CAPITAL FUND MANAGEMENT S.A.

Q1 2014 13F-HR Holdings

Location
Paris, I0
Holdings as of
3/31/2014
Date filed
5/14/2014
Form type
13F-HR
Num holdings
1,651
Total value ($000)
$8,175,019
Net value change ($000)
+90,110 (1.1%)
New positions
390
Sold out positions
281
Turnover %
65.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/31/2014 Next filing: 8/1/2014 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
BA 70,740 NEW
Alphabet Inc. Class C 69,127 557.6%
PM 46,771 937.1%
MA 41,938 NEW
V 39,547 NEW
Yahoo! Inc. 33,145 NEW
GME 31,928 NEW
SNDK 31,197 NEW
NBIS 31,089 NEW
FSLR 29,729 717.6%
Top Reduces (Value $000, Stocks/ETFs)
SPY -401,893 -60.1%
IWM -81,546 -56.5%
CSCO -56,338 -100.0%
LYB -51,712 -97.0%
VIAB -44,656 -74.5%
HD -44,398 -100.0%
HAL -43,770 -100.0%
WALGREEN CO -42,256 -83.5%
PEP -42,146 -76.8%
ACN -39,607 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 4,533,129 (55.5% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type