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Fund Holdings of CAPITAL FUND MANAGEMENT SA Filed on 2012-02-10

Link to Original SEC 13F filings sorted on filing date: 2012-02-10 | 2011-11-10 | 2011-08-10 | 2011-05-12 | 2011-02-09 | 2010-11-08 | 2010-08-11 | 2010-05-12 | 2010-02-12 | 2009-11-13 | 2009-08-13 | 2009-05-14 | 2009-02-13 | 2008-11-14 | 2008-08-13 | 2008-05-02 |

1. Fund Information

Fund NameCAPITAL FUND MANAGEMENT SA
Fund Manager
Address6 BOULEVARD HAUSSMANN,
PARIS, I0, 75009
::Google Map
Phone33149495903
13F Asset Last Qtr$6,181,131,000
13F Asset This Qtr$5,493,618,000
Asset Change-11.12%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)SPDR S&P 500 ETFPUTSPY4,166,600$522,908Cut -2.27%9.52%
2.)SPDR S&P 500 ETFCALLSPY606,000$76,053Cut -44.24%1.38%
3.)SPDR S&P 500 ETFSPY495,789$62,222Cut -11.07%1.13%
4.)AMAZON.COM INC299,688$51,876New0.94%
5.)EMC CORP. (MA)EMC2,285,300$49,225Added 155.97%0.90%
6.)JPMORGAN CHASE & CO.CALLJPM1,100,700$36,598Added 2.54%0.67%
7.)SCHLUMBERGER LTD.SLB498,352$34,042Cut -21.31%0.62%
8.)MICROSOFT CORPORATIONMSFT1,281,400$33,265New0.61%
9.)ACCENTURE PLCACN621,258$33,070New0.60%
10.)GREEN MOUNTAIN COFFEE ROASTERS, INC.PUTGMCR731,500$32,808Added 1,775.64%0.60%
11.)UNITED TECHNOLOGIES CORP.UTX442,900$32,372New0.59%
12.)BAXTER INTERNATIONAL INC621,400$30,747New0.56%
13.)ORACLE CORPORATIONORCL1,163,975$29,856Added 809.53%0.54%
14.)EXXON MOBIL CORP.CALLXOM344,600$29,208Cut -45.59%0.53%
15.)MONSANTO CO.MON401,999$28,168Added 257.97%0.51%
16.)FIRST SOLAR, INC.PUTFSLR802,900$27,106Added 734.62%0.49%
17.)INTERNATIONAL BUSINESS MACHINES CORP.IBM145,317$26,721New0.49%
18.)COVIDIEN PLC, DUBLINSHSCOV587,400$26,439Cut -0.31%0.48%
19.)COLGATE-PALMOLIVE CO.CL274,004$25,315New0.46%
20.)THERMO FISHER SCIENTIFIC INCTMO553,862$24,907Added 170.04%0.45%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)AMAZON.COM INC299,688$51,8760.94%
2.)MICROSOFT CORPORATIONMSFT1,281,400$33,2650.61%
3.)ACCENTURE PLCACN621,258$33,0700.60%
4.)UNITED TECHNOLOGIES CORP.UTX442,900$32,3720.59%
5.)BAXTER INTERNATIONAL INC621,400$30,7470.56%
6.)INTERNATIONAL BUSINESS MACHINES CORP.IBM145,317$26,7210.49%
7.)COLGATE-PALMOLIVE CO.CL274,004$25,3150.46%
8.)TIME WARNER CABLE INCTWC326,853$20,7780.38%
9.)COSTCO WHOLESALE CORPORATIONCOST220,807$18,3980.33%
10.)SYMANTEC CORPORATIONSYMC1,131,160$17,7030.32%
11.)KELLOGG COK332,062$16,7920.31%
12.)GILEAD SCIENCES, INC.GILD396,836$16,2420.30%
13.)HUMANA INC.HUM169,709$14,8680.27%
14.)WELLPOINT INCWLP222,300$14,7270.27%
15.)EXPEDIA INCCALLEXPE501,500$14,5540.26%
16.)NOVARTIS AG BASELNVS251,400$14,3730.26%
17.)ANADARKO PETROLEUM CORP185,500$14,1590.26%
18.)FIRSTENERGY CORP.FE312,651$13,8500.25%
19.)PPL CORPPPL454,200$13,3630.24%
20.)TERADATA CORPORATION COMMON STOCKTDC260,754$12,6490.23%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)PHILIP MORRIS INTERNATIONAL INC COMMON STOCKPM496,578$30,9770.50%
2.)DEERE & CO.DE338,936$21,8850.35%
3.)YUM! BRANDS, INC.YUM427,713$21,1250.34%
4.)COCA-COLA CO (THE)KO289,700$19,5720.32%
5.)UNION PACIFIC CORPUNP235,403$19,2250.31%
6.)APPLE INC46,269$17,6430.29%
7.)PFIZER INCPFE911,657$16,1180.26%
8.)NOBLE ENERGY, INC.NBL226,999$16,0720.26%
9.)BHP BILLITON LTD238,000$15,8130.26%
10.)EXPEDIA, INC.CALLEXPE554,700$14,2840.23%
11.)OCCIDENTAL PETROLEUM CORPOXY190,073$13,5900.22%
12.)VIACOM INC CL B VIA-B345,012$13,3660.22%
13.)UNITED PARCEL SERVICE INCUPS210,189$13,2730.22%
14.)CBS CORPCBS636,300$12,9680.21%
15.)PRICELINE.COM INCORPORATEDPCLN28,799$12,9440.21%
16.)GOODRICH CORP.CALLGR106,400$12,8400.21%
17.)PROCTER & GAMBLE CO.PG179,061$11,3130.18%
18.)JPMORGAN CHASE & CO.JPM368,234$11,0910.18%
19.)BJ WHOLESALE CLUB INCCALLBJ206,600$10,5860.17%
20.)STANLEY BLACK & DECKER, INC.SWK215,253$10,5690.17%