Maverick Capital, Ltd. 13F holdings and portfolio analysis

已就緒Maverick Capital, Ltd. · Lee Ainslie

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策略問答參考3 條參考問答

基於這隻基金最新一期數據預生成的問答，可直接作為對話上下文使用。

baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?

Directly following the baseline exposes an investor to a moderately concentrated, filing-lagged portfolio with hidden technology concentration. Top-5 concentration is 28.57%, top-10 is 46.18%, and top-20 is 70.06%. The largest weights are Microsoft 6.71%, NVIDIA 6.71%, Amazon 6.63%, Alphabet 4.32%, and Philip Morris 4.20%. Sector weights are led by Information Technology at 22.06%, Consumer Discretionary at 16.27%, Health Care at 16.20%, and Financials at 11.34%. The backtest also flags 7,950 trades and 4.05 estimated cost, plus explicit filing-lag risk in the risk notes, so the exposure is not just stock selection risk but also implementation drag and delayed information risk.

↳Show me which baseline top holdings contribute most to sector concentration and implementation risk.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The recent quarters show why the baseline can add alpha but still feel inconsistent. The clearest strong periods were 2023-06-30 with 0.44% return versus -1.77% for SPY, a 2.21-point excess return, and 2024-12-31 with -1.24% versus SPY at -3.63%, a 2.39-point excess return. But weak quarters such as 2023-12-31 delivered only 2.08% versus SPY's 4.96% (-2.88 excess), 2024-06-30 returned 7.34% versus 9.83% (-2.49 excess), and 2025-03-31 returned 5.37% versus 9.22% (-3.85 excess) with turnover spiking to 52.27. That trade-off matches the overall profile: good long-run alpha at 2.19, but uneven benchmark-relative execution quarter to quarter.

↳Rank the baseline quarters by excess return and turnover so I can see when alpha was most efficient.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

Before accepting the baseline, a user should inspect three things: first, the real industry composition behind the 22.06% Information Technology weight and the 28.57% top-5 concentration; second, the quarterly excess-return pattern, because periods like 2023-12-31, 2024-06-30, and 2025-03-31 lagged SPY by 2.88, 2.49, and 3.85 points; third, implementation friction, since the baseline used 7,950 trades with 4.05 estimated cost and explicit reporting-lag risk. The strategy summary itself says benchmark-relative consistency is mixed, so the next step is not just checking return but confirming whether the concentration, lag, and turnover are tolerable for your use case.

↳Drill into the baseline’s lagging quarters and show which holdings or sectors were responsible.
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