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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 (2014Q3)
Original 13F HR (0001323645-14-000005) filed in 2014.10.31
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 2,321,300 457,343 5.12% Put
2 ISHARES TR 2,067,400 226,070 2.53% Put
3 SPDR S&P 500 ETF TR 714,567 140,784 1.58%
4 ISHARES TR 1,234,300 134,971 1.51% Call
5 SPDR S&P 500 ETF TR 558,400 110,016 1.23% Call
6 DELTA AIRLINES INC DEL 2,227,133 80,511 0.90%
7 MICROSOFT CORP 1,497,600 69,429 0.78% Call
8 ORACLE CORP 1,764,256 67,536 0.76%
9 LAS VEGAS SANDS CORP 1,035,677 64,429 0.72%
10 BERKSHIRE HATHAWAY INC DEL 427,500 59,055 0.66% Put
11 MICROSOFT CORP 1,269,300 58,845 0.66% Put
12 WESTERN DIGITAL CORP 570,053 55,478 0.62%
13 CATERPILLAR INC 546,696 54,139 0.61%
14 MASTERCARD INCORPORATED 719,508 53,186 0.60%
15 SCHLUMBERGER LTD 495,457 50,383 0.56%
16 TESLA INC 204,800 49,701 0.56% Put
17 WYNN RESORTS LTD 263,800 49,352 0.55% Put
18 GILEAD SCIENCES INC 459,900 48,956 0.55% Call
19 BAIDU INC 212,200 46,308 0.52% Call
20 SOUTHWEST AIRLS CO 1,344,429 45,401 0.51%
21 MONSANTO CO NEW 398,199 44,801 0.50%
22 AMERICAN EXPRESS CO 505,686 44,268 0.50%
23 APPLE INC 437,000 44,028 0.49% Put
24 WYNN RESORTS LTD 232,900 43,571 0.49% Call
25 WILLIAMS COS INC DEL 785,300 43,466 0.49% Call
26 PHILLIPS 66 532,552 43,302 0.48%
27 Walgreens 715,200 42,390 0.47% Call
28 APPLE INC 417,700 42,083 0.47% Call
29 JOHNSON & JOHNSON 393,900 41,986 0.47% Call
30 GILEAD SCIENCES INC 393,200 41,856 0.47% Put
31 WYNN RESORTS LTD 221,657 41,468 0.46%
32 YAHOO INC 1,004,403 40,929 0.46%
33 CELGENE CORP 430,400 40,793 0.46% Put
34 YUM BRANDS INC 558,065 40,170 0.45%
35 TESLA INC 163,700 39,727 0.44% Call
36 CONTINENTAL RESOURE 595,645 39,598 0.44%
37 INTEL CORP 1,134,200 39,493 0.44% Call
38 JOHNSON & JOHNSON 365,400 38,948 0.44% Put
39 INTEL CORP 1,108,800 38,608 0.43% Put
40 BERKSHIRE HATHAWAY INC DEL 278,700 38,500 0.43% Call
41 HOME DEPOT INC 410,700 37,678 0.42% Put
42 Walgreens 603,400 35,764 0.40% Put
43 AUTOMATIC DATA PROCESSING IN 423,340 35,171 0.39%
44 PRICELINE GRP INC 29,800 34,526 0.39% Call
45 WHOLE FOODS 905,200 34,497 0.39% Call
46 HALLIBURTON 526,900 33,990 0.38% Call
47 NETFLIX INC 74,700 33,703 0.38% Put
48 CONOCOPHILLIPS 437,300 33,462 0.37% Call
49 LINKEDIN CORP COM CL A 159,700 33,184 0.37% Call
50 VALERO ENERGY CORP NEW 714,862 33,077 0.37%
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