CAPITAL FUND MANAGEMENT S.A.

Q3 2023 13F-HR Holdings

Location
Paris, I0
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
1,901
Total value ($000)
$28,934,200
Net value change ($000)
+4,269,348 (17.3%)
New positions
180
Sold out positions
144
Turnover %
31.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
NKE 123,928 NEW
XOM 122,256 491.1%
XLE 92,843 831.9%
BRK-B 85,890 183.8%
AAPL 81,854 73.9%
MS 80,705 455.6%
ADBE 78,164 205.4%
NOW 69,086 NEW
BAC 68,272 72.3%
MSFT 66,008 154.1%
Top Reduces (Value $000, Stocks/ETFs)
SPY -282,682 -100.0%
PYPL -75,651 -77.7%
MCD -68,370 -77.0%
JNJ -55,950 -91.3%
TSLA -53,926 -100.0%
ABT -50,594 -91.6%
PEP -47,669 -52.0%
UNH -44,860 -80.6%
AVGO -42,688 -100.0%
ROKU -37,136 -69.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 21,497,450 (74.3% 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