TrueMark Investments, LLC

Quant stat arb Low signal CIK 1974457
League rank
#142
in Quant stat arb · #6619 overall
Long book
$513.7M
Q1 2026
Positions
167
Top-10 weight
26%
concentration
Last quarter
+7.4%
SPY +14.8%
Turnover
59%
of book per quarter

Strategy in plain words

auto-generated from filings

TrueMark Investments, LLC is a quantitative fund whose holdings reflect models, not opinions, running a $513.7M US long book across 167 positions.

The portfolio is moderately concentrated (top 10 ≈ 26% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: SS SPDR P ST C CORP ETF, CHEVRON CORP, VERIZON COMMUNICATIONS INC, PHILIP MORRIS INTERNATIONAL, MPLX LP.

Over the last 9 quarters its long book ran on average 2pp per quarter behind the S&P 500, beating the index in 2 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
+1.7%
Q2 2024
+4.9%
Q3 2024
-2.8%
Q4 2024
+0.5%
Q1 2025
+4.1%
Q2 2025
+5.4%
Q3 2025
+0.1%
Q4 2025
+1.3%
Q1 2026
+7.4%

Sector allocation

Energy
21%
Utilities
18%
Financials
15%
Consumer staples
13%
Healthcare
8%
Technology
8%
Industrials
7%
Communications
5%

Long book by quarter

$109.0M
Q1 2024
$292.5M
Q2 2024
$311.6M
Q3 2024
$313.3M
Q4 2024
$381.7M
Q1 2025
$462.7M
Q2 2025
$575.4M
Q3 2025
$523.5M
Q4 2025
$513.7M
Q1 2026

What does TrueMark Investments, own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
CVX CHEVRON CORPEnergy77.2K$16.0M3.1%+123.6%
VZ VERIZON COMMUNICATIONS INCCommunications287.3K$14.4M2.8%+6.3%
PM PHILIP MORRIS INTERNATIONALConsumer staples85.0K$14.1M2.7%-0.4%
MPLX MPLX LPEnergy231.8K$13.2M2.6%+6.3%
NEE NEXTERA ENERGY INCUtilities127.4K$11.8M2.3%-5.7%
JNJ JOHNSON & JOHNSONHealthcare44.2K$10.8M2.1%+6.3%
UPS UNITED PARCEL SERVICE-CL BIndustrials99.9K$9.8M1.9%+63.5%
CME CME GROUP INCFinancials33.1K$9.8M1.9%+6.3%
VLO VALERO ENERGY CORPEnergy36.1K$8.9M1.7%New
HSY HERSHEY CO/THEConsumer staples42.6K$8.9M1.7%+40.0%
D DOMINION ENERGY INCUtilities141.1K$8.7M1.7%+6.3%
AEP AMERICAN ELECTRIC POWERUtilities63.5K$8.3M1.6%+6.0%
ENB ENBRIDGE INCEnergy137.4K$7.4M1.4%-33.5%
ABBV ABBVIE INCHealthcare32.2K$7.0M1.4%-2.3%
CI THE CIGNA GROUPFinancials25.9K$6.9M1.3%+20.7%
PEP PEPSICO INCConsumer staples43.6K$6.8M1.3%+3.0%
AIG AMERICAN INTERNATIONAL GROUPFinancials87.4K$6.6M1.3%+6.3%
KMI KINDER MORGAN INCUtilities185.4K$6.2M1.2%+6.2%
ATO ATMOS ENERGY CORPUtilities33.4K$6.2M1.2%New
HD HOME DEPOT INCConsumer discretionary18.3K$6.0M1.2%New
BIPC BROOKFIELD INFRASTRUCTURE-AUtilities148.6K$5.9M1.1%+6.3%
DVN DEVON ENERGY CORPEnergy110.0K$5.5M1.1%New
UNH UNITEDHEALTH GROUP INCFinancials18.8K$5.1M1.0%+80.1%
TTE TOTALENERGIES SEEnergy55.5K$5.1M1.0%+61.6%
MO ALTRIA GROUP INCConsumer staples76.0K$5.0M1.0%-2.1%
LEN LENNAR CORP-AIndustrials53.2K$4.6M0.9%+126.6%
PG PROCTER & GAMBLE CO/THEOther29.1K$4.2M0.8%+43.5%
NET CLOUDFLARE INC - CLASS ATechnology19.3K$4.0M0.8%+1.4%
GS GOLDMAN SACHS GROUP INCFinancials4.6K$3.9M0.8%-56.4%
ASML ASML HOLDING NV-NY REG SHSIndustrials2.7K$3.5M0.7%+14.2%
NVDA NVIDIA CORPTechnology18.6K$3.2M0.6%+1.4%
CRWD CROWDSTRIKE HOLDINGS INC - ATechnology6.7K$2.6M0.5%+1.4%
UBS UBS GROUP AG-REGFinancials58.8K$2.3M0.4%-28.1%
SNOW SNOWFLAKE INCTechnology10.4K$1.6M0.3%+1.4%
MDB MONGODB INCTechnology6.2K$1.5M0.3%+1.4%
IOT SAMSARA INC-CL ATechnology44.7K$1.4M0.3%+1.4%
AMD ADVANCED MICRO DEVICESTechnology6.9K$1.4M0.3%+1.4%
LLY ELI LILLY & COHealthcare1.4K$1.3M0.3%+1.4%
NTRA NATERA INCHealthcare6.5K$1.3M0.3%+1.6%
GOOG ALPHABET INC-CL CTechnology4.5K$1.3M0.2%New
DDOG DATADOG INC - CLASS ATechnology9.0K$1.1M0.2%+1.4%
HHH HOWARD HUGHES HOLDINGS INCReal estate14.2K$899K0.2%+9.3%
PANW PALO ALTO NETWORKS INCTechnology5.1K$817K0.2%New
VICR VICOR CORPTechnology4.5K$725K0.1%New
AVGO BROADCOM INCTechnology2.2K$696K0.1%New
XFLH XFLH CAPITAL CORPFinancials70.0K$691K0.1%New
MPWR MONOLITHIC POWER SYSTEMS INCTechnology611$668K0.1%New
HTFL HEARTFLOW INCHealthcare26.9K$654K0.1%+1.4%
GH GUARDANT HEALTH INCHealthcare6.6K$609K0.1%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRApr 20, 2026167$513.7M canonicalSEC ↗
Q4 202513F-HRJan 14, 2026240$523.5M canonicalSEC ↗
Q3 202513F-HROct 30, 2025194$575.4M canonicalSEC ↗
Q2 202513F-HRJul 29, 2025139$462.7M canonicalSEC ↗
Q1 202513F-HRApr 22, 2025200$381.7M canonicalSEC ↗
Q4 202413F-HRFeb 12, 2025179$313.3M canonicalSEC ↗
Q3 202413F-HROct 16, 2024239$311.6M canonicalSEC ↗
Q2 202413F-HRJul 29, 2024218$292.5M canonicalSEC ↗
Q1 202413F-HRApr 15, 202490$109.0M canonicalSEC ↗