CAPITAL FUND MANAGEMENT S.A.

Q1 2021 13F-HR Holdings

Location
Paris, I0
Holdings as of
3/31/2021
Date filed
5/14/2021
Form type
13F-HR
Num holdings
1,232
Total value ($000)
$9,053,926
Net value change ($000)
-1,552,071 (-14.6%)
New positions
216
Sold out positions
227
Turnover %
61.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2021 Next filing: 8/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
DIS 34,060 NEW
AMD 26,013 85.2%
AAPL 25,190 1103.9%
RH 25,157 253.5%
DFS 24,496 502.1%
DG 23,714 357.6%
ROKU 23,456 NEW
ISRG 23,130 NEW
ETSY 22,662 364.8%
SHOP 22,586 NEW
Top Reduces (Value $000, Stocks/ETFs)
BAC -64,344 -69.1%
ZM -60,383 -100.0%
MA -58,813 -100.0%
CRM -53,934 -88.3%
META -51,023 -85.0%
JPM -41,225 -100.0%
LOW -37,937 -79.9%
MSFT -32,239 -100.0%
GOOGL -31,504 -100.0%
DHI -27,943 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 6,138,364 (67.8% 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