Machina Capital S.A.S.

Quant stat arb Low signal CIK 1744373
League rank
#140
in Quant stat arb · #6432 overall
Long book
$508.4M
Q1 2026
Positions
353
Top-10 weight
13%
concentration
Last quarter
+7.9%
SPY +14.8%
Turnover
53%
of book per quarter

Strategy in plain words

auto-generated from filings

Machina Capital S.A.S. is a quantitative fund whose holdings reflect models, not opinions, running a $508.4M US long book across 353 positions.

The portfolio is broadly diversified across 353 positions (top 10 only 13%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: VISTRA CORP, OTIS WORLDWIDE CORP, TJX COMPANIES INC, CHEVRON CORP, ELECTRONIC ARTS INC.

Over the last 9 quarters its long book ran on average 1.3pp 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
-1.0%
Q2 2024
+9.7%
Q3 2024
-1.9%
Q4 2024
+1.1%
Q1 2025
+7.2%
Q2 2025
+2.4%
Q3 2025
+2.9%
Q4 2025
+0.6%
Q1 2026
+7.9%

Sector allocation

Technology
18%
Industrials
16%
Financials
15%
Consumer discretionary
10%
Utilities
10%
Healthcare
7%
Services media
6%
Other
6%

Long book by quarter

$189.9M
Q1 2024
$222.9M
Q2 2024
$251.3M
Q3 2024
$237.5M
Q4 2024
$337.1M
Q1 2025
$480.7M
Q2 2025
$568.4M
Q3 2025
$523.9M
Q4 2025
$508.4M
Q1 2026

What does Machina Capital own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
VST VISTRA CORPUtilities76.1K$11.4M2.3%+624.8%
OTIS OTIS WORLDWIDE CORPIndustrials97.2K$7.5M1.5%+2.0%
TJX TJX COMPANIES INCConsumer discretionary42.8K$6.8M1.3%+95.4%
CVX CHEVRON CORPEnergy30.3K$6.3M1.2%-18.2%
EA ELECTRONIC ARTS INCTechnology29.2K$6.0M1.2%+65.4%
PEP PEPSICO INCConsumer staples36.0K$5.6M1.1%+30.0%
MMM 3M COHealthcare38.4K$5.6M1.1%+237.5%
NRG NRG ENERGY INCUtilities38.0K$5.6M1.1%+340.3%
MCD MCDONALD'S CORPConsumer discretionary17.9K$5.6M1.1%+2.9%
BKNG BOOKING HOLDINGS INCIndustrials1.3K$5.5M1.1%+213.1%
AVGO BROADCOM INCTechnology17.1K$5.3M1.0%+254.3%
CMI CUMMINS INCIndustrials9.4K$5.1M1.0%+43.5%
SYY SYSCO CORPConsumer discretionary66.5K$4.7M0.9%+1430.7%
WMB WILLIAMS COS INCUtilities62.0K$4.5M0.9%+216.5%
GD GENERAL DYNAMICS CORPIndustrials12.9K$4.4M0.9%-56.5%
NEM NEWMONT CORPMaterials40.5K$4.4M0.9%+296.4%
VRTX VERTEX PHARMACEUTICALS INCHealthcare9.7K$4.3M0.8%+90.6%
ACN ACCENTURE PLC-CL AServices media21.6K$4.3M0.8%+365.3%
COF CAPITAL ONE FINANCIAL CORPFinancials23.1K$4.2M0.8%+246.6%
USB US BANCORPFinancials80.8K$4.2M0.8%+8.6%
LMT LOCKHEED MARTIN CORPIndustrials6.9K$4.2M0.8%-30.1%
ECL ECOLAB INCOther15.7K$4.2M0.8%+168.4%
SRE SEMPRAUtilities41.6K$4.0M0.8%New
DHR DANAHER CORPTechnology21.1K$4.0M0.8%+38.3%
AES AES CORPUtilities283.8K$4.0M0.8%+246.3%
LVS LAS VEGAS SANDS CORPServices media74.1K$4.0M0.8%+21.6%
TTWO TAKE-TWO INTERACTIVE SOFTWRETechnology19.8K$3.9M0.8%+687.2%
ADP AUTOMATIC DATA PROCESSINGTechnology18.9K$3.8M0.8%New
LBRDK LIBERTY BROADBAND-CCommunications74.2K$3.7M0.7%-47.8%
ABT ABBOTT LABORATORIESHealthcare36.2K$3.7M0.7%New
AME AMETEK INCTechnology16.9K$3.6M0.7%-36.9%
HO1 HOLOGIC INC47.4K$3.6M0.7%+20.3%
WAB WABTEC CORPIndustrials13.8K$3.5M0.7%+12.7%
FIS FIDELITY NATIONAL INFO SERVServices media73.5K$3.4M0.7%+157.4%
AON AON PLC-CLASS AFinancials10.6K$3.4M0.7%+35.2%
GM GENERAL MOTORS COIndustrials45.5K$3.4M0.7%+165.2%
ANET ARISTA NETWORKS INCTechnology27.6K$3.4M0.7%+185.8%
NSC NORFOLK SOUTHERN CORPIndustrials11.7K$3.4M0.7%+130.6%
ROST ROSS STORES INCConsumer discretionary15.5K$3.4M0.7%-3.9%
ROP ROPER TECHNOLOGIES INCTechnology9.4K$3.3M0.7%-7.4%
BAM BROOKFIELD ASSET MGMT-AFinancials73.7K$3.3M0.6%+113.7%
CI THE CIGNA GROUPFinancials11.9K$3.2M0.6%+81.5%
ITW ILLINOIS TOOL WORKSIndustrials12.1K$3.2M0.6%-11.4%
PSX PHILLIPS 66Energy17.3K$3.1M0.6%+130.0%
WBD WARNER BROS DISCOVERY INCCommunications113.4K$3.1M0.6%+137.6%
CNC CENTENE CORPFinancials95.0K$3.1M0.6%+175.1%
CMCSA COMCAST CORP-CLASS ACommunications108.0K$3.1M0.6%+11.1%
MSI MOTOROLA SOLUTIONS INCTechnology6.9K$3.0M0.6%-46.7%
ABNB AIRBNB INC-CLASS AServices media23.3K$2.9M0.6%-25.1%
PG PROCTER & GAMBLE CO/THEOther20.3K$2.9M0.6%-51.9%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 13, 2026353$508.4M canonicalSEC ↗
Q4 202513F-HRFeb 10, 2026341$523.9M canonicalSEC ↗
Q3 202513F-HRNov 5, 2025314$568.4M canonicalSEC ↗
Q2 202513F-HRAug 5, 2025304$480.7M canonicalSEC ↗
Q1 202513F-HRMay 6, 2025275$337.1M canonicalSEC ↗
Q4 202413F-HRFeb 7, 2025265$237.5M canonicalSEC ↗
Q3 202413F-HRNov 7, 2024273$251.3M canonicalSEC ↗
Q2 202413F-HRAug 9, 2024255$222.9M canonicalSEC ↗
Q1 202413F-HRMay 13, 2024243$189.9M canonicalSEC ↗