ASAHI LIFE ASSET MANAGEMENT CO., LTD.

Quant stat arb Low signal CIK 1564835
League rank
#49
in Quant stat arb · #1182 overall
Long book
$154.7M
Q1 2026
Positions
150
Top-10 weight
38%
concentration
Last quarter
+16.3%
SPY +14.8%
Turnover
47%
of book per quarter

Strategy in plain words

auto-generated from filings

ASAHI LIFE ASSET MANAGEMENT CO., LTD. is a quantitative fund whose holdings reflect models, not opinions, running a $154.7M US long book across 150 positions.

The portfolio is moderately concentrated (top 10 ≈ 38% of the book). The portfolio is actively managed, with meaningful quarterly turnover. Current anchor positions: NVIDIA CORP, APPLE INC, MICROSOFT CORP, GOLDMAN SACHS GROUP INC, CATERPILLAR INC.

Over the last 9 quarters its long book ran on average 0.3pp 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
+2.5%
Q2 2024
+6.8%
Q3 2024
+2.9%
Q4 2024
-2.5%
Q1 2025
+9.4%
Q2 2025
+7.6%
Q3 2025
+3.3%
Q4 2025
-3.2%
Q1 2026
+16.3%

Sector allocation

Technology
32%
Financials
18%
Industrials
13%
Consumer discretionary
11%
Healthcare
9%
Services media
4%
Other
3%
Energy
3%

Long book by quarter

$166.8M
Q1 2024
$145.4M
Q2 2024
$165.2M
Q3 2024
$164.0M
Q4 2024
$154.5M
Q1 2025
$171.2M
Q2 2025
$180.3M
Q3 2025
$179.4M
Q4 2025
$154.7M
Q1 2026

What does ASAHI LIFE own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
NVDA NVIDIA CORPTechnology48.6K$8.5M5.5%-11.7%
AAPL APPLE INCTechnology32.6K$8.3M5.4%-8.9%
MSFT MICROSOFT CORPTechnology19.7K$7.3M4.7%-8.1%
GS GOLDMAN SACHS GROUP INCFinancials8.1K$6.8M4.4%-5.1%
CAT CATERPILLAR INCIndustrials9.1K$6.4M4.2%+3.3%
GOOGL ALPHABET INC-CL ATechnology17.9K$5.1M3.3%-14.1%
AMZN AMAZON.COM INCConsumer discretionary23.9K$5.0M3.2%-8.5%
JPM JPMORGAN CHASE & COFinancials13.4K$3.9M2.6%+7.6%
AMGN AMGEN INCHealthcare9.9K$3.5M2.2%-5.7%
V VISA INC-CLASS A SHARESServices media10.7K$3.2M2.1%+0.8%
HD HOME DEPOT INCConsumer discretionary9.6K$3.2M2.0%-7.3%
JNJ JOHNSON & JOHNSONHealthcare12.0K$2.9M1.9%+6.5%
MCD MCDONALD'S CORPConsumer discretionary9.1K$2.8M1.8%+7.2%
CVX CHEVRON CORPEnergy13.0K$2.7M1.7%-9.1%
UNH UNITEDHEALTH GROUP INCFinancials9.4K$2.5M1.6%+3.4%
SHW SHERWIN-WILLIAMS CO/THEConsumer discretionary7.9K$2.5M1.6%-6.6%
AXP AMERICAN EXPRESS COFinancials8.4K$2.5M1.6%-1.1%
TRV TRAVELERS COS INC/THEFinancials7.9K$2.3M1.5%-6.6%
IBM INTL BUSINESS MACHINES CORPTechnology9.4K$2.3M1.5%+2.6%
WMT WALMART INCConsumer discretionary18.1K$2.3M1.5%-7.6%
CRM SALESFORCE INCTechnology11.3K$2.1M1.4%-2.5%
META META PLATFORMS INC-CLASS ATechnology3.6K$2.1M1.3%-20.8%
HON HONEYWELL INTERNATIONAL INCIndustrials9.0K$2.0M1.3%+5.8%
AVGO BROADCOM INCTechnology6.5K$2.0M1.3%-28.0%
BA BOEING CO/THEIndustrials9.2K$1.8M1.2%+8.9%
TSLA TESLA INCIndustrials4.7K$1.7M1.1%-9.8%
PG PROCTER & GAMBLE CO/THEOther11.7K$1.7M1.1%-7.7%
MRK MERCK & CO. INC.Healthcare12.2K$1.5M0.9%+25.1%
LLY ELI LILLY & COHealthcare1.4K$1.3M0.8%-24.1%
XOM EXXON MOBIL CORPEnergy7.0K$1.2M0.8%-35.5%
MMM 3M COHealthcare7.9K$1.2M0.7%-6.6%
CSCO CISCO SYSTEMS INCTechnology14.7K$1.1M0.7%-27.7%
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials2.3K$1.1M0.7%+23.8%
KO COCA-COLA CO/THEConsumer staples14.3K$1.1M0.7%-10.5%
COST COSTCO WHOLESALE CORPConsumer discretionary1.1K$1.1M0.7%+28.1%
VZ VERIZON COMMUNICATIONS INCCommunications20.9K$1.0M0.7%-12.3%
ABBV ABBVIE INCHealthcare4.4K$968K0.6%-5.0%
MU MICRON TECHNOLOGY INCTechnology2.7K$902K0.6%-25.6%
AMD ADVANCED MICRO DEVICESTechnology4.3K$866K0.6%-6.9%
BAC BANK OF AMERICA CORPFinancials17.5K$854K0.6%-11.7%
PLTR PALANTIR TECHNOLOGIES INC-ATechnology5.8K$844K0.5%+148.6%
DIS WALT DISNEY CO/THEServices media7.9K$764K0.5%-6.6%
PM PHILIP MORRIS INTERNATIONALConsumer staples4.5K$749K0.5%New
AMAT APPLIED MATERIALS INCTechnology2.2K$747K0.5%+146.4%
RTX RTX CORPIndustrials3.8K$742K0.5%-11.8%
MA MASTERCARD INC - AServices media1.5K$733K0.5%+55.3%
INTC INTEL CORPTechnology15.9K$702K0.5%-4.4%
WFC WELLS FARGO & COFinancials8.8K$701K0.5%-11.5%
C CITIGROUP INCFinancials5.7K$648K0.4%-16.7%
TXN TEXAS INSTRUMENTS INCTechnology3.2K$619K0.4%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRApr 27, 2026150$154.7M canonicalSEC ↗
Q4 202513F-HRFeb 4, 2026156$179.4M canonicalSEC ↗
Q3 202513F-HRNov 10, 2025153$180.3M canonicalSEC ↗
Q2 202513F-HRAug 6, 2025155$171.2M canonicalSEC ↗
Q1 202513F-HRMay 2, 2025156$154.5M canonicalSEC ↗
Q4 202413F-HRFeb 5, 2025163$164.0M canonicalSEC ↗
Q3 202413F-HROct 24, 2024155$165.2M canonicalSEC ↗
Q2 202413F-HRAug 6, 2024144$145.4M canonicalSEC ↗
Q1 202413F-HRMay 3, 2024166$166.8M canonicalSEC ↗