CAPITAL FUND MANAGEMENT S.A.

Q2 2014 13F-HR Holdings

Location
Paris, I0
Holdings as of
6/30/2014
Date filed
8/1/2014
Form type
13F-HR
Num holdings
1,627
Total value ($000)
$9,471,137
Net value change ($000)
+1,296,118 (15.9%)
New positions
348
Sold out positions
379
Turnover %
47.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2014 Next filing: 2/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2014
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)
SPY 243,820 91.5%
AAPL 91,694 1937.3%
PFE 54,734 1462.7%
EXE 49,418 4404.5%
PG 47,493 NEW
GS 40,011 2598.1%
IWM 36,488 58.1%
BMY 33,546 210.4%
Paramount Global 30,951 1546.0%
LVS 30,137 398.5%
Top Reduces (Value $000, Stocks/ETFs)
BA -53,263 -75.3%
PM -41,859 -80.9%
FSLR -33,872 -100.0%
Yahoo! Inc. -33,145 -100.0%
VZ -30,894 -100.0%
V -29,482 -74.5%
NBIS -28,919 -93.0%
YELP -28,805 -97.9%
EOG -27,609 -100.0%
CELG -27,430 -98.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,357,222 (56.6% 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