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
101 ANADARKO PETE CORP 467,507 28,985 0.24%
102 ANADARKO PETE CORP 108,900 6,752 0.06% Call
103 ANALOG DEVICES INC 8,460 693 0.01%
104 ANGLOGOLD ASHANTI LIMITED 27,510 296 0.00%
105 ANNALY CAP MGMT INC 309,787 3,442 0.03%
106 ANTHEM INC 27,300 4,515 0.04% Put
107 ANTHEM INC 26,020 4,303 0.04%
108 ANTHEM INC 16,200 2,679 0.02% Call
109 AON PLC 134,993 16,022 0.13%
110 APACHE CORP 214,700 11,033 0.09% Call
111 APACHE CORP 122,800 6,311 0.05% Put
112 APARTMENT INVT & MGMT CO 75,200 3,335 0.03%
113 APPLE INC 468,200 67,262 0.56% Put
114 APPLE INC 639,600 91,885 0.77% Call
115 APPLIED MATLS INC 296,400 11,530 0.10% Put
116 APPLIED MATLS INC 2,412,046 93,829 0.78%
117 APPLIED MATLS INC 515,600 20,057 0.17% Call
118 ARAMARK 148,994 5,493 0.05%
119 ARATANA THERAPEUTICS INC 53,148 282 0.00%
120 ARCELORMITTAL SA LUXEMBOURG 136,602 1,141 0.01%
121 ARCHER DANIELS MIDLAND CO 5,200 239 0.00% Call
122 ARCHER DANIELS MIDLAND CO 5,600 258 0.00% Put
123 ARGAN INC 3,500 232 0.00%
124 ARISTA NETWORKS INC 2,046 271 0.00%
125 ARISTA NETWORKS INC 19,700 2,606 0.02% Put
126 ARISTA NETWORKS INC 19,400 2,566 0.02% Call
127 ARMOUR RESIDENTIAL REIT INC 42,358 962 0.01%
128 ARRIS INTL INC 122,785 3,248 0.03%
129 ASHFORD HOSPITALITY TR INC 33,348 212 0.00%
130 ASHLAND GLOBAL HLDGS INC 3,800 470 0.00% Put
131 ASHLAND GLOBAL HLDGS INC 4,500 557 0.00% Call
132 ASPEN TECHNOLOGY COM USD0.10 19,402 1,143 0.01%
133 ASSURANT INC 8,339 798 0.01%
134 ASSURED GUARANTY LTD COM 78,924 2,929 0.02%
135 ASSURED GUARANTY LTD COM 13,200 490 0.00% Call
136 ASSURED GUARANTY LTD COM 7,400 275 0.00% Put
137 ASTEC INDS INC 24,200 1,488 0.01%
138 AT&T INC 893,700 37,133 0.31% Call
139 AT&T INC 105,484 4,383 0.04%
140 AT&T INC 1,201,300 49,914 0.42% Put
141 AUTODESK INC 72,200 6,243 0.05% Put
142 AUTODESK INC 113,300 9,797 0.08% Call
143 AUTOMATIC DATA PROCESSING IN 38,100 3,901 0.03% Call
144 AUTOMATIC DATA PROCESSING IN 17,500 1,792 0.01% Put
145 AUTOZONE INC 400 289 0.00% Call
146 AVIS BUDGET GROUP 10,642 315 0.00%
147 AXIS CAPITAL HOLDINGS LTD 14,317 960 0.01%
148 AZENTA INC COM 19,600 439 0.00%
149 B & G FOODS INC NEW COM 13,738 553 0.00%
150 B/E AEROSPACE INC 88,610 5,681 0.05%
Page 3 of 29