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
601 MICRON TECHNOLOGY INC 1,142,700 33,024 0.28% Call
602 MICRON TECHNOLOGY INC 1,311,500 37,902 0.32% Put
603 MICROCHIP TECHNOLOGY INC. 9,131 674 0.01%
604 MICROCHIP TECHNOLOGY INC. 4,800 354 0.00% Call
605 MICROCHIP TECHNOLOGY INC. 5,600 413 0.00% Put
606 MICHAEL KORS HLDGS LTD 72,300 2,755 0.02% Call
607 MICHAEL KORS HLDGS LTD 247,577 9,435 0.08%
608 MICHAEL KORS HLDGS LTD 91,600 3,491 0.03% Put
609 MGM RESORTS INTERNATIONAL 823,008 22,550 0.19%
610 MGIC INVT CORP WIS 503,035 5,096 0.04%
611 METLIFE INC 12,500 660 0.01% Call
612 METLIFE INC 22,700 1,199 0.01% Put
613 MERCK & CO INC 78,400 4,982 0.04% Call
614 MERCK & CO INC 94,900 6,030 0.05% Put
615 MERCK & CO INC 1,966,418 124,946 1.04%
616 MERCADOLIBRE INC 4,400 930 0.01% Put
617 MERCADOLIBRE INC 73,712 15,588 0.13%
618 MERCADOLIBRE INC 12,000 2,538 0.02% Call
619 MEDTRONIC PLC 7,500 604 0.01% Put
620 MEDTRONIC PLC 257,914 20,778 0.17%
621 MEDIFAST INC COM 15,400 683 0.01%
622 MEDIDATA SOLUTIONS INC 126,400 7,292 0.06%
623 MEAD JOHNSON NUTRITION CO 3,000 267 0.00% Put
624 MEAD JOHNSON NUTRITION CO 18,887 1,682 0.01%
625 MEAD JOHNSON NUTRITION CO 7,600 677 0.01% Call
626 MCGRATH RENTCORP 12,200 410 0.00%
627 MCDONALDS CORP 459,100 59,504 0.50% Put
628 MCDONALDS CORP 403,400 52,285 0.44% Call
629 MB FINL INC 8,000 343 0.00%
630 MAXIM INTEGR 107,347 4,826 0.04%
631 MASTERCARD INCORPORATED 17,600 1,979 0.02% Put
632 MASTERCARD INCORPORATED 44,400 4,994 0.04% Call
633 MASTERCARD INCORPORATED 559,648 62,944 0.52%
634 MASTEC INC 19,658 787 0.01%
635 MASIMO CORP 54,593 5,091 0.04%
636 MASCO CORP 101,121 3,437 0.03%
637 MARVELL TECHNOLOGY GROUP LTD 440,789 6,726 0.06%
638 MARTIN MARIETTA MATLS INC 31,439 6,862 0.06%
639 MARTIN MARIETTA MATLS INC 1,600 349 0.00% Put
640 MARRIOTT INTL INC NEW 4,300 405 0.00% Put
641 MARKETAXESS HLDGS INC 63,202 11,850 0.10%
642 MARATHON PETE CORP 17,400 879 0.01% Put
643 MARATHON PETE CORP 17,400 879 0.01% Call
644 MANTECH INTERNATIONAL CORP CL A 20,071 695 0.01%
645 MANHATTAN ASSOCS INC 161,962 8,430 0.07%
646 MALLINCKRODT PUB LTD CO 300,513 13,394 0.11%
647 MAIN STREET CAPITAL CORP 9,100 348 0.00%
648 MAGNA INTL INC 11,857 512 0.00%
649 MACYS INC 20,500 608 0.01% Call
650 MACYS INC 75,900 2,250 0.02% Put
Page 13 of 29