Blue Sparrow, LLC /DE

Quant stat arb Low signal CIK 2104539
League rank
#21
in Quant stat arb · #639 overall
Long book
$5.85B
Q1 2026
Positions
176
Top-10 weight
62%
concentration
Last quarter
+19.5%
SPY +14.8%
Turnover
58%
of book per quarter

Strategy in plain words

auto-generated from filings

Blue Sparrow, LLC /DE is a quantitative fund whose holdings reflect models, not opinions, running a $5.85B US long book across 176 positions.

The portfolio is concentrated: the top 10 names carry 62% of the portfolio. Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ISHARES CORE S&P 500 ETF, ROYAL BANK OF CANADA, NVIDIA CORP, META PLATFORMS INC-CLASS A, BROADCOM INC.

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 2025
-6.3%
Q1 2026
+19.5%

Sector allocation

Technology
50%
Financials
23%
Industrials
8%
Energy
5%
Consumer discretionary
5%
Healthcare
4%
Services media
3%
Other
1%

Long book by quarter

$5.31B
Q4 2025
$5.85B
Q1 2026

What does Blue Sparrow, own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
RY ROYAL BANK OF CANADAFinancials3.3M$527.4M9.0%New
NVDA NVIDIA CORPTechnology3.0M$526.3M9.0%+44.5%
META META PLATFORMS INC-CLASS ATechnology571.8K$327.1M5.6%+273.7%
AVGO BROADCOM INCTechnology873.6K$270.4M4.6%+0.6%
MSFT MICROSOFT CORPTechnology652.0K$241.4M4.1%-23.4%
CNQ CANADIAN NATURAL RESOURCESEnergy4.6M$225.1M3.8%New
PLTR PALANTIR TECHNOLOGIES INC-ATechnology1.5M$214.1M3.7%+183.5%
TSLA TESLA INCIndustrials544.0K$202.2M3.5%+151.9%
GOOGL ALPHABET INC-CL ATechnology661.0K$190.1M3.2%+45.3%
AAPL APPLE INCTechnology615.0K$156.1M2.7%-43.9%
AMD ADVANCED MICRO DEVICESTechnology694.3K$141.2M2.4%+8.5%
MS MORGAN STANLEYFinancials857.1K$141.1M2.4%-19.6%
GS GOLDMAN SACHS GROUP INCFinancials152.9K$129.3M2.2%-41.1%
MA MASTERCARD INC - AServices media219.3K$109.6M1.9%+46.2%
GOOG ALPHABET INC-CL CTechnology304.4K$87.3M1.5%-1.8%
ABBV ABBVIE INCHealthcare349.5K$76.0M1.3%+179.6%
AMZN AMAZON.COM INCConsumer discretionary359.4K$74.9M1.3%-13.0%
MU MICRON TECHNOLOGY INCTechnology179.4K$60.6M1.0%-53.6%
ORCL ORACLE CORPTechnology389.5K$57.3M1.0%+973.0%
JPM JPMORGAN CHASE & COFinancials182.4K$53.7M0.9%-33.4%
HON HONEYWELL INTERNATIONAL INCIndustrials231.2K$52.3M0.9%+66.4%
LLY ELI LILLY & COHealthcare48.3K$44.4M0.8%+3.2%
COST COSTCO WHOLESALE CORPConsumer discretionary41.6K$41.4M0.7%-23.4%
WMT WALMART INCConsumer discretionary307.9K$38.3M0.7%-41.9%
CM CAN IMPERIAL BK OF COMMERCEFinancials390.0K$37.0M0.6%New
SCHW SCHWAB (CHARLES) CORPFinancials346.1K$32.5M0.6%-74.3%
CRWD CROWDSTRIKE HOLDINGS INC - ATechnology82.4K$32.2M0.5%+3.7%
CNC CENTENE CORPFinancials937.4K$30.7M0.5%New
BAC BANK OF AMERICA CORPFinancials579.9K$28.3M0.5%-53.6%
INTC INTEL CORPTechnology638.7K$28.2M0.5%New
COR CENCORA INCConsumer discretionary75.5K$23.7M0.4%New
HOOD ROBINHOOD MARKETS INC - AFinancials325.0K$22.5M0.4%New
JNJ JOHNSON & JOHNSONHealthcare91.2K$22.3M0.4%-49.1%
MCHP MICROCHIP TECHNOLOGY INCTechnology334.5K$21.6M0.4%New
PG PROCTER & GAMBLE CO/THEOther148.0K$21.4M0.4%+35.9%
PEP PEPSICO INCConsumer staples128.6K$20.0M0.3%+7.2%
HD HOME DEPOT INCConsumer discretionary52.7K$17.3M0.3%-2.8%
LRCX LAM RESEARCH CORPIndustrials78.2K$16.7M0.3%+11.1%
MRK MERCK & CO. INC.Healthcare136.9K$16.5M0.3%-0.6%
GD GENERAL DYNAMICS CORPIndustrials45.2K$15.5M0.3%New
MCD MCDONALD'S CORPConsumer discretionary49.1K$15.3M0.3%-50.6%
COP CONOCOPHILLIPSEnergy114.4K$15.1M0.3%-42.0%
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials31.3K$15.0M0.3%-78.4%
COIN COINBASE GLOBAL INC -CLASS AFinancials80.7K$14.1M0.2%New
CSX CSX CORPIndustrials340.8K$14.0M0.2%New
AMAT APPLIED MATERIALS INCTechnology40.2K$13.7M0.2%-66.4%
PTCT PTC THERAPEUTICS INCHealthcare190.6K$13.0M0.2%New
GE GENERAL ELECTRICIndustrials42.4K$12.0M0.2%-63.9%
CVX CHEVRON CORPEnergy58.2K$12.0M0.2%-68.3%
CTSH COGNIZANT TECH SOLUTIONS-ATechnology187.0K$11.5M0.2%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026176$5.85B canonicalSEC ↗
Q4 202513F-HRFeb 18, 202696$5.31B canonicalSEC ↗