Blueshift Asset Management, LLC
Long book
$329.5M
Q1 2026
Positions
484
Top-10 weight
19%
concentration
Last quarter
+19.4%
SPY +14.8%
Turnover
64%
of book per quarter
Strategy in plain words
auto-generated from filingsBlueshift Asset Management, LLC is a quantitative fund whose holdings reflect models, not opinions, running a $329.5M US long book across 484 positions.
The portfolio is broadly diversified across 484 positions (top 10 only 19%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ISHARES RUSSELL 2000 ETF, SS SPDR S&P 500 ETF TRUST-US, ETSY INC, AVIS BUDGET GROUP INC, MATCH GROUP INC.
Over the last 9 quarters its long book ran on average 0.6pp per quarter behind the S&P 500, beating the index in 4 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
-4.3%
Q2 2024
+7.4%
Q3 2024
+4.2%
Q4 2024
-4.7%
Q1 2025
+13.3%
Q2 2025
+6.0%
Q3 2025
-0.2%
Q4 2025
-5.9%
Q1 2026
+19.4%
Sector allocation
Technology 19%
Consumer discretionary 18%
Services media 13%
Industrials 13%
Financials 11%
Other 10%
Healthcare 8%
Communications 3%
Long book by quarter
What does Blueshift Asset own?
Q1 2026 13F| Company | Sector | Shares | Value | % of book | Change |
|---|---|---|---|---|---|
| ETSY ETSY INC | Services media | 90.5K | $4.5M | 1.4% | New |
| CAR AVIS BUDGET GROUP INC | Services media | 24.8K | $3.6M | 1.1% | +332.8% |
| MTCH MATCH GROUP INC | Technology | 113.2K | $3.5M | 1.1% | -24.5% |
| ORLY O'REILLY AUTOMOTIVE INC | Consumer discretionary | 32.7K | $3.0M | 0.9% | +568.5% |
| FIVE FIVE BELOW | Consumer discretionary | 12.6K | $2.9M | 0.9% | +17.6% |
| MUSA MURPHY USA INC | Consumer discretionary | 5.5K | $2.7M | 0.8% | New |
| EFX EQUIFAX INC | Services media | 15.1K | $2.7M | 0.8% | +119.9% |
| KMX CARMAX INC | Consumer discretionary | 62.3K | $2.6M | 0.8% | New |
| NKE NIKE INC -CL B | Other | 48.5K | $2.6M | 0.8% | +536.6% |
| DIS WALT DISNEY CO/THE | Services media | 26.4K | $2.5M | 0.8% | +416.5% |
| AFRM AFFIRM HOLDINGS INC | Financials | 53.8K | $2.5M | 0.7% | +93.2% |
| TGT TARGET CORP | Consumer discretionary | 19.6K | $2.4M | 0.7% | +351.5% |
| RCL ROYAL CARIBBEAN CRUISES LTD | Industrials | 8.4K | $2.3M | 0.7% | +77.3% |
| PVH PVH CORP | Other | 33.3K | $2.3M | 0.7% | +292.6% |
| DBX DROPBOX INC-CLASS A | Technology | 101.8K | $2.3M | 0.7% | New |
| GWW WW GRAINGER INC | Consumer discretionary | 2.0K | $2.2M | 0.7% | +240.0% |
| NET CLOUDFLARE INC - CLASS A | Technology | 10.3K | $2.1M | 0.6% | +121.6% |
| RBLX ROBLOX CORP -CLASS A | Technology | 36.9K | $2.1M | 0.6% | +0.5% |
| LH LABCORP HOLDINGS INC | Healthcare | 7.4K | $2.0M | 0.6% | +237.4% |
| HTZ HERTZ GLOBAL HLDGS INC | Services media | 424.3K | $2.0M | 0.6% | -24.0% |
| BBWI BATH & BODY WORKS INC | Consumer discretionary | 104.3K | $1.9M | 0.6% | -5.2% |
| TE T1 ENERGY INC | Technology | 437.2K | $1.9M | 0.6% | New |
| DUK DUKE ENERGY CORP | Utilities | 14.5K | $1.9M | 0.6% | New |
| OLLI OLLIE'S BARGAIN OUTLET HOLDI | Consumer discretionary | 20.2K | $1.9M | 0.6% | +1.6% |
| YOU CLEAR SECURE INC -CLASS A | Technology | 36.5K | $1.8M | 0.5% | -2.8% |
| QSR RESTAURANT BRANDS INTERN | Consumer discretionary | 23.9K | $1.8M | 0.5% | +13.7% |
| SPOT SPOTIFY TECHNOLOGY SA | Communications | 3.5K | $1.7M | 0.5% | +29.2% |
| ASO ACADEMY SPORTS & OUTDOORS IN | Consumer discretionary | 29.6K | $1.7M | 0.5% | +13.9% |
| MET METLIFE INC | Financials | 23.4K | $1.7M | 0.5% | +412.2% |
| CVNA CARVANA CO | Consumer discretionary | 5.0K | $1.6M | 0.5% | -2.0% |
| AIZ ASSURANT INC | Financials | 7.0K | $1.5M | 0.5% | +181.6% |
| TEAM ATLASSIAN CORP-CL A | Technology | 22.0K | $1.5M | 0.5% | +239.8% |
| AEO AMERICAN EAGLE OUTFITTERS | Consumer discretionary | 89.3K | $1.5M | 0.5% | +54.0% |
| LMND LEMONADE INC | Financials | 23.3K | $1.5M | 0.4% | +45.5% |
| UNH UNITEDHEALTH GROUP INC | Financials | 5.4K | $1.5M | 0.4% | +578.5% |
| DRVN DRIVEN BRANDS HOLDINGS INC | Services media | 113.4K | $1.4M | 0.4% | New |
| CASY CASEY'S GENERAL STORES INC | Consumer discretionary | 1.9K | $1.4M | 0.4% | New |
| SITM SITIME CORP | Technology | 4.1K | $1.4M | 0.4% | +27.9% |
| DG DOLLAR GENERAL CORP | Consumer discretionary | 11.7K | $1.4M | 0.4% | -34.4% |
| IMAX IMAX CORP | Other | 35.9K | $1.4M | 0.4% | +85.6% |
| ROKU ROKU INC | Communications | 14.2K | $1.3M | 0.4% | -40.3% |
| CNK CINEMARK HOLDINGS INC | Services media | 46.9K | $1.3M | 0.4% | +38.7% |
| OSCR OSCAR HEALTH INC - CLASS A | Financials | 115.8K | $1.3M | 0.4% | +12.6% |
| LOW LOWE'S COS INC | Consumer discretionary | 5.5K | $1.3M | 0.4% | +295.5% |
| BIRK BIRKENSTOCK HOLDING PLC | Other | 35.9K | $1.3M | 0.4% | +319.3% |
| PRGS PROGRESS SOFTWARE CORP | Technology | 49.8K | $1.3M | 0.4% | New |
| GM GENERAL MOTORS CO | Industrials | 16.7K | $1.2M | 0.4% | -4.1% |
| TRUP TRUPANION INC | Financials | 47.6K | $1.2M | 0.4% | +48.6% |
| TPR TAPESTRY INC | Other | 8.3K | $1.2M | 0.4% | -26.2% |
| ZBRA ZEBRA TECHNOLOGIES CORP-CL A | Industrials | 5.6K | $1.2M | 0.4% | +13.3% |
13F filing history
| Period | Form | Filed | Entries | Reported value | Flags | Source |
|---|---|---|---|---|---|---|
| Q1 2026 | 13F-HR | May 14, 2026 | 484 | $329.5M | canonical | SEC ↗ |
| Q4 2025 | 13F-HR | Feb 13, 2026 | 446 | $346.6M | canonical | SEC ↗ |
| Q3 2025 | 13F-HR | Nov 13, 2025 | 426 | $324.6M | canonical | SEC ↗ |
| Q2 2025 | 13F-HR | Aug 13, 2025 | 430 | $325.5M | canonical | SEC ↗ |
| Q1 2025 | 13F-HR | May 8, 2025 | 382 | $252.3M | canonical | SEC ↗ |
| Q4 2024 | 13F-HR | Feb 11, 2025 | 355 | $273.9M | canonical | SEC ↗ |
| Q3 2024 | 13F-HR | Nov 13, 2024 | 351 | $403.1M | canonical | SEC ↗ |
| Q2 2024 | 13F-HR | Aug 14, 2024 | 321 | $297.8M | canonical | SEC ↗ |
| Q1 2024 | 13F-HR | May 15, 2024 | 265 | $192.6M | canonical | SEC ↗ |
Similar funds
DIMENSIONAL FUND ADVISORS LPAQR CAPITAL MANAGEMENT LLCARROWSTREET CAPITAL, LIMITED PARTNERSHIPD. E. Shaw & Co., Inc.TWO SIGMA INVESTMENTS, LPMARSHALL WACE, LLPACADIAN ASSET MANAGEMENT LLCQube Research & Technologies LtdRENAISSANCE TECHNOLOGIES LLCMan Group plcSquarepoint Ops LLCAlyeska Investment Group, L.P.