CAPITAL FUND MANAGEMENT S.A.

Q4 2020 13F-HR Holdings

Location
Paris, I0
Holdings as of
12/31/2020
Date filed
2/12/2021
Form type
13F-HR
Num holdings
1,255
Total value ($000)
$10,605,997
Net value change ($000)
+2,508,505 (31.0%)
New positions
235
Sold out positions
264
Turnover %
46.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/13/2020 Next filing: 5/14/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
ZM 60,383 NEW
CRM 57,060 1427.6%
V 51,472 NEW
JPM 39,209 1944.9%
SPGI 30,817 100.2%
BAC 27,636 42.2%
AMAT 26,033 1838.5%
MA 25,773 78.0%
BSX 23,268 NEW
GS 23,111 NEW
Top Reduces (Value $000, Stocks/ETFs)
BABA -69,282 -86.8%
MSFT -67,755 -67.8%
GOOGL -56,633 -64.3%
EBAY -52,024 -91.8%
LOW -37,105 -43.9%
WFC -35,286 -80.9%
ADSK -31,221 -73.2%
INTC -25,545 -68.5%
MO -25,038 -48.8%
VRSN -22,180 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,368,301 (69.5% 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