Blueshift Asset Management, LLC Quant / Systematic

CIK: 0001727827 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $106,620 (100.0% shares, 0.0% debt)

Holdings (167)

IWM ISHARES TR 9.0%
Value ($000) $9,595 Shares 83,827 Est. Cost $114.46 Unrealized
SPY SPDR S&P 500 ETF TR 8.3%
Value ($000) $8,840 Shares 34,295 Est. Cost $265.58 Unrealized
CMCSA COMCAST CORP NEW 2.4%
Value ($000) $2,526 Shares 73,470 Est. Cost $37.86 Unrealized -4.8%
SIRIUS XM HLDGS INC 2.1%
Value ($000) $2,213 Shares 448,065 Est. Cost $5.25 Unrealized
KR KROGER CO 2.0%
Value ($000) $2,139 Shares 71,013 Est. Cost $25.91 Unrealized 0.0%
DISH NETWORK CORPORATION 1.8%
Value ($000) $1,915 Shares 95,774 Est. Cost $26.03 Unrealized
KO COCA COLA CO 1.8%
Value ($000) $1,886 Shares 42,631 Est. Cost $44.99 Unrealized 0.0%
DIS DISNEY WALT CO 1.8%
Value ($000) $1,883 Shares 19,491 Est. Cost $135.71 Unrealized -9.0%
CVS CVS HEALTH CORP 1.7%
Value ($000) $1,798 Shares 30,313 Est. Cost $54.06 Unrealized +2.3%
AMAT APPLIED MATLS INC 1.7%
Value ($000) $1,778 Shares 38,814 Est. Cost $54.36 Unrealized 0.0%
TGT TARGET CORP 1.6%
Value ($000) $1,697 Shares 18,253 Est. Cost $98.61 Unrealized -3.7%
MCD MCDONALDS CORP 1.5%
Value ($000) $1,577 Shares 9,536 Est. Cost $171.93 Unrealized -0.0%
WMT WALMART INC 1.3%
Value ($000) $1,404 Shares 12,358 Est. Cost $36.38 Unrealized -2.8%
NKE NIKE INC 1.2%
Value ($000) $1,264 Shares 15,281 Est. Cost $86.82 Unrealized -1.1%
ACTIVISION BLIZZARD INC 1.2%
Value ($000) $1,227 Shares 20,632 Est. Cost $59.47 Unrealized
TWITTER INC 1.1%
Value ($000) $1,215 Shares 49,476 Est. Cost $30.86 Unrealized
F FORD MTR CO DEL 1.1%
Value ($000) $1,200 Shares 248,398 Est. Cost $6.68 Unrealized -15.4%
YUM YUM BRANDS INC 1.1%
Value ($000) $1,187 Shares 17,322 Est. Cost $83.57 Unrealized 0.0%
BBY BEST BUY INC 1.1%
Value ($000) $1,177 Shares 20,653 Est. Cost $62.44 Unrealized 0.0%
IQ IQIYI INC 1.1%
Value ($000) $1,170 Shares 65,707 Est. Cost $17.81 Unrealized
CTSH COGNIZANT TECHNOLOGY SOLUTIO 1.1%
Value ($000) $1,168 Shares 25,127 Est. Cost $54.50 Unrealized 0.0%
SFM SPROUTS FMRS MKT INC 1.1%
Value ($000) $1,167 Shares 62,777 Est. Cost $16.77 Unrealized 0.0%
ROKU ROKU INC 1.1%
Value ($000) $1,145 Shares 13,091 Est. Cost $78.30 Unrealized +47.0%
WING WINGSTOP INC 1.0%
Value ($000) $1,118 Shares 14,028 Est. Cost $90.25 Unrealized -5.1%
GWW GRAINGER W W INC 1.0%
Value ($000) $1,118 Shares 4,499 Est. Cost $275.46 Unrealized 0.0%
GM GENERAL MTRS CO 1.0%
Value ($000) $1,084 Shares 52,152 Est. Cost $34.89 Unrealized -16.3%
WALGREENS BOOTS ALLIANCE INC 1.0%
Value ($000) $1,082 Shares 23,643 Est. Cost $59.91 Unrealized
COST COSTCO WHSL CORP NEW 1.0%
Value ($000) $1,070 Shares 3,752 Est. Cost $242.73 Unrealized +14.4%
DG DOLLAR GEN CORP NEW 0.9%
Value ($000) $978 Shares 6,478 Est. Cost $135.94 Unrealized +4.7%
QSR RESTAURANT BRANDS INTL INC 0.9%
Value ($000) $964 Shares 24,073 Est. Cost $66.16 Unrealized -14.5%
LYV LIVE NATION ENTERTAINMENT IN 0.9%
Value ($000) $945 Shares 20,782 Est. Cost $61.78 Unrealized 0.0%
PFE PFIZER INC 0.9%
Value ($000) $931 Shares 28,519 Est. Cost $25.83 Unrealized 0.0%
WDAY WORKDAY INC 0.9%
Value ($000) $925 Shares 7,101 Est. Cost $171.99 Unrealized -2.0%
C CITIGROUP INC 0.8%
Value ($000) $903 Shares 21,448 Est. Cost $54.19 Unrealized 0.0%
ADSK AUTODESK INC 0.8%
Value ($000) $821 Shares 5,258 Est. Cost $183.53 Unrealized 0.0%
VALE VALE S A 0.8%
Value ($000) $810 Shares 97,767 Est. Cost $8.29 Unrealized
DLTR DOLLAR TREE INC 0.8%
Value ($000) $802 Shares 10,914 Est. Cost $104.99 Unrealized -18.9%
L BRANDS INC 0.8%
Value ($000) $800 Shares 69,212 Est. Cost $18.12 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.7%
Value ($000) $797 Shares 144,852 Est. Cost $5.50 Unrealized
ANSYS INC 0.7%
Value ($000) $772 Shares 3,320 Est. Cost $232.53 Unrealized
CDW CDW CORP 0.7%
Value ($000) $768 Shares 8,231 Est. Cost $114.00 Unrealized 0.0%
JACK JACK IN THE BOX INC 0.7%
Value ($000) $764 Shares 21,788 Est. Cost $68.08 Unrealized 0.0%
DECK DECKERS OUTDOOR CORP 0.7%
Value ($000) $757 Shares 5,652 Est. Cost $27.82 Unrealized 0.0%
INTU INTUIT 0.7%
Value ($000) $748 Shares 3,250 Est. Cost $251.45 Unrealized +3.8%
GRUBHUB INC 0.7%
Value ($000) $725 Shares 17,796 Est. Cost $48.64 Unrealized
AMZN AMAZON COM INC 0.7%
Value ($000) $706 Shares 362 Est. Cost $89.40 Unrealized +8.3%
CBOE CBOE GLOBAL MARKETS INC 0.6%
Value ($000) $687 Shares 7,694 Est. Cost $103.43 Unrealized 0.0%
BIGGQ BIG LOTS INC 0.6%
Value ($000) $680 Shares 47,830 Est. Cost $22.93 Unrealized -14.5%
PZZA PAPA JOHNS INTL INC 0.6%
Value ($000) $677 Shares 12,690 Est. Cost $50.69 Unrealized +2.0%
T AT&T INC 0.6%
Value ($000) $647 Shares 22,179 Est. Cost $18.17 Unrealized 0.0%
HD HOME DEPOT INC 0.6%
Value ($000) $629 Shares 3,371 Est. Cost $181.98 Unrealized +4.5%
SBH SALLY BEAUTY HLDGS INC 0.6%
Value ($000) $615 Shares 76,108 Est. Cost $13.28 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC 0.6%
Value ($000) $588 Shares 21,827 Est. Cost $37.10 Unrealized -11.1%
MARATHON OIL CORP 0.5%
Value ($000) $579 Shares 176,136 Est. Cost $13.58 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.5%
Value ($000) $578 Shares 12,099 Est. Cost $58.11 Unrealized
NXPI NXP SEMICONDUCTORS N V 0.5%
Value ($000) $552 Shares 6,662 Est. Cost $105.42 Unrealized +0.6%
GPN GLOBAL PMTS INC 0.5%
Value ($000) $550 Shares 3,813 Est. Cost $163.49 Unrealized +6.6%
EFX EQUIFAX INC 0.5%
Value ($000) $549 Shares 4,596 Est. Cost $135.47 Unrealized +2.6%
KEY KEYCORP 0.5%
Value ($000) $522 Shares 50,373 Est. Cost $12.75 Unrealized -2.4%
DKS DICKS SPORTING GOODS INC 0.5%
Value ($000) $516 Shares 24,272 Est. Cost $35.08 Unrealized -9.2%
SOUTHWESTERN ENERGY CO 0.5%
Value ($000) $500 Shares 295,985 Est. Cost $2.42 Unrealized
KMX CARMAX INC 0.4%
Value ($000) $478 Shares 8,880 Est. Cost $84.61 Unrealized 0.0%
PII POLARIS INC 0.4%
Value ($000) $466 Shares 9,672 Est. Cost $82.03 Unrealized 0.0%
BBD BANCO BRADESCO S A 0.4%
Value ($000) $462 Shares 113,792 Est. Cost $6.82 Unrealized
APH AMPHENOL CORP NEW 0.4%
Value ($000) $458 Shares 6,291 Est. Cost $22.54 Unrealized 0.0%
IAC INTERACTIVECORP 0.4%
Value ($000) $453 Shares 2,530 Est. Cost $179.05 Unrealized
SGI TEMPUR SEALY INTL INC 0.4%
Value ($000) $451 Shares 10,313 Est. Cost $20.91 Unrealized -9.1%
SERVICEMASTER GLOBAL HLDGS I 0.4%
Value ($000) $440 Shares 16,296 Est. Cost $27.00 Unrealized
VONAGE HLDGS CORP 0.4%
Value ($000) $438 Shares 60,609 Est. Cost $8.13 Unrealized
CSCO CISCO SYS INC 0.4%
Value ($000) $434 Shares 11,034 Est. Cost $36.67 Unrealized 0.0%
LOW LOWES COS INC 0.4%
Value ($000) $431 Shares 5,009 Est. Cost $98.27 Unrealized 0.0%
WWW WOLVERINE WORLD WIDE INC 0.4%
Value ($000) $429 Shares 28,225 Est. Cost $23.90 Unrealized 0.0%
GRMN GARMIN LTD 0.4%
Value ($000) $426 Shares 5,687 Est. Cost $79.22 Unrealized 0.0%
ALSN ALLISON TRANSMISSION HLDGS I 0.4%
Value ($000) $416 Shares 12,766 Est. Cost $41.98 Unrealized -10.0%
ZM ZOOM VIDEO COMMUNICATIONS IN 0.4%
Value ($000) $415 Shares 2,837 Est. Cost $68.82 Unrealized +43.4%
GME GAMESTOP CORP NEW 0.4%
Value ($000) $413 Shares 117,932 Est. Cost $1.07 Unrealized 0.0%
VSAT VIASAT INC 0.4%
Value ($000) $398 Shares 11,080 Est. Cost $87.43 Unrealized -34.0%
HUN HUNTSMAN CORP 0.4%
Value ($000) $398 Shares 27,566 Est. Cost $19.50 Unrealized 0.0%
PAYX PAYCHEX INC 0.4%
Value ($000) $392 Shares 6,231 Est. Cost $70.68 Unrealized -4.6%
MA MASTERCARD INC 0.4%
Value ($000) $390 Shares 1,613 Est. Cost $287.82 Unrealized 0.0%
BARRICK GOLD CORPORATION 0.4%
Value ($000) $387 Shares 21,103 Est. Cost $18.34 Unrealized
DENNYS CORP 0.4%
Value ($000) $385 Shares 50,108 Est. Cost $20.55 Unrealized
NFLX NETFLIX INC 0.4%
Value ($000) $382 Shares 1,017 Est. Cost $35.38 Unrealized 0.0%
ARMK ARAMARK 0.4%
Value ($000) $380 Shares 19,041 Est. Cost $24.41 Unrealized 0.0%
VIACOMCBS INC 0.3%
Value ($000) $357 Shares 25,514 Est. Cost $21.98 Unrealized
CTAS CINTAS CORP 0.3%
Value ($000) $356 Shares 2,053 Est. Cost $61.91 Unrealized -0.2%
WMB WILLIAMS COS INC 0.3%
Value ($000) $351 Shares 24,814 Est. Cost $16.27 Unrealized -14.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.3%
Value ($000) $350 Shares 4,205 Est. Cost $125.22 Unrealized -12.5%
TXN TEXAS INSTRS INC 0.3%
Value ($000) $348 Shares 3,487 Est. Cost $101.63 Unrealized 0.0%
URBN URBAN OUTFITTERS INC 0.3%
Value ($000) $329 Shares 23,097 Est. Cost $23.23 Unrealized 0.0%
AON PLC 0.3%
Value ($000) $328 Shares 1,990 Est. Cost $188.62 Unrealized
MAT MATTEL INC 0.3%
Value ($000) $326 Shares 37,017 Est. Cost $12.26 Unrealized 0.0%
ZD J2 GLOBAL INC 0.3%
Value ($000) $319 Shares 4,258 Est. Cost $78.09 Unrealized 0.0%
SEDG SOLAREDGE TECHNOLOGIES INC 0.3%
Value ($000) $316 Shares 3,857 Est. Cost $105.76 Unrealized 0.0%
ADI ANALOG DEVICES INC 0.3%
Value ($000) $306 Shares 3,413 Est. Cost $98.34 Unrealized 0.0%
IBN ICICI BANK LIMITED 0.3%
Value ($000) $303 Shares 35,623 Est. Cost $8.51 Unrealized
XYL XYLEM INC 0.3%
Value ($000) $294 Shares 4,511 Est. Cost $72.41 Unrealized +1.5%
ANF ABERCROMBIE & FITCH CO 0.3%
Value ($000) $283 Shares 31,180 Est. Cost $19.29 Unrealized -25.8%
AMERICA MOVIL SAB DE CV 0.3%
Value ($000) $282 Shares 23,977 Est. Cost $14.62 Unrealized
JPMORGAN CHASE & CO 0.3%
Value ($000) $281 Shares 31,114 Est. Cost $9.03 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.3%
Value ($000) $279 Shares 2,099 Est. Cost $155.73 Unrealized -0.3%
MYLAN NV 0.3%
Value ($000) $275 Shares 18,460 Est. Cost $14.90 Unrealized
PTON PELOTON INTERACTIVE INC 0.3%
Value ($000) $269 Shares 10,127 Est. Cost $26.94 Unrealized +3.2%
AMGN AMGEN INC 0.3%
Value ($000) $267 Shares 1,315 Est. Cost $182.24 Unrealized 0.0%
CX CEMEX SAB DE CV 0.3%
Value ($000) $267 Shares 126,025 Est. Cost $3.78 Unrealized
GFI GOLD FIELDS LTD NEW 0.2%
Value ($000) $266 Shares 55,997 Est. Cost $5.86 Unrealized
FHN FIRST HORIZON NATL CORP 0.2%
Value ($000) $265 Shares 32,876 Est. Cost $12.79 Unrealized -13.8%
UA UNDER ARMOUR INC 0.2%
Value ($000) $259 Shares 32,105 Est. Cost $19.15 Unrealized -25.1%
SHOP SHOPIFY INC 0.2%
Value ($000) $258 Shares 620 Est. Cost $34.24 Unrealized +31.6%
NOK NOKIA CORP 0.2%
Value ($000) $255 Shares 82,289 Est. Cost $5.14 Unrealized
BHP BHP GROUP LTD 0.2%
Value ($000) $255 Shares 6,961 Est. Cost $53.63 Unrealized
SDCCQ SMILEDIRECTCLUB INC 0.2%
Value ($000) $253 Shares 54,120 Est. Cost $10.00 Unrealized -1.5%
UNITED TECHNOLOGIES CORP 0.2%
Value ($000) $249 Shares 2,644 Est. Cost $94.18 Unrealized
COF CAPITAL ONE FINL CORP 0.2%
Value ($000) $247 Shares 4,895 Est. Cost $80.63 Unrealized -1.4%
EVRG EVERGY INC 0.2%
Value ($000) $245 Shares 4,452 Est. Cost $47.73 Unrealized +9.0%
NYT NEW YORK TIMES CO 0.2%
Value ($000) $241 Shares 7,852 Est. Cost $32.48 Unrealized 0.0%
CAKE CHEESECAKE FACTORY INC 0.2%
Value ($000) $237 Shares 13,887 Est. Cost $30.06 Unrealized 0.0%
XEL XCEL ENERGY INC 0.2%
Value ($000) $236 Shares 3,912 Est. Cost $54.26 Unrealized 0.0%
WB WEIBO CORP 0.2%
Value ($000) $236 Shares 7,125 Est. Cost $33.12 Unrealized
IMAX IMAX CORP 0.2%
Value ($000) $234 Shares 25,879 Est. Cost $15.83 Unrealized 0.0%
DOCU DOCUSIGN INC 0.2%
Value ($000) $233 Shares 2,526 Est. Cost $68.71 Unrealized +17.0%
AXTA AXALTA COATING SYS LTD 0.2%
Value ($000) $232 Shares 13,439 Est. Cost $25.58 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 0.2%
Value ($000) $227 Shares 1,775 Est. Cost $108.78 Unrealized +3.0%
UPBD RENT A CTR INC NEW 0.2%
Value ($000) $223 Shares 15,799 Est. Cost $24.07 Unrealized 0.0%
MOBILE MINI INC 0.2%
Value ($000) $222 Shares 8,464 Est. Cost $26.23 Unrealized
SYF SYNCHRONY FINL 0.2%
Value ($000) $221 Shares 13,728 Est. Cost $25.18 Unrealized 0.0%
REXNORD CORP 0.2%
Value ($000) $215 Shares 9,477 Est. Cost $22.69 Unrealized
CF CF INDS HLDGS INC 0.2%
Value ($000) $214 Shares 7,873 Est. Cost $32.16 Unrealized 0.0%
HRB BLOCK H & R INC 0.2%
Value ($000) $211 Shares 15,010 Est. Cost $18.91 Unrealized -11.9%
EEFT EURONET WORLDWIDE INC 0.2%
Value ($000) $211 Shares 2,464 Est. Cost $132.47 Unrealized 0.0%
AVGO BROADCOM INC 0.2%
Value ($000) $208 Shares 878 Est. Cost $25.89 Unrealized -6.2%
QCOM QUALCOMM INC 0.2%
Value ($000) $206 Shares 3,051 Est. Cost $71.93 Unrealized 0.0%
WEC WEC ENERGY GROUP INC 0.2%
Value ($000) $205 Shares 2,330 Est. Cost $74.58 Unrealized +6.6%
EBAY EBAY INC 0.2%
Value ($000) $204 Shares 6,770 Est. Cost $29.82 Unrealized +5.7%
MEREDITH CORP 0.2%
Value ($000) $188 Shares 15,357 Est. Cost $33.67 Unrealized
TIVO CORP 0.1%
Value ($000) $143 Shares 20,249 Est. Cost $7.06 Unrealized
IVZ INVESCO LTD 0.1%
Value ($000) $137 Shares 15,139 Est. Cost $11.70 Unrealized 0.0%
SUNPOWER CORP 0.1%
Value ($000) $135 Shares 26,569 Est. Cost $8.38 Unrealized
AEO AMERICAN EAGLE OUTFITTERS IN 0.1%
Value ($000) $133 Shares 16,732 Est. Cost $14.55 Unrealized -24.5%
MTG MGIC INVT CORP WIS 0.1%
Value ($000) $133 Shares 21,020 Est. Cost $12.08 Unrealized 0.0%
LEVI LEVI STRAUSS & CO NEW 0.1%
Value ($000) $133 Shares 10,701 Est. Cost $15.41 Unrealized 0.0%
ADT ADT INC 0.1%
Value ($000) $131 Shares 30,372 Est. Cost $5.71 Unrealized -7.3%
COVETRUS INC 0.1%
Value ($000) $131 Shares 16,046 Est. Cost $18.18 Unrealized
DCH AMERICAN AXLE & MFG HLDGS IN 0.1%
Value ($000) $127 Shares 35,316 Est. Cost $7.43 Unrealized 0.0%
BBBY OVERSTOCK COM INC DEL 0.1%
Value ($000) $123 Shares 24,741 Est. Cost $6.99 Unrealized 0.0%
ARCC ARES CAPITAL CORP 0.1%
Value ($000) $116 Shares 10,789 Est. Cost $10.31 Unrealized -7.1%
ADNT ADIENT PLC 0.1%
Value ($000) $116 Shares 12,756 Est. Cost $20.14 Unrealized 0.0%
EQT EQT CORPORATION 0.1%
Value ($000) $114 Shares 16,070 Est. Cost $6.58 Unrealized 0.0%
CARS CARS COM INC 0.1%
Value ($000) $96 Shares 22,401 Est. Cost $9.66 Unrealized 0.0%
CWH CAMPING WORLD HLDGS INC 0.1%
Value ($000) $94 Shares 16,525 Est. Cost $6.82 Unrealized +33.6%
MICHAELS COS INC 0.1%
Value ($000) $93 Shares 57,454 Est. Cost $8.38 Unrealized
CSTM CONSTELLIUM SE 0.1%
Value ($000) $90 Shares 17,366 Est. Cost $10.75 Unrealized 0.0%
WNC WABASH NATL CORP 0.1%
Value ($000) $90 Shares 12,514 Est. Cost $9.85 Unrealized 0.0%
CNH CNH INDL N V 0.1%
Value ($000) $86 Shares 15,353 Est. Cost $6.95 Unrealized 0.0%
PSEC PROSPECT CAPITAL CORPORATION 0.1%
Value ($000) $83 Shares 19,533 Est. Cost $3.01 Unrealized -6.8%
VRRM VERRA MOBILITY CORP 0.1%
Value ($000) $79 Shares 11,003 Est. Cost $14.35 Unrealized -7.2%
CAL CALERES INC 0.1%
Value ($000) $76 Shares 14,670 Est. Cost $20.64 Unrealized -36.9%
CONNS INC 0.1%
Value ($000) $74 Shares 17,609 Est. Cost $12.39 Unrealized
DB DEUTSCHE BANK A G 0.1%
Value ($000) $74 Shares 11,601 Est. Cost $6.73 Unrealized +10.8%
GGAL GRUPO FINANCIERO GALICIA S.A 0.1%
Value ($000) $72 Shares 10,158 Est. Cost $7.09 Unrealized
CNX CNX RESOURCES CORPORATION 0.1%
Value ($000) $66 Shares 12,388 Est. Cost $7.88 Unrealized -15.6%
FOSL FOSSIL GROUP INC 0.1%
Value ($000) $57 Shares 17,474 Est. Cost $5.90 Unrealized 0.0%
APPS DIGITAL TURBINE INC 0.1%
Value ($000) $57 Shares 13,329 Est. Cost $7.12 Unrealized -13.1%
SBSW SIBANYE STILLWATER LTD 0.1%
Value ($000) $56 Shares 11,895 Est. Cost $4.71 Unrealized
BBVA BANCO BILBAO VIZCAYA ARGENTA 0.0%
Value ($000) $42 Shares 13,885 Est. Cost $5.59 Unrealized
TENNECO INC 0.0%
Value ($000) $40 Shares 11,212 Est. Cost $3.57 Unrealized
OII OCEANEERING INTL INC 0.0%
Value ($000) $31 Shares 10,389 Est. Cost $10.44 Unrealized 0.0%