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
801 MERCK & CO INC 1,966,418 124,946 1.04%
802 MERCK & CO INC 94,900 6,030 0.05% Put
803 MERCK & CO INC 78,400 4,982 0.04% Call
804 METLIFE INC 22,700 1,199 0.01% Put
805 METLIFE INC 12,500 660 0.01% Call
806 MGIC INVT CORP WIS 503,035 5,096 0.04%
807 MGM RESORTS INTERNATIONAL 823,008 22,550 0.19%
808 MICHAEL KORS HLDGS LTD 72,300 2,755 0.02% Call
809 MICHAEL KORS HLDGS LTD 91,600 3,491 0.03% Put
810 MICHAEL KORS HLDGS LTD 247,577 9,435 0.08%
811 MICROCHIP TECHNOLOGY INC. 5,600 413 0.00% Put
812 MICROCHIP TECHNOLOGY INC. 4,800 354 0.00% Call
813 MICROCHIP TECHNOLOGY INC. 9,131 674 0.01%
814 MICRON TECHNOLOGY INC 1,142,700 33,024 0.28% Call
815 MICRON TECHNOLOGY INC 1,311,500 37,902 0.32% Put
816 MICROSOFT CORP 1,201,400 79,124 0.66% Call
817 MICROSOFT CORP 1,244,600 81,969 0.68% Put
818 MICROSTRATEGY INC CL A NEW 3,375 634 0.01%
819 MID AMER APT CMNTYS INC 163,911 16,676 0.14%
820 MIDDLEBY CORP 5,397 736 0.01%
821 MINERALS TECHNOLOGIES INC 9,700 743 0.01%
822 MOBILEYE N V AMSTELVEEN 5,700 350 0.00% Put
823 MOBILEYE N V AMSTELVEEN 53,074 3,259 0.03%
824 MOHAWK INDS INC 931 214 0.00%
825 MOLINA HEALTHCARE INC 108,400 4,943 0.04%
826 MOLSON COORS BREWING CO 302,541 28,956 0.24%
827 MOLSON COORS BREWING CO 5,200 498 0.00% Put
828 MOMO INC 35,238 1,201 0.01%
829 MONDELEZ INTL INC 733,245 31,588 0.26%
830 MONOGRAM RESIDENTIAL TR INC 286,275 2,854 0.02%
831 MONSANTO CO NEW 5,973 676 0.01%
832 MONSTER BEVERAGE CORP NEW 505,681 23,347 0.19%
833 MOODYS CORP 10,309 1,155 0.01%
834 MOOG INC CL A 3,700 249 0.00%
835 MORGAN STANLEY 501,500 21,484 0.18% Call
836 MORGAN STANLEY 639,300 27,388 0.23% Put
837 MORGAN STANLEY 1,263,716 54,138 0.45%
838 MOSAIC CO NEW 1,228,000 35,833 0.30% Put
839 MOSAIC CO NEW 144,800 4,225 0.04% Call
840 MOTOROLA SOLUTIONS INC 8,400 724 0.01% Call
841 MOTOROLA SOLUTIONS INC 8,898 767 0.01%
842 MOTOROLA SOLUTIONS INC 7,500 647 0.01% Put
843 MSA SAFETY INC 21,100 1,492 0.01%
844 MSC INDL DIRECT INC 7,300 750 0.01%
845 MSCI INC 15,746 1,530 0.01%
846 MTGE INVT CORP COM 76,077 1,274 0.01%
847 MUELLER INDS INC COM 22,400 767 0.01%
848 MUELLER WTR PRODUCTS INCORPORATED COM SER A 131,327 1,552 0.01%
849 MYLAN N V 6,100 238 0.00% Call
850 MYR GROUP INC DEL COM 5,800 238 0.00%
Page 17 of 29