CAPITAL FUND MANAGEMENT S.A.

Q3 2022 13F-HR Holdings

Location
Paris, I0
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
1,385
Total value ($000)
$12,727,622
Net value change ($000)
+1,731,322 (15.7%)
New positions
154
Sold out positions
210
Turnover %
31.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/12/2022 Next filing: 2/13/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
GOOGL 87,185 195.5%
META 81,353 414.2%
TSLA 65,549 143.7%
C 55,379 918.2%
MSFT 50,285 NEW
CRM 44,486 NEW
V 36,813 270.9%
VLO 32,012 103.7%
BP 28,830 50.0%
MA 28,285 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMZN -55,573 -100.0%
BRK-B -33,718 -29.6%
CMG -31,254 -100.0%
QCOM -31,169 -100.0%
MRK -29,295 -85.4%
PYPL -28,037 -81.0%
CVS -26,030 -79.5%
SBUX -23,729 -100.0%
MU -22,871 -100.0%
NKE -21,624 -50.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 8,700,201 (68.4% 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