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Capital Fund Management S.a. is based out of Paris. Capital Fund Management S.a. is a hedge fund with 11 clients and discretionary assets under management (AUM) of $6,607,350,558 (Form ADV from 2022-03-30). Their last reported 13F filing for Q3 2022 included $12,727,621,631 in managed 13F securities and a top 10 holdings concentration of 9.39%. Capital Fund Management S.a.'s largest holding is SPDR S&P 500 ETF TRUST with shares held of 498,200. Whalewisdom has at least 73 13F filings
09/30/2022
09/30/2022
09/30/2022
09/30/2022
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
09/30/2022
You are limited to the prior 8 quarters of 13F filings. Subscribe to WhaleWisdom to view all filing data for CAPITAL FUND MANAGEMENT S.A.
Top 20 equal-weighted holdings. Performance numbers calculated through 2022-11-14
Performance for Q3 2022: | -4.59% |
Performance Last 4 Quarters: | -7.32% |
Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
Max Drawdown (all-years): | Subscription required | Annualized Perf (3-yrs): | Subscription required | Batting Avg vs S&P. (3-yrs): | Subscription required |
Sortino (3-yrs): | Subscription required | Stutzer (3-yrs): | Subscription required | Treynor (3-yrs): | Subscription required |
Sterling (3-yrs): | Subscription required | Calmar (3-yrs): | Subscription required | Information Ratio (3-yrs): | Subscription required |
Tracking Error (3 yrs): | Subscription required | Stdev Down (3-yrs): | Subscription required | Winning Months %: | Subscription required |
Losing Months %: | Subscription required | Best 12 Months: | Subscription required | Worst 12 Months: | Subscription required |
Efficiency Ratio (3-yrs): | Subscription required | Sharpe: | Subscription required | Stdev Sectors: | Subscription required |
Skewness (3-yrs): | Subscription required | Kurtosis (3-yrs): | Subscription required | Upside Potential (3-yrs): | Subscription required |
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SEC Registration as : | Large Advisory Firm,Principal Office Outside the US |
Form of Organization: | Corporation |
Organized in: | |
Number of employees: | 185 |
Other Business Activities: | commodity pool operator or commodity trading advisor |
Advisor Fees/Compensation: | Percentage of assets under management,Performance-based fees |
Amount of client funds and securities: | |
Total Number of Clients: | 11 |
Amount of client funds and securities by related persons: | 2,222,860,000 |
Total Number of clients from related persons: | 2 |
Disclosures: |
Name | Title | Start Date | Direct/Indirect | % Ownership | |||||||||||||||||||||||||||||||||||||||||
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NGI STRATEGIC AUSTRALIA PTY LIMITED | SHAREHOLDER | 01/01/2021 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||||||||||||
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JORDAN, PHILIPPE, BRUNO | ADMINISTRATOR | 09/01/2009 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||||||||||||
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POTTERS, MARC | CHIEF INVESTMENT OFFICER | 10/01/2018 | Direct | 25 - 50% | |||||||||||||||||||||||||||||||||||||||||
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BOUCHAUD, JEAN-PHILIPPE, MARIELLE | CHAIRMAN | 10/01/2001 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||||||||||||
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SAULIERE, JACQUES, CHARLES | CHIEF EXECUTIVE OFFICER | 10/01/2001 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||||||||||||
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TORNQVIST, MARTIN, WALDEMAR | CHIEF COMPLIANCE OFFICER | 07/01/2008 | Direct | less than 5% | |||||||||||||||||||||||||||||||||||||||||
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Laloux, Laurent, Marie | ADMINISTRATOR | 06/01/2017 | Direct | less than 5% | |||||||||||||||||||||||||||||||||||||||||
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Name | Country | Fund Identification Number | Fund Type | Gross Asset Value | Minimum Investment | Other |
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STRATUS FUND LIMITED | British Virgin Islands | 805-4238982627 | Hedge Fund | 79,750,345 | 1,000,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LLC | United States | 805-2593627958 | Hedge Fund | 109,735,671 | 1,000,000 | Feeder Fund |
STRATUS FEEDER LLC | United States | 805-9806760738 | Hedge Fund | 2,113,123,504 | 3,500,000 | Feeder Fund |
STRATUS FEEDER LP | Cayman Islands | 805-3380020089 | Hedge Fund | 1,700,531,285 | 3,500,000 | Feeder Fund |
STRATUS FEEDER LIMITED | British Virgin Islands | 805-3481712778 | Hedge Fund | 2,215,056,612 | 1,000,000 | Feeder Fund |
STRATUS MASTER LIMITED | British Virgin Islands | 805-5543244189 | Hedge Fund | 6,309,669,517 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED MASTER LIMITED | British Virgin Islands | 805-9557657574 | Hedge Fund | 173,104,648 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LP | Cayman Islands | 805-8876264783 | Hedge Fund | 38,536,138 | 1,000,000 | Feeder Fund |
CFM FUND SOLUTIONS SPC - CFM ENSEMBLE SP1 | Cayman Islands | 805-2072608081 | Hedge Fund | 189,820,800 | 120,000,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LIMITED | British Virgin Islands | 805-7069408711 | Hedge Fund | 24,985,610 | 1,000,000 | Feeder Fund |
Name | Title | Start Date | Direct/Indirect | % Ownership | |||||||||||||||||||||||||||||||
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JORDAN, PHILIPPE, BRUNO | ADMINISTRATOR | 09/01/2009 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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DYAL EUROPE HOLDINGS LIMITED | SHAREHOLDER | 12/01/2011 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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POTTERS, MARC | CHIEF INVESTMENT OFFICER | 10/01/2018 | Direct | 25 - 50% | |||||||||||||||||||||||||||||||
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BOUCHAUD, JEAN-PHILIPPE, MARIELLE | CHAIRMAN | 10/01/2001 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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SAULIERE, JACQUES, CHARLES | CHIEF EXECUTIVE OFFICER | 10/01/2001 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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TORNQVIST, MARTIN, WALDEMAR | CHIEF COMPLIANCE OFFICER | 07/01/2008 | Direct | less than 5% | |||||||||||||||||||||||||||||||
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Laloux, Laurent, Marie | ADMINISTRATOR | 06/01/2017 | Direct | less than 5% | |||||||||||||||||||||||||||||||
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Name | Country | Fund Identification Number | Fund Type | Gross Asset Value | Minimum Investment | Other |
---|---|---|---|---|---|---|
STRATUS FUND LIMITED | British Virgin Islands | 805-4238982627 | Hedge Fund | 79,211,014 | 1,000,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LLC | United States | 805-2593627958 | Hedge Fund | 95,113,745 | 1,000,000 | Feeder Fund |
STRATUS FEEDER LLC | United States | 805-9806760738 | Hedge Fund | 1,771,580,152 | 3,500,000 | Feeder Fund |
STRATUS FEEDER LP | Cayman Islands | 805-3380020089 | Hedge Fund | 1,365,855,143 | 3,500,000 | Feeder Fund |
STRATUS FEEDER LIMITED | British Virgin Islands | 805-3481712778 | Hedge Fund | 1,633,973,839 | 1,000,000 | Feeder Fund |
STRATUS MASTER LIMITED | British Virgin Islands | 805-5543244189 | Hedge Fund | 5,033,356,577 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED MASTER LIMITED | British Virgin Islands | 805-9557657574 | Hedge Fund | 414,091,317 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LP | Cayman Islands | 805-8876264783 | Hedge Fund | 307,269,856 | 1,000,000 | Feeder Fund |
CFM FUND SOLUTIONS SPC - CFM ENSEMBLE SP1 | Cayman Islands | 805-2072608081 | Hedge Fund | 161,609,760 | 120,000,000 | Feeder Fund Fund of Funds |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LIMITED | British Virgin Islands | 805-7069408711 | Hedge Fund | 11,779,597 | 1,000,000 | Feeder Fund |
Name | Title | Start Date | Direct/Indirect | % Ownership |
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Name | Country | Fund Identification Number | Fund Type | Gross Asset Value | Minimum Investment | Other |
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STRATUS FUND LIMITED | British Virgin Islands | 805-4238982627 | Hedge Fund | 222,355,276 | 1,000,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC EQUITY MN FUND LP | Cayman Islands | 805-9712143159 | Hedge Fund | 187,405,505 | 1,000,000 | Feeder Fund |
CFM GLOBAL EQUITIES DYNAMIC BETA MASTER LIMITED | British Virgin Islands | 805-7110126562 | Hedge Fund | 8,040,163 | 1,000,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LLC | United States | 805-2593627958 | Hedge Fund | 162,570,018 | 1,000,000 | Feeder Fund |
STRATUS FEEDER LLC | United States | 805-9806760738 | Hedge Fund | 1,375,306,541 | 3,500,000 | Feeder Fund |
STRATUS FEEDER LIMITED | British Virgin Islands | 805-3481712778 | Hedge Fund | 1,871,325,311 | 1,000,000 | Feeder Fund |
STRATUS MASTER LIMITED | British Virgin Islands | 805-5543244189 | Hedge Fund | 5,188,085,104 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED MASTER LIMITED | British Virgin Islands | 805-9557657574 | Hedge Fund | 1,676,024,098 | 100,000 | Master Fund |
STRATUS FEEDER LP | Cayman Islands | 805-3380020089 | Hedge Fund | 1,505,893,595 | 3,500,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LP | Cayman Islands | 805-8876264783 | Hedge Fund | 1,440,884,098 | 1,000,000 | Feeder Fund |
CFM FUND SOLUTIONS SPC - CFM ENSEMBLE SP1 | Cayman Islands | 805-2072608081 | Hedge Fund | 168,796,368 | 120,000,000 | Fund of Funds |
CFM INSTITUTIONAL SYSTEMATIC EQUITY MN MASTER LIMITED | British Virgin Islands | 805-1582912666 | Hedge Fund | 191,775,427 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LIMITED | British Virgin Islands | 805-7069408711 | Hedge Fund | 4,343,836 | 1,000,000 | Feeder Fund |
CFM GLOBAL EQUITIES DYNAMIC BETA FUND LP | Cayman Islands | 805-5760973085 | Hedge Fund | 8,109,347 | 1,000,000 | Feeder Fund |
Name | Title | Start Date | Direct/Indirect | % Ownership | |||||||||||||||||||||||||||||||
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JORDAN, PHILIPPE, BRUNO | ADMINISTRATOR | 09/01/2009 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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DYAL EUROPE HOLDINGS LIMITED | SHAREHOLDER | 12/01/2011 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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POTTERS, MARC | CHIEF INVESTMENT OFFICER | 10/01/2018 | Direct | 25 - 50% | |||||||||||||||||||||||||||||||
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BOUCHAUD, JEAN-PHILIPPE, MARIELLE | CHAIRMAN | 10/01/2001 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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SAULIERE, JACQUES, CHARLES | CHIEF EXECUTIVE OFFICER | 10/01/2001 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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TORNQVIST, MARTIN, WALDEMAR | CHIEF COMPLIANCE OFFICER | 07/01/2008 | Direct | less than 5% | |||||||||||||||||||||||||||||||
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Laloux, Laurent, Marie | ADMINISTRATOR | 06/01/2017 | Direct | less than 5% | |||||||||||||||||||||||||||||||
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Name | Country | Fund Identification Number | Fund Type | Gross Asset Value | Minimum Investment | Other |
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STRATUS FUND LIMITED | British Virgin Islands | 805-4238982627 | Hedge Fund | 224,066,094 | 1,000,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LLC | United States | 805-2593627958 | Hedge Fund | 221,870,727 | 1,000,000 | Feeder Fund |
STRATUS FEEDER LLC | United States | 805-9806760738 | Hedge Fund | 1,404,372,347 | 3,500,000 | Feeder Fund |
STRATUS FEEDER LIMITED | British Virgin Islands | 805-3481712778 | Hedge Fund | 1,868,293,303 | 1,000,000 | Feeder Fund |
STRATUS MASTER LIMITED | British Virgin Islands | 805-5543244189 | Hedge Fund | 5,167,360,990 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED MASTER LIMITED | British Virgin Islands | 805-9557657574 | Hedge Fund | 1,806,107,463 | 100,000 | Master Fund |
STRATUS FEEDER LP | Cayman Islands | 805-3380020089 | Hedge Fund | 1,472,032,957 | 3,500,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LP | Cayman Islands | 805-8876264783 | Hedge Fund | 1,418,637,404 | 1,000,000 | Feeder Fund |
CFM FUND SOLUTIONS SPC - CFM ENSEMBLE SP1 | Cayman Islands | 805-2072608081 | Hedge Fund | 167,912,784 | 120,000,000 | Fund of Funds |
CFM INSTITUTIONAL SYSTEMATIC BEHAVIORAL FUND LP | Cayman Islands | 805-5964827601 | Hedge Fund | 26,295 | 1,000,000 | Fund of Funds |
CFM INSTITUTIONAL SYSTEMATIC EQUITY MN MASTER LIMITED | British Virgin Islands | 805-1582912666 | Hedge Fund | 263,216,617 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LIMITED | British Virgin Islands | 805-7069408711 | Hedge Fund | 4,472,921 | 1,000,000 | Feeder Fund |
CFM GLOBAL EQUITIES DYNAMIC BETA FUND LP | Cayman Islands | 805-5760973085 | Hedge Fund | 7,630,574 | 1,000,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC EQUITY MN FUND LP | Cayman Islands | 805-9712143159 | Hedge Fund | 263,195,678 | 1,000,000 | Feeder Fund |
CFM GLOBAL EQUITIES DYNAMIC BETA MASTER LIMITED | British Virgin Islands | 805-7110126562 | Hedge Fund | 7,611,413 | 1,000,000 | Master Fund |
Name | Title | Start Date | Direct/Indirect | % Ownership | |||||||||||||||||||||||||||||||
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JORDAN, PHILIPPE, BRUNO | ADMINISTRATOR | 09/01/2009 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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DYAL CAPITAL PARTNERS (B) LP | SHAREHOLDER | 12/01/2011 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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POTTERS, MARC | CO CHIEF EXECUTIVE OFFICER | 10/01/2001 | Direct | 25 - 50% | |||||||||||||||||||||||||||||||
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BOUCHAUD, JEAN-PHILIPPE, MARIELLE | CHAIRMAN | 10/01/2001 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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SAULIERE, JACQUES, CHARLES | CO CHIEF EXECUTIVE OFFICER | 10/01/2001 | Direct | 10 - 25% | |||||||||||||||||||||||||||||||
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TORNQVIST, MARTIN, WALDEMAR | CHIEF COMPLIANCE OFFICER | 07/01/2008 | Direct | less than 5% | |||||||||||||||||||||||||||||||
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Laloux, Laurent, Marie | ADMINISTRATOR | 06/01/2017 | Direct | less than 5% | |||||||||||||||||||||||||||||||
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Name | Country | Fund Identification Number | Fund Type | Gross Asset Value | Minimum Investment | Other |
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STRATUS FEEDER LLC | United States | 805-9806760738 | Hedge Fund | 1,477,006,786 | 3,500,000 | Feeder Fund |
STRATUS FEEDER LIMITED | British Virgin Islands | 805-3481712778 | Hedge Fund | 2,223,588,130 | 1,000,000 | Feeder Fund |
STRATUS FUND LIMITED | British Virgin Islands | 805-4238982627 | Hedge Fund | 234,885,097 | 1,000,000 | Feeder Fund |
STRATUS MASTER LIMITED | British Virgin Islands | 805-5543244189 | Hedge Fund | 5,585,911,657 | 100,000 | Master Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED MASTER LIMITED | British Virgin Islands | 805-9557657574 | Hedge Fund | 661,356,991 | 100,000 | Master Fund |
STRATUS FEEDER LP | Cayman Islands | 805-3380020089 | Hedge Fund | 1,646,213,421 | 3,500,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC DIVERSIFIED FUND LP | Cayman Islands | 805-8876264783 | Hedge Fund | 658,663,691 | 1,000,000 | Feeder Fund |
CFM INSTITUTIONAL SYSTEMATIC BEHAVIORAL FUND LP | Cayman Islands | 805-5964827601 | Hedge Fund | 171,642,687 | 1,000,000 | Fund of Funds |
CFM INSTITUTIONAL SYSTEMATIC EQUITY MN MASTER LIMITED | British Virgin Islands | 805-1582912666 | Hedge Fund | 172,751,878 | 100,000 | Master Fund |
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Holder | Issuer | Net Short Position | Position Date | Origin |
---|---|---|---|---|
Capital Fund Management SA | Aktiebolaget Electrolux | 1.07% | 2023-01-11 | Sweden |
Capital Fund Management SA | BHG Group AB | 1.31% | 2023-01-05 | Sweden |
Capital Fund Management SA | Bobst Group SA | 0.5% | 2020-01-16 | GERMANY |
Capital Fund Management SA | BPER BANCA SPA | 0.99% | 2023-01-02 | Italy |
Capital Fund Management SA | Covestro Deutschland AG | 0.6% | 2022-12-13 | GERMANY |
Capital Fund Management SA | flatexDEGIRO AG | 0.69% | 2023-01-13 | GERMANY |
Capital Fund Management SA | HARBOUR ENERGY PLC | 0.8% | 2023-01-05 | UK |
Capital Fund Management SA | KION GROUP AG | 0.5% | 2022-11-11 | GERMANY |
Capital Fund Management SA | LANXESS Aktiengesellschaft | 0.78% | 2023-01-04 | GERMANY |
Capital Fund Management SA | LEG Immobilien SE | 0.52% | 2023-01-20 | GERMANY |
Capital Fund Management SA | Salzgitter Aktiengesellschaft | 0.5% | 2018-01-04 | GERMANY |
Capital Fund Management SA | VNV Global AB (publ) | 0.86% | 2022-11-14 | Sweden |