Stocks/Funds/CIK 1323645

CAPITAL FUND MANAGEMENT S.A.

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1323645
Assets
$11.17B
+42.4% YoY
Holdings
831
Lifetime alpha vs market
+2.68% annual
Average hold time
3.6 yr
median 3.3 yr

Quarterly history

Cum return +287% vs S&P +201% · α +86% lifetimeAUM $11.2B · peak $11.2BFlow $513M (+5%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-6.65%
trims when stocks drop
when a holding falls −10%+
Middle response
-5.06%
baseline attrition
Rally response
-15.80%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
AAPLApple Inc.$279M2.5%+14.7%8.5 yr
MSFTMicrosoft Corporation$254M2.3%-0.6%5.5 yr
TSLATesla, Inc.$247M2.2%+43.4%4.3 yr
CVXChevron Corporation$220M2.0%+29.2%4.8 yr
AMZNAmazon.com, Inc.$182M1.6%+9.5%6.3 yr
TSMTaiwan Semiconductor Man$179M1.6%+105.6%6.0 yr
LLYEli Lilly and Company$174M1.6%+12.2%4.0 yr
MUMicron Technology, Inc.$142M1.3%+289.6%5.0 yr
GEGE Aerospace$138M1.2%+42.5%4.5 yr
BRK-BBerkshire Hathaway Inc.$128M1.1%5.0 yr
CCitigroup Inc.$126M1.1%+63.9%7.3 yr
SNDKSandisk Corporation$121M1.1%+1234.5%1.0 yr
BKNGBooking Holdings Inc.$112M1.0%-96.3%2.3 yr
BSXBoston Scientific Corpor$105M0.9%-37.8%3.5 yr
MOAltria Group, Inc.$100M0.9%+15.8%9.8 yr

Portfolio composition (YoY)

Industry mix
Semiconductors7.6%+1.6pp$848M
Software - Application5.2%-2.7pp$576M
Software - Infrastructure4.6%+0.5pp$519M
Asset Management3.8%-2.5pp$421M
Aerospace & Defense3.4%+0.1pp$379M
Biotechnology3.3%+0.3pp$371M
Oil & Gas Integrated3.1%+1.6pp$349M
Hardware, Equipment & Parts3.0%+0.8pp$330M
Medical - Devices2.7%+1.7pp$304M
Banks - Diversified2.7%-3.1pp$298M
Country
US86.1%-3.2pp
CA3.1%+1.6pp
TW1.8%+1.3pp
GB1.8%+0.2pp
IE1.4%+0.6pp
NL1.0%+0.8pp
Unknown0.8%-0.3pp
IL0.5%-0.2pp
Top 5: 10.6% · Top 10: 17.4% · Top 25: 29.9%

Winners

TickerPrev $PnLYoY %
C$121M+0.08B63.9%
LRCX$32M+0.06B196.1%
SNDK$4M+0.04B1234.5%
GE$92M+0.04B42.5%
TSM$27M+0.03B105.6%

Losers

TickerPrev $PnLYoY %
BKNG$56M-0.05B-96.3%
ADBE$98M-0.04B-36.6%
AIG$62M-0.01B-11.5%
BSX$3M-0.00B-37.8%
ISRG$5M-0.00B-6.9%

Top buys this quarter · 15

LLY Eli Lilly and Company+$148M
MSFT Microsoft Corporation+$145M
AMZN Amazon.com, Inc.+$92M
SNDK Sandisk Corporation+$71M
NEM Newmont Corporation+$70M
HOOD Robinhood Markets, Inc.+$65M
UBER Uber Technologies, Inc.+$65M
AAPL Apple Inc.+$63M
C Citigroup Inc.+$61M
MRVL Marvell Technology, Inc.+$58M

Top sells this quarter · 15

NVDA NVIDIA Corporationexit$253M
NFLX Netflix, Inc.exit$87M
ARM Arm Holdings plc American Depoexit$69M
DE Deere & Company$69M
BAC Bank of America Corporation$68M
CEG Constellation Energy Corporati$63M
PM Philip Morris International In$63M
GEV GE Vernova Inc.$63M
TSM Taiwan Semiconductor Manufactu$60M
DASH DoorDash, Inc.$57M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$11.17B831+25.53%+17.59%+7.93%+0.51B
2025-12-31$10.58B833+21.83%+17.72%+4.11%+0.20B
2025-09-30$10.02B791+22.35%+17.52%+4.83%+0.01B
2025-06-30$9.06B834+15.66%+14.94%+0.72%+0.52B
2025-03-31$7.84B743+6.96%+8.30%-1.34%-2.04B
2024-12-31$10.11B744+19.34%+24.89%-5.55%+0.75B
2024-09-30$8.99B670+30.54%+36.04%-5.50%-0.19B
2024-06-30$8.80B619+20.24%+24.49%-4.25%+0.55B
2024-03-31$8.19B643+28.43%+29.62%-1.20%-0.37B
2023-12-31$7.85B681+26.96%+26.18%+0.78%-0.62B
2023-09-30$7.43B621+17.64%+21.57%-3.93%+1.30B
2023-06-30$6.38B586+16.38%+19.42%-3.04%+0.89B
2023-03-31$5.10B540-10.04%-7.82%-2.23%+0.22B
2022-12-31$4.53B517-11.10%-18.17%+7.07%+0.28B
2022-09-30$4.03B545-4.90%-4.93%+0.03%+0.48B
2022-06-30$3.73B603-16.83%-16.11%-0.72%+0.61B