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Major depressive disorder (MDD) is a heritable condition (h2 = 37%) and a leading cause of disability worldwide. MDD is clinically heterogeneous and comorbid with a variety of conditions and it has been hypothesised that this causal heterogeneity may have confounded previous attempts to elucidate its genetic architecture. We applied a relatively new technique, Buhmbox, to identify the presence of heterogeneous sub-groups within MDD using summary data from genome-wide association studies. We analysed two independent cohorts (ntotal = 31,981) and identified significant evidence (Pcorrected < 0.05) for 10 sub-groups across both cohorts, including subgroups with a liability for migraine, alcohol consumption and eczema. The most notable subgroups (Pcorrected ≤ 2.57 x 10-8 in both cohorts) were for blood levels of cholesterol and triglycerides, and blood pressure, indicating subgroups within MDD cases of individuals with a genetic predisposition for anomalous levels of these metabolic traits. Our findings provide strong evidence for novel causal heterogeneity of MDD and identify avenues for both stratification and treatment.

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