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
1351 DOMTAR CORP 6,617 242 0.00%
1352 ALTRA INDL MOTION CORP COM 6,200 241 0.00%
1353 HELMERICH & PAYNE INC 3,600 240 0.00% Call
1354 ARCHER DANIELS MIDLAND CO 5,200 239 0.00% Call
1355 MYLAN N V 6,100 238 0.00% Call
1356 MYR GROUP INC DEL COM 5,800 238 0.00%
1357 AERCAP HOLDINGS NV 5,183 238 0.00%
1358 CHANGYOU COM LTD 8,400 236 0.00%
1359 ISHARES RUSSELL 1000 ETF 1,800 236 0.00%
1360 SELECT SECTOR SPDR TR 4,600 236 0.00% Call
1361 KITE PHARMA INCORPORATED 3,000 235 0.00% Call
1362 ORMAT TECHNOLOGIES INC 4,100 234 0.00%
1363 TERNIUM SA 8,900 232 0.00%
1364 BHP BILLITON LTD 6,400 232 0.00% Call
1365 ARGAN INC 3,500 232 0.00%
1366 NU SKIN ENTERPRISES INC 4,161 231 0.00%
1367 PLEXUS CORP COM 4,000 231 0.00%
1368 ISHARES TR 1,400 230 0.00% Call
1369 KEMPER CORP 5,600 223 0.00%
1370 SMUCKER J M CO 1,700 223 0.00% Call
1371 DISCOVER FINL SVCS 3,245 222 0.00%
1372 SEAGATE TECHNOLOGY PLC 4,827 222 0.00%
1373 SPIRIT AIRLS INC 4,100 218 0.00% Call
1374 CHUBB LIMITED 1,600 218 0.00% Call
1375 VANGUARD INDEX FDS 2,600 215 0.00% Call
1376 CIT GROUP INC 5,000 215 0.00% Call
1377 MOHAWK INDS 931 214 0.00%
1378 IAC INTERACTIVECORP 2,900 214 0.00% Call
1379 CYTOKINETICS INC 16,600 213 0.00%
1380 MACK-CALI REALTY CORP COM 7,907 213 0.00%
1381 VANTIV INC 3,328 213 0.00%
1382 ASHFORD HOSPITALITY TR INC 33,348 212 0.00%
1383 WESTERN UN CO 10,300 210 0.00% Call
1384 SEATTLE GENETICS INC 3,309 208 0.00%
1385 JETBLUE AIRWAYS CORP 10,100 208 0.00% Call
1386 VIAD CORP 4,600 208 0.00%
1387 CROWN HOLDINGS INC 3,900 207 0.00%
1388 PVH CORPORATION 2,000 207 0.00% Call
1389 RYERSON HLDG CORP COM 16,428 207 0.00%
1390 ENERPLUS CORP 25,700 207 0.00%
1391 SELECT SECTOR SPDR TR 3,900 204 0.00% Put
1392 OCCIDENTAL PETE CORP DEL 3,200 203 0.00% Put
1393 SILGAN HOLDINGS INC 3,400 202 0.00%
1394 EBIX INC 3,300 202 0.00%
1395 HORTONWORKS INC 20,200 198 0.00%
1396 VANDA PHARMACEUTICALS INC COM 13,900 195 0.00%
1397 FIAT CHRYSLER AUTOMOBILES N 17,500 191 0.00% Put
1398 FULTON FINL CORP PA 10,300 184 0.00%
1399 DONNELLEY R R & SONS CO 14,709 178 0.00%
1400 ENCANA CORP 14,200 166 0.00% Put
Page 28 of 29