Blueshift Asset Management, LLC 13F Disclosure & Portfolio Data

CIK: 0001727827

Diversified strategyHigh-turnover traderMomentum follower

Total reported value

$329.5M

Reporting period: 2026-03-31 · Number of holdings: 484

Blueshift Asset Management, LLC disclosed 484 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $329.5M and a quarterly turnover rate of 100.5%.

Browse other institutions with $100M to $1B AUM Browse other institutions starting with "B"

Personality snowflake

Concentration: 4.55
Portfolio Stability: 100
Momentum/Contrarian: 74.31
Sector conviction: 49.42
Diversification: 100
Sizing Uniformity: 78.74

Blueshift Asset Management, LLC's disclosed holdings carry a Herfindahl concentration index of 0.011 — mathematically equivalent to about 88 equally-sized positions, well below its 484 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.

Position sizes vary widely across the portfolio (a coefficient of variation of 2.13), with a handful of outsized bets alongside many smaller positions.

No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.

Recent moves

Trim SPY
-62.1%　-$14.2M
Add CAR
+332.8%　$2.9M
Add ORLY
+568.5%　$2.6M
Trim DECK
-80.9%　-$2.7M
Add NKE
+536.6%　$2.1M
Trim AS
-69.6%　-$2.2M

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

Showing top 200 holdings (of 484 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	8.81%	+0.03%	-5.40%
2	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	2.44%	-3.99%	-62.08%
3	ETSY	Etsy INC	Stock-Consumer Disc	1.37%	+1.37%	NEW
4	CAR	Avis Budget Group INC	Stock-Other	1.10%	+0.89%	+332.76%
5	MTCH	Match Group INC	Stock-Comm Services	1.06%	-0.34%	-24.49%
6	ORLY	O'reilly Automotive INC	Stock-Consumer Disc	0.92%	+0.79%	+568.50%
7	FIVE	Five Below	Stock-Consumer Disc	0.87%	—	+17.64%
8	MUSA	Murphy USA INC	Stock-Consumer Disc	0.83%	+0.83%	NEW
9	EFX	Equifax INC	Stock-Industrials	0.83%	+0.40%	+119.94%
10	KMX	Carmax INC	Stock-Consumer Disc	0.79%	+0.79%	NEW
11	NKE	Nike INC -cl B	Stock-Consumer Disc	0.78%	+0.64%	+536.65%
12	DIS	Walt Disney Co/the	Stock-Comm Services	0.77%	+0.60%	+416.46%
13	AFRM	Affirm Holdings INC	Stock-Financials	0.75%	—	+93.21%
14	TGT	Target CORP	Stock-Consumer Disc	0.72%	+0.60%	+351.46%
15	RCL	Royal Caribbean Cruises Ltd.	Stock-Consumer Disc	0.70%	—	+77.26%
16	PVH	Pvh CORP	Stock-Consumer Disc	0.70%	+0.54%	+292.55%
17	DBX	Dropbox Inc-class A	Stock-Tech	0.70%	+0.70%	NEW
18	GWW	Ww Grainger INC	Stock-Industrials	0.68%	+0.50%	+240.03%
19	NET	Cloudflare INC - Class A	Stock-Tech	0.65%	+0.38%	+121.56%
20	RBLX	Roblox CORP -class A	Stock-Comm Services	0.63%	—	+0.52%
21	LH	Labcorp Holdings INC	Stock-Healthcare	0.60%	+0.44%	+237.40%
22	HTZ	Hertz Global Hldgs INC	Stock-Other	0.59%	—	-24.00%
23	BBWI	Bath & Body Works INC	Stock-Consumer Disc	0.59%	—	-5.20%
24	TE	T1 Energy INC	Stock-Other	0.58%	+0.58%	NEW
25	DUK	Duke Energy CORP	Stock-Utilities	0.57%	+0.57%	NEW
26	OLLI	Ollie's Bargain Outlet Holdi	Stock-Consumer Staples	0.56%	—	+1.59%
27	YOU	Clear Secure INC -class A	Stock-Tech	0.54%	—	-2.83%
28	QSR	Restaurant Brands Intern	Stock-Consumer Disc	0.54%	—	+13.72%
29	SPOT	Spotify Technology S.A.	Stock-Comm Services	0.51%	—	+29.20%
30	ASO	Academy Sports & Outdoors In	Stock-Consumer Disc	0.51%	—	+13.95%
31	MET	Metlife INC	Stock-Financials	0.50%	+0.40%	+412.17%
32	CVNA	Carvana Co	Stock-Consumer Disc	0.47%	—	-2.05%
33	AIZ	Assurant INC	Stock-Financials	0.46%	—	+181.64%
34	TEAM	Atlassian Corp-cl A	Stock-Tech	0.46%	—	+239.83%
35	AEO	American Eagle Outfitters	Stock-Consumer Disc	0.45%	—	+54.01%
36	LMND	Lemonade INC	Stock-Financials	0.44%	—	+45.53%
37	UNH	Unitedhealth Group INC	Stock-Healthcare	0.44%	+0.36%	+578.52%
38	DRVN	Driven Brands Holdings INC	Stock-Other	0.43%	+0.43%	NEW
39	CASY	Casey's General Stores INC	Stock-Consumer Disc	0.43%	+0.43%	NEW
40	SITM	Sitime CORP	Stock-Tech	0.43%	—	+27.94%
41	DG	Dollar General CORP	Stock-Consumer Staples	0.42%	—	-34.43%
42	IMAX	Imax CORP	Stock-Other	0.41%	—	+85.57%
43	ROKU	Roku INC	Stock-Comm Services	0.41%	-0.34%	-40.27%
44	CNK	Cinemark Holdings INC	Stock-Other	0.41%	—	+38.71%
45	OSCR	Oscar Health INC - Class A	Stock-Healthcare	0.40%	—	+12.65%
46	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.39%	—	+295.45%
47	BIRK	Birkenstock Holding plc	Stock-Other	0.39%	—	+319.28%
48	PRGS	Progress Software CORP	Stock-Other	0.39%	+0.39%	NEW
49	GM	General Motors Co	Stock-Consumer Disc	0.38%	—	-4.07%
50	TRUP	Trupanion INC	Stock-Other	0.37%	—	+48.65%

1–50 of 200

Portfolio Performance

Performance for Q3 2026

+7.8%

Performance Last 4 Quarters

+13.7%

Based on 74% of reported portfolio value with available pricing

Stdev: +17.6%
Beta: +1.21
Alpha: -8.6%
Max Drawdown: -11.7%
Annualized Perf: +13%
Batting Avg vs S&P: +38.9%
Sortino: +1.41
Stutzer: +0.23
Treynor: +0.11
Sterling: +0.64
Calmar: +1.11
Information Ratio: -0.57
Tracking Error: +8.3%
Stdev Down: +9.7%
Winning Months %: +58.3%
Losing Months %: +41.7%
Best 12 Months: +35.1%
Worst 12 Months: -2.5%
Efficiency Ratio: +0.3
Sharpe: +0.78
Stdev Sectors: +8.2%
Skewness: +0.22
Kurtosis: -0.44
Upside Potential: +3.24

Reported value over time

Sector allocation

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2026-03-31	484	$329.5M	100	1IWM 2SPY 3ETSY Top holdings2026-03-31 1.IWM 2.SPY 3.ETSY 4.CAR 5.MTCH 6.ORLY 7.FIVE 8.MUSA 9.EFX 10.KMX
2025-12-31	446	$346.6M	100	1IWM 2SPY 3MTCH Top holdings2025-12-31 1.IWM 2.SPY 3.MTCH 4.DECK 5.DKS 6.RBLX 7.AS 8.HTZ 9.ROKU 10.CRI
2025-09-30	426	$324.6M	100	1SPY 2IWM 3CROX Top holdings2025-09-30 1.SPY 2.IWM 3.CROX 4.HTZ 5.SHW 6.CZR 7.MTCH 8.URBN 9.TOST 10.CVNA
2025-06-30	430	$325.5M	0	1SPY 2IWM 3BBWI Top holdings2025-06-30 1.SPY 2.IWM 3.BBWI 4.AFRM 5.RBLX 6.ROKU 7.SFM 8.NYT 9.OLLI 10.DIS
2025-03-31	382	$252.3M	100	1IWM 2DIS 3W Top holdings2025-03-31 1.IWM 2.DIS 3.W 4.OLLI 5.ROKU 6.SIRI 7.CMCSA 8.WING 9.FND 10.CHWY
2024-12-31	355	$273.9M	0	1IWM 2SPY 3FIVE Top holdings2024-12-31 1.IWM 2.SPY 3.FIVE 4.HIMS 5.TSCO 6.RL 7.EFX 8.PGR 9.RBLX 10.BROS
2024-09-30	351	$403.1M	0	1IWM 2SPY 3WING Top holdings2024-09-30 1.IWM 2.SPY 3.WING 4.ALK 5.MCD 6.KMX 7.TPR 8.TGT 9.HIMS 10.CHTR
2024-06-30	321	$297.8M	0	1SPY 2IWM 3KMX Top holdings2024-06-30 1.SPY 2.IWM 3.KMX 4.ANF 5.TGT 6.EL 7.OLLI 8.RH 9.AAPL 10.SHOP
2024-03-31	265	$192.6M	0	1SPY 2DLTR 3GAP Top holdings2024-03-31 1.SPY 2.DLTR 3.GAP 4.FIVE 5.LUV 6.LYFT 7.RUN 8.ALK 9.AAPL 10.HOOD
2023-12-31	252	$188.1M	0	1IWM 2LYFT 3SPY Top holdings2023-12-31 1.IWM 2.LYFT 3.SPY 4.COIN 5.SHOP 6.WING 7.FIVE 8.DLTR 9.DKS 10.ULTA
2023-09-30	264	$169.3M	0	1IWM 2SPY 3ULTA Top holdings2023-09-30 1.IWM 2.SPY 3.ULTA 4.TJX 5.FIVE 6.GPC 7.SPOT 8.EA 9.DLTR 10.PGR
2023-06-30	324	$261.8M	0	1SPY 2IWM 3GOOGL Top holdings2023-06-30 1.SPY 2.IWM 3.GOOGL 4.SKAA 5.ROKU 6.UAL 7.ULTA 8.EFX 9.BURL 10.W
2023-03-31	326	$239.5M	0	1SPY 2IWM 3ROKU Top holdings2023-03-31 1.SPY 2.IWM 3.ROKU 4.CCL1EUR 5.GOOG 6.CHWY 7.RCL 8.DECK 9.WING 10.DKS
2022-12-31	312	$215.7M	0	1SPY 2JNK 3HUBS Top holdings2022-12-31 1.SPY 2.JNK 3.HUBS 4.ULTA 5.LYV 6.CCL1EUR 7.AAP 8.ROKU 9.T 10.IWM
2022-09-30	576	$467.6M	0	1JNK 2ROKU 3LULU Top holdings2022-09-30 1.JNK 2.ROKU 3.LULU 4.SHW 5.CROX 6.AFRM 7.HUBS 8.DGX 9.AMZN 10.RBLX
2022-06-30	643	$605.7M	0	1JNK 2T 3DGX Top holdings2022-06-30 1.JNK 2.T 3.DGX 4.CMCSA 5.AZO 6.TPR 7.SIRIEUR 8.CVS 9.LULU 10.RL
2022-03-31	781	$1.1B	0	1SPY 2KMX 3SIRIEUR Top holdings2022-03-31 1.SPY 2.KMX 3.SIRIEUR 4.DECK 5.TPR 6.ULTA 7.TSCO 8.DG 9.M 10.XLK
2021-12-31	798	$1.1B	0	1KMX 2HUBS 3AAPL Top holdings2021-12-31 1.KMX 2.HUBS 3.AAPL 4.SIRIEUR 5.CVS 6.LYFT 7.ORLY 8.DG 9.LYV 10.CMS
2021-09-30	973	$1.8B	0	1SPY 2CVS 3SNAP Top holdings2021-09-30 1.SPY 2.CVS 3.SNAP 4.WBA 5.KR 6.BMY 7.AAPL 8.GPN 9.FTV 10.KMI
2021-06-30	887	$1.8B	70	1UBER 2SNAP 3AAPL Top holdings2021-06-30 1.UBER 2.SNAP 3.AAPL 4.DIS 5.XYZ 6.MA 7.SBUX 8.CVNA 9.ABBV 10.COST
2021-03-31	826	$978.4M	100	1JNK 2MA 3JPM Top holdings2021-03-31 1.JNK 2.MA 3.JPM 4.RL 5.INTC 6.CHTR 7.GRMN 8.GS 9.UBER 10.SNAP
2020-12-31	660	$844.8M	100	1SHW 2TSCO 3BRK-B Top holdings2020-12-31 1.SHW 2.TSCO 3.BRK-B 4.HOG 5.FIVE 6.MCO 7.PFE 8.CTLEUR 9.VFC 10.GNRC
2020-09-30	580	$735.3M	100	1PLNT 2EA 3TSCO Top holdings2020-09-30 1.PLNT 2.EA 3.TSCO 4.BBY 5.V 6.DNKN 7.JNJ 8.WEN 9.SHW 10.GWW
2020-06-30	502	$616.2M	100	1IWM 2DPZ 3AMZN Top holdings2020-06-30 1.IWM 2.DPZ 3.AMZN 4.PYPL 5.MSFT 6.JPM 7.OPTU 8.SHW 9.TJX 10.IACIEUR
2020-03-31	167	$106.6M	100	1IWM 2SPY 3CMCSA Top holdings2020-03-31 1.IWM 2.SPY 3.CMCSA 4.SIRIEUR 5.KR 6.DISH 7.KO 8.DIS 9.CVS 10.AMAT
2019-12-31	765	$877.8M	100	1AMZN 2DG 3TMUS Top holdings2019-12-31 1.AMZN 2.DG 3.TMUS 4.SBUX 5.HYG 6.DIS 7.KEYS 8.NKE 9.CROX 10.AZO
2019-09-30	689	$658.0M	100	1SPY 2JNK 3IWM Top holdings2019-09-30 1.SPY 2.JNK 3.IWM 4.BX 5.UNH 6.PLNT 7.UNP 8.CMG 9.NCLH 10.VZ
2019-06-30	681	$760.9M	100	1SPY 2IWM 3JNK Top holdings2019-06-30 1.SPY 2.IWM 3.JNK 4.TWLO 5.TXRH 6.FOXA 7.VMWEUR 8.AEP 9.R6C2 10.GDDY
2019-03-31	654	$713.6M	100	1CRM 2XEL 3TWLO Top holdings2019-03-31 1.CRM 2.XEL 3.TWLO 4.MSFT 5.BILI 6.RNG 7.YUM 8.WBA 9.AEP 10.COUPEUR
2018-12-31	613	$538.1M	0	1IWM 2SPY 3CTXSEUR Top holdings2018-12-31 1.IWM 2.SPY 3.CTXSEUR 4.AKAM 5.CCL1EUR 6.IBM 7.DKS 8.WFC 9.XEL 10.RHT1EUR

Holding changes this quarter

Blueshift Asset Management, LLC's most significant position changes for 2026-03-31: New buy: Etsy INC (ETSY); New buy: Murphy USA INC (MUSA); New buy: Carmax INC (KMX); New buy: Dropbox Inc-class A (DBX); Sold out: Boot Barn Holdings INC (BOOT).

Position changes disclosed by Blueshift Asset Management, LLC for the quarter ending 2026-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	CAR	Avis Budget Group INC	+0.9%	+332.76%	Add
2	ORLY	O'reilly Automotive INC	+0.8%	+568.50%	Add
3	NKE	Nike INC -cl B	+0.6%	+536.65%	Add
4	DIS	Walt Disney Co/the	+0.6%	+416.46%	Add
5	TGT	Target CORP	+0.6%	+351.46%	Add
6	PVH	Pvh CORP	+0.5%	+292.55%	Add
7	GWW	Ww Grainger INC	+0.5%	+240.03%	Add
8	LH	Labcorp Holdings INC	+0.4%	+237.40%	Add
9	MET	Metlife INC	+0.4%	+412.17%	Add
10	EFX	Equifax INC	+0.4%	+119.94%	Add
11	NET	Cloudflare INC - Class A	+0.4%	+121.56%	Add
12	UNH	Unitedhealth Group INC	+0.4%	+578.52%	Add
13	IWM	Ishares Russell 2000 ETF	0%	-5.40%	Trim
14	KDP	Keurig Dr Pepper INC	-0.3%	-50.00%	Trim
15	MTCH	Match Group INC	-0.3%	-24.49%	Trim
16	ROKU	Roku INC	-0.3%	-40.27%	Trim
17	QS	Quantumscape CORP	-0.3%	-90.87%	Trim
18	SIRI	Sirius Xm Holdings INC	-0.4%	-73.45%	Trim
19	SN	SharkNinja, Inc.	-0.4%	-61.46%	Trim
20	EL	Estee Lauder Companies-cl A	-0.5%	-65.42%	Trim
21	VFC	Vf CORP	-0.5%	-73.08%	Trim
22	SONY	Sony Group CORP - Sp Adr	-0.5%	-84.74%	Trim
23	CRI	Carter's INC	-0.5%	-72.80%	Trim
24	DKS	Dick's Sporting Goods INC	-0.6%	-66.21%	Trim
25	AS	Amer Sports, Inc.	-0.6%	-69.63%	Trim
26	DECK	Deckers Outdoor CORP	-0.8%	-80.94%	Trim
27	SPY	Ss Spdr S&p 500 ETF Trust-us	-4%	-62.08%	Trim
28	ETSY	Etsy INC	—	NEW	New buy
29	MUSA	Murphy USA INC	—	NEW	New buy
30	KMX	Carmax INC	—	NEW	New buy
31	DBX	Dropbox Inc-class A	—	NEW	New buy
32	BOOT	Boot Barn Holdings INC	—	EXIT	Sold out
33	CDW	Cdw Corp/de	—	EXIT	Sold out
34	JBLU	Jetblue Airways CORP	—	EXIT	Sold out
35	TE	T1 Energy INC	—	NEW	New buy
36	DUK	Duke Energy CORP	—	NEW	New buy
37	MSFT	Microsoft CORP	—	EXIT	Sold out
38	RVLV	Revolve Group INC	—	EXIT	Sold out
39	DTE	Dte Energy Company	—	EXIT	Sold out
40	COLM	Columbia Sportswear Co	—	EXIT	Sold out
41	ALK	Alaska Air Group INC	—	EXIT	Sold out
42	TEL	TE Connectivity plc	—	EXIT	Sold out
43	WWW	Wolverine World Wide INC	—	EXIT	Sold out
44	RL	Ralph Lauren CORP	—	EXIT	Sold out
45	DRVN	Driven Brands Holdings INC	—	NEW	New buy
46	CASY	Casey's General Stores INC	—	NEW	New buy
47	PRGS	Progress Software CORP	—	NEW	New buy
48	PFE	Pfizer INC	—	EXIT	Sold out
49	PRMB	Primo Brands CORP	—	EXIT	Sold out
50	LLY	Eli Lilly & Co	—	NEW	New buy

Filing History

Period	Filed	Type	EDGAR
2026-03-31	2026-05-14	13F-HR	View on EDGAR
2025-12-31	2026-02-13	13F-HR	View on EDGAR
2025-09-30	2025-11-13	13F-HR	View on EDGAR
2025-06-30	2025-08-13	13F-HR	View on EDGAR
2025-03-31	2025-05-08	13F-HR	View on EDGAR
2024-12-31	2025-02-11	13F-HR	View on EDGAR
2024-09-30	2024-11-13	13F-HR	View on EDGAR
2024-06-30	2024-08-14	13F-HR	View on EDGAR
2024-03-31	2024-05-15	13F-HR	View on EDGAR
2023-12-31	2024-02-13	13F-HR	View on EDGAR
2023-09-30	2023-11-08	13F-HR	View on EDGAR
2023-06-30	2023-08-15	13F-HR	View on EDGAR
2023-03-31	2023-05-12	13F-HR	View on EDGAR
2022-12-31	2023-02-14	13F-HR	View on EDGAR
2022-09-30	2022-11-14	13F-HR	View on EDGAR
2022-06-30	2022-08-12	13F-HR	View on EDGAR
2022-03-31	2022-05-12	13F-HR	View on EDGAR
2021-12-31	2022-02-11	13F-HR	View on EDGAR
2021-09-30	2021-11-12	13F-HR	View on EDGAR
2021-06-30	2021-08-13	13F-HR	View on EDGAR
2021-03-31	2021-05-06	13F-HR	View on EDGAR
2020-12-31	2021-02-12	13F-HR	View on EDGAR
2020-09-30	2020-11-13	13F-HR	View on EDGAR
2020-06-30	2020-08-13	13F-HR	View on EDGAR
2020-03-31	2020-05-14	13F-HR	View on EDGAR
2019-12-31	2020-02-14	13F-HR	View on EDGAR
2019-09-30	2019-11-12	13F-HR	View on EDGAR
2019-06-30	2019-08-14	13F-HR	View on EDGAR
2019-03-31	2019-05-14	13F-HR	View on EDGAR
2018-12-31	2019-02-12	13F-HR	View on EDGAR

FAQ

What is Blueshift Asset Management, LLC and what type of investor is it?

Blueshift Asset Management, LLC is a investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-03-31), the firm manages a tracked equity portfolio valued at approximately $329.5M, spread across 484 disclosed positions.

What are Blueshift Asset Management, LLC's largest equity positions?

Based on the latest 13F filing, Blueshift Asset Management, LLC's top holdings by market value are: 1. Ishares Russell 2000 ETF (IWM) — $29.0M (8.8%) 2. Ss Spdr S&p 500 ETF Trust-us (SPY) — $8.1M (2.4%) 3. Etsy INC (ETSY) — $4.5M (1.4%) 4. Avis Budget Group INC (CAR) — $3.6M (1.1%) 5. Match Group INC (MTCH) — $3.5M (1.1%)

What changes did Blueshift Asset Management, LLC make in its most recent portfolio filing?

In the latest reported quarter, Blueshift Asset Management, LLC made 50 notable position adjustments: 10 new positions were initiated, 12 existing holdings were added to, 15 positions were partially reduced, and 13 were completely exited. The largest of these moves: New buy: Etsy INC (ETSY); New buy: Murphy USA INC (MUSA); New buy: Carmax INC (KMX); New buy: Dropbox Inc-class A (DBX); Sold out: Boot Barn Holdings INC (BOOT)

What sectors does Blueshift Asset Management, LLC focus on?

Blueshift Asset Management, LLC is concentrated in the following sectors based on its current disclosed equity portfolio: • Consumer Discretionary: 28.8% • Information Technology: 17.6% • Industrials: 13.8% • Financials: 11.4% • Health Care: 8.6% • Communication Services: 8.2%

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Blueshift Asset Management, LLC 13F Disclosure & Portfolio Data

CIK: 0001727827

Diversified strategyHigh-turnover traderMomentum follower

Total reported value

$329.5M

Reporting period: 2026-03-31 · Number of holdings: 484

Blueshift Asset Management, LLC disclosed 484 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $329.5M and a quarterly turnover rate of 100.5%.

Browse other institutions with $100M to $1B AUM Browse other institutions starting with "B"

Personality snowflake

Concentration: 4.55
Portfolio Stability: 100
Momentum/Contrarian: 74.31
Sector conviction: 49.42
Diversification: 100
Sizing Uniformity: 78.74

Position sizes vary widely across the portfolio (a coefficient of variation of 2.13), with a handful of outsized bets alongside many smaller positions.

No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.

Recent moves

Trim SPY
-62.1%　-$14.2M
Add CAR
+332.8%　$2.9M
Add ORLY
+568.5%　$2.6M
Trim DECK
-80.9%　-$2.7M
Add NKE
+536.6%　$2.1M
Trim AS
-69.6%　-$2.2M

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

Showing top 200 holdings (of 484 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	8.81%	+0.03%	-5.40%
2	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	2.44%	-3.99%	-62.08%
3	ETSY	Etsy INC	Stock-Consumer Disc	1.37%	+1.37%	NEW
4	CAR	Avis Budget Group INC	Stock-Other	1.10%	+0.89%	+332.76%
5	MTCH	Match Group INC	Stock-Comm Services	1.06%	-0.34%	-24.49%
6	ORLY	O'reilly Automotive INC	Stock-Consumer Disc	0.92%	+0.79%	+568.50%
7	FIVE	Five Below	Stock-Consumer Disc	0.87%	—	+17.64%
8	MUSA	Murphy USA INC	Stock-Consumer Disc	0.83%	+0.83%	NEW
9	EFX	Equifax INC	Stock-Industrials	0.83%	+0.40%	+119.94%
10	KMX	Carmax INC	Stock-Consumer Disc	0.79%	+0.79%	NEW
11	NKE	Nike INC -cl B	Stock-Consumer Disc	0.78%	+0.64%	+536.65%
12	DIS	Walt Disney Co/the	Stock-Comm Services	0.77%	+0.60%	+416.46%
13	AFRM	Affirm Holdings INC	Stock-Financials	0.75%	—	+93.21%
14	TGT	Target CORP	Stock-Consumer Disc	0.72%	+0.60%	+351.46%
15	RCL	Royal Caribbean Cruises Ltd.	Stock-Consumer Disc	0.70%	—	+77.26%
16	PVH	Pvh CORP	Stock-Consumer Disc	0.70%	+0.54%	+292.55%
17	DBX	Dropbox Inc-class A	Stock-Tech	0.70%	+0.70%	NEW
18	GWW	Ww Grainger INC	Stock-Industrials	0.68%	+0.50%	+240.03%
19	NET	Cloudflare INC - Class A	Stock-Tech	0.65%	+0.38%	+121.56%
20	RBLX	Roblox CORP -class A	Stock-Comm Services	0.63%	—	+0.52%
21	LH	Labcorp Holdings INC	Stock-Healthcare	0.60%	+0.44%	+237.40%
22	HTZ	Hertz Global Hldgs INC	Stock-Other	0.59%	—	-24.00%
23	BBWI	Bath & Body Works INC	Stock-Consumer Disc	0.59%	—	-5.20%
24	TE	T1 Energy INC	Stock-Other	0.58%	+0.58%	NEW
25	DUK	Duke Energy CORP	Stock-Utilities	0.57%	+0.57%	NEW
26	OLLI	Ollie's Bargain Outlet Holdi	Stock-Consumer Staples	0.56%	—	+1.59%
27	YOU	Clear Secure INC -class A	Stock-Tech	0.54%	—	-2.83%
28	QSR	Restaurant Brands Intern	Stock-Consumer Disc	0.54%	—	+13.72%
29	SPOT	Spotify Technology S.A.	Stock-Comm Services	0.51%	—	+29.20%
30	ASO	Academy Sports & Outdoors In	Stock-Consumer Disc	0.51%	—	+13.95%
31	MET	Metlife INC	Stock-Financials	0.50%	+0.40%	+412.17%
32	CVNA	Carvana Co	Stock-Consumer Disc	0.47%	—	-2.05%
33	AIZ	Assurant INC	Stock-Financials	0.46%	—	+181.64%
34	TEAM	Atlassian Corp-cl A	Stock-Tech	0.46%	—	+239.83%
35	AEO	American Eagle Outfitters	Stock-Consumer Disc	0.45%	—	+54.01%
36	LMND	Lemonade INC	Stock-Financials	0.44%	—	+45.53%
37	UNH	Unitedhealth Group INC	Stock-Healthcare	0.44%	+0.36%	+578.52%
38	DRVN	Driven Brands Holdings INC	Stock-Other	0.43%	+0.43%	NEW
39	CASY	Casey's General Stores INC	Stock-Consumer Disc	0.43%	+0.43%	NEW
40	SITM	Sitime CORP	Stock-Tech	0.43%	—	+27.94%
41	DG	Dollar General CORP	Stock-Consumer Staples	0.42%	—	-34.43%
42	IMAX	Imax CORP	Stock-Other	0.41%	—	+85.57%
43	ROKU	Roku INC	Stock-Comm Services	0.41%	-0.34%	-40.27%
44	CNK	Cinemark Holdings INC	Stock-Other	0.41%	—	+38.71%
45	OSCR	Oscar Health INC - Class A	Stock-Healthcare	0.40%	—	+12.65%
46	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.39%	—	+295.45%
47	BIRK	Birkenstock Holding plc	Stock-Other	0.39%	—	+319.28%
48	PRGS	Progress Software CORP	Stock-Other	0.39%	+0.39%	NEW
49	GM	General Motors Co	Stock-Consumer Disc	0.38%	—	-4.07%
50	TRUP	Trupanion INC	Stock-Other	0.37%	—	+48.65%

1–50 of 200

Portfolio Performance

Performance for Q3 2026

+7.8%

Performance Last 4 Quarters

+13.7%

Based on 74% of reported portfolio value with available pricing

Stdev: +17.6%
Beta: +1.21
Alpha: -8.6%
Max Drawdown: -11.7%
Annualized Perf: +13%
Batting Avg vs S&P: +38.9%
Sortino: +1.41
Stutzer: +0.23
Treynor: +0.11
Sterling: +0.64
Calmar: +1.11
Information Ratio: -0.57
Tracking Error: +8.3%
Stdev Down: +9.7%
Winning Months %: +58.3%
Losing Months %: +41.7%
Best 12 Months: +35.1%
Worst 12 Months: -2.5%
Efficiency Ratio: +0.3
Sharpe: +0.78
Stdev Sectors: +8.2%
Skewness: +0.22
Kurtosis: -0.44
Upside Potential: +3.24

Reported value over time

Sector allocation

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2026-03-31	484	$329.5M	100	1IWM 2SPY 3ETSY Top holdings2026-03-31 1.IWM 2.SPY 3.ETSY 4.CAR 5.MTCH 6.ORLY 7.FIVE 8.MUSA 9.EFX 10.KMX
2025-12-31	446	$346.6M	100	1IWM 2SPY 3MTCH Top holdings2025-12-31 1.IWM 2.SPY 3.MTCH 4.DECK 5.DKS 6.RBLX 7.AS 8.HTZ 9.ROKU 10.CRI
2025-09-30	426	$324.6M	100	1SPY 2IWM 3CROX Top holdings2025-09-30 1.SPY 2.IWM 3.CROX 4.HTZ 5.SHW 6.CZR 7.MTCH 8.URBN 9.TOST 10.CVNA
2025-06-30	430	$325.5M	0	1SPY 2IWM 3BBWI Top holdings2025-06-30 1.SPY 2.IWM 3.BBWI 4.AFRM 5.RBLX 6.ROKU 7.SFM 8.NYT 9.OLLI 10.DIS
2025-03-31	382	$252.3M	100	1IWM 2DIS 3W Top holdings2025-03-31 1.IWM 2.DIS 3.W 4.OLLI 5.ROKU 6.SIRI 7.CMCSA 8.WING 9.FND 10.CHWY
2024-12-31	355	$273.9M	0	1IWM 2SPY 3FIVE Top holdings2024-12-31 1.IWM 2.SPY 3.FIVE 4.HIMS 5.TSCO 6.RL 7.EFX 8.PGR 9.RBLX 10.BROS
2024-09-30	351	$403.1M	0	1IWM 2SPY 3WING Top holdings2024-09-30 1.IWM 2.SPY 3.WING 4.ALK 5.MCD 6.KMX 7.TPR 8.TGT 9.HIMS 10.CHTR
2024-06-30	321	$297.8M	0	1SPY 2IWM 3KMX Top holdings2024-06-30 1.SPY 2.IWM 3.KMX 4.ANF 5.TGT 6.EL 7.OLLI 8.RH 9.AAPL 10.SHOP
2024-03-31	265	$192.6M	0	1SPY 2DLTR 3GAP Top holdings2024-03-31 1.SPY 2.DLTR 3.GAP 4.FIVE 5.LUV 6.LYFT 7.RUN 8.ALK 9.AAPL 10.HOOD
2023-12-31	252	$188.1M	0	1IWM 2LYFT 3SPY Top holdings2023-12-31 1.IWM 2.LYFT 3.SPY 4.COIN 5.SHOP 6.WING 7.FIVE 8.DLTR 9.DKS 10.ULTA
2023-09-30	264	$169.3M	0	1IWM 2SPY 3ULTA Top holdings2023-09-30 1.IWM 2.SPY 3.ULTA 4.TJX 5.FIVE 6.GPC 7.SPOT 8.EA 9.DLTR 10.PGR
2023-06-30	324	$261.8M	0	1SPY 2IWM 3GOOGL Top holdings2023-06-30 1.SPY 2.IWM 3.GOOGL 4.SKAA 5.ROKU 6.UAL 7.ULTA 8.EFX 9.BURL 10.W
2023-03-31	326	$239.5M	0	1SPY 2IWM 3ROKU Top holdings2023-03-31 1.SPY 2.IWM 3.ROKU 4.CCL1EUR 5.GOOG 6.CHWY 7.RCL 8.DECK 9.WING 10.DKS
2022-12-31	312	$215.7M	0	1SPY 2JNK 3HUBS Top holdings2022-12-31 1.SPY 2.JNK 3.HUBS 4.ULTA 5.LYV 6.CCL1EUR 7.AAP 8.ROKU 9.T 10.IWM
2022-09-30	576	$467.6M	0	1JNK 2ROKU 3LULU Top holdings2022-09-30 1.JNK 2.ROKU 3.LULU 4.SHW 5.CROX 6.AFRM 7.HUBS 8.DGX 9.AMZN 10.RBLX
2022-06-30	643	$605.7M	0	1JNK 2T 3DGX Top holdings2022-06-30 1.JNK 2.T 3.DGX 4.CMCSA 5.AZO 6.TPR 7.SIRIEUR 8.CVS 9.LULU 10.RL
2022-03-31	781	$1.1B	0	1SPY 2KMX 3SIRIEUR Top holdings2022-03-31 1.SPY 2.KMX 3.SIRIEUR 4.DECK 5.TPR 6.ULTA 7.TSCO 8.DG 9.M 10.XLK
2021-12-31	798	$1.1B	0	1KMX 2HUBS 3AAPL Top holdings2021-12-31 1.KMX 2.HUBS 3.AAPL 4.SIRIEUR 5.CVS 6.LYFT 7.ORLY 8.DG 9.LYV 10.CMS
2021-09-30	973	$1.8B	0	1SPY 2CVS 3SNAP Top holdings2021-09-30 1.SPY 2.CVS 3.SNAP 4.WBA 5.KR 6.BMY 7.AAPL 8.GPN 9.FTV 10.KMI
2021-06-30	887	$1.8B	70	1UBER 2SNAP 3AAPL Top holdings2021-06-30 1.UBER 2.SNAP 3.AAPL 4.DIS 5.XYZ 6.MA 7.SBUX 8.CVNA 9.ABBV 10.COST
2021-03-31	826	$978.4M	100	1JNK 2MA 3JPM Top holdings2021-03-31 1.JNK 2.MA 3.JPM 4.RL 5.INTC 6.CHTR 7.GRMN 8.GS 9.UBER 10.SNAP
2020-12-31	660	$844.8M	100	1SHW 2TSCO 3BRK-B Top holdings2020-12-31 1.SHW 2.TSCO 3.BRK-B 4.HOG 5.FIVE 6.MCO 7.PFE 8.CTLEUR 9.VFC 10.GNRC
2020-09-30	580	$735.3M	100	1PLNT 2EA 3TSCO Top holdings2020-09-30 1.PLNT 2.EA 3.TSCO 4.BBY 5.V 6.DNKN 7.JNJ 8.WEN 9.SHW 10.GWW
2020-06-30	502	$616.2M	100	1IWM 2DPZ 3AMZN Top holdings2020-06-30 1.IWM 2.DPZ 3.AMZN 4.PYPL 5.MSFT 6.JPM 7.OPTU 8.SHW 9.TJX 10.IACIEUR
2020-03-31	167	$106.6M	100	1IWM 2SPY 3CMCSA Top holdings2020-03-31 1.IWM 2.SPY 3.CMCSA 4.SIRIEUR 5.KR 6.DISH 7.KO 8.DIS 9.CVS 10.AMAT
2019-12-31	765	$877.8M	100	1AMZN 2DG 3TMUS Top holdings2019-12-31 1.AMZN 2.DG 3.TMUS 4.SBUX 5.HYG 6.DIS 7.KEYS 8.NKE 9.CROX 10.AZO
2019-09-30	689	$658.0M	100	1SPY 2JNK 3IWM Top holdings2019-09-30 1.SPY 2.JNK 3.IWM 4.BX 5.UNH 6.PLNT 7.UNP 8.CMG 9.NCLH 10.VZ
2019-06-30	681	$760.9M	100	1SPY 2IWM 3JNK Top holdings2019-06-30 1.SPY 2.IWM 3.JNK 4.TWLO 5.TXRH 6.FOXA 7.VMWEUR 8.AEP 9.R6C2 10.GDDY
2019-03-31	654	$713.6M	100	1CRM 2XEL 3TWLO Top holdings2019-03-31 1.CRM 2.XEL 3.TWLO 4.MSFT 5.BILI 6.RNG 7.YUM 8.WBA 9.AEP 10.COUPEUR
2018-12-31	613	$538.1M	0	1IWM 2SPY 3CTXSEUR Top holdings2018-12-31 1.IWM 2.SPY 3.CTXSEUR 4.AKAM 5.CCL1EUR 6.IBM 7.DKS 8.WFC 9.XEL 10.RHT1EUR

Holding changes this quarter

Position changes disclosed by Blueshift Asset Management, LLC for the quarter ending 2026-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	CAR	Avis Budget Group INC	+0.9%	+332.76%	Add
2	ORLY	O'reilly Automotive INC	+0.8%	+568.50%	Add
3	NKE	Nike INC -cl B	+0.6%	+536.65%	Add
4	DIS	Walt Disney Co/the	+0.6%	+416.46%	Add
5	TGT	Target CORP	+0.6%	+351.46%	Add
6	PVH	Pvh CORP	+0.5%	+292.55%	Add
7	GWW	Ww Grainger INC	+0.5%	+240.03%	Add
8	LH	Labcorp Holdings INC	+0.4%	+237.40%	Add
9	MET	Metlife INC	+0.4%	+412.17%	Add
10	EFX	Equifax INC	+0.4%	+119.94%	Add
11	NET	Cloudflare INC - Class A	+0.4%	+121.56%	Add
12	UNH	Unitedhealth Group INC	+0.4%	+578.52%	Add
13	IWM	Ishares Russell 2000 ETF	0%	-5.40%	Trim
14	KDP	Keurig Dr Pepper INC	-0.3%	-50.00%	Trim
15	MTCH	Match Group INC	-0.3%	-24.49%	Trim
16	ROKU	Roku INC	-0.3%	-40.27%	Trim
17	QS	Quantumscape CORP	-0.3%	-90.87%	Trim
18	SIRI	Sirius Xm Holdings INC	-0.4%	-73.45%	Trim
19	SN	SharkNinja, Inc.	-0.4%	-61.46%	Trim
20	EL	Estee Lauder Companies-cl A	-0.5%	-65.42%	Trim
21	VFC	Vf CORP	-0.5%	-73.08%	Trim
22	SONY	Sony Group CORP - Sp Adr	-0.5%	-84.74%	Trim
23	CRI	Carter's INC	-0.5%	-72.80%	Trim
24	DKS	Dick's Sporting Goods INC	-0.6%	-66.21%	Trim
25	AS	Amer Sports, Inc.	-0.6%	-69.63%	Trim
26	DECK	Deckers Outdoor CORP	-0.8%	-80.94%	Trim
27	SPY	Ss Spdr S&p 500 ETF Trust-us	-4%	-62.08%	Trim
28	ETSY	Etsy INC	—	NEW	New buy
29	MUSA	Murphy USA INC	—	NEW	New buy
30	KMX	Carmax INC	—	NEW	New buy
31	DBX	Dropbox Inc-class A	—	NEW	New buy
32	BOOT	Boot Barn Holdings INC	—	EXIT	Sold out
33	CDW	Cdw Corp/de	—	EXIT	Sold out
34	JBLU	Jetblue Airways CORP	—	EXIT	Sold out
35	TE	T1 Energy INC	—	NEW	New buy
36	DUK	Duke Energy CORP	—	NEW	New buy
37	MSFT	Microsoft CORP	—	EXIT	Sold out
38	RVLV	Revolve Group INC	—	EXIT	Sold out
39	DTE	Dte Energy Company	—	EXIT	Sold out
40	COLM	Columbia Sportswear Co	—	EXIT	Sold out
41	ALK	Alaska Air Group INC	—	EXIT	Sold out
42	TEL	TE Connectivity plc	—	EXIT	Sold out
43	WWW	Wolverine World Wide INC	—	EXIT	Sold out
44	RL	Ralph Lauren CORP	—	EXIT	Sold out
45	DRVN	Driven Brands Holdings INC	—	NEW	New buy
46	CASY	Casey's General Stores INC	—	NEW	New buy
47	PRGS	Progress Software CORP	—	NEW	New buy
48	PFE	Pfizer INC	—	EXIT	Sold out
49	PRMB	Primo Brands CORP	—	EXIT	Sold out
50	LLY	Eli Lilly & Co	—	NEW	New buy

Filing History

Period	Filed	Type	EDGAR
2026-03-31	2026-05-14	13F-HR	View on EDGAR
2025-12-31	2026-02-13	13F-HR	View on EDGAR
2025-09-30	2025-11-13	13F-HR	View on EDGAR
2025-06-30	2025-08-13	13F-HR	View on EDGAR
2025-03-31	2025-05-08	13F-HR	View on EDGAR
2024-12-31	2025-02-11	13F-HR	View on EDGAR
2024-09-30	2024-11-13	13F-HR	View on EDGAR
2024-06-30	2024-08-14	13F-HR	View on EDGAR
2024-03-31	2024-05-15	13F-HR	View on EDGAR
2023-12-31	2024-02-13	13F-HR	View on EDGAR
2023-09-30	2023-11-08	13F-HR	View on EDGAR
2023-06-30	2023-08-15	13F-HR	View on EDGAR
2023-03-31	2023-05-12	13F-HR	View on EDGAR
2022-12-31	2023-02-14	13F-HR	View on EDGAR
2022-09-30	2022-11-14	13F-HR	View on EDGAR
2022-06-30	2022-08-12	13F-HR	View on EDGAR
2022-03-31	2022-05-12	13F-HR	View on EDGAR
2021-12-31	2022-02-11	13F-HR	View on EDGAR
2021-09-30	2021-11-12	13F-HR	View on EDGAR
2021-06-30	2021-08-13	13F-HR	View on EDGAR
2021-03-31	2021-05-06	13F-HR	View on EDGAR
2020-12-31	2021-02-12	13F-HR	View on EDGAR
2020-09-30	2020-11-13	13F-HR	View on EDGAR
2020-06-30	2020-08-13	13F-HR	View on EDGAR
2020-03-31	2020-05-14	13F-HR	View on EDGAR
2019-12-31	2020-02-14	13F-HR	View on EDGAR
2019-09-30	2019-11-12	13F-HR	View on EDGAR
2019-06-30	2019-08-14	13F-HR	View on EDGAR
2019-03-31	2019-05-14	13F-HR	View on EDGAR
2018-12-31	2019-02-12	13F-HR	View on EDGAR