Limestone Investment Advisors LP

Quant stat arb Low signal CIK 2075597
League rank
#111
in Quant stat arb · #3700 overall
Long book
$204.0M
Q1 2026
Positions
154
Top-10 weight
37%
concentration
Last quarter
+11.6%
SPY +14.8%
Turnover
65%
of book per quarter

Strategy in plain words

auto-generated from filings

Limestone Investment Advisors LP is a quantitative fund whose holdings reflect models, not opinions, running a $204.0M US long book across 154 positions.

The portfolio is moderately concentrated (top 10 ≈ 37% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: MICROSOFT CORP, ALPHABET INC-CL A, META PLATFORMS INC-CLASS A, APPLE INC, NEXTPOWER INC-CL A.

Over the last 4 quarters its long book ran on average 1.1pp per quarter behind the S&P 500, beating the index in 1 of 4 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
Q2 2025
+8.1%
Q3 2025
-0.1%
Q4 2025
-2.6%
Q1 2026
+11.6%

Sector allocation

Technology
40%
Services media
18%
Financials
17%
Industrials
12%
Consumer discretionary
6%
Other
4%
Utilities
2%
Communications
1%

Long book by quarter

$222.9M
Q2 2025
$215.1M
Q3 2025
$141.1M
Q4 2025
$204.0M
Q1 2026

What does Limestone Investment own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
MSFT MICROSOFT CORPTechnology30.7K$11.4M5.6%+384.9%
GOOGL ALPHABET INC-CL ATechnology38.9K$11.2M5.5%+81.1%
META META PLATFORMS INC-CLASS ATechnology18.8K$10.8M5.3%+578.9%
AAPL APPLE INCTechnology28.8K$7.3M3.6%+97.0%
NXT NEXTPOWER INC-CL ATechnology56.5K$6.8M3.3%+2.1%
AER AERCAP HOLDINGS NVServices media41.2K$5.7M2.8%Held
ASML ASML HOLDING NV-NY REG SHSIndustrials3.7K$4.9M2.4%+120.0%
V VISA INC-CLASS A SHARESServices media13.9K$4.2M2.1%+410.7%
WFC WELLS FARGO & COFinancials45.0K$3.6M1.8%New
COIN COINBASE GLOBAL INC -CLASS AFinancials18.8K$3.3M1.6%Held
MS MORGAN STANLEYFinancials19.8K$3.3M1.6%New
DIS WALT DISNEY CO/THEServices media32.9K$3.2M1.6%+196.0%
UBER UBER TECHNOLOGIES INCServices media41.5K$3.0M1.5%-15.6%
BAC BANK OF AMERICA CORPFinancials56.3K$2.7M1.3%New
AMD ADVANCED MICRO DEVICESTechnology12.4K$2.5M1.2%+2646.6%
BA BOEING CO/THEIndustrials11.8K$2.4M1.2%New
AMZN AMAZON.COM INCConsumer discretionary10.5K$2.2M1.1%New
CPW CHECK POINT SOFTWARE TECH14.3K$2.0M1.0%Held
JPM JPMORGAN CHASE & COFinancials6.7K$2.0M1.0%New
MA MASTERCARD INC - AServices media3.7K$1.8M0.9%+211.7%
NEXT NEXTDECADE CORPUtilities235.6K$1.8M0.9%Held
NKE NIKE INC -CL BOther31.6K$1.7M0.8%New
MELI MERCADOLIBRE INCServices media900$1.6M0.8%+12.5%
UNH UNITEDHEALTH GROUP INCFinancials5.4K$1.5M0.7%New
CAT CATERPILLAR INCIndustrials2.0K$1.4M0.7%New
MWH SOLV ENERGY INC-CL AIndustrials47.5K$1.4M0.7%New
GE GENERAL ELECTRICIndustrials5.0K$1.4M0.7%New
CEG CONSTELLATION ENERGYUtilities4.4K$1.2M0.6%-1.1%
HYAC HAYMAKER ACQUISITION CORP 4392.2K$1.2M0.6%+1920.9%
MSCI MSCI INCServices media2.0K$1.1M0.5%Held
SPGI S&P GLOBAL INCServices media2.3K$957K0.5%+25.0%
BX BLACKSTONE INCFinancials7.9K$909K0.4%New
USB US BANCORPFinancials17.3K$899K0.4%New
C CITIGROUP INCFinancials7.8K$879K0.4%New
QCOM QUALCOMM INCTechnology6.6K$848K0.4%New
ASO ACADEMY SPORTS & OUTDOORS INConsumer discretionary14.6K$822K0.4%-7.3%
BBWI BATH & BODY WORKS INCConsumer discretionary39.8K$744K0.4%New
SONO SONOS INCIndustrials55.2K$739K0.4%New
GS GOLDMAN SACHS GROUP INCFinancials862$729K0.4%New
VSXY VICTORIA'S SECRET & COConsumer discretionary15.3K$710K0.3%New
PLTR PALANTIR TECHNOLOGIES INC-ATechnology4.8K$696K0.3%New
RFAM RF ACQUISITION CORP IIIFinancials70.7K$692K0.3%New
AEO AMERICAN EAGLE OUTFITTERSConsumer discretionary41.3K$690K0.3%New
ANDG ANDERSEN GROUP INC - AServices media23.4K$637K0.3%-53.2%
AXP AMERICAN EXPRESS COFinancials2.1K$631K0.3%New
FND FLOOR & DECOR HOLDINGS INC-AConsumer discretionary12.0K$612K0.3%New
GLW CORNING INCIndustrials4.5K$611K0.3%New
PRKS UNITED PARKS & RESORTS INCServices media18.7K$610K0.3%New
RTX RTX CORPIndustrials3.1K$604K0.3%New
PLNT PLANET FITNESS INC - CL AServices media8.0K$594K0.3%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026399$1.25B canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026446$1.04B canonicalSEC ↗
Q3 202513F-HRNov 13, 2025521$1.26B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025481$1.15B canonicalSEC ↗