CAPITAL FUND MANAGEMENT S.A.

Q3 2020 13F-HR Holdings

Location
Paris, I0
Holdings as of
9/30/2020
Date filed
11/13/2020
Form type
13F-HR
Num holdings
1,167
Total value ($000)
$8,097,492
Net value change ($000)
+1,795,647 (28.5%)
New positions
245
Sold out positions
175
Turnover %
41.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2020 Next filing: 2/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 75,079 301.3%
GOOGL 67,236 321.7%
LOW 65,119 334.2%
META 45,204 470.8%
ADSK 42,643 NEW
SPOT 39,224 NEW
WFC 31,102 248.7%
CLX 28,049 NEW
MMM 27,699 1749.8%
PHM 27,175 366.3%
Top Reduces (Value $000, Stocks/ETFs)
B -33,849 -92.4%
JPM -32,509 -94.2%
LMT -28,059 -86.2%
V -27,822 -100.0%
Marvell Technology Group -25,211 -81.3%
ALGN -24,664 -100.0%
NSC -24,607 -100.0%
SNAP -21,351 -100.0%
NEM -19,749 -81.5%
MA -17,006 -34.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,075,565 (62.7% 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