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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 VALERO ENERGY CORP NEW 1,402,388 95,811 0.83%
2 AMAZON COM INC 121,463 91,081 0.78%
3 APPLE INC 782,636 90,645 0.78%
4 ALTRIA GROUP INC 1,220,145 82,506 0.71%
5 FACEBOOK INC 663,763 76,366 0.66%
6 AMERICAN EXPRESS CO 1,011,158 74,907 0.65%
7 ALPHABET INC 87,909 69,663 0.60%
8 BRISTOL MYERS SQUIBB CO 1,147,619 67,067 0.58%
9 BARRICK GOLD CORP 3,744,721 59,841 0.52%
10 MARATHON PETE CORP 1,123,946 56,591 0.49%
11 MEDTRONIC PLC 768,468 54,738 0.47%
12 MORGAN STANLEY 1,283,870 54,244 0.47%
13 TESORO CORP 600,003 52,470 0.45%
14 WAL-MART STORES INC 744,782 51,479 0.44%
15 SOUTHWEST AIRLS CO 967,025 48,197 0.42%
16 BANK AMER CORP 2,001,486 44,233 0.38%
17 GILEAD SCIENCES INC 599,003 42,895 0.37%
18 PHILIP MORRIS INTL INC 466,394 42,670 0.37%
19 WALGREENS BOOTS ALLIANCE INC 504,680 41,767 0.36%
20 STATE STR CORP 526,275 40,902 0.35%
21 CISCO SYS INC 1,311,132 39,622 0.34%
22 PRUDENTIAL FINL INC 377,252 39,257 0.34%
23 PFIZER INC 1,192,648 38,737 0.33%
24 YUM BRANDS INC 600,210 38,011 0.33%
25 VMWARE INC 481,931 37,942 0.33%
26 UNITED RENTALS INC 358,147 37,813 0.33%
27 HP INC 2,403,310 35,665 0.31%
28 HOME DEPOT INC 262,950 35,256 0.30%
29 RAYTHEON CO 244,233 34,681 0.30%
30 BROADCOM LTD 192,029 33,945 0.29%
31 GENERAL MLS INC 535,453 33,075 0.28%
32 APPLIED MATLS INC 1,011,315 32,635 0.28%
33 MCDONALDS CORP 266,154 32,396 0.28%
34 MOBILEYE N V AMSTELVEEN 849,188 32,371 0.28%
35 S&P GLOBAL INC 290,488 31,239 0.27%
36 D R HORTON INC 1,138,195 31,107 0.27%
37 LINCOLN NATL CORP IND 466,432 30,910 0.27%
38 ZIMMER BIOMET HLDGS INC 297,742 30,727 0.26%
39 ITAU UNIBANCO HLDG SA 2,973,475 30,567 0.26%
40 LEIDOS HLDGS INC 589,476 30,146 0.26%
41 DOLLAR GEN CORP NEW 397,722 29,459 0.25%
42 METLIFE INC 528,487 28,480 0.25%
43 DEVON ENERGY CORP NEW 618,861 28,263 0.24%
44 CONOCOPHILLIPS 546,461 27,400 0.24%
45 HUNTINGTON INGALLS INDS INC 146,781 27,036 0.23%
46 ENCANA CORP 2,290,768 26,894 0.23%
47 SHERWIN WILLIAMS CO 98,716 26,529 0.23%
48 VIACOM INC NEW 740,195 25,981 0.22%
49 COLGATE PALMOLIVE CO 395,773 25,899 0.22%
50 ALIBABA GROUP HLDG LTD 293,300 25,755 0.22%
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