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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 QUALCOMM INC 1,491,000 97,213 0.84% Put
4 ANADARKO PETE CORP 1,184,400 82,588 0.71% Put
5 TARGET CORP 1,053,700 76,109 0.66% Put
6 AT&T INC 1,707,300 72,611 0.63% Put
7 PFIZER INC 2,227,600 72,352 0.62% Put
8 MICROSOFT CORP 970,900 60,332 0.52% Put
9 PROCTER AND GAMBLE CO 680,000 57,174 0.49% Put
10 MORGAN STANLEY 1,337,700 56,518 0.49% Put
11 GOLDMAN SACHS GROUP INC 231,800 55,505 0.48% Put
12 WESTERN DIGITAL CORP 776,900 52,790 0.45% Put
13 BOEING CO 326,600 50,845 0.44% Put
14 CHIPOTLE MEXICAN GRILL INC 133,700 50,448 0.43% Put
15 CONOCOPHILLIPS 1,000,900 50,185 0.43% Put
16 INTERNATIONAL BUSINESS MACHS 296,800 49,266 0.42% Put
17 WELLS FARGO & CO NEW 888,700 48,976 0.42% Put
18 ALLERGAN PLC 227,000 47,672 0.41% Put
19 ISHARES 1,398,100 46,613 0.40% Put
20 MICRON TECHNOLOGY INC 2,112,900 46,315 0.40% Put
21 MCDONALDS CORP 376,100 45,779 0.39% Put
22 PHILIP MORRIS INTL INC 480,900 43,998 0.38% Put
23 TEXAS INSTRS INC 598,700 43,687 0.38% Put
24 MERCK & CO INC 714,100 42,039 0.36% Put
25 CVS HEALTH CORP 525,500 41,467 0.36% Put
26 ISHARES TR 299,500 40,388 0.35% Put
27 UNION PAC CORP 385,600 39,979 0.34% Put
28 CITIGROUPINC 643,400 38,237 0.33% Put
29 COSTCO WHSL CORP NEW 237,300 37,994 0.33% Put
30 SELECT SECTOR SPDR TR 1,627,400 37,837 0.33% Put
31 APPLE INC 314,800 36,460 0.31% Put
32 BRISTOL MYERS SQUIBB CO 604,300 35,315 0.30% Put
33 GENERAL MTRS CO 977,800 34,067 0.29% Put
34 JOHNSON & JOHNSON 291,300 33,561 0.29% Put
35 ALPHABET INC 40,700 32,253 0.28% Put
36 WAL-MART STORES INC 458,400 31,685 0.27% Put
37 ALIBABA GROUP HLDG LTD 357,800 31,418 0.27% Put
38 AMERICAN AIRLS GROUP INC 605,600 28,275 0.24% Put
39 CELGENE CORP 235,400 27,248 0.23% Put
40 ABBVIE INC 429,900 26,920 0.23% Put
41 NEWMONT CORP 775,900 26,435 0.23% Put
42 CUMMINS INC 193,300 26,418 0.23% Put
43 BARRICK GOLD CORP 1,614,600 25,801 0.22% Put
44 TEVA PHARMACEUTICAL INDS LTD 676,000 24,505 0.21% Put
45 NVIDIA CORPORATION 215,200 22,970 0.20% Put
46 DEVON ENERGY CORP NEW 500,700 22,867 0.20% Put
47 NIKE INC 447,000 22,721 0.20% Put
48 SELECT SECTOR SPDR TR 299,700 22,573 0.19% Put
49 SEAGATE TECHNOLOGY PLC 590,400 22,536 0.19% Put
50 DEERE & CO 215,800 22,236 0.19% Put
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