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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 (2017Q1)
Original 13F HR (0001323645-17-000003) filed in 2017.05.03
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 1,224,200 288,593 2.41% Put
2 SPDR S&P 500 ETF TR 982,700 231,662 1.93% Call
3 MERCK & CO INC 1,966,418 124,946 1.04%
4 AMERICAN EXPRESS CO 1,510,100 119,464 1.00% Put
5 BOEING CO 643,200 113,756 0.95% Put
6 BOEING CO 611,000 108,061 0.90% Call
7 EOG RES INC 1,101,449 107,446 0.90%
8 INTERNATIONAL BUSINESS MACHS 612,900 106,730 0.89% Put
9 NVIDIA CORPORATION 899,300 97,961 0.82% Call
10 NVIDIA CORPORATION 878,700 95,717 0.80% Put
11 APPLIED MATLS INC 2,412,046 93,829 0.78%
12 BARRICK GOLD CORP 4,839,247 91,897 0.77%
13 APPLE INC 639,600 91,885 0.77% Call
14 DISNEY WALT CO 747,400 84,748 0.71% Put
15 MICROSOFT CORP 1,244,600 81,969 0.68% Put
16 DISNEY WALT CO 714,200 80,983 0.68% Call
17 MICROSOFT CORP 1,201,400 79,124 0.66% Call
18 INTERNATIONAL BUSINESS MACHS 448,800 78,154 0.65% Call
19 JOHNSON & JOHNSON 622,700 77,557 0.65% Call
20 RAYTHEON CO 482,744 73,618 0.61%
21 HOME DEPOT INC 492,200 72,270 0.60% Call
22 TEXAS INSTRS INC 846,600 68,202 0.57% Put
23 APPLE INC 468,200 67,262 0.56% Put
24 SPDR S&P 500 ETF TR 275,433 64,931 0.54%
25 WAL-MART STORES INC 898,601 64,771 0.54%
26 CVS HEALTH CORP 821,300 64,472 0.54% Call
27 AMAZON COM INC 72,541 64,310 0.54%
28 JOHNSON & JOHNSON 514,400 64,069 0.53% Put
29 CATERPILLAR INC 681,522 63,218 0.53%
30 MASTERCARD INCORPORATED 559,648 62,944 0.52%
31 CVS HEALTH CORP 788,100 61,866 0.52% Put
32 CATERPILLAR INC 665,600 61,741 0.51% Put
33 WELLS FARGO & CO NEW 1,088,400 60,580 0.51% Put
34 SCHLUMBERGER LTD 762,409 59,544 0.50%
35 MCDONALDS CORP 459,100 59,504 0.50% Put
36 ROSS STORES INC 880,022 57,967 0.48%
37 INTUIT 491,678 57,030 0.48%
38 DEVON ENERGY CORP NEW 1,356,528 56,594 0.47%
39 ALTRIA GROUP INC 785,007 56,065 0.47%
40 YUM BRANDS INC 872,205 55,734 0.46%
41 FACEBOOK INC 390,206 55,429 0.46%
42 QUALCOMM INC 958,200 54,943 0.46% Call
43 MORGAN STANLEY 1,263,716 54,138 0.45%
44 S&P GLOBAL INC 413,195 54,021 0.45%
45 MCDONALDS CORP 403,400 52,285 0.44% Call
46 HOME DEPOT INC 352,000 51,684 0.43% Put
47 JPMORGAN CHASE & CO 585,997 51,474 0.43%
48 PIONEER NAT RES CO 273,867 51,002 0.43%
49 TARGET CORP 912,300 50,350 0.42% Put
50 DEERE & CO 462,200 50,315 0.42% Call
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