCYTE CORP 2,100 211 0.00% Call
716 INCYTE CORP 108,798 10,909 0.09%
717 INGERSOLL-RAND PLC 77,519 5,817 0.05%
718 INGREDION INC 126,849 15,851 0.14%
719 INNOSPEC INC 3,000 206 0.00%
720 INSTEEL IND 10,100 360 0.00%
721 INTEGRATED DEVICE TECHNOLOGY 162,424 3,827 0.03%
722 INTEL CORP 352,800 12,796 0.11% Call
723 INTEL CORP 383,500 13,910 0.12% Put
724 INTELIQUENT ORD 13,626 312 0.00%
725 INTERCEPT PHARMACEUTICALS INCORPORATED 4,800 522 0.00% Call
726 INTERCEPT PHARMACEUTICALS INCORPORATED 8,300 902 0.01% Put
727 INTERDIGITAL INC 34,029 3,109 0.03%
728 INTERDIGITAL INC 8,400 767 0.01% Put
729 INTERDIGITAL INC 4,100 375 0.00% Call
730 INTERFACE INC COM 11,500 213 0.00%
731 INTERNATIONAL BUSINESS MACHS 296,800 49,266 0.42% Put
732 INTERNATIONAL BUSINESS MACHS 243,400 40,402 0.35% Call
733 INTERNATIONAL BUSINESS MACHS 113,730 18,878 0.16%
734 INTERSIL CORP 26,779 597 0.01%
735 INTL PAPER CO 85,900 4,558 0.04%
736 INTL PAPER CO 161,800 8,585 0.07% Put
737 INTL PAPER CO 111,400 5,911 0.05% Call
738 INTREXON CORP 90,700 2,204 0.02%
739 INTUIT 75,237 8,623 0.07%
740 INTUIT 16,900 1,937 0.02% Put
741 INTUIT 8,700 997 0.01% Call
742 INTUITIVE SURGICAL INC 628 398 0.00%
743 INVESCO LTD 90,244 2,738 0.02%
744 INVESCO MORTGAGE CAPITAL INC 142,080 2,074 0.02%
745 INVESTMENT TECHNOLOGY GRP NEW 29,679 586 0.01%
746 IONIS PHARMACEUTICALS INC 4,200 201 0.00% Call
747 IRON MTN INC NEW 11,200 364 0.00% Call
748 IRON MTN INC NEW 16,200 526 0.00% Put
749 ISHARES 16,589 336 0.00%
750 ISHARES 965,800 32,200 0.28% Call
Page 15 of 32