Lighthouse Investment Partners, LLC

Quant stat arb Low signal CIK 1600344
League rank
#128
in Quant stat arb · #5148 overall
Long book
$2.67B
Q1 2026
Positions
664
Top-10 weight
10%
concentration
Last quarter
+10.0%
SPY +14.8%
Turnover
65%
of book per quarter

Strategy in plain words

auto-generated from filings

Lighthouse Investment Partners, LLC is a quantitative fund whose holdings reflect models, not opinions, running a $2.67B US long book across 664 positions.

The portfolio is broadly diversified across 664 positions (top 10 only 10%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: AMAZON.COM INC, NVIDIA CORP, COLUMBIA BANKING SYSTEM INC, MCDONALD'S CORP, STATE STREET CORP.

Over the last 9 quarters its long book ran on average 1.2pp 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
-2.9%
Q2 2024
+9.1%
Q3 2024
-1.1%
Q4 2024
-2.9%
Q1 2025
+6.1%
Q2 2025
+7.0%
Q3 2025
+2.3%
Q4 2025
+2.2%
Q1 2026
+10.0%

Sector allocation

Financials
24%
Industrials
17%
Energy
13%
Technology
10%
Consumer discretionary
9%
Other
8%
Services media
7%
Healthcare
3%

Long book by quarter

$1.70B
Q1 2024
$1.79B
Q2 2024
$1.85B
Q3 2024
$2.58B
Q4 2024
$2.19B
Q1 2025
$2.30B
Q2 2025
$2.77B
Q3 2025
$3.01B
Q4 2025
$2.67B
Q1 2026

What does Lighthouse Investment own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
AMZN AMAZON.COM INCConsumer discretionary186.6K$38.9M1.5%-38.7%
NVDA NVIDIA CORPTechnology168.9K$29.5M1.1%+220.3%
COLB COLUMBIA BANKING SYSTEM INCFinancials1.0M$27.6M1.0%+98.8%
MCD MCDONALD'S CORPConsumer discretionary85.5K$26.6M1.0%+159.1%
STT STATE STREET CORPFinancials204.9K$25.9M1.0%+78.4%
CNI CANADIAN NATL RAILWAY COIndustrials245.8K$25.3M0.9%New
CVE CENOVUS ENERGY INCEnergy874.5K$23.2M0.9%New
NSC NORFOLK SOUTHERN CORPIndustrials80.4K$23.1M0.9%+102.3%
SM SM ENERGY COEnergy731.6K$22.8M0.9%+91.3%
V VISA INC-CLASS A SHARESServices media74.7K$22.6M0.8%-18.0%
PARR PAR PACIFIC HOLDINGS INCEnergy346.6K$21.7M0.8%+74.1%
AJG ARTHUR J GALLAGHER & COFinancials99.1K$21.5M0.8%+68.3%
OVV OVINTIV INCEnergy327.9K$19.5M0.7%-45.6%
STZ CONSTELLATION BRANDS INC-AConsumer staples126.2K$18.9M0.7%+19.1%
EOG EOG RESOURCES INCEnergy128.8K$18.6M0.7%+31.7%
CHRD CHORD ENERGY CORPEnergy128.1K$18.2M0.7%New
JPM JPMORGAN CHASE & COFinancials59.4K$17.5M0.7%+31.9%
PNC PNC FINANCIAL SERVICES GROUPFinancials83.4K$17.3M0.7%+8.7%
GOOG ALPHABET INC-CL CTechnology60.2K$17.3M0.6%+779.4%
MSFT MICROSOFT CORPTechnology45.8K$16.9M0.6%-25.6%
CVCO CAVCO INDUSTRIES INCOther33.7K$16.3M0.6%+893.1%
RRC RANGE RESOURCES CORPEnergy356.7K$16.1M0.6%+8.1%
CRH CRH PLCIndustrials150.6K$15.8M0.6%+96.6%
DIS WALT DISNEY CO/THEServices media158.7K$15.3M0.6%New
GL GLOBE LIFE INCFinancials107.2K$14.9M0.6%+49.6%
WBD WARNER BROS DISCOVERY INCCommunications539.8K$14.8M0.6%+348.3%
AIG AMERICAN INTERNATIONAL GROUPFinancials190.9K$14.4M0.5%New
RL RALPH LAUREN CORPOther41.6K$14.3M0.5%+88.5%
HLT HILTON WORLDWIDE HOLDINGS INServices media46.8K$14.2M0.5%+57.2%
BEAG BOLD EAGLE ACQUISITION COR-AFinancials1.3M$13.7M0.5%+39.0%
NDAQ NASDAQ INCFinancials161.6K$13.7M0.5%New
KBH KB HOMEIndustrials263.4K$13.6M0.5%+262.1%
VG VENTURE GLOBAL INC-CL AUtilities842.1K$13.3M0.5%New
PNR PENTAIR PLCIndustrials148.9K$13.0M0.5%+79.4%
LMT LOCKHEED MARTIN CORPIndustrials21.4K$12.9M0.5%+2025.9%
TD TORONTO-DOMINION BANKFinancials136.8K$12.8M0.5%+128.1%
FVAV FORTRESS VALUE ACQUIS V-CL AFinancials1.3M$12.5M0.5%New
AR ANTERO RESOURCES CORPEnergy290.5K$12.3M0.5%-12.6%
PSX PHILLIPS 66Energy67.5K$12.3M0.5%-1.3%
KMB KIMBERLY-CLARK CORPOther125.3K$12.1M0.5%+690.3%
SIGI SELECTIVE INSURANCE GROUPFinancials158.6K$12.0M0.4%New
LLYVK LIBERTY LIVE HOLDINGS-CServices media126.2K$11.9M0.4%-20.0%
MUR MURPHY OIL CORPEnergy287.5K$11.9M0.4%-66.1%
SAIA SAIA INCIndustrials33.5K$11.8M0.4%+632.8%
APA APA CORPEnergy275.0K$11.7M0.4%New
ALSN ALLISON TRANSMISSION HOLDINGIndustrials97.9K$11.5M0.4%-23.2%
OXY OCCIDENTAL PETROLEUM CORPEnergy175.5K$11.4M0.4%-66.9%
TMUS T-MOBILE US INCCommunications54.2K$11.4M0.4%-38.5%
DE DEERE & COIndustrials20.0K$11.3M0.4%New
HAL HALLIBURTON COEnergy283.9K$11.1M0.4%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 14, 2026775$2.87B canonicalSEC ↗
Q4 202513F-HRFeb 17, 20261003$3.33B canonicalSEC ↗
Q3 202513F-HRNov 14, 2025668$3.30B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025621$2.65B canonicalSEC ↗
Q1 202513F-HRMay 15, 2025524$2.43B canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025538$3.02B canonicalSEC ↗
Q3 202413F-HRNov 14, 2024443$2.66B canonicalSEC ↗
Q2 202413F-HRAug 14, 2024427$2.51B canonicalSEC ↗
Q1 202413F-HRMay 13, 2024391$2.16B canonicalSEC ↗