DARK FOREST CAPITAL MANAGEMENT LP

Quant stat arb Low signal CIK 1853322
League rank
#83
in Quant stat arb · #2099 overall
Long book
$1.13B
Q1 2026
Positions
766
Top-10 weight
8%
concentration
Last quarter
+13.9%
SPY +14.8%
Turnover
60%
of book per quarter

Strategy in plain words

auto-generated from filings

DARK FOREST CAPITAL MANAGEMENT LP is a quantitative fund whose holdings reflect models, not opinions, running a $1.13B US long book across 766 positions.

The portfolio is broadly diversified across 766 positions (top 10 only 8%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: POPULAR INC, AXIS CAPITAL HOLDINGS LTD, COEUR MINING INC, ROKU INC, UNION PACIFIC CORP.

Over the last 9 quarters its long book ran on average 0.4pp per quarter behind the S&P 500, beating the index in 2 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+0.1%
Q2 2024
+8.6%
Q3 2024
+2.2%
Q4 2024
-5.6%
Q1 2025
+8.5%
Q2 2025
+6.6%
Q3 2025
+2.1%
Q4 2025
+0.3%
Q1 2026
+13.9%

Sector allocation

Financials
22%
Industrials
16%
Technology
16%
Consumer discretionary
9%
Healthcare
8%
Services media
7%
Utilities
6%
Other
5%

Long book by quarter

$590.6M
Q1 2024
$546.3M
Q2 2024
$782.5M
Q3 2024
$678.2M
Q4 2024
$2.18B
Q1 2025
$2.49B
Q2 2025
$2.66B
Q3 2025
$2.19B
Q4 2025
$1.13B
Q1 2026

What does DARK FOREST own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
BPOP POPULAR INCFinancials87.9K$11.8M1.0%+29.3%
AXS AXIS CAPITAL HOLDINGS LTDFinancials108.5K$11.0M1.0%-30.5%
CDE COEUR MINING INCMaterials575.1K$10.8M1.0%+1007.2%
ROKU ROKU INCCommunications104.6K$9.9M0.9%+91.5%
UNP UNION PACIFIC CORPIndustrials38.6K$9.4M0.8%-33.4%
TOST TOAST INC-CLASS ATechnology333.8K$8.9M0.8%-20.2%
TPG TPG INCFinancials211.6K$8.6M0.8%+753.2%
SSNC SS&C TECHNOLOGIES HOLDINGSTechnology119.8K$8.1M0.7%+21.2%
HUBS HUBSPOT INCTechnology32.0K$7.8M0.7%+208.3%
ZM ZOOM COMMUNICATIONS INCTechnology95.9K$7.7M0.7%+105.3%
MU MICRON TECHNOLOGY INCTechnology21.9K$7.4M0.7%+62.9%
SOFI SOFI TECHNOLOGIES INCFinancials450.9K$7.2M0.6%+286.6%
GOOG ALPHABET INC-CL CTechnology24.2K$7.0M0.6%-5.8%
BFAM BRIGHT HORIZONS FAMILY SOLUTServices media84.3K$6.9M0.6%-5.5%
AFRM AFFIRM HOLDINGS INCFinancials150.1K$6.9M0.6%+147.4%
ATMU ATMUS FILTRATION TECHNOLOGIEIndustrials116.3K$6.6M0.6%-23.5%
FERG FERGUSON ENTERPRISES INCConsumer discretionary28.3K$6.6M0.6%+52.2%
AAPL APPLE INCTechnology25.9K$6.6M0.6%-1.9%
FCNCA FIRST CITIZENS BCSHS -CL AFinancials3.5K$6.5M0.6%+39.9%
OMF ONEMAIN HOLDINGS INCFinancials120.4K$6.4M0.6%-17.4%
OWL BLUE OWL CAPITAL INCFinancials701.3K$6.4M0.6%+194.9%
ALSN ALLISON TRANSMISSION HOLDINGIndustrials54.6K$6.4M0.6%-52.7%
FWONK LIBERTY MEDIA CORP-FORMULA-CCommunications74.2K$6.3M0.6%New
DTE DTE ENERGY COMPANYUtilities42.8K$6.3M0.6%-47.0%
BOKF BOK FINANCIAL CORPORATIONFinancials46.8K$6.0M0.5%-21.9%
NIC NICOLET BANKSHARES INCFinancials40.2K$6.0M0.5%+1019.5%
LNG CHENIERE ENERGY INCUtilities20.8K$5.9M0.5%-38.9%
PFSI PENNYMAC FINANCIAL SERVICESFinancials67.1K$5.9M0.5%-19.6%
DKNG DRAFTKINGS INC-CL AServices media270.0K$5.8M0.5%+212.4%
VEEV VEEVA SYSTEMS INC-CLASS ATechnology33.1K$5.8M0.5%+25.7%
LAZ LAZARD INCFinancials133.4K$5.7M0.5%-23.5%
SYK STRYKER CORPHealthcare17.0K$5.6M0.5%+499.2%
RPRX ROYALTY PHARMA PLC- CL AHealthcare112.1K$5.4M0.5%-59.7%
BA BOEING CO/THEIndustrials25.6K$5.1M0.5%+39.6%
Z ZILLOW GROUP INC - CServices media120.2K$5.0M0.4%+2156.3%
WTM WHITE MOUNTAINS INSURANCE GPFinancials2.3K$5.0M0.4%-37.6%
TJX TJX COMPANIES INCConsumer discretionary30.7K$4.9M0.4%+142.9%
FLO FLOWERS FOODS INCConsumer staples593.5K$4.8M0.4%+160.2%
ITW ILLINOIS TOOL WORKSIndustrials18.5K$4.8M0.4%-41.2%
MSFT MICROSOFT CORPTechnology12.9K$4.8M0.4%-25.9%
LPLA LPL FINANCIAL HOLDINGS INCFinancials15.6K$4.7M0.4%New
CACC CREDIT ACCEPTANCE CORPFinancials11.0K$4.7M0.4%+65.9%
ALNY ALNYLAM PHARMACEUTICALS INCHealthcare13.7K$4.5M0.4%+104.1%
AMAT APPLIED MATERIALS INCTechnology12.9K$4.4M0.4%-57.9%
TPC TUTOR PERINI CORPIndustrials57.2K$4.4M0.4%+155.2%
MSI MOTOROLA SOLUTIONS INCTechnology10.1K$4.4M0.4%+1518.6%
HON HONEYWELL INTERNATIONAL INCIndustrials19.4K$4.4M0.4%+20.5%
COP CONOCOPHILLIPSEnergy32.3K$4.3M0.4%+150.7%
JPM JPMORGAN CHASE & COFinancials14.4K$4.2M0.4%+273.5%
CPB THE CAMPBELL'S COMPANYConsumer staples190.2K$4.2M0.4%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026766$1.13B canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026931$2.19B canonicalSEC ↗
Q3 202513F-HR/ARESTATEMENTNov 17, 20251111$2.66B canonicalSEC ↗
Q3 202513F-HRNov 14, 20251143$2.51B SEC ↗
Q2 202513F-HRAug 14, 20251146$2.51B canonicalSEC ↗
Q1 202513F-HRMay 15, 20251201$2.20B canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025887$678.2M canonicalSEC ↗
Q3 202413F-HRNov 14, 2024937$782.5M canonicalSEC ↗
Q2 202413F-HRAug 14, 2024637$546.3M canonicalSEC ↗
Q1 202413F-HRMay 15, 2024673$590.6M canonicalSEC ↗