CAPITAL FUND MANAGEMENT S.A.

Q4 2023 13F-HR Holdings

Location
Paris, I0
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
2,073
Total value ($000)
$37,215,084
Net value change ($000)
+8,280,884 (28.6%)
New positions
207
Sold out positions
147
Turnover %
33.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2023 Next filing: 5/15/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AMZN 74,117 235.6%
MU 60,496 NEW
TSM 55,182 NEW
QCOM 54,337 71.7%
NEM 50,623 929.9%
MARA 50,601 NEW
GOOGL 48,276 42.1%
ORCL 46,988 374.0%
JNJ 44,429 834.8%
ROKU 43,046 262.5%
Top Reduces (Value $000, Stocks/ETFs)
XOM -123,299 -83.8%
NVDA -121,182 -100.0%
BAC -113,657 -69.9%
NKE -93,090 -75.1%
XLE -71,264 -68.5%
BRK-B -68,395 -51.6%
ABBV -64,321 -60.0%
AXP -54,942 -91.3%
MSFT -49,134 -45.1%
XLU -45,253 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 29,363,958 (78.9% 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