Capital Fund Management S.A.

CAPITAL FUND MANAGEMENT S.A.

Capital Fund Management is a private hedge fund sponsor headquartered in Paris, France. The company was founded in 1991 by Jean-Pierre Aguilar and currently has 120 employees of which 38 are investment professionals. The firm would merge with Science & Finance, a research company founded by Jean-Philippe Bouchaud in 1994, in 2000. The merged company would continue to operate under the founder Jean-Pierre Aguilar until his death in 2009. The company is currently headed by Jean-Philippe Bouchaud, the acting Chairman, and Marc Potters and Jacques Saulière, the Co-CEOs of the company. Capital Fund Management specializes in “developing trading strategies based on a global and quantitative approach to financial markets.” The company conducts its research in house, focusing on the “statistical properties of financial instruments and the development of systematic trading strategies” and carried out by a team of Ph.D physicists and IT and data specialists. The research utilizes the two decades of market experience of its internal teams to create evolving “original, state-of-the-art trading strategies” that are “highly systematic and disciplined, enveloped by a rigorous risk control system.” The company’s asset allocations are highly diversified with investments in the information technology, consumer discretionary, energy, health care, consumer staples, materials, finance, and transports sectors, among others to a lesser degree, in order of decreasing allocation with none of its sector holdings exceeding 20%. Capital Fund Management currently holds over $4 billion in total assets under management spread across 8 discretionary accounts. Although its number of accounts held has been volatile in recent years, its total assets under management has grown significantly, increasing from $1.7 billion to well over twice that amount today. Capital Fund Management is one of the largest hedge funds in France and currently caters exclusively to pooled investment vehicles. The company currently manages a large set of quantitative strategies.

Holdings MV

2.81B

Last Updated

2026-02-02

Total Holdings

Tracker Performance

Capital Fund Management S.A.

S&P 500

Total Return

+24.49%

Annualized Return

+43.12%

1 Day Change

+2.75%

Sharpe Ratio

2.47

Trade Updates

2026-02-02

Ticker

Name

02/02

Buy

10.13%

Fill Price --

10.45%

Ticker

Name

02/02

Buy

2.91%

Fill Price --

2.92%

Ticker

Name

02/02

Buy

3.00%

Fill Price --

3.03%

Ticker

Name

02/02

Sell

3.87%

Fill Price --

3.82%

Ticker

Name

02/02

Buy

2.90%

Fill Price --

2.96%

Ticker

Name

02/02

Buy

3.18%

Fill Price --

3.21%

Ticker

Name

02/02

Buy

5.82%

Fill Price --

6.03%

Ticker

Name

02/02

Buy

4.24%

Fill Price --

4.35%

Ticker

Name

02/02

Buy

4.04%

Fill Price --

4.07%

Ticker

Name

02/02

Buy

4.22%

Fill Price --

4.24%

Ticker

Name

02/02

Sell

4.13%

Fill Price --

3.96%

Ticker

Name

02/02

Buy

3.60%

Fill Price --

3.64%

Ticker

Name

02/02

Buy

3.49%

Fill Price --

3.67%

Ticker

Name

02/02

Buy

4.48%

Fill Price --

4.49%

Ticker

Name

02/02

Sell

9.08%

Fill Price --

8.42%

Ticker

Name

02/02

Sell

2.90%

Fill Price --

0.00%

Ticker

Name

02/02

Sell

10.98%

Fill Price --

10.81%

Ticker

Name

02/02

Sell

3.27%

Fill Price --

3.21%

Ticker

Name

02/02

Buy

0.00%

Fill Price --

2.92%

Ticker

Name

02/02

Buy

9.72%

Fill Price --

9.74%

Ticker

Name

02/02

Buy

4.06%

Fill Price --

4.07%

Current Holdings

Electronics

28.40%

Computer

20.96%

Mining

10.91%

Auto

9.52%

Non-Bank Financials

9.07%

Banks

7.75%

Defense

4.48%

Medical Biology

4.05%

Other

4.00%

Leisure Services

3.84%

Commerce

3.64%

Internet & Media

0.00%

Food & Beverages

0.00%

Symbol

P&L %

Position Size

Ticker

Name

+67.63%

7.65%

Ticker

Name

+54.39%

3.32%

Ticker

Name

+42.46%

11.09%

Ticker

Name

+26.83%

4.46%

Ticker

Name

+25.58%

4.48%

Ticker

Name

+23.85%

10.39%

Ticker

Name

+23.18%

6.45%

Ticker

Name

+19.36%

3.69%

Ticker

Name

+11.74%

9.52%

Ticker

Name

+10.77%

4.00%

Ticker

Name

+10.34%

3.84%

Ticker

Name

+8.12%

4.43%

Ticker

Name

+1.33%

3.19%

Ticker

Name

+1.11%

2.94%

Ticker

Name

+0.17%

2.65%

Ticker

Name

-7.88%

3.64%

Ticker

Name

-10.68%

4.05%

Ticker

Name

-16.92%

2.98%

Ticker

Name

-19.06%

4.33%

Ticker

Name

-28.07%

2.89%

Disclaimer

This simulated portfolio Tracker is based on holdings disclosed in institutional 13F filings. We select the top 20 holdings and construct a portfolio weighted by their relative proportions. Holdings beyond the top 20 are excluded, as their impact on the portfolio is minimal. Focusing on the top 20 enhances practicality and reflects the institution's stock-picking ability. The portfolio is periodically rebalanced to align with updated 13F filings. Note that 13F disclosures typically have a 45-day delay (e.g., Q2 2025 data is disclosed by mid-August). Users should consider this lag when tracking the portfolio, though institutional holdings are generally long-term, emphasizing strategic rationale behind changes. This portfolio is for illustrative purposes only and does not constitute investment advice. All investment decisions are the user's responsibility. Investing involves risks, including potential loss of principal. Past performance is not indicative of future results.