13F HOLDINGS REPORT

Blueshift Asset Management, LLC

Quarter ended Q2 2024 · Filed August 14, 2024 · Accession 0001727827-24-000005

Total Value

$297.8M

Positions

321

Other Managers

Confidential Omitted

View on SEC.gov

Holdings (321)

#	Issuer	Ticker / CUSIP	Shares	Value	% of Filing
1	nan	SPY	40,661	$22.1M	7.43%
2	nan	464287655	104,973	$21.3M	7.15%
3	nan	KMX	75,874	$5.6M	1.87%
4	nan	ANF	30,645	$5.4M	1.83%
5	nan	TGT	28,296	$4.2M	1.41%
6	nan	518439104	37,928	$4.0M	1.35%
7	nan	681116109	39,684	$3.9M	1.31%
8	nan	RH	15,631	$3.8M	1.28%
9	nan	AAPL	17,241	$3.6M	1.22%
10	nan	SHOP	49,181	$3.2M	1.09%
11	nan	BKNG	748	$3.0M	0.99%
12	nan	INTU	4,449	$2.9M	0.98%
13	nan	KSS	115,026	$2.6M	0.89%
14	nan	872540109	23,681	$2.6M	0.88%
15	nan	TPR	58,978	$2.5M	0.85%
16	nan	HPQ	71,232	$2.5M	0.84%
17	nan	GPC	17,680	$2.4M	0.82%
18	nan	WDAY	10,650	$2.4M	0.80%
19	nan	GRMN	14,477	$2.4M	0.79%
20	nan	TOYOF	11,365	$2.3M	0.78%
21	nan	MET-PF	32,657	$2.3M	0.77%
22	nan	ALK	53,881	$2.2M	0.73%
23	nan	37940X102	22,114	$2.1M	0.72%
24	nan	MTN	11,698	$2.1M	0.71%
25	nan	URBN	50,776	$2.1M	0.70%
26	nan	MSFT	4,647	$2.1M	0.70%
27	nan	02376R102	181,110	$2.1M	0.69%
28	nan	94106L109	9,555	$2.0M	0.68%
29	nan	TSCO	7,493	$2.0M	0.68%
30	nan	67103H107	1,836	$1.9M	0.65%
31	nan	BURL	7,626	$1.8M	0.61%
32	nan	ADBE	3,238	$1.8M	0.60%
33	nan	760759100	9,223	$1.8M	0.60%
34	nan	CAT	5,333	$1.8M	0.60%
35	nan	QCOM	8,490	$1.7M	0.57%
36	nan	CVS	27,909	$1.6M	0.55%
37	nan	256677105	12,273	$1.6M	0.54%
38	nan	BC-PC	21,943	$1.6M	0.54%
39	nan	ADP	6,502	$1.6M	0.52%
40	nan	ROL	31,758	$1.5M	0.52%
41	nan	370334104	23,776	$1.5M	0.51%
42	nan	DUOL	7,124	$1.5M	0.50%
43	nan	POOL	4,794	$1.5M	0.49%
44	nan	CBRE	16,478	$1.5M	0.49%
45	nan	NXPI	5,391	$1.5M	0.49%
46	nan	RUN	122,016	$1.4M	0.49%
47	nan	WING	3,412	$1.4M	0.48%
48	nan	BX	11,507	$1.4M	0.48%
49	nan	TOST	54,695	$1.4M	0.47%
50	nan	AZO	474	$1.4M	0.47%
51	nan	345370860	107,865	$1.4M	0.45%
52	nan	UPS	9,852	$1.3M	0.45%
53	nan	ROST	8,783	$1.3M	0.43%
54	nan	743315103	6,130	$1.3M	0.43%
55	nan	CMI	4,597	$1.3M	0.43%
56	nan	DLTR	11,740	$1.3M	0.42%
57	nan	SHW	4,142	$1.2M	0.42%
58	nan	LYV	13,053	$1.2M	0.41%
59	nan	ORCL-PD	8,586	$1.2M	0.41%
60	nan	TYL	2,411	$1.2M	0.41%
61	nan	NVDA	9,715	$1.2M	0.40%
62	nan	JNJ	8,207	$1.2M	0.40%
63	nan	SNEJF	14,088	$1.2M	0.40%
64	nan	UBER	16,170	$1.2M	0.39%
65	nan	15677J108	22,538	$1.1M	0.38%
66	nan	SGI	23,468	$1.1M	0.37%
67	nan	MGM	24,954	$1.1M	0.37%
68	nan	064058100	18,340	$1.1M	0.37%
69	nan	MOH	3,515	$1.0M	0.35%
70	nan	ABBV	6,051	$1.0M	0.35%
71	nan	INTR	5,964	$1.0M	0.35%
72	nan	SPOT	3,248	$1.0M	0.34%
73	nan	PYPL	17,527	$1.0M	0.34%
74	nan	PINS	22,738	$1.0M	0.34%
75	nan	CNC	15,053	$998,014	0.34%
76	nan	NBIS	80,922	$995,860	0.33%
77	nan	WYNN	11,049	$988,886	0.33%
78	nan	INTC	31,136	$964,282	0.32%
79	nan	EPAM	5,106	$960,490	0.32%
80	nan	G3421J106	4,773	$924,291	0.31%
81	nan	199908104	3,004	$913,576	0.31%
82	nan	V	3,456	$907,096	0.30%
83	nan	PFE	31,766	$888,813	0.30%
84	nan	FWONB	12,367	$888,445	0.30%
85	nan	CNK	40,927	$884,842	0.30%
86	nan	FTNT	14,645	$882,654	0.30%
87	nan	00790R104	5,428	$870,597	0.29%
88	nan	SHAK	9,435	$849,150	0.29%
89	nan	KHC	25,986	$837,269	0.28%
90	nan	AN	5,204	$829,414	0.28%
91	nan	FIVE	7,579	$825,884	0.28%
92	nan	WMT	11,901	$805,817	0.27%
93	nan	EMR	7,304	$804,609	0.27%
94	nan	37045V100	17,309	$804,176	0.27%
95	nan	RBLX	21,489	$799,606	0.27%
96	nan	12503M108	4,683	$796,391	0.27%
97	nan	AEO	39,854	$795,486	0.27%
98	nan	WTW	3,028	$793,760	0.27%
99	nan	NUE	4,995	$789,610	0.27%
100	nan	PFG	10,063	$789,442	0.27%
101	nan	AFRM	26,074	$787,696	0.26%
102	nan	AER	8,399	$782,787	0.26%
103	nan	745867101	7,096	$781,270	0.26%
104	nan	GOOG	4,245	$778,618	0.26%
105	nan	OC	4,429	$769,406	0.26%
106	nan	216648501	8,794	$767,716	0.26%
107	nan	ARRY	74,285	$762,164	0.26%
108	nan	125523100	2,269	$750,063	0.25%
109	nan	RACE	1,835	$749,359	0.25%
110	nan	SAIA	1,579	$748,904	0.25%
111	nan	TREX	9,993	$740,681	0.25%
112	nan	CDW	3,269	$731,733	0.25%
113	nan	MASI	5,783	$728,311	0.24%
114	nan	AKAM	7,940	$715,235	0.24%
115	nan	KTB	10,780	$713,097	0.24%
116	nan	MDT	8,978	$706,658	0.24%
117	nan	CMG	11,184	$700,678	0.24%
118	nan	FISV	4,681	$697,656	0.23%
119	nan	770700102	30,416	$690,747	0.23%
120	nan	ILMN	6,504	$678,888	0.23%
121	nan	BLD	1,750	$674,222	0.23%
122	nan	45167R104	3,335	$671,002	0.23%
123	nan	ONTO	3,053	$670,317	0.23%
124	nan	PCAR	6,491	$668,184	0.22%
125	nan	CRH	8,861	$664,398	0.22%
126	nan	172062101	5,609	$662,423	0.22%
127	nan	HGV	16,306	$659,252	0.22%
128	nan	ASMLF	642	$656,593	0.22%
129	nan	DKNG	17,122	$653,547	0.22%
130	nan	MU	4,872	$640,814	0.22%
131	nan	FBIN	9,826	$638,100	0.21%
132	nan	EME	1,726	$630,128	0.21%
133	nan	CSX	18,722	$626,251	0.21%
134	nan	WEX	3,505	$620,876	0.21%
135	nan	533900106	3,278	$618,362	0.21%
136	nan	109641100	8,427	$610,031	0.20%
137	nan	VZ	14,786	$609,775	0.20%
138	nan	23331A109	4,324	$609,381	0.20%
139	nan	AFL	6,812	$608,380	0.20%
140	nan	NDSN	2,597	$602,348	0.20%
141	nan	ZBH	5,550	$602,342	0.20%
142	nan	EFX	2,452	$594,512	0.20%
143	nan	XRAY	23,590	$587,627	0.20%
144	nan	MAS	8,747	$583,162	0.20%
145	nan	TMDX	3,806	$573,260	0.19%
146	nan	TOL	4,947	$569,795	0.19%
147	nan	NVR	75	$569,142	0.19%
148	nan	ACN	1,867	$566,466	0.19%
149	nan	YOU	30,254	$566,052	0.19%
150	nan	832696405	5,104	$556,540	0.19%
151	nan	NCSYF	3,229	$555,291	0.19%
152	nan	APTV	7,762	$546,600	0.18%
153	nan	749685103	5,068	$545,722	0.18%
154	nan	PAYC	3,810	$544,982	0.18%
155	nan	PAYX	4,587	$543,835	0.18%
156	nan	548661107	2,446	$539,245	0.18%
157	nan	536797103	2,123	$535,951	0.18%
158	nan	RMBS	9,063	$532,542	0.18%
159	nan	CME	2,695	$529,837	0.18%
160	nan	HIMS	26,209	$529,160	0.18%
161	nan	92857W308	59,626	$528,883	0.18%
162	nan	CSCO	11,131	$528,834	0.18%
163	nan	DT	11,726	$524,621	0.18%
164	nan	DE	1,398	$522,335	0.18%
165	nan	LMND	31,647	$522,176	0.18%
166	nan	FCX	10,626	$516,424	0.17%
167	nan	BWA	15,962	$514,615	0.17%
168	nan	PEN	2,858	$514,354	0.17%
169	nan	IQV	2,426	$512,953	0.17%
170	nan	BLDR	3,701	$512,255	0.17%
171	nan	AVTR	24,036	$509,563	0.17%
172	nan	RS	1,765	$504,084	0.17%
173	nan	CHWY	18,480	$503,395	0.17%
174	nan	ATKR	3,705	$499,916	0.17%
175	nan	695156109	2,730	$498,389	0.17%
176	nan	NVT	6,475	$496,050	0.17%
177	nan	UNTCW	10,166	$494,678	0.17%
178	nan	CAG	17,339	$492,774	0.17%
179	nan	844741108	17,121	$489,832	0.16%
180	nan	MSI	1,246	$481,018	0.16%
181	nan	VRT	5,521	$477,953	0.16%
182	nan	FIVN	10,500	$463,050	0.16%
183	nan	PNR	5,961	$457,030	0.15%
184	nan	573284106	839	$454,570	0.15%
185	nan	693506107	3,600	$453,204	0.15%
186	nan	452308109	1,904	$451,172	0.15%
187	nan	LIN	1,026	$450,219	0.15%
188	nan	BRBR	7,874	$449,920	0.15%
189	nan	HUBB	1,223	$446,982	0.15%
190	nan	15678U128	10,791	$441,244	0.15%
191	nan	26969P108	2,014	$437,964	0.15%
192	nan	IR	4,710	$427,856	0.14%
193	nan	VRSN	2,391	$425,120	0.14%
194	nan	MCHPP	4,598	$420,717	0.14%
195	nan	LEA	3,677	$419,950	0.14%
196	nan	HOLX	5,583	$414,538	0.14%
197	nan	QLYS	2,894	$412,684	0.14%
198	nan	COIN	1,854	$412,014	0.14%
199	nan	FLEX	13,967	$411,887	0.14%
200	nan	MTH	2,534	$410,128	0.14%
201	nan	DXCM	3,584	$406,354	0.14%
202	nan	INTR	13,892	$404,118	0.14%
203	nan	05478C105	9,253	$389,829	0.13%
204	nan	CNM	7,953	$389,220	0.13%
205	nan	ETSY	6,584	$388,324	0.13%
206	nan	817565104	5,438	$386,805	0.13%
207	nan	CHDN	2,768	$386,413	0.13%
208	nan	693475105	2,479	$385,435	0.13%
209	nan	PEP	2,330	$384,287	0.13%
210	nan	AAP	5,906	$374,027	0.13%
211	nan	SMCI	455	$372,804	0.13%
212	nan	16119P108	1,239	$370,411	0.12%
213	nan	609207105	5,611	$367,184	0.12%
214	nan	NTNX	6,420	$364,977	0.12%
215	nan	SEDG	14,243	$359,778	0.12%
216	nan	LW	4,276	$359,526	0.12%
217	nan	HSIC	5,549	$355,691	0.12%
218	nan	BALL	5,923	$355,498	0.12%
219	nan	BSY	7,120	$351,443	0.12%
220	nan	CDNS	1,135	$349,296	0.12%
221	nan	ALLE	2,955	$349,133	0.12%
222	nan	LEN-B	2,316	$347,099	0.12%
223	nan	TRUP	11,790	$346,626	0.12%
224	nan	U	21,056	$342,371	0.11%
225	nan	SAPGF	1,679	$338,671	0.11%
226	nan	MRK	2,709	$335,374	0.11%
227	nan	GLAXF	8,599	$331,062	0.11%
228	nan	955306105	1,001	$329,719	0.11%
229	nan	EG	861	$328,058	0.11%
230	nan	UNMA	6,409	$327,564	0.11%
231	nan	22160K105	382	$324,696	0.11%
232	nan	759351604	1,573	$322,890	0.11%
233	nan	929160109	1,297	$322,538	0.11%
234	nan	RL	1,837	$321,585	0.11%
235	nan	MELI	195	$320,463	0.11%
236	nan	ATO	2,728	$318,221	0.11%
237	nan	892672106	2,990	$316,940	0.11%
238	nan	71654V101	23,071	$314,688	0.11%
239	nan	EWBC	4,236	$310,202	0.10%
240	nan	88339J105	3,160	$308,637	0.10%
241	nan	CRI	4,975	$308,301	0.10%
242	nan	ABLZF	2,958	$307,366	0.10%
243	nan	RRX	2,263	$306,003	0.10%
244	nan	894164102	6,801	$305,909	0.10%
245	nan	LYFT	21,516	$303,376	0.10%
246	nan	CTSH	4,410	$299,880	0.10%
247	nan	IBN	10,367	$298,673	0.10%
248	nan	12769G100	7,499	$298,010	0.10%
249	nan	926400102	16,861	$297,934	0.10%
250	nan	BBWI	7,595	$296,585	0.10%
251	nan	655664100	13,924	$295,467	0.10%
252	nan	CSGP	3,906	$289,591	0.10%
253	nan	BSQKZ	4,473	$288,464	0.10%
254	nan	AMD	1,777	$288,247	0.10%
255	nan	ATMU	9,983	$287,311	0.10%
256	nan	FITBM	7,825	$285,534	0.10%
257	nan	UNH	559	$284,676	0.10%
258	nan	608190104	2,498	$283,748	0.10%
259	nan	BYD	5,134	$282,883	0.09%
260	nan	LTH	14,988	$282,224	0.09%
261	nan	ULTA	713	$275,125	0.09%
262	nan	SOFI	41,407	$273,700	0.09%
263	nan	BROS	6,604	$273,406	0.09%
264	nan	UNP	1,204	$272,417	0.09%
265	nan	941848103	930	$269,812	0.09%
266	nan	14040H105	1,945	$269,285	0.09%
267	nan	FFIV	1,553	$267,473	0.09%
268	nan	TRV	1,311	$266,579	0.09%
269	nan	85225A107	6,075	$265,052	0.09%
270	nan	929740108	1,671	$264,102	0.09%
271	nan	HAS	4,513	$264,010	0.09%
272	nan	DOW	4,959	$263,075	0.09%
273	nan	BEN	11,753	$262,680	0.09%
274	nan	200340107	5,129	$261,784	0.09%
275	nan	ROIV	24,580	$259,811	0.09%
276	nan	ED	2,893	$258,692	0.09%
277	nan	GLBE	7,090	$257,154	0.09%
278	nan	SYK	754	$256,548	0.09%
279	nan	GFIOF	17,110	$254,939	0.09%
280	nan	PUKPF	2,172	$254,537	0.09%
281	nan	MCW	35,456	$252,447	0.08%
282	nan	GTM	19,753	$252,246	0.08%
283	nan	05550J101	2,861	$251,310	0.08%
284	nan	STT-PG	3,365	$249,010	0.08%
285	nan	RHI	3,892	$249,010	0.08%
286	nan	TAP-A	4,880	$248,050	0.08%
287	nan	SMTC	8,255	$246,659	0.08%
288	nan	ALV	2,295	$245,542	0.08%
289	nan	CUBE	5,424	$245,002	0.08%
290	nan	CCK	3,272	$243,404	0.08%
291	nan	FIGS	45,499	$242,510	0.08%
292	nan	SPT	6,782	$241,982	0.08%
293	nan	CTAS	342	$239,489	0.08%
294	nan	BRKRP	3,660	$233,545	0.08%
295	nan	949746101	3,920	$232,809	0.08%
296	nan	ECL	978	$232,764	0.08%
297	nan	62482R107	2,857	$232,074	0.08%
298	nan	457730109	1,717	$229,786	0.08%
299	nan	MMM	2,245	$229,417	0.08%
300	nan	SYF-PB	4,800	$226,512	0.08%
301	nan	TROW	1,946	$224,393	0.08%
302	nan	31946M103	133	$223,920	0.08%
303	nan	559222401	5,338	$223,662	0.08%
304	nan	CELG-RI	5,345	$221,978	0.07%
305	nan	H5919C104	5,702	$221,238	0.07%
306	nan	KBH	3,152	$221,207	0.07%
307	nan	465562106	37,611	$219,648	0.07%
308	nan	45168D104	447	$217,778	0.07%
309	nan	SNX	1,866	$215,336	0.07%
310	nan	AEM	3,285	$214,839	0.07%
311	nan	VVV	4,959	$214,229	0.07%
312	nan	ST	5,722	$213,946	0.07%
313	nan	LPX	2,558	$210,600	0.07%
314	nan	ADI	907	$207,032	0.07%
315	nan	PCTY	1,566	$206,477	0.07%
316	nan	NXT	4,317	$202,381	0.07%
317	nan	131193104	12,499	$191,235	0.06%
318	nan	N20944109	18,425	$186,645	0.06%
319	nan	DBI	23,775	$162,383	0.05%
320	nan	HBANP	11,271	$148,552	0.05%
321	nan	IOVA	15,831	$126,965	0.04%