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Rayliant Investment Research

Location
SANTA MONICA, CA
Portfolio Value
Micro $4,884,947
Diversification
Highly concentrated
Filing Date
Dec 31, 2022
Global Rank
#6,690 / 6,944
Top Industry
Consumer Electronics 46.1%
3Y Alpha vs SPY
-1.3%
Period ended 3 years ago
Filed Feb 15, 2023 · 3y

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio
+71.5%
SPY
+76.3%
Annualised alpha
-1.1%
Max drawdown
−26.9%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

7 positions · as of Dec 31, 2022
Top Position
46.1%
of portfolio value
Top 5
91.2%
of portfolio value
Top 10
100.0%
of portfolio value
HHI
2,719
Highly concentrated

Sector Breakdown

As of Dec 31, 2022
Sector % Portfolio Value
Technology 61.7% $3,014,401
Consumer Cyclical 14.7% $720,342
Financial Services 13.5% $660,592
Communication Services 6.3% $305,934
Healthcare 3.8% $183,678

Portfolio Positions

Export CSV View 13F filing
7 positions · $4,884,947 total · as of Dec 31, 2022
Ticker Company Shares Value (USD) % of Portfolio History