Scion Asset Management, LLC 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
Concentration is the first item to inspect: top 5 100.00%, top 10 100.00%, top 20 100.00%. The largest names are MOH (Molina Healthcare, Inc.) 39.11%, LULU (lululemon athletica inc.) 37.47%, and SLM 23.42%, and the largest sector exposures are Health Care 39.11%, Consumer Discretionary 37.47%, and Financials 23.42%. If those exposures reverse, baseline performance can diverge sharply from a broad index.
The strongest recent period was 2025-03-31 (49.73% strategy return, 9.22% benchmark, 40.52% excess, 164.36% turnover), while the weakest was 2023-09-30 (0.24% strategy return, 10.11% benchmark, -9.87% excess, 114.64% turnover). Those periods should be read alongside baseline metrics of return 22.80%, alpha 20.62%, beta 0.68, Sharpe 0.65, Sortino 0.92, and max drawdown -65.68% to judge whether returns came from persistent exposure or a narrow timing window.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by MOH (Molina Healthcare, Inc.) 39.11%, LULU (lululemon athletica inc.) 37.47%, and SLM 23.42%, with sector exposure of Health Care 39.11%, Consumer Discretionary 37.47%, and Financials 23.42%. The baseline metrics show return 22.80%, alpha 20.62%, beta 0.68, Sharpe 0.65, Sortino 0.92, and max drawdown -65.68%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.