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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 AMERICAN EXPRESS CO 1,510,100 119,464 1.00% Put
3 BOEING CO 643,200 113,756 0.95% Put
4 INTERNATIONAL BUSINESS MACHS 612,900 106,730 0.89% Put
5 NVIDIA CORPORATION 878,700 95,717 0.80% Put
6 DISNEY WALT CO 747,400 84,748 0.71% Put
7 MICROSOFT CORP 1,244,600 81,969 0.68% Put
8 TEXAS INSTRS INC 846,600 68,202 0.57% Put
9 APPLE INC 468,200 67,262 0.56% Put
10 JOHNSON & JOHNSON 514,400 64,069 0.53% Put
11 CVS HEALTH CORP 788,100 61,866 0.52% Put
12 CATERPILLAR INC 665,600 61,741 0.51% Put
13 WELLS FARGO & CO NEW 1,088,400 60,580 0.51% Put
14 MCDONALDS CORP 459,100 59,504 0.50% Put
15 HOME DEPOT INC 352,000 51,684 0.43% Put
16 TARGET CORP 912,300 50,350 0.42% Put
17 AT&T INC 1,201,300 49,914 0.42% Put
18 UNION PAC CORP 432,800 45,842 0.38% Put
19 QUALCOMM INC 792,600 45,448 0.38% Put
20 SELECT SECTOR SPDR TR 1,885,800 44,750 0.37% Put
21 CSX CORP 937,800 43,655 0.36% Put
22 PFIZER INC 1,275,100 43,621 0.36% Put
23 TESLA INC 141,400 39,352 0.33% Put
24 GOLDMAN SACHS GROUP INC 169,100 38,846 0.32% Put
25 GENERAL MTRS CO 1,075,200 38,019 0.32% Put
26 MICRON TECHNOLOGY INC 1,311,500 37,902 0.32% Put
27 T MOBILE US INC 555,300 35,867 0.30% Put
28 MOSAIC CO NEW 1,228,000 35,833 0.30% Put
29 NIKE INC 636,200 35,455 0.30% Put
30 BRISTOL MYERS SQUIBB CO 651,400 35,423 0.30% Put
31 ANADARKO PETE CORP 567,800 35,204 0.29% Put
32 DEERE & CO 316,900 34,498 0.29% Put
33 CISCO SYS INC 1,017,000 34,375 0.29% Put
34 ALLERGAN PLC 143,400 34,261 0.29% Put
35 CITIGROUPINC 571,000 34,157 0.28% Put
36 UNDER ARMOUR INC 1,691,300 33,454 0.28% Put
37 TEVA PHARMACEUTICAL INDS LTD 1,037,100 33,281 0.28% Put
38 BARRICK GOLD CORP 1,727,600 32,807 0.27% Put
39 COSTCO WHSL CORP NEW 193,300 32,414 0.27% Put
40 PRICELINE GRP INC 16,900 30,081 0.25% Put
41 ISHARES TR 218,300 30,012 0.25% Put
42 UNITED PARCEL SERVICE INC 269,000 28,864 0.24% Put
43 FACEBOOK INC 193,500 27,487 0.23% Put
44 MORGAN STANLEY 639,300 27,388 0.23% Put
45 BROADCOM LTD 116,600 25,531 0.21% Put
46 JPMORGAN CHASE & CO 244,900 21,512 0.18% Put
47 GENERAL DYNAMICS CORP 104,200 19,506 0.16% Put
48 AMERICAN AIRLS GROUP INC 458,500 19,395 0.16% Put
49 ADVANCED MICRO DEVICES INC 1,304,300 18,978 0.16% Put
50 CHEVRON CORP NEW 169,300 18,178 0.15% Put
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