CAPITAL FUND MANAGEMENT S.A.

Q4 2019 13F-HR Holdings

Location
Paris, I0
Holdings as of
12/31/2019
Date filed
2/13/2020
Form type
13F-HR
Num holdings
1,789
Total value ($000)
$12,709,767
Net value change ($000)
—
New positions
862
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/1/2014 Next filing: 5/13/2020 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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)
PG 115,886 —
ORCL 72,157 —
GOOGL 69,512 —
PYPL 69,503 —
MO 62,760 —
COP 62,024 —
V 57,814 —
SPY 53,511 —
ALL 53,095 —
INTU 52,746 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 8,355,339 (65.7% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type