Mega Cap

What Does Mega Cap Mean?
Companies having a market capitalization greater than $200 billion.

Investopedia explains Mega Cap
These are the big kahunas of the financial world. Examples include Wal-Mart, Microsoft and General Electric.

Keep in mind that classifications such as "large cap" or "small cap" are only approximations that change over time. Also, the exact definition of these terms can vary between brokerage houses.