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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 (2016Q4)
Original 13F HR (0001323645-17-000002) filed in 2017.02.08
#
Name
Shares
Value ($)
%
Options
Notes
1 CATERPILLAR INC 1,282,300 118,921 1.02% Put
2 SPDR S&P 500 ETF TR 495,800 110,826 0.95% Put
3 SPDR S&P 500 ETF TR 437,600 97,817 0.84% Call
4 QUALCOMM INC 1,491,000 97,213 0.84% Put
5 VALERO ENERGY CORP 1,402,388 95,811 0.83%
6 AMAZON COM INC 121,463 91,081 0.78%
7 APPLE INC 782,636 90,645 0.78%
8 MICROSOFT CORP 1,378,200 85,641 0.74% Call
9 APPLE INC 720,600 83,460 0.72% Call
10 ANADARKO PETROLEUM CORP 1,184,400 82,588 0.71% Put
11 ALTRIA GROUP INC 1,220,145 82,506 0.71%
12 FACEBOOK INC 663,763 76,366 0.66%
13 TARGET CORP 1,053,700 76,109 0.66% Put
14 QUALCOMM INC 1,151,200 75,058 0.65% Call
15 AMERICAN EXPRESS CO 1,011,158 74,907 0.65%
16 TARGET CORP 1,014,100 73,248 0.63% Call
17 AT&T INC 1,707,300 72,611 0.63% Put
18 PFIZER INC 2,227,600 72,352 0.62% Put
19 ALPHABET INC 87,909 69,663 0.60%
20 GOLDMAN SACHS GROUP INC 281,200 67,333 0.58% Call
21 BRISTOL MYERS SQUIBB CO 1,147,619 67,067 0.58%
22 CHIPOTLE MEXICAN GRILL INC 176,000 66,408 0.57% Call
23 MICROSOFT CORP 970,900 60,332 0.52% Put
24 BRISTOL MYERS SQUIBB CO 1,029,100 60,141 0.52% Call
25 Barrick Gold Corp 3,744,721 59,841 0.52%
26 PROCTER & GAMBLE CO/THE 680,000 57,174 0.49% Put
27 MARATHON PETROLEUM CORP 1,123,946 56,591 0.49%
28 MORGAN STANLEY 1,337,700 56,518 0.49% Put
29 GOLDMAN SACHS GROUP INC 231,800 55,505 0.48% Put
30 MEDTRONIC PLC 768,468 54,738 0.47%
31 AT&T INC 1,279,800 54,430 0.47% Call
32 MORGAN STANLEY 1,283,870 54,244 0.47%
33 JOHNSON & JOHNSON 466,100 53,699 0.46% Call
34 BOEING CO/THE 339,500 52,853 0.46% Call
35 WESTERN DIGITAL CORP 776,900 52,790 0.45% Put
36 TESORO CORP 600,003 52,470 0.45%
37 WAL MART STORES INC 744,782 51,479 0.44%
38 BOEING CO/THE 326,600 50,845 0.44% Put
39 CHIPOTLE MEXICAN GRILL INC 133,700 50,448 0.43% Put
40 CONOCOPHILLIPS 1,000,900 50,185 0.43% Put
41 PFIZER INC 1,528,500 49,646 0.43% Call
42 INTL BUSINESS MACHINES CORP 296,800 49,266 0.42% Put
43 CATERPILLAR INC 531,200 49,263 0.42% Call
44 WELLS FARGO & CO 888,700 48,976 0.42% Put
45 ALIBABA GROUP HLDG LTD 554,900 48,726 0.42% Call
46 SOUTHWEST AIRLINES CO 967,025 48,197 0.42%
47 ALLERGAN PLC 227,000 47,672 0.41% Put
48 ISHARES MSCI BRAZIL CAPPED ETF 1,398,100 46,613 0.40% Put
49 ALLERGAN PLC 221,500 46,517 0.40% Call
50 MICRON TECHNOLOGY INC 2,121,200 46,497 0.40% Call
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