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Livermore
Livermore
ZHEN

Blueshift Asset Management, LLC

SEC CIK
0001727827
Latest filing
Aug 14, 2026

The latest 13F from Blueshift Asset Management, LLC covers Q2 2026 (filed Aug 14, 2026): 556 long positions worth $431.7M. The top 10 holdings make up 33.3% of the portfolio, and the largest is iShares Russell 2000 ETF at 16.3%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
306
Est. +$140.0M
Added
121
Est. +$118.9M
Reduced
129
Est. −$73.8M
Sold out
234
Est. −$122.7M

Top 5 holdings

Share of this quarter's portfolio value

  1. iShares Russell 2000 ETF464287655
    16.3%$70.5M
  2. SPYSPDR S&P 500 ETF Trust
    11.0%$47.3MHistory
  3. ETSYEtsy Inc
    1.3%$5.46MHistory
  4. MTCHMatch Group, Inc.
    1.0%$4.13MHistory
  5. ELFe.l.f. Beauty, Inc.
    0.8%$3.30MHistory

Share of portfolio

Top 5 holdings and the other 551 positions, by share of portfolio value

  1. iShares Russell 2000 ETF16.3%
  2. SPY11.0%
  3. ETSY1.3%
  4. MTCH1.0%
  5. ELF0.8%
  6. Other 551 positions69.7%

Biggest buys

New and added positions, by estimated amount bought

  1. SPYSPDR S&P 500 ETF Trust
    +$38.0MAddedHistory
  2. iShares Russell 2000 ETF464287655
    +$35.3MAdded
  3. BFAMBright Horizons Family Solutions Inc.
    +$2.52MNewHistory
  4. AXSAxis Capital Holdings Ltd
    +$2.44MNewHistory
  5. BBYBest Buy Co Inc
    +$2.30MNewHistory

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. SPYSPDR S&P 500 ETF Trust
    +8.51 pp2.4% → 11.0%History
  2. iShares Russell 2000 ETF464287655
    +7.52 pp8.8% → 16.3%
  3. BFAMBright Horizons Family Solutions Inc.
    +0.58 pp0.0% → 0.6%History
  4. ULCCFrontier Group Holdings, Inc.
    +0.57 pp0.1% → 0.6%History
  5. AXSAxis Capital Holdings Ltd
    +0.57 pp0.0% → 0.6%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. CARAvis Budget Group, Inc.
    −$3.61MSold outHistory
  2. AFRMAffirm Holdings, Inc.
    −$3.06MReducedHistory
  3. ORLYO Reilly Automotive Inc
    −$3.02MSold outHistory
  4. OSCROscar Health, Inc.
    −$2.78MReducedHistory
  5. KMXCarMax Inc
    −$2.59MSold outHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. CARAvis Budget Group, Inc.
    −1.10 pp1.1% → 0.0%History
  2. ORLYO Reilly Automotive Inc
    −0.92 pp0.9% → 0.0%History
  3. KMXCarMax Inc
    −0.79 pp0.8% → 0.0%History
  4. NKENIKE, Inc.
    −0.73 pp0.8% → <0.1%History
  5. DISWalt Disney Co
    −0.70 pp0.8% → 0.1%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$431.7M
+$102.2M (+31.0%) vs. prior quarter
Positions
556
+72 vs. prior quarter
Top 10 concentration
33.3%
Top 10 as share of value
Turnover
51.6%
Q2 2026, one quarter
Average holding period
3.9 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $1.83B (Q2 2021)

Q1 2021: $978.4MQ2 2021: $1.83BQ3 2021: $1.79BQ4 2021: $1.14BQ1 2022: $1.10BQ2 2022: $605.7MQ3 2022: $467.6MQ4 2022: $215.7MQ1 2023: $239.5MQ2 2023: $261.8MQ3 2023: $169.3MQ4 2023: $188.1MQ1 2024: $192.6MQ2 2024: $297.8MQ3 2024: $403.1MQ4 2024: $273.9MQ1 2025: $252.3MQ2 2025: $325.5MQ3 2025: $324.6MQ4 2025: $346.6MQ1 2026: $329.5MQ2 2026: $431.7M
Q1 2021Q2 2026
13F filings of Blueshift Asset Management, LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 14, 2026556$431.7MiShares Russell 2000 ETFSPYETSYvs. Q1 2026SEC
Q1 2026May 14, 2026484$329.5MiShares Russell 2000 ETFSPYETSYvs. Q4 2025SEC
Q4 2025Feb 13, 2026446$346.6MiShares Russell 2000 ETFSPYMTCHvs. Q3 2025SEC
Q3 2025Nov 13, 2025426$324.6MSPYiShares Russell 2000 ETFCROXvs. Q2 2025SEC
Q2 2025Aug 13, 2025430$325.5MSPYiShares Russell 2000 ETFBBWIvs. Q1 2025SEC
Q1 2025May 8, 2025382$252.3MiShares Russell 2000 ETFDISWvs. Q4 2024SEC
Q4 2024Feb 11, 2025355$273.9MiShares Russell 2000 ETFSPYFIVEvs. Q3 2024SEC
Q3 2024Nov 13, 2024351$403.1MiShares Russell 2000 ETFSPYWINGvs. Q2 2024SEC
Q2 2024Aug 14, 2024321$297.8MSPYiShares Russell 2000 ETFKMXvs. Q1 2024SEC
Q1 2024May 15, 2024265$192.6MSPYDLTRGAPvs. Q4 2023SEC
Q4 2023Feb 13, 2024252$188.1MiShares Russell 2000 ETFLYFTSPYvs. Q3 2023SEC
Q3 2023Nov 8, 2023264$169.3MiShares Russell 2000 ETFSPYULTAvs. Q2 2023SEC
Q2 2023Aug 15, 2023324$261.8MSPYiShares Russell 2000 ETFGOOGLvs. Q1 2023SEC
Q1 2023May 12, 2023326$239.5MSPYiShares Russell 2000 ETFROKUvs. Q4 2022SEC
Q4 2022Feb 14, 2023312$215.7MSPYSPDR Series TrustHUBSvs. Q3 2022SEC
Q3 2022Nov 14, 2022576$467.6MSPDR Series TrustROKULULUvs. Q2 2022SEC
Q2 2022Aug 12, 2022643$605.7MSPDR Series TrustTDGXvs. Q1 2022SEC
Q1 2022May 12, 2022781$1.10BSPYKMXSIRIvs. Q4 2021SEC
Q4 2021Feb 11, 2022798$1.14BKMXHUBSAAPLvs. Q3 2021SEC
Q3 2021Nov 12, 2021973$1.79BSPYCVSSNAPvs. Q2 2021SEC
Q2 2021Aug 13, 2021887$1.83BUBERSNAPAAPLvs. Q1 2021SEC
Q1 2021May 6, 2021826$978.4MSPDR Series TrustMAJPM–SEC