CAPITAL FUND MANAGEMENT S.A.

Q2 2022 13F-HR Holdings

Location
Paris, I0
Holdings as of
6/30/2022
Date filed
8/12/2022
Form type
13F-HR
Num holdings
1,377
Total value ($000)
$10,996,300
Net value change ($000)
-1,251,026 (-10.2%)
New positions
183
Sold out positions
176
Turnover %
35.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/12/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
INTC 90,372 1510.7%
BRK-B 59,841 110.9%
AMZN 55,573 NEW
TSLA 45,625 NEW
MO 36,840 315.5%
NKE 35,056 471.3%
BAC 29,107 5244.5%
CVX 28,393 NEW
MRK 27,520 404.6%
AMGN 27,099 NEW
Top Reduces (Value $000, Stocks/ETFs)
AAPL -54,150 -94.0%
VZ -37,822 -100.0%
BA -37,479 -100.0%
SPOT -37,335 -96.9%
AMD -30,339 -57.9%
CHTR -29,069 -70.8%
CLF -25,977 -100.0%
GOOGL -25,876 -36.7%
KKR -22,468 -70.4%
C -22,451 -78.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,266,033 (66.1% 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