LECAP ASSET MANAGEMENT LTD

Quant stat arb Low signal CIK 1990849
League rank
#68
in Quant stat arb · #1664 overall
Long book
$265.9M
Q1 2026
Positions
267
Top-10 weight
10%
concentration
Last quarter
+14.8%
SPY +14.8%
Turnover
66%
of book per quarter

Strategy in plain words

auto-generated from filings

LECAP ASSET MANAGEMENT LTD is a quantitative fund whose holdings reflect models, not opinions, running a $265.9M US long book across 267 positions.

The portfolio is broadly diversified across 267 positions (top 10 only 10%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: INTERACTIVE BROKERS GRO-CL A, TOLL BROTHERS INC, SYSCO CORP, MASTERCARD INC - A, SS&C TECHNOLOGIES HOLDINGS.

Over the last 9 quarters its long book ran on average 1.4pp per quarter behind the S&P 500, beating the index in 5 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
-3.4%
Q2 2024
+8.9%
Q3 2024
+1.8%
Q4 2024
-4.2%
Q1 2025
+7.1%
Q2 2025
+2.7%
Q3 2025
+3.7%
Q4 2025
-4.1%
Q1 2026
+14.8%

Sector allocation

Technology
22%
Financials
21%
Industrials
14%
Consumer discretionary
12%
Healthcare
11%
Services media
8%
Other
6%
Consumer staples
4%

Long book by quarter

$480.4M
Q1 2024
$463.0M
Q2 2024
$463.1M
Q3 2024
$368.9M
Q4 2024
$428.2M
Q1 2025
$282.7M
Q2 2025
$287.7M
Q3 2025
$251.1M
Q4 2025
$265.9M
Q1 2026

What does LECAP ASSET own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
IBKR INTERACTIVE BROKERS GRO-CL AFinancials40.7K$2.7M1.0%New
TOL TOLL BROTHERS INCIndustrials19.9K$2.7M1.0%New
SYY SYSCO CORPConsumer discretionary37.7K$2.7M1.0%New
MA MASTERCARD INC - AServices media5.3K$2.7M1.0%New
SSNC SS&C TECHNOLOGIES HOLDINGSTechnology38.5K$2.6M1.0%New
TPG TPG INCFinancials63.4K$2.6M1.0%New
AIG AMERICAN INTERNATIONAL GROUPFinancials34.0K$2.6M1.0%New
CPRT COPART INCConsumer discretionary76.6K$2.5M1.0%+59.8%
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials5.2K$2.5M0.9%+198.1%
DOCU DOCUSIGN INCTechnology52.7K$2.5M0.9%+332.5%
IEX IDEX CORPIndustrials13.1K$2.5M0.9%New
AAPL APPLE INCTechnology9.8K$2.5M0.9%+578.2%
VRSN VERISIGN INCTechnology9.7K$2.4M0.9%New
DECK DECKERS OUTDOOR CORPOther23.4K$2.3M0.9%+22.3%
AMP AMERIPRISE FINANCIAL INCFinancials5.0K$2.2M0.8%+509.8%
PODD INSULET CORPHealthcare10.5K$2.2M0.8%+17.4%
CNC CENTENE CORPFinancials66.8K$2.2M0.8%+29.8%
TPR TAPESTRY INCOther15.0K$2.1M0.8%New
EL ESTEE LAUDER COMPANIES-CL AOther29.5K$2.1M0.8%+660.7%
NOW SERVICENOW INCTechnology20.0K$2.1M0.8%+19.8%
MTD METTLER-TOLEDO INTERNATIONALHealthcare1.6K$2.1M0.8%New
ISRG INTUITIVE SURGICAL INCHealthcare4.5K$2.1M0.8%+142.1%
UNM UNUM GROUPFinancials27.7K$2.0M0.8%+28.6%
TGT TARGET CORPConsumer discretionary16.6K$2.0M0.8%New
RRX REGAL REXNORD CORPIndustrials10.5K$2.0M0.7%New
BBWI BATH & BODY WORKS INCConsumer discretionary104.9K$2.0M0.7%+89.1%
UBER UBER TECHNOLOGIES INCServices media26.9K$1.9M0.7%+489.5%
APH AMPHENOL CORP-CL ATechnology15.1K$1.9M0.7%New
DG DOLLAR GENERAL CORPConsumer discretionary16.1K$1.9M0.7%New
CHE CHEMED CORPHealthcare5.0K$1.9M0.7%+137.9%
ELV ELEVANCE HEALTH INCFinancials6.4K$1.9M0.7%New
ACGL ARCH CAPITAL GROUP LTDFinancials19.2K$1.8M0.7%+52.8%
BLDR BUILDERS FIRSTSOURCE INCConsumer discretionary22.3K$1.8M0.7%New
SF STIFEL FINANCIAL CORPFinancials24.5K$1.8M0.7%+122.8%
FND FLOOR & DECOR HOLDINGS INC-AConsumer discretionary34.1K$1.7M0.7%+105.8%
PATH UIPATH INC - CLASS ATechnology156.2K$1.7M0.7%+74.4%
MSFT MICROSOFT CORPTechnology4.6K$1.7M0.6%New
ALGN ALIGN TECHNOLOGY INCHealthcare9.8K$1.7M0.6%-15.4%
FICO FAIR ISAAC CORPServices media1.6K$1.7M0.6%+411.9%
FDX FEDEX CORPIndustrials4.6K$1.6M0.6%New
MU MICRON TECHNOLOGY INCTechnology4.8K$1.6M0.6%-17.6%
MORN MORNINGSTAR INCFinancials9.6K$1.6M0.6%New
ON ON SEMICONDUCTORTechnology25.8K$1.6M0.6%+233.4%
FOX FOX CORP - CLASS BCommunications30.0K$1.6M0.6%+69.6%
FNF FIDELITY NATIONAL FINANCIALFinancials34.1K$1.6M0.6%+84.2%
CGNX COGNEX CORPTechnology31.9K$1.6M0.6%+14.2%
AME AMETEK INCTechnology7.2K$1.5M0.6%New
TW TRADEWEB MARKETS INC-CLASS AFinancials13.0K$1.5M0.6%+9.9%
U UNITY SOFTWARE INCTechnology67.1K$1.5M0.6%New
EG EVEREST GROUP LTDFinancials4.5K$1.5M0.5%-13.9%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRApr 30, 2026267$265.9M canonicalSEC ↗
Q4 202513F-HRJan 27, 2026277$251.1M canonicalSEC ↗
Q3 202513F-HROct 23, 2025266$287.7M canonicalSEC ↗
Q2 202513F-HRJul 21, 2025290$282.7M canonicalSEC ↗
Q1 202513F-HRApr 23, 2025278$428.2M canonicalSEC ↗
Q4 202413F-HRJan 28, 2025279$368.9M canonicalSEC ↗
Q3 202413F-HROct 22, 2024297$463.1M canonicalSEC ↗
Q2 202413F-HRJul 23, 2024301$463.0M canonicalSEC ↗
Q1 202413F-HRApr 25, 2024281$480.4M canonicalSEC ↗