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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
51 MICRON TECHNOLOGY INC 2,112,900 46,315 0.40% Put
52 MCDONALDS CORP 376,100 45,779 0.39% Put
53 WELLS FARGO & CO NEW 802,900 44,248 0.38% Call
54 BANK AMER CORP 2,001,486 44,233 0.38%
55 PHILIP MORRIS INTL INC 480,900 43,998 0.38% Put
56 TEXAS INSTRS INC 598,700 43,687 0.38% Put
57 MORGAN STANLEY 1,022,600 43,205 0.37% Call
58 GILEAD SCIENCES INC 599,003 42,895 0.37%
59 PHILIP MORRIS INTL INC 466,394 42,670 0.37%
60 CONOCOPHILLIPS 849,100 42,574 0.37% Call
61 ALPHABET INC 53,700 42,555 0.37% Call
62 MERCK & CO INC 714,100 42,039 0.36% Put
63 WALGREENS BOOTS ALLIANCE INC 504,680 41,767 0.36%
64 CVS HEALTH CORP 525,500 41,467 0.36% Put
65 STATE STR CORP 526,275 40,902 0.35%
66 INTERNATIONAL BUSINESS MACHS 243,400 40,402 0.35% Call
67 ISHARES TR 299,500 40,388 0.35% Put
68 UNION PAC CORP 385,600 39,979 0.34% Put
69 CISCO SYS INC 1,311,132 39,622 0.34%
70 PRUDENTIAL FINL INC 377,252 39,257 0.34%
71 PFIZER INC 1,192,648 38,737 0.33%
72 CITIGROUPINC 643,400 38,237 0.33% Put
73 YUM BRANDS INC 600,210 38,011 0.33%
74 COSTCO WHSL CORP NEW 237,300 37,994 0.33% Put
75 NORDSTROM INC 791,700 37,946 0.33% Call
76 VMWARE INC 481,931 37,942 0.33%
77 SELECT SECTOR SPDR TR 1,627,400 37,837 0.33% Put
78 UNITED RENTALS INC 358,147 37,813 0.33%
79 ISHARES TR 474,500 36,508 0.31% Call
80 APPLE INC 314,800 36,460 0.31% Put
81 ABBVIE INC 578,000 36,194 0.31% Call
82 NVIDIA CORPORATION 336,400 35,907 0.31% Call
83 CVS HEALTH CORP 453,400 35,778 0.31% Call
84 HP INC 2,403,310 35,665 0.31%
85 CITIGROUPINC 597,400 35,503 0.31% Call
86 BRISTOL MYERS SQUIBB CO 604,300 35,315 0.30% Put
87 HOME DEPOT INC 262,950 35,256 0.30%
88 ANADARKO PETE CORP 503,900 35,137 0.30% Call
89 RAYTHEON CO 244,233 34,681 0.30%
90 ISHARES TR 257,000 34,656 0.30% Call
91 GENERAL MTRS CO 977,800 34,067 0.29% Put
92 BROADCOM LTD 192,029 33,945 0.29%
93 JOHNSON & JOHNSON 291,300 33,561 0.29% Put
94 GENERAL MLS INC 535,453 33,075 0.28%
95 APPLIED MATLS INC 1,011,315 32,635 0.28%
96 MCDONALDS CORP 266,154 32,396 0.28%
97 MOBILEYE N V AMSTELVEEN 849,188 32,371 0.28%
98 ALPHABET INC 40,700 32,253 0.28% Put
99 ISHARES 965,800 32,200 0.28% Call
100 WAL-MART STORES INC 458,400 31,685 0.27% Put
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