CAPITAL FUND MANAGEMENT S.A.

Q1 2022 13F-HR Holdings

Location
Paris, I0
Holdings as of
3/31/2022
Date filed
5/12/2022
Form type
13F-HR
Num holdings
1,414
Total value ($000)
$12,247,326
Net value change ($000)
-1,639,416 (-11.8%)
New positions
191
Sold out positions
159
Turnover %
39.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/10/2022 Next filing: 8/12/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AMD 52,380 NEW
AAPL 49,977 653.1%
CHTR 41,086 NEW
VZ 37,822 NEW
BRK-B 37,062 219.6%
BA 33,052 746.6%
ADBE 31,171 360.9%
GOOGL 29,580 72.3%
SHEL 29,423 NEW
QCOM 29,182 279.7%
Top Reduces (Value $000, Stocks/ETFs)
T -54,996 -100.0%
SHEL -41,286 -100.0%
ZM -37,963 -95.3%
SHOP -37,487 -100.0%
WMT -37,454 -64.2%
TWTR -35,599 -82.3%
INTU -34,566 -62.4%
VMWA -31,668 -100.0%
PINS -27,027 -93.5%
XOM -26,100 -55.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 8,497,078 (69.4% 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