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RiskModels / 13F Filers / Elliott Investment Management

Elliott Investment Management · Paul Singer

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
$12.4B
Holdings
12
Top-10 weight
99%
As of
2026-06-30
Filed
2026-08-14

Return attribution — beta or stock-picking?

Sum of monthly ERM3 attribution over the trailing 12 months (2025-07-31 → 2026-06-30), modeled subset of holdings. Roughly 24% of the gross return came from stock selection (residual return) — most of the return came from factor exposure, not selection.

Gross

+29.9%

Market

+17.9%

Sector

+5.6%

Subsector

-3.0%

Stock selection

+7.2%

Top holdings

12 reported positions; top 12 shown. “Stock-specific” is the share of each position's variance not explained by market, sector, or subsector factors.

#HoldingWeightValueStock-specific
1TFPMTriple Flag Precious Metals Corp.32.3%$4.0B91%
2PSXPhillips 6626.3%$3.3B43%
3HPEHewlett Packard Enterprise Co.11.8%$1.5B66%
4LUVSouthwest Airlines Co.10.1%$1.2B65%
5UNITUniti Group Inc.5.5%$677M83%
6PINSPinterest, Inc. Class A4.8%$589M82%
7ETSYEtsy, Inc.3.0%$377M90%
8NCLHNorwegian Cruise Line Holdings Ltd.2.5%$310M69%
9PEPPepsiCo, Inc.1.4%$173M52%
10EQIXEquinix, Inc.1.3%$156M80%
11SNPSSynopsys, Inc.0.8%$101M85%
12HDBHDFC BANK LTD0.2%$21M87%

100% of reported AUM is in the ERM3 model universe; attribution and risk shares cover that subset. Source: SEC Form 13F-HR, filed 2026-08-14.

How concentrated is this book?

Quarter-end concentration across 26 filings from 2020-03-31 to 2026-06-30, with the latest filing set against this manager's own median.

Effective N
4.9
median 5.5
Top 5 weight
—
no median
Top 10 weight
99.0%
median 93.2%
Weight HHI
—
no median

Effective N is inverse-Herfindahl breadth, not a holding count: it falls well below the number of positions when one name dominates, which is the case worth seeing. This book held 12 positions at 2026-06-30.

Interrogate this portfolio

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Informational use only — not investment advice. Blue Water Macro Corp.