CAPITAL FUND MANAGEMENT S.A.

Q4 2021 13F-HR Holdings

Location
Paris, I0
Holdings as of
12/31/2021
Date filed
2/10/2022
Form type
13F-HR
Num holdings
1,550
Total value ($000)
$13,886,742
Net value change ($000)
+384,434 (2.8%)
New positions
187
Sold out positions
175
Turnover %
44.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/12/2021 Next filing: 5/12/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
C 46,746 NEW
INTU 42,377 324.9%
TSM 36,113 NEW
VLO 35,982 165.1%
ZM 31,275 364.9%
AXP 30,399 NEW
VMWA 25,616 423.3%
SNOW 24,902 NEW
KLAC 23,989 NEW
TWTR 23,849 123.0%
Top Reduces (Value $000, Stocks/ETFs)
AMD -71,456 -100.0%
SHOP -67,717 -64.4%
META -67,088 -92.0%
BAC -65,274 -100.0%
CVX -61,564 -100.0%
V -55,464 -100.0%
PG -35,174 -100.0%
BABA -32,020 -77.8%
ADSK -28,349 -63.0%
UPS -26,819 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 10,051,775 (72.4% 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