Farringdon Capital, Ltd.

Quant stat arb Low signal CIK 1750980
League rank
#144
in Quant stat arb · #6816 overall
Long book
$456.5M
Q1 2026
Positions
359
Top-10 weight
16%
concentration
Last quarter
+6.5%
SPY +14.8%
Turnover
76%
of book per quarter

Strategy in plain words

auto-generated from filings

Farringdon Capital, Ltd. is a quantitative fund whose holdings reflect models, not opinions, running a $456.5M US long book across 359 positions.

The portfolio is broadly diversified across 359 positions (top 10 only 16%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ISHARES BITCOIN TRUST ETF, SS SPDR S&P 500 ETF TRUST-US, ISHARES 0-1 YEAR TREASURY BO, ISHARES ETHEREUM TRUST ETF, BROADCOM INC.

Over the last 6 quarters its long book ran on average 2.1pp per quarter behind the S&P 500, beating the index in 2 of 6 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
Q4 2024
-2.3%
Q1 2025
+8.8%
Q2 2025
+5.8%
Q3 2025
-0.6%
Q4 2025
-3.3%
Q1 2026
+6.5%

Sector allocation

Technology
17%
Financials
15%
Industrials
14%
Utilities
11%
Consumer discretionary
8%
Services media
8%
Healthcare
8%
Other
5%

Long book by quarter

$242.0M
Q4 2024
$198.3M
Q1 2025
$297.5M
Q2 2025
$393.3M
Q3 2025
$407.5M
Q4 2025
$456.5M
Q1 2026

What does Farringdon Capital, own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
AVGO BROADCOM INCTechnology21.1K$6.5M1.4%+43.2%
AMZN AMAZON.COM INCConsumer discretionary28.8K$6.0M1.3%+130.1%
LEN LENNAR CORP-AIndustrials59.8K$5.2M1.1%+1952.8%
GOOG ALPHABET INC-CL CTechnology17.6K$5.1M1.1%+57.6%
RSG REPUBLIC SERVICES INCUtilities20.8K$4.6M1.0%+110.2%
DUK DUKE ENERGY CORPUtilities34.2K$4.5M1.0%+403.4%
GD GENERAL DYNAMICS CORPIndustrials12.9K$4.4M1.0%+90.0%
V VISA INC-CLASS A SHARESServices media13.9K$4.2M0.9%New
OKE ONEOK INCUtilities46.1K$4.2M0.9%+643.7%
MKC MCCORMICK & CO-NON VTG SHRSConsumer staples80.0K$4.0M0.9%New
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials8.4K$4.0M0.9%+200.6%
NVDA NVIDIA CORPTechnology22.6K$3.9M0.9%+41.4%
AMD ADVANCED MICRO DEVICESTechnology18.2K$3.7M0.8%+52.6%
AMP AMERIPRISE FINANCIAL INCFinancials8.1K$3.6M0.8%New
MSTR STRATEGY INCFinancials28.8K$3.6M0.8%+49.0%
PSX PHILLIPS 66Energy19.5K$3.6M0.8%New
CSCO CISCO SYSTEMS INCTechnology44.8K$3.5M0.8%New
CVX CHEVRON CORPEnergy16.7K$3.4M0.8%New
MCO MOODY'S CORPServices media7.7K$3.4M0.7%New
LIN LINDE PLCMaterials6.6K$3.2M0.7%New
LNG CHENIERE ENERGY INCUtilities11.4K$3.2M0.7%New
PGR PROGRESSIVE CORPFinancials16.3K$3.2M0.7%New
HSY HERSHEY CO/THEConsumer staples14.8K$3.1M0.7%+234.6%
ROK ROCKWELL AUTOMATION INCOther8.2K$3.0M0.6%+100.3%
COIN COINBASE GLOBAL INC -CLASS AFinancials16.7K$2.9M0.6%+31.4%
SLB SLB LTDEnergy54.5K$2.8M0.6%New
HD HOME DEPOT INCConsumer discretionary8.4K$2.8M0.6%New
IP INTERNATIONAL PAPER COOther76.1K$2.7M0.6%New
DTE DTE ENERGY COMPANYUtilities18.6K$2.7M0.6%New
NCLH NORWEGIAN CRUISE LINE HOLDINIndustrials144.2K$2.7M0.6%New
AEP AMERICAN ELECTRIC POWERUtilities20.2K$2.7M0.6%-17.2%
ORLY O'REILLY AUTOMOTIVE INCConsumer discretionary28.2K$2.6M0.6%New
TROW T ROWE PRICE GROUP INCFinancials28.5K$2.6M0.6%New
MRSH MARSH & MCLENNAN COSFinancials14.4K$2.5M0.5%+253.9%
DOV DOVER CORPIndustrials11.8K$2.5M0.5%-6.0%
ICE INTERCONTINENTAL EXCHANGE INFinancials15.3K$2.4M0.5%New
LBTYK LIBERTY GLOBAL LTD-CCommunications204.0K$2.4M0.5%-23.1%
BSX BOSTON SCIENTIFIC CORPHealthcare38.1K$2.4M0.5%New
MMM 3M COHealthcare16.3K$2.4M0.5%New
PFE PFIZER INCHealthcare82.1K$2.3M0.5%New
AWK AMERICAN WATER WORKS CO INCUtilities16.9K$2.3M0.5%+0.4%
PAYX PAYCHEX INCServices media24.9K$2.3M0.5%New
NSC NORFOLK SOUTHERN CORPIndustrials7.9K$2.3M0.5%New
META META PLATFORMS INC-CLASS ATechnology4.0K$2.3M0.5%-21.1%
NOW SERVICENOW INCTechnology21.5K$2.2M0.5%New
ETN EATON CORP PLCIndustrials6.2K$2.2M0.5%New
PEG PUBLIC SERVICE ENTERPRISE GPUtilities27.1K$2.2M0.5%+97.4%
TMUS T-MOBILE US INCCommunications10.3K$2.2M0.5%+111.7%
HWM HOWMET AEROSPACE INCIndustrials9.3K$2.1M0.5%+44.1%
IQV IQVIA HOLDINGS INCHealthcare12.5K$2.1M0.5%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026359$456.5M canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026415$407.5M canonicalSEC ↗
Q3 202513F-HRNov 13, 2025430$393.3M canonicalSEC ↗
Q2 202513F-HRAug 14, 2025421$297.5M canonicalSEC ↗
Q1 202513F-HRMay 15, 2025327$198.3M canonicalSEC ↗
Q4 202413F-HRFeb 13, 2025417$242.0M canonicalSEC ↗