CAPITAL FUND MANAGEMENT S.A.

Q2 2024 13F-HR Holdings

Location
Paris, I0
Holdings as of
6/30/2024
Date filed
8/13/2024
Form type
13F-HR
Num holdings
1,841
Total value ($000)
$34,011,074
Net value change ($000)
-542,946 (-1.6%)
New positions
146
Sold out positions
169
Turnover %
29.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2024 Next filing: 11/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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 146,156 NEW
C 105,965 233.5%
MA 104,515 NEW
V 99,868 88.0%
WFC 96,908 5657.2%
XOM 85,387 NEW
XYZ 84,213 248.2%
CMG 78,490 NEW
COIN 78,109 105.6%
INTC 74,776 515.7%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -105,114 -100.0%
GILD -79,957 -96.2%
AMAT -72,292 -100.0%
NOW -69,720 -67.5%
PSX -65,201 -97.2%
CCL -60,106 -97.4%
EBAY -48,629 -100.0%
INTU -47,130 -100.0%
PYPL -43,725 -73.3%
LRCX -40,983 -36.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 25,205,641 (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