Alpha DNA Investment Management LLC — 13F Portfolio

Alpha DNA Investment Management LLC is a U.S.-based registered investment advisor that appears in the SEC’s institutional manager database under CIK #1842440. The firm manages discretionary portfolios that include U.S.-listed equities and equity-like instruments and, by virtue of crossing the relevant reporting thresholds, files Form 13F with the Securities and Exchange Commission. Publicly available narrative detail on Alpha DNA Investment Management LLC is limited in mainstream sources. Information such as its full ownership structure, dedicated investment team, and product lineup is not widely disseminated. The most consistent and transparent window into the firm’s activities is therefore its Form 13F filing history. Each quarterly 13F report lists the manager’s reportable long positions in 13(f) securities as of quarter-end, including issuer names, security classes, share counts, and market values. These disclosures capture only one portion of the firm’s activity: long positions in U.S.-listed equities and certain ETFs that qualify as 13(f) securities. Short positions, most derivatives, fixed income, non-U.S. securities not traded on U.S. exchanges, and intra-quarter trading are not included. On a 13F analytics platform, all filings associated with CIK #1842440 can be assembled into a continuous 13F History for Alpha DNA Investment Management LLC, creating a structured dataset for position-level and portfolio-level analysis.

Because Alpha DNA Investment Management LLC does not publish a widely available, detailed description of its mandate, its practical investment style must be inferred from regulatory data rather than from marketing documents. The structure of its 13F filings allows allocators to reverse-engineer key aspects of how the firm deploys capital in U.S.-listed markets. From the 13F record, an allocator can study: - Breadth versus concentration: the number of holdings disclosed in each quarter and the share of capital residing in the top positions, to determine whether the firm favors a concentrated best-ideas portfolio or a more diversified approach. - Sector and industry tilts: the distribution of holdings by sector (technology, healthcare, financials, industrials, consumer, etc.) across time, to spot any persistent thematic lean or cyclical sector rotation. - Market-cap profile: the mix of large-, mid-, and small-cap companies in the reported book, highlighting whether the strategy focuses on highly liquid blue chips, mid-cap growth/value, or smaller, potentially less efficient names. - Holding period behavior: the persistence of individual securities and the stability or turnover of top holdings from one quarter to the next, indicating whether the portfolio is built around longer-term fundamental theses or employs a more trading-oriented style. Because no explicit public label—such as "value," "growth," "quantitative," or "event-driven"—is attached to the strategy, the most robust characterization is empirical. A holdings-based review of the firm’s 13F Portfolio Composition can compare valuation multiples, profitability, balance-sheet strength, and growth metrics of portfolio constituents to determine whether the disclosed book historically leans toward discounted value opportunities, higher-growth franchises, quality compounders, or some blend of these attributes. Once the full 13F file set is ingested into a Portfolio Simulator or Backtesting Service, the disclosed names and weights can be used to build a long-only replication that mirrors Alpha DNA Investment Management LLC’s reported positions at each quarter-end. That replication forms the basis for a 13F-derived Historical Track Record, showing how the public portion of the manager’s idea set would have evolved over time if held passively between filings.

Alpha DNA Investment Management LLC is a relatively low-profile SEC-registered investment advisor whose clearest public record is its 13F filing history under CIK #1842440. While narrative detail on its internal organization and explicit investment mandate is limited, the disclosed holdings provide a consistent, rules-based window into how the manager’s U.S.-listed long book has been constructed and adjusted across market environments. By aggregating these filings into a unified dataset, an analytics platform can construct a 13F-based Historical Track Record that mirrors a portfolio holding Alpha DNA’s reportable positions between quarter-ends. Examining that reconstructed capital trajectory alongside evolving 13F Portfolio Composition—issuer concentration, sector balance, market-cap mix, and changes in implied factor tilts—helps allocators infer the realized structure and style tendencies of the manager’s disclosed sleeve. Overlaying risk diagnostics such as Max Drawdown Depth and a holdings-derived Sharpe Ratio further illuminates the variability and risk-adjusted characteristics of this long-only replication. Used within a Portfolio Simulator and related Performance Backtests Online, these tools offer an independent, public-data-driven lens on one dimension of Alpha DNA Investment Management LLC’s activity. The key analytical question for allocators is how closely the regime sensitivity implied by this 13F-based reconstruction—across equity bull and bear phases, style rotations, and volatility spikes—aligns with the behavior of the firm’s full portfolios, including any non-U.S., non-equity, or hedged exposures that lie outside the scope of Form 13F.

The observable risk profile for Alpha DNA Investment Management LLC, as viewed through Form 13F, is confined to the long U.S.-listed equity sleeve. Any additional exposures—short books, derivatives, fixed income, alternatives, or non-U.S. securities not listed on U.S. exchanges—do not appear in 13F and therefore cannot be directly assessed from that data alone. Using the reconstructed 13F-based replication as a proxy, allocators can estimate several key risk dimensions: - Equity market sensitivity: By regressing the replication’s returns against major U.S. equity indices, one can infer the portfolio’s beta and observe how it changes over time as sector mix, capitalization profile, and security selection evolve. - Concentration risk: The proportion of capital allocated to the largest holdings and the degree of clustering in particular sectors or themes indicate vulnerability to idiosyncratic or sector-specific shocks. - Factor exposures: Applying multi-factor models to the underlying securities reveals tilts toward value vs. growth, quality, momentum, size, and other style characteristics that can drive performance dispersion across regimes. - Liquidity profile: The distribution of holdings across large-, mid-, and small-cap names, together with typical trading volumes, provides insight into how a long-only replication might behave under stressed market conditions or periods of rapid de‑risking. By treating each 13F report as a quarter-end snapshot and running Performance Backtests Online, an allocator can construct a synthetic, long-only capital path that holds Alpha DNA Investment Management LLC’s disclosed positions between filings. From this reconstructed stream, it is possible to calculate volatility, downside capture in broad market drawdowns, and Max Drawdown Depth, which summarizes the most severe peak-to-trough contraction implied by the 13F-based portfolio. A holdings-derived Sharpe Ratio can then be computed to measure the relationship between the replication’s excess growth rate and its variability, providing a concise view of risk-adjusted outcomes for the unhedged U.S. long-equity sleeve. These analytics must be interpreted with appropriate caution. Because Form 13F does not show short exposure, options or other derivatives, cash balances, intra-quarter trading, or positions outside the U.S.-listed universe, the volatility and drawdown characteristics inferred from 13F-based backtests describe only a partial, long-only slice of the firm’s total economic exposure.