LMR Partners LLP

Quant stat arb Low signal CIK 1578621
League rank
#62
in Quant stat arb · #1536 overall
Long book
$8.60B
Q1 2026
Positions
1018
Top-10 weight
25%
concentration
Last quarter
+15.1%
SPY +14.8%
Turnover
47%
of book per quarter

Strategy in plain words

auto-generated from filings

LMR Partners LLP is a quantitative fund whose holdings reflect models, not opinions, running a $8.60B US long book across 1018 positions.

The portfolio is broadly diversified across 1018 positions (top 10 only 25%). The portfolio is actively managed, with meaningful quarterly turnover. Current anchor positions: ISHARES CORE S&P 500 ETF, SS SPDR S&P 500 ETF TRUST-US, WARNER BROS DISCOVERY INC, NVIDIA CORP, BP PLC-SPONS ADR.

Over the last 9 quarters its long book ran on average 0.8pp per quarter ahead of the S&P 500, beating the index in 6 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
+4.8%
Q3 2024
+4.8%
Q4 2024
-5.5%
Q1 2025
+12.3%
Q2 2025
+11.2%
Q3 2025
+3.5%
Q4 2025
+2.1%
Q1 2026
+15.1%

Sector allocation

Technology
33%
Financials
15%
Other
10%
Healthcare
10%
Industrials
10%
Communications
7%
Services media
4%
Utilities
4%

Long book by quarter

$2.86B
Q1 2024
$3.73B
Q2 2024
$3.56B
Q3 2024
$4.57B
Q4 2024
$3.75B
Q1 2025
$4.60B
Q2 2025
$5.48B
Q3 2025
$8.07B
Q4 2025
$8.60B
Q1 2026

What does LMR Partners own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
WBD WARNER BROS DISCOVERY INCCommunications6.8M$187.0M2.2%+52.3%
NVDA NVIDIA CORPTechnology1.0M$175.5M2.0%-43.8%
MU MICRON TECHNOLOGY INCTechnology483.0K$163.2M1.9%+47.7%
ECHO ECHOSTAR CORP-ACommunications1.2M$137.1M1.6%-3.8%
AVGO BROADCOM INCTechnology420.6K$130.2M1.5%-10.5%
NSC NORFOLK SOUTHERN CORPIndustrials434.8K$124.8M1.5%+41.1%
PEN PENUMBRA INCHealthcare295.7K$97.1M1.1%New
GTLS CHART INDUSTRIES INCIndustrials435.2K$90.0M1.0%+58.6%
MSI MOTOROLA SOLUTIONS INCTechnology200.0K$86.8M1.0%New
KVUE KENVUE INCOther5.0M$86.4M1.0%+19.7%
LLY ELI LILLY & COHealthcare93.5K$86.0M1.0%+747.9%
TSLA TESLA INCIndustrials204.2K$75.9M0.9%+3064.3%
AAUC ALLIED GOLD CORP2.4M$74.6M0.9%New
CLS CELESTICA INCTechnology240.0K$67.6M0.8%+3.2%
AAPL APPLE INCTechnology237.9K$60.4M0.7%+239.8%
NFLX NETFLIX INCServices media614.1K$59.0M0.7%+259.0%
EA ELECTRONIC ARTS INCTechnology278.3K$56.7M0.7%+4988.4%
STXN SEAGATE TECHNOLOGY HOLDINGS137.0K$53.7M0.6%+881.5%
AES AES CORPUtilities3.8M$53.1M0.6%+3667.5%
SLAB SILICON LABORATORIES INCTechnology238.2K$49.6M0.6%+693.9%
AXTA AXALTA COATING SYSTEMS LTDOther1.8M$48.9M0.6%+8.6%
ZM ZOOM COMMUNICATIONS INCTechnology600.0K$48.2M0.6%+25.2%
HO1 HOLOGIC INC598.7K$45.3M0.5%+36.1%
TSEM TOWER SEMICONDUCTOR LTDTechnology244.3K$42.9M0.5%+5.9%
TECK TECK RESOURCES LTD-CLS BMaterials796.0K$41.2M0.5%+3.4%
TXNM TXNM ENERGY INCUtilities698.5K$40.8M0.5%+3.9%
LSCC LATTICE SEMICONDUCTOR CORPTechnology430.0K$39.9M0.5%New
UNH UNITEDHEALTH GROUP INCFinancials145.5K$39.4M0.5%+939.1%
ILMN ILLUMINA INCHealthcare311.0K$38.3M0.4%New
LUNR INTUITIVE MACHINES INCTechnology2.0M$36.8M0.4%New
WBS WEBSTER FINANCIAL CORPFinancials519.5K$36.1M0.4%New
MSTR STRATEGY INCFinancials278.0K$34.7M0.4%-33.0%
COHR COHERENT CORPOther140.0K$33.3M0.4%-0.8%
DOCN DIGITALOCEAN HOLDINGS INCTechnology356.0K$30.5M0.4%-42.6%
QRVO QORVO INCTechnology393.7K$30.5M0.4%+35.7%
SNDK SANDISK CORPTechnology47.2K$30.0M0.3%-76.5%
RGEN REPLIGEN CORPHealthcare253.1K$29.8M0.3%New
UNIT UNITI GROUP INCCommunications3.1M$29.3M0.3%+26.5%
LITE LUMENTUM HOLDINGS INCTechnology41.2K$28.9M0.3%-62.3%
INTC INTEL CORPTechnology640.0K$28.2M0.3%-18.7%
CRCL CIRCLE INTERNET GROUP INCFinancials292.8K$27.9M0.3%New
ELAN ELANCO ANIMAL HEALTH INCHealthcare1.2M$27.9M0.3%New
AMAT APPLIED MATERIALS INCTechnology78.5K$26.8M0.3%+124.4%
SMTC SEMTECH CORPTechnology329.1K$25.3M0.3%-14.9%
ALNY ALNYLAM PHARMACEUTICALS INCHealthcare74.7K$24.7M0.3%+26.5%
ACLXGBX ARCELLX INC212.5K$24.4M0.3%New
MSFT MICROSOFT CORPTechnology64.8K$24.0M0.3%+144.5%
WTRG ESSENTIAL UTILITIES INCUtilities541.1K$21.8M0.3%-3.3%
JBL JABIL INCTechnology81.0K$21.5M0.3%-56.3%
LLYVA LIBERTY LIVE HOLDINGS-AServices media233.6K$21.4M0.2%Held

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 20261744$45.43B canonicalSEC ↗
Q4 202513F-HRFeb 17, 20261907$53.14B canonicalSEC ↗
Q3 202513F-HRNov 14, 20251772$22.68B canonicalSEC ↗
Q2 202513F-HRAug 14, 20251700$13.97B canonicalSEC ↗
Q1 202513F-HRMay 15, 20251654$10.69B canonicalSEC ↗
Q4 202413F-HRFeb 14, 20251445$11.89B canonicalSEC ↗
Q3 202413F-HRNov 7, 20241462$12.56B canonicalSEC ↗
Q2 202413F-HRAug 14, 20241084$11.84B canonicalSEC ↗
Q1 202413F-HRMay 15, 20241139$9.83B canonicalSEC ↗