CAPITAL FUND MANAGEMENT S.A.

Q2 2023 13F-HR Holdings

Location
Paris, I0
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
1,642
Total value ($000)
$24,664,852
Net value change ($000)
+3,756,717 (18.0%)
New positions
186
Sold out positions
140
Turnover %
38.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
SPY 282,682 NEW
BAC 94,428 NEW
AMAT 69,354 NEW
TGT 59,015 378.3%
QCOM 57,026 344.9%
PYPL 55,659 133.3%
LRCX 54,874 249.3%
TSLA 53,926 NEW
CRM 52,541 NEW
ABT 51,753 1477.0%
Top Reduces (Value $000, Stocks/ETFs)
ADBE -65,506 -63.3%
INTC -63,396 -100.0%
AMZN -62,000 -100.0%
LULU -60,813 -91.5%
JNJ -52,234 -46.0%
AXP -40,055 -60.1%
WMT -37,059 -75.1%
NKE -36,865 -100.0%
CVS -34,102 -65.9%
GOOGL -33,973 -38.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 18,287,299 (74.1% 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