R Squared Ltd

Quant stat arb Low signal CIK 1896148
League rank
#101
in Quant stat arb · #3102 overall
Long book
$182.1M
Q1 2026
Positions
477
Top-10 weight
17%
concentration
Last quarter
+12.4%
SPY +14.8%
Turnover
58%
of book per quarter

Strategy in plain words

auto-generated from filings

R Squared Ltd is a quantitative fund whose holdings reflect models, not opinions, running a $182.1M US long book across 477 positions.

The portfolio is broadly diversified across 477 positions (top 10 only 17%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: HOLOGIC INC, APPLE INC, TXNM ENERGY INC, ELECTRONIC ARTS INC, MICROSOFT CORP.

Over the last 6 quarters its long book ran on average 0.1pp per quarter ahead of 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
-1.8%
Q1 2025
+8.3%
Q2 2025
+6.7%
Q3 2025
+1.1%
Q4 2025
+1.4%
Q1 2026
+12.4%

Sector allocation

Technology
19%
Industrials
18%
Financials
16%
Healthcare
8%
Other
8%
Consumer discretionary
8%
Utilities
8%
Services media
7%

Long book by quarter

$102.8M
Q4 2024
$93.6M
Q1 2025
$181.4M
Q2 2025
$232.4M
Q3 2025
$214.0M
Q4 2025
$182.1M
Q1 2026

What does R Squared own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
HO1 HOLOGIC INC78.9K$6.0M3.3%+408.3%
AAPL APPLE INCTechnology18.8K$4.8M2.6%New
TXNM TXNM ENERGY INCUtilities76.1K$4.4M2.4%+460.4%
EA ELECTRONIC ARTS INCTechnology14.0K$2.8M1.6%-18.4%
MSFT MICROSOFT CORPTechnology7.1K$2.6M1.4%+71.5%
LLY ELI LILLY & COHealthcare2.6K$2.4M1.3%+331.8%
CVX CHEVRON CORPEnergy11.0K$2.3M1.2%New
TSLA TESLA INCIndustrials5.6K$2.1M1.2%New
PH PARKER HANNIFIN CORPIndustrials2.3K$2.0M1.1%+243.3%
V VISA INC-CLASS A SHARESServices media6.5K$2.0M1.1%+172.3%
GOOGL ALPHABET INC-CL ATechnology6.3K$1.8M1.0%New
C CITIGROUP INCFinancials14.4K$1.6M0.9%+166.9%
WCN WASTE CONNECTIONS INCUtilities9.9K$1.6M0.9%+139.6%
AVGO BROADCOM INCTechnology5.1K$1.6M0.9%New
GOOG ALPHABET INC-CL CTechnology5.3K$1.5M0.8%New
GD GENERAL DYNAMICS CORPIndustrials4.3K$1.5M0.8%+280.4%
MU MICRON TECHNOLOGY INCTechnology4.0K$1.4M0.7%-17.3%
KVUE KENVUE INCOther65.6K$1.1M0.6%+136.5%
FDX FEDEX CORPIndustrials3.1K$1.1M0.6%New
ICE INTERCONTINENTAL EXCHANGE INFinancials6.6K$1.0M0.6%+292.6%
MDT MEDTRONIC PLCHealthcare11.5K$998K0.5%+412.4%
AMSF AMERISAFE INCFinancials29.9K$995K0.5%-36.5%
WBD WARNER BROS DISCOVERY INCCommunications35.9K$986K0.5%New
SNDK SANDISK CORPTechnology1.6K$985K0.5%New
FIVE FIVE BELOWConsumer discretionary4.3K$985K0.5%New
AXS AXIS CAPITAL HOLDINGS LTDFinancials9.6K$971K0.5%-11.6%
CMI CUMMINS INCIndustrials1.8K$942K0.5%+108.5%
ITT ITT INCIndustrials4.8K$912K0.5%+26.7%
D DOMINION ENERGY INCUtilities14.5K$896K0.5%New
AEP AMERICAN ELECTRIC POWERUtilities6.7K$879K0.5%+5.4%
MO ALTRIA GROUP INCConsumer staples13.3K$879K0.5%-9.0%
TEL TE CONNECTIVITY PLCConsumer discretionary4.1K$861K0.5%-49.8%
SPGI S&P GLOBAL INCServices media2.0K$851K0.5%+124.5%
PEN PENUMBRA INCHealthcare2.6K$849K0.5%New
GWW WW GRAINGER INCConsumer discretionary772$842K0.5%New
AN AUTONATION INCConsumer discretionary4.2K$828K0.5%+68.0%
GTLS CHART INDUSTRIES INCIndustrials3.9K$803K0.4%New
NSC NORFOLK SOUTHERN CORPIndustrials2.8K$796K0.4%+290.8%
CSV CARRIAGE SERVICES INCServices media17.4K$793K0.4%+6.1%
NWN NORTHWEST NATURAL HOLDING COUtilities14.5K$774K0.4%New
MSCI MSCI INCServices media1.4K$770K0.4%+90.5%
ORLY O'REILLY AUTOMOTIVE INCConsumer discretionary8.3K$764K0.4%+21.8%
SNX TD SYNNEX CORPConsumer discretionary4.5K$753K0.4%-55.5%
GPI GROUP 1 AUTOMOTIVE INCConsumer discretionary2.3K$753K0.4%-21.7%
RPRX ROYALTY PHARMA PLC- CL AHealthcare15.4K$736K0.4%New
ADP AUTOMATIC DATA PROCESSINGTechnology3.6K$728K0.4%New
ANIK ANIKA THERAPEUTICS INCHealthcare50.2K$728K0.4%+20.7%
EFX EQUIFAX INCServices media4.0K$722K0.4%+121.4%
LMT LOCKHEED MARTIN CORPIndustrials1.2K$714K0.4%-53.0%
LITE LUMENTUM HOLDINGS INCTechnology1.0K$703K0.4%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRApr 29, 2026477$182.1M canonicalSEC ↗
Q4 202513F-HRJan 30, 2026513$214.0M canonicalSEC ↗
Q3 202513F-HRNov 12, 2025537$232.4M canonicalSEC ↗
Q2 202513F-HRJul 31, 2025458$181.4M canonicalSEC ↗
Q1 202513F-HRMay 9, 2025289$93.6Mconfidential canonicalSEC ↗
Q4 202413F-HRJan 23, 20251571$102.8M canonicalSEC ↗