CAPITAL FUND MANAGEMENT S.A.

Q4 2022 13F-HR Holdings

Location
Paris, I0
Holdings as of
12/31/2022
Date filed
2/13/2023
Form type
13F-HR
Num holdings
1,361
Total value ($000)
$14,890,768
Net value change ($000)
+2,163,146 (17.0%)
New positions
151
Sold out positions
181
Turnover %
32.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2022 Next filing: 5/15/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AMZN 82,744 NEW
GE 57,654 1692.7%
KO 53,279 8663.3%
ADBE 50,040 106.8%
JNJ 46,161 444.7%
EFA 43,740 NEW
NVDA 39,417 205.5%
DDOG 36,181 399.8%
NOW 29,640 212.6%
MRK 27,756 552.2%
Top Reduces (Value $000, Stocks/ETFs)
TSLA -111,174 -100.0%
MSFT -50,285 -100.0%
INTC -50,256 -52.1%
MPC -46,390 -92.9%
CRM -44,486 -100.0%
V -38,111 -75.6%
HD -37,129 -100.0%
MRNA -28,738 -100.0%
CME -23,243 -65.6%
WDAY -21,661 -87.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 10,362,763 (69.6% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type