Stocks/Funds/CIK 1442641

Legato Capital Management LLC

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1442641
Assets
$1.09B
+47.5% YoY
Holdings
724
Lifetime alpha vs market
+2.64% annual
Average hold time
1.7 yr
median 1.3 yr

Quarterly history

Cum return +37% vs S&P +23% · α +14% lifetimeAUM $1.1B · peak $1.2BFlow $-68M (-6%)2016-032017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-7.68%
trims when stocks drop
when a holding falls −10%+
Middle response
-3.96%
baseline attrition
Rally response
-8.64%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
$18M1.6%7.8 yr
AAPLApple Inc.$15M1.4%+14.7%6.0 yr
$15M1.4%2.8 yr
$14M1.3%2.8 yr
SNEXStoneX Group Inc.$14M1.2%+5.6%5.0 yr
$13M1.2%2.8 yr
VSECVSE Corporation$11M1.0%+54.1%2.3 yr
$9M0.9%2.8 yr
STRLSterling Infrastructure,$9M0.8%+259.7%3.5 yr
BGCBGC Group, Inc$8M0.8%+7.7%2.8 yr
AMZNAmazon.com, Inc.$8M0.7%+9.5%3.8 yr
$8M0.7%2.8 yr
MSFTMicrosoft Corporation$8M0.7%-0.6%6.0 yr
MODModine Manufacturing Com$8M0.7%+182.4%2.8 yr
$7M0.7%2.8 yr

Portfolio composition (YoY)

Industry mix
Unknown49.7%+0.3pp$544M
Semiconductors3.7%+1.0pp$40M
Banks - Regional2.5%+0.4pp$27M
Aerospace & Defense2.2%+1.1pp$24M
Financial - Capital Markets2.1%-0.2pp$23M
Biotechnology1.8%+0.0pp$20M
Drug Manufacturers - General1.6%+0.3pp$18M
Software - Application1.6%-1.6pp$18M
Hardware, Equipment & Parts1.5%-0.1pp$16M
Engineering & Construction1.5%+0.7pp$16M
Country
US50.1%-0.0pp
Unknown49.7%+0.3pp
SG0.1%-0.1pp
CA0.1%-0.1pp
AU0.0%
Top 5: 6.9% · Top 10: 11.5% · Top 25: 21.2%

Winners

TickerPrev $PnLYoY %
STRL$2M+0.01B259.7%
AEIS$2M+0.01B239.4%
VSEC$7M+0.00B54.1%
INSM$3M+0.00B114.3%
LINC$2M+0.00B156.3%

Losers

TickerPrev $PnLYoY %
UFPT$8M-0.00B-4.0%
MSFT$4M-0.00B-0.6%

Top buys this quarter · 15

ODC Oil-Dri Corporation of Americanew+$5M
STRL Sterling Infrastructure, Inc.+$4M
SNEX StoneX Group Inc.+$4M
OMC Omnicom Group Inc.+$4M
MOD Modine Manufacturing Company+$3M
CLMB Climb Global Solutions, Inc.+$4M
IBM International Business Machine+$2M
LINC Lincoln Educational Services C+$2M
BAC Bank of America Corporation+$2M
C Citigroup Inc.+$2M

Top sells this quarter · 15

WFC Wells Fargo & Company$3M
SHOO Steven Madden, Ltd.$3M
FSLR First Solar, Inc.exit$3M
ANF Abercrombie & Fitch Co.$2M
HUBS HubSpot, Inc.exit$2M
JNJ Johnson & Johnson$2M
BE Bloom Energy Corporation$2M
WMT Walmart Inc.exit$2M
SYY Sysco Corporation$2M
WGO Winnebago Industries, Inc.exit$2M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$1.09B724+21.70%+17.59%+4.11%-0.07B
2025-12-31$1.16B750+13.01%+17.72%-4.71%+0.21B
2025-09-30$918M558+8.05%+17.52%-9.47%+0.00B
2025-06-30$839M562+8.34%+14.94%-6.60%+0.04B
2025-03-31$742M563+1.56%+8.30%-6.75%+0.03B
2024-12-31$764M565+16.49%+24.89%-8.39%-0.04B
2024-09-30$809M559+30.72%+36.04%-5.32%-0.00B
2024-06-30$742M559+15.88%+24.49%-8.61%-0.09B
2024-03-31$829M563+24.62%+29.62%-5.00%+0.01B
2023-12-31$766M566+24.31%+26.18%-1.87%-0.00B
2023-09-30$690M553+19.37%+21.57%-2.20%-0.03B
2023-06-30$739M571+18.24%+19.42%-1.18%+0.14B
2023-03-31$550M497-1.51%-7.82%+6.31%-0.01B
2022-12-31$524M502+6.83%+7.56%-0.73%+0.11B
2022-09-30$386M378-4.10%-4.93%+0.82%-0.04B
2022-06-30$446M369-9.56%-16.11%+6.55%+0.00B