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
151 BAIDU INC 33,637 5,803 0.05%
152 BANCO BRADESCO S A 11,812 121 0.00%
153 BANK AMER CORP 475,600 11,219 0.09% Call
154 BANK AMER CORP 341,100 8,047 0.07% Put
155 BANK AMER CORP 101,388 2,392 0.02%
156 BANK MONTREAL QUE 4,500 337 0.00% Call
157 BANK MONTREAL QUE 22,971 1,718 0.01%
158 BANK NEW YORK MELLON CORP 540,573 25,531 0.21%
159 BANKRATE INC DEL COM 35,990 347 0.00%
160 BANKUNITED INC 96,764 3,610 0.03%
161 BARCLAYS PLC 63,379 712 0.01%
162 BARD C R INC 45,465 11,300 0.09%
163 BARRACUDA NETWORKS INC 73,476 1,698 0.01%
164 BARRICK GOLD CORP 4,839,247 91,897 0.77%
165 BARRICK GOLD CORP 1,727,600 32,807 0.27% Put
166 BARRICK GOLD CORP 444,200 8,435 0.07% Call
167 BAXTER INTL INC 523,282 27,137 0.23%
168 BB&T CORP 16,800 751 0.01% Put
169 BB&T CORP 10,800 483 0.00% Call
170 BB&T CORP 163,060 7,289 0.06%
171 BECTON DICKINSON & CO 159,578 29,273 0.24%
172 BED BATH & BEYOND INC 11,100 438 0.00% Call
173 BELDEN INC 29,440 2,037 0.02%
174 BELLICUM PHARMACEUTICALS INCORPORATED 43,700 539 0.00%
175 BEMIS INC 6,108 298 0.00%
176 BERKSHIRE HATHAWAY INC DEL 87,300 14,551 0.12% Put
177 BERKSHIRE HATHAWAY INC DEL 74,300 12,384 0.10% Call
178 BERRY PLASTICS GROUP INC 96,141 4,670 0.04%
179 BEST BUY INC 5,500 270 0.00% Call
180 BEST BUY INC 98,867 4,859 0.04%
181 BEST BUY INC 7,600 374 0.00% Put
182 BHP BILLITON LTD 11,232 408 0.00%
183 BHP BILLITON LTD 11,100 403 0.00% Put
184 BHP BILLITON LTD 6,400 232 0.00% Call
185 BIG LOTS INC 92,467 4,501 0.04%
186 BIOGEN INC 95,915 26,225 0.22%
187 BIOGEN INC 4,800 1,312 0.01% Put
188 BIOMARIN PHARMACEUTICAL INC 8,081 709 0.01%
189 BLACKBERRY LTD 17,836 138 0.00%
190 BLOCK H & R INC 13,407 312 0.00%
191 BLUEBIRD BIO INC COM 5,846 531 0.00%
192 BLUEBIRD BIO INC COM 3,400 309 0.00% Call
193 BOEING CO 643,200 113,756 0.95% Put
194 BOEING CO 611,000 108,061 0.90% Call
195 BOK FINANCIAL CORP NEW 11,600 908 0.01%
196 BOOZ ALLEN HAMILTON HLDG COR 71,219 2,520 0.02%
197 BORGWARNER INC 8,200 343 0.00% Call
198 BOSTON PROPERTIES INC 29,460 3,901 0.03%
199 BOSTON SCIENTIFIC CORP 523,318 13,015 0.11%
200 BRADY CORP 12,439 481 0.00%
Page 4 of 29