CAPITAL FUND MANAGEMENT S.A.

Q1 2023 13F-HR Holdings

Location
Paris, I0
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
1,527
Total value ($000)
$20,908,135
Net value change ($000)
+6,017,367 (40.4%)
New positions
163
Sold out positions
140
Turnover %
33.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2023 Next filing: 8/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AAPL 133,230 NEW
PEP 90,436 NEW
JNJ 56,964 100.7%
UNH 52,740 286.4%
CVS 51,750 NEW
MCD 48,813 258.2%
PYPL 41,745 NEW
DG 40,134 781.9%
ROKU 36,214 266.8%
T 34,528 1051.7%
Top Reduces (Value $000, Stocks/ETFs)
META -87,250 -100.0%
VLO -73,330 -100.0%
BRK-B -65,732 -100.0%
GOOGL -41,703 -31.9%
CSX -38,803 -49.7%
MRK -32,782 -100.0%
MO -32,614 -56.8%
CSCO -32,516 -100.0%
C -29,749 -35.0%
BP -25,404 -33.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 15,804,794 (75.6% 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.
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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