Stocks/Funds/CIK 1727827

Blueshift Asset Management, LLC

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1727827
Assets
$329M
+30.5% YoY
Holdings
482
Lifetime alpha vs market
+5.21% annual
Average hold time
2.4 yr
median 2.3 yr

Quarterly history

Cum return +269% vs S&P +159% · α +110% lifetimeAUM $329M · peak $1.8BFlow $-10M (-3%)2018-122020-032021-062022-092023-122025-032026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-12.24%
trims when stocks drop
when a holding falls −10%+
Middle response
-6.12%
baseline attrition
Rally response
-47.48%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
IWMiShares Russell 2000 ETF$29M8.8%5.3 yr
SPYState Street SPDR S&P 50$8M2.5%+17.6%6.3 yr
ETSYEtsy, Inc.$5M1.4%+5.9%4.0 yr
CARAvis Budget Group, Inc.$4M1.1%+92.2%1.5 yr
MTCHMatch Group, Inc.$3M1.1%+0.1%2.3 yr
ORLYO'Reilly Automotive, Inc$3M0.9%-3.4%5.5 yr
FIVEFive Below, Inc.$3M0.9%+204.9%6.5 yr
MUSAMurphy USA Inc.$3M0.8%+5.8%2.3 yr
EFXEquifax Inc.$3M0.8%-25.4%4.5 yr
KMXCarMax, Inc.$3M0.8%-46.6%4.8 yr
NKENIKE, Inc.$3M0.8%-14.7%3.5 yr
DISThe Walt Disney Company$3M0.8%-1.3%5.0 yr
AFRMAffirm Holdings, Inc.$2M0.8%+1.4%4.5 yr
TGTTarget Corporation$2M0.7%+21.5%5.0 yr
RCLRoyal Caribbean Cruises $2M0.7%+35.9%2.3 yr

Portfolio composition (YoY)

Industry mix
Asset Management12.2%+3.2pp$40M
Specialty Retail6.2%-1.1pp$20M
Software - Application4.7%+1.2pp$15M
Software - Infrastructure4.3%+1.5pp$14M
Entertainment3.1%-2.0pp$10M
Internet Content & Information3.1%+0.8pp$10M
Discount Stores2.9%+0.8pp$10M
Semiconductors2.5%+0.0pp$8M
Auto - Dealerships2.2%+0.2pp$7M
Rental & Leasing Services2.2%+1.9pp$7M
Country
US90.1%-2.6pp
CA3.2%+2.5pp
Unknown1.5%+0.9pp
GB0.7%-0.5pp
LU0.5%+0.1pp
IL0.5%+0.1pp
SG0.5%+0.4pp
AU0.5%+0.2pp
Top 5: 14.8% · Top 10: 19.0% · Top 25: 29.1%

Winners

TickerPrev $PnLYoY %
NET$1M+0.00B83.1%
TGT$1M+0.00B21.5%
GWW$1M+0.00B11.4%
DUK$1M+0.00B11.2%
LH$0M+0.00B15.9%

Losers

TickerPrev $PnLYoY %
OLLI$4M-0.00B-20.9%
EFX$2M-0.00B-25.4%
BBWI$1M-0.00B-36.2%
KMX$1M-0.00B-46.6%
DBX$1M-0.00B-14.9%

Top buys this quarter · 15

ETSY Etsy, Inc.+$3M
CAR Avis Budget Group, Inc.+$3M
ORLY O'Reilly Automotive, Inc.+$3M
KMX CarMax, Inc.+$2M
NKE NIKE, Inc.+$2M
DIS The Walt Disney Company+$2M
TE T1 Energy Incnew+$2M
DBX Dropbox, Inc.+$2M
TGT Target Corporation+$2M
MUSA Murphy USA Inc.+$2M

Top sells this quarter · 15

SPY State Street SPDR S&P 500 ETF $13M
WELL Welltower Inc.$4M
HLT Hilton Worldwide Holdings Inc.$3M
DECK Deckers Outdoor Corporation$3M
CRI Carter's, Inc.$2M
DKS DICK'S Sporting Goods, Inc.$2M
CDW CDW Corporationexit$2M
JBLU JetBlue Airways Corporationexit$2M
DTE DTE Energy Companyexit$2M
BOOT Boot Barn Holdings, Inc.exit$2M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$329M482+27.16%+17.59%+9.57%-0.01B
2025-12-31$346M444+31.74%+17.72%+14.02%-0.00B
2025-09-30$324M425+30.68%+17.52%+13.16%-0.03B
2025-06-30$325M429+33.35%+14.94%+18.41%+0.04B
2025-03-31$252M381+20.79%+8.30%+12.49%-0.03B
2024-12-31$274M355+34.46%+24.89%+9.58%-0.15B
2024-09-30$403M350+45.70%+36.04%+9.67%+0.08B
2024-06-30$298M321+32.30%+24.49%+7.81%+0.10B
2024-03-31$193M265+40.89%+29.62%+11.27%-0.02B
2023-12-31$188M252+34.13%+26.18%+7.96%-0.01B
2023-09-30$169M264+19.57%+21.57%-2.00%-0.09B
2023-06-30$262M324+9.23%+19.42%-10.19%+0.00B
2023-03-31$239M325-14.39%-7.82%-6.58%+0.01B
2022-12-31$216M311-24.05%-18.17%-5.87%-0.26B
2022-09-30$468M574-17.53%-15.51%-2.02%-0.08B
2022-06-30$606M641-8.89%-10.62%+1.73%-0.33B