Third Point · Dan Loeb

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
$2.5B
Holdings
14
Top-10 weight
91%
As of
2020-03-31
Filed
2020-06-14

Return attribution — beta or stock-picking?

Sum of monthly ERM3 attribution over the trailing 12 months (2019-04-30 2020-03-31), modeled subset of holdings. Roughly 15% of the gross return was idiosyncratic — most of the return came from factor exposure, not stock selection.

Gross

-5.6%

Market

-4.6%

Sector

+0.8%

Subsector

-2.6%

Stock-specific

+0.8%

Top holdings

14 reported positions; top 14 shown. “Stock-specific” is the share of each position's variance not explained by market, sector, or subsector factors.

#HoldingWeightValueStock-specific
1AMZN17.0%$419M52%
2CNC15.7%$387M67%
3V9.2%$226M56%
4CRM8.9%$220M46%
5ADBE8.6%$212M64%
6IQV8.0%$198M74%
7RESTRICT…7.9%$195M
8BURL7.2%$178M83%
9CHTR5.3%$131M80%
10ROP3.5%$86M76%
11SHW2.8%$69M53%
12AVTR2.5%$62M82%
13SONY1.6%$40M81%
14RESTRICT…1.6%$39M

100% of reported AUM is in the ERM3 model universe; attribution and risk shares cover that subset. Source: SEC Form 13F-HR, filed 2020-06-14.

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