Coatue Management · Philippe Laffont

Latest 13F holdings with ERM3 risk decomposition — how much of the portfolio's return is market beta versus genuine stock-picking, and where the residual risk concentrates.

Reported AUM
$26.9B
Holdings
32
Top-10 weight
71%
As of
2025-12-31
Filed
2026-03-16

Return attribution — beta or stock-picking?

Sum of monthly ERM3 attribution over the trailing 12 months (2025-01-31 2025-12-31), modeled subset of holdings. Roughly 15% of the gross return was idiosyncratic — most of the return came from factor exposure, not stock selection.

Gross

+26.2%

Market

+20.8%

Sector

+1.0%

Subsector

-1.4%

Stock-specific

+3.9%

Top holdings

32 reported positions; top 15 shown. “Stock-specific” is the share of each position's variance not explained by market, sector, or subsector factors.

#HoldingWeightValueStock-specific
1MSFT9.3%$2.5B56%
2META9.3%$2.5B58%
3AMZN8.5%$2.3B52%
4GEV8.2%$2.2B67%
5CEG7.7%$2.1B65%
6NVDA6.4%$1.7B46%
7AMAT5.7%$1.5B35%
8APP5.5%$1.5B76%
9SPOT5.3%$1.4B80%
10RDDT4.7%$1.3B78%
11NFLX3.8%$1.0B82%
12DASH3.7%$989M83%
13ORCL3.2%$865M66%
14CVNA3.1%$826M96%
15SNPS2.9%$778M84%

91% of reported AUM is in the ERM3 model universe; attribution and risk shares cover that subset. Source: SEC Form 13F-HR, filed 2026-03-16.

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