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
1501 AMERIPRISE FINANCIAL, INC. 10,523 388 0.00%
1502 AMERICAN WTR WKS CO INC NEW 4,800 347 0.00% Put
1503 AMERICAN WTR WKS CO INC NEW 12,900 933 0.01% Call
1504 AMERICAN WTR WKS CO INC NEW 134,840 9,757 0.08%
1505 AMERICAN INTL GROUP INC 4,300 281 0.00% Put
1506 AMERICAN INTL GROUP INC 5,100 333 0.00% Call
1507 AMERICAN EXPRESS CO 1,011,158 74,907 0.65%
1508 AMERICAN EXPRESS CO 176,500 13,075 0.11% Call
1509 AMERICAN EXPRESS CO 282,300 20,913 0.18% Put
1510 AMERICAN EQTY INVT LIFE HLD CO COM 22,700 512 0.00%
1511 AMERICAN ELEC PWR INC 5,600 353 0.00% Call
1512 AMERICAN EAGLE OUTFITTERS NE 461,025 6,994 0.06%
1513 AMERICAN AXLE & MFG HLDGS INC COM 152,246 2,938 0.03%
1514 AMERICAN AIRLS GROUP INC 36,878 1,722 0.01%
1515 AMERICAN AIRLS GROUP INC 469,700 21,930 0.19% Call
1516 AMERICAN AIRLS GROUP INC 605,600 28,275 0.24% Put
1517 AMERICA MOVIL SAB DE CV 11,600 146 0.00% Put
1518 AMBARELLA INC 9,000 487 0.00% Put
1519 AMBARELLA INC 353,262 19,122 0.16%
1520 AMBARELLA INC 17,900 969 0.01% Call
1521 AMAZON COM INC 121,463 91,081 0.78%
1522 AMAZON COM INC 23,100 17,322 0.15% Call
1523 AMAZON COM INC 5,200 3,899 0.03% Put
1524 AMAG PHARMACEUTICALS INC 68,742 2,392 0.02%
1525 ALTRIA GROUP INC 353,800 23,924 0.21% Call
1526 ALTRIA GROUP INC 1,220,145 82,506 0.71%
1527 ALPHABET INC 87,909 69,663 0.60%
1528 ALPHABET INC 53,700 42,555 0.37% Call
1529 ALPHABET INC 40,700 32,253 0.28% Put
1530 ALNYLAM PHARMACEUTICALS INC 7,800 292 0.00% Call
1531 ALLY FINL INC 387,074 7,362 0.06%
1532 ALLSTATE CORP 38,366 2,844 0.02%
1533 ALLSTATE CORP 3,500 259 0.00% Put
1534 ALLIED WRLD ASSUR COM HLDG A 12,837 689 0.01%
1535 ALLIANCE DATA SYSTEMS CORP 5,900 1,348 0.01% Call
1536 ALLERGAN PLC 227,000 47,672 0.41% Put
1537 ALLERGAN PLC 221,500 46,517 0.40% Call
1538 ALLEGION PUB LTD CO 88,700 5,677 0.05%
1539 ALLEGIANT TRAVEL CO 33,043 5,498 0.05%
1540 ALKERMES PLC 123,288 6,852 0.06%
1541 ALIGN TECHNOLOGY INC 2,700 260 0.00% Put
1542 ALIGN TECHNOLOGY INC 16,624 1,598 0.01%
1543 ALIGN TECHNOLOGY INC 9,700 932 0.01% Call
1544 ALIBABA GROUP HLDG LTD 293,300 25,755 0.22%
1545 ALIBABA GROUP HLDG LTD 554,900 48,726 0.42% Call
1546 ALIBABA GROUP HLDG LTD 357,800 31,418 0.27% Put
1547 ALBEMARLE CORP 2,900 250 0.00% Put
1548 ALBEMARLE CORP 6,100 525 0.00% Call
1549 ALBEMARLE CORP 130,030 11,193 0.10%
1550 ALASKA AIR GROUP INC 106,606 9,459 0.08%
Page 31 of 32