First Trust Capital Management L.P.

Quant stat arb Low signal financials specialist (60%) CIK 1604488
Long book
$1.90B
Q1 2026
Positions
182
Top-10 weight
42%
concentration
Last quarter
-1.8%
SPY +14.8%
Turnover
54%
of book per quarter

Strategy in plain words

auto-generated from filings

First Trust Capital Management L.P. is a quantitative fund whose holdings reflect models, not opinions, specialised in financials (60% of the long book), running a $1.90B US long book across 182 positions.

The portfolio is moderately concentrated (top 10 ≈ 42% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: CHART INDUSTRIES INC, HOLOGIC INC, SEALED AIR CORP, MASIMO CORP, ELECTRONIC ARTS INC.

Over the last 9 quarters its long book ran on average 3.6pp per quarter behind the S&P 500, beating the index in 3 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
-0.5%
Q2 2024
+1.6%
Q3 2024
+0.9%
Q4 2024
+0.2%
Q1 2025
+3.2%
Q2 2025
-0.5%
Q3 2025
+6.6%
Q4 2025
-1.6%
Q1 2026
-1.8%

Sector allocation

Financials
40%
Other
37%
Industrials
8%
Services media
8%
Technology
5%
Consumer discretionary
1%
Communications
0%
Utilities
0%

Long book by quarter

$1.18B
Q1 2024
$1.10B
Q2 2024
$1.50B
Q3 2024
$1.31B
Q4 2024
$1.38B
Q1 2025
$1.48B
Q2 2025
$1.55B
Q3 2025
$1.65B
Q4 2025
$1.90B
Q1 2026

What does First Trust own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
GTLS CHART INDUSTRIES INCIndustrials631.8K$130.6M6.9%New
HO1 HOLOGIC INC1.3M$100.4M5.3%+329.0%
SDA SEALED AIR CORPServices media2.3M$98.2M5.2%+269.1%
MASI* MASIMO CORP479.4K$85.3M4.5%New
EA ELECTRONIC ARTS INCTechnology406.0K$82.8M4.3%+316.1%
T86 TRI POINTE HOMES INC1.6M$74.7M3.9%New
AL AIR LEASE CORP975.8K$63.4M3.3%+5626.5%
430 TERNS PHARMACEUTICALS INC904.2K$47.7M2.5%New
K4F ONESTREAM INC1.8M$44.2M2.3%New
WBS WEBSTER FINANCIAL CORPFinancials498.3K$34.6M1.8%New
DAWNGBX DAY ONE BIOPHARMACEUTICALS I1.5M$32.1M1.7%New
ALF CENTURION ACQUISITION CORPFinancials2.7M$29.5M1.6%Held
ACLXGBX ARCELLX INC238.2K$27.4M1.4%New
DMAA DRUGS MADE IN AMERICA ACQUISFinancials2.2M$23.5M1.2%Held
CUB LIONHEART HOLDINGS - CL AFinancials2.1M$23.1M1.2%Held
GPAT GP-ACT III ACQUISITION-AFinancials2.1M$22.7M1.2%Held
LPAA LAUNCH ONE ACQUISITION CORPFinancials2.1M$22.2M1.2%Held
AM6 AMICUS THERAPEUTICS INC1.4M$20.2M1.1%+28.5%
XHC HERITAGE COMMERCE CORP1.6M$20.2M1.1%+4.6%
MACI MELAR ACQUISITION CORP I-AServices media1.4M$15.1M0.8%Held
ANSC AGRICULTURE & NATURAL SOLUTIFinancials1.3M$14.7M0.8%-52.9%
APLSUSD APELLIS PHARMACEUTICALS INC350.8K$14.1M0.7%New
SIMA SIM ACQUISITION CORP I-AFinancials1.3M$13.9M0.7%-28.1%
SDHI SIDDHI ACQUISITION CORP-AFinancials1.3M$13.5M0.7%-21.4%
BLFY BLUE FOUNDRY BANCORP1.0M$13.3M0.7%+66.7%
PSBD PALMER SQUARE CAPITAL BDC IN1.3M$12.6M0.7%Held
CAEP CANTOR EQUITY PARTNERS III-A1.2M$12.5M0.7%-0.4%
TMS TEAMSHARES INCConsumer discretionary1.1M$11.4M0.6%Held
VNME VENDOME ACQUISITION CORP-AFinancials1.1M$11.0M0.6%-40.9%
GRAF GRAF GLOBAL CORP-CL AFinancials1.0M$10.7M0.6%-53.1%
SOUL SOULPOWER ACQUISITION CO-AFinancials1.0M$10.7M0.6%Held
DMII DRUGS MADE IN AMERICA ACQUISFinancials1.1M$10.6M0.6%-48.4%
CEPF CANTOR EQUITY PARTNERS-CL AFinancials1.0M$10.2M0.5%Held
CHYM CHIME FINANCIAL INC-CL AFinancials537.0K$10.1M0.5%Held
NHIC NEWHOLD INVESTMENT COR III-AFinancials930.4K$9.6M0.5%Held
CTRA COTERRA ENERGY INC272.6K$9.6M0.5%New
DAAQ DIGITAL ASSET ACQUISITI-CL AFinancials876.5K$9.0M0.5%-0.9%
CHAR CHARLTON ARIA ACQUISITI-CL AFinancials828.8K$8.8M0.5%Held
RANG RANGE CAPITAL ACQUISITION COFinancials750.0K$7.9M0.4%Held
AFJK AIMEI HEALTH TECHNOLOGY COFinancials680.0K$7.7M0.4%Held
628 SEMRUSH HOLDINGS INC-A625.2K$7.5M0.4%Held
MESH MESHFLOW ACQUISITION CO-CL AFinancials750.0K$7.4M0.4%New
BDCI BTC DEVELOPMENT CORP-CL AFinancials738.8K$7.4M0.4%-1.5%
GLDD GREAT LAKES DREDGE & DOCK CO434.1K$7.4M0.4%New
CCAQ COLLECTIVE ACQUISITION CORPFinancials700.0K$7.2M0.4%Held
SCII SC II ACQUISITION CORP-CL AFinancials675.0K$6.7M0.4%New
TVA TEXAS VENTURES ACQUISITION-AFinancials645.0K$6.7M0.4%-49.0%
APXT APEX TREASURY CORP-CL AFinancials655.0K$6.5M0.3%-22.9%
VACI VIKING ACQUISITION CORP - ACommunications650.0K$6.5M0.3%Held
EVAC EQV VENTURES ACQUISITION C-AFinancials627.0K$6.3M0.3%Held

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 14, 2026197$1.90B canonicalSEC ↗
Q4 202513F-HRFeb 13, 2026174$1.65B canonicalSEC ↗
Q3 202513F-HRNov 17, 2025123$1.55B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025133$1.48B canonicalSEC ↗
Q1 202513F-HR/ARESTATEMENTJul 25, 2025111$1.38B canonicalSEC ↗
Q1 202513F-HRMay 15, 2025111$1.38B SEC ↗
Q4 202413F-HR/ARESTATEMENTJul 25, 2025102$1.31B canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025102$1.31B SEC ↗
Q3 202413F-HRNov 14, 2024134$1.50B canonicalSEC ↗
Q2 202413F-HRAug 14, 2024119$1.10B canonicalSEC ↗
Q1 202413F-HRMay 15, 2024121$1.18B canonicalSEC ↗