CAPITAL FUND MANAGEMENT S.A.

Q1 2020 13F-HR Holdings

Location
Paris, I0
Holdings as of
3/31/2020
Date filed
5/13/2020
Form type
13F-HR
Num holdings
1,500
Total value ($000)
$6,463,979
Net value change ($000)
-6,245,788 (-49.1%)
New positions
297
Sold out positions
336
Turnover %
37.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2020 Next filing: 8/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
QCOM 36,838 728.2%
MRK 29,810 86.5%
ABBV 24,874 215.2%
BIDU 23,646 231.1%
TGT 19,881 225.7%
KO 18,261 357.8%
BSX 17,946 NEW
NTES 17,758 NEW
AMGN 17,149 152.8%
C 15,775 NEW
Top Reduces (Value $000, Stocks/ETFs)
PG -95,699 -82.6%
COP -60,481 -97.5%
V -57,814 -100.0%
PYPL -47,413 -68.2%
ORCL -46,720 -64.7%
GOOGL -43,081 -62.0%
UAL -33,983 -85.2%
MSI -33,342 -92.5%
CSCO -32,489 -98.1%
INTU -31,712 -60.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,663,735 (56.7% 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.
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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