L2 Asset Management, LLC
L2 Asset Management, LLC is an SEC-registered investment advisory and hedge fund firm headquartered in Boston, MA. Founded by partners with backgrounds in academia and quantitative finance, the firm specializes in systematic, evidence-based equity investing for institutional clients and financial advisors. L2 was established circa 2015, employs approximately 5-7 professionals, and manages both pooled vehicles and separately managed accounts. The team has deep experience publishing academic research and building large-scale investment products.
Investment Strategy
L2 Asset Management combines quantitative and fundamental analysis to create systematic, process-driven equity investment portfolios. Avoiding star decision-makers, the firm emphasizes disciplined portfolio construction, rigorous idea scrutiny, and empirical research. L2 strives for evidence-based active management priced competitively against passive strategies, focusing on delivering robust, repeatable investment processes and transparent communication to institutions and financial professionals.
Top Holdings
Equity Positions (357)
| Ticker | Security | Weight | Market Value | Shares | Avg Cost | Price | Change (QoQ) |
|---|---|---|---|---|---|---|---|
S SGOV | ISHARES TR | 3.71% | $22.7M | 225,280 | $100.36 | $100.69 | +$2.3M |
M MSFT | MICROSOFT CORP | 2.95% | $18.1M | 36,298 | $398.04 | $497.41 | +$5.0M |
N NVDA | NVIDIA CORPORATION | 2.72% | $16.6M | 105,059 | $67.77 | $157.99 | +$5.7M |
M META | META PLATFORMS INC | 2.48% | $15.2M | 20,569 | $379.93 | $738.09 | +$3.0M |
S SCHI | SCHWAB STRATEGIC TR | 2.43% | $14.8M | 651,801 | $22.09 | $22.76 | +$568.1K |
Options Positions (2)
| Ticker | Security | Action | Type | Notional Value | Contracts | Underlying Price | Premium Paid | Change (Contracts) | Change (Value) |
|---|---|---|---|---|---|---|---|---|---|
S SPY | SPDR S&P 500 ETF TR | Bought | Put | $212.4K | 1,422 | $617.85 | $605.81 | +883 | -$2.2M |
I IWM | ISHARES TR | Bought | Put | $66.1K | 1,120 | $215.79 | $215.74 | +1,116.3 | -$540.2K |