CAPITAL FUND MANAGEMENT S.A.

Q2 2021 13F-HR Holdings

Location
Paris, I0
Holdings as of
6/30/2021
Date filed
8/12/2021
Form type
13F-HR
Num holdings
1,390
Total value ($000)
$12,633,258
Net value change ($000)
+3,579,332 (39.5%)
New positions
230
Sold out positions
182
Turnover %
49.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2021 Next filing: 11/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
SPY 161,441 388.9%
WMT 78,850 1332.4%
UPS 53,941 2763.4%
INTC 51,263 1158.2%
GOOGL 42,834 NEW
TJX 41,110 234.6%
XYZ 37,120 NEW
CVX 33,146 NEW
MA 32,362 NEW
JNJ 32,192 NEW
Top Reduces (Value $000, Stocks/ETFs)
F -54,514 -100.0%
V -37,670 -57.0%
HUM -37,238 -100.0%
SPGI -34,905 -100.0%
DIS -31,470 -92.4%
DG -30,346 -100.0%
MRNA -27,068 -100.0%
HIG -24,950 -83.2%
ELV -24,265 -100.0%
PRU -24,131 -90.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 8,926,889 (70.7% 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