CAPITAL FUND MANAGEMENT S.A.

Q3 2021 13F-HR Holdings

Location
Paris, I0
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
1,478
Total value ($000)
$13,502,308
Net value change ($000)
+869,050 (6.9%)
New positions
155
Sold out positions
175
Turnover %
38.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/12/2021 Next filing: 2/10/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
SHOP 74,222 239.6%
META 58,102 391.8%
BABA 41,160 NEW
XOM 39,903 NEW
MPC 38,810 202.7%
PG 35,174 NEW
WM 32,056 156.2%
UAL 30,231 NEW
SHEL 29,275 253.2%
CVX 28,418 85.7%
Top Reduces (Value $000, Stocks/ETFs)
SPY -202,950 -100.0%
INTC -48,587 -87.2%
WMT -37,484 -44.2%
AAPL -36,650 -73.8%
ISRG -33,609 -65.6%
XYZ -33,370 -89.9%
TJX -32,234 -55.0%
UPS -29,074 -52.0%
MU -27,305 -54.7%
FTCHQ -24,835 -78.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 9,729,777 (72.1% 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