CAPITAL FUND MANAGEMENT S.A.

Q2 2020 13F-HR Holdings

Location
Paris, I0
Holdings as of
6/30/2020
Date filed
8/13/2020
Form type
13F-HR
Num holdings
973
Total value ($000)
$6,301,845
Net value change ($000)
-162,134 (-2.5%)
New positions
155
Sold out positions
483
Turnover %
56.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2020 Next filing: 11/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
BABA 66,674 1778.9%
MA 37,095 286.4%
SPGI 35,978 NEW
B 32,846 864.6%
JPM 31,246 952.9%
Marvell Technology Group 30,992 NEW
LMT 28,898 793.9%
MU 28,351 NEW
V 27,822 NEW
MSFT 24,354 4341.2%
Top Reduces (Value $000, Stocks/ETFs)
MRK -55,145 -85.8%
ABBV -31,951 -87.7%
BMY -28,031 -97.3%
XYZ -22,461 -100.0%
KO -22,420 -96.0%
QCOM -22,075 -52.7%
MS -21,460 -100.0%
GEN -21,172 -84.1%
ALL -21,036 -66.2%
NOC -19,851 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,868,369 (61.4% 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