Lemonade, Inc.
Expected move
InputsNext report
Last report
Largest filed tie
13F top-10 QoQ
Top fund weight
Last report5 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
No thesis.
Lemonade, Inc.
43.47
Fund move
Fund move
−23.72%
vs ±13.3% implied · ×1.78
shaded = implied · ▲▼ = realized
| Rank | Manager | Value | % 13F | ||
|---|---|---|---|---|---|
| 1 | BlackRockBlackRockindex-like | $393.4M | 11.63% | +21.71% | |
| 2 | JPMorgan ChaseJPMorgan Chase | $335.5M | 9.92% | +2.47% | |
| 3 | Vanguard Portfolio ManagementVanguard Portfolioindex-like | $204.3M | 6.04% | +5.32% | |
| 4 | Vanguard Capital ManagementVanguardindex-like | $199.8M | 5.91% | +1.76% | |
| 5 | Jane Street GroupJane Street | $184.5M | 5.46% | −3.85% | |
| 6 | Susquehanna International GroupSusquehanna International | $181.7M | 5.38% | −1.20% | |
| 7 | Baillie GiffordBaillie Gifford | $179.0M | 5.29% | −0.56% | |
| 8 | Citadel AdvisorsCitadel | $145.3M | 4.30% | −6.19% | |
| 9 | Goldman Sachs GroupGoldman Sachs | $125.8M | 3.72% | +166.69% | |
| 10 | State StreetState Streetindex-like | $115.1M | 3.40% | +13.81% | |
| 11 | Geode Capital ManagementGeodeindex-like | $112.6M | 3.33% | +0.86% | |
| 12 | Morgan StanleyMorgan Stanley | $78.9M | 2.33% | +4.13% | |
| 13 | Two Sigma InvestmentsTwo Sigma | $77.0M | 2.28% | +24.27% | |
| 14 | Halter Ferguson FinancialHalter Ferguson Financial | $65.4M | 1.94% | +84.11% | |
| 15 | Northern TrustNorthern Trustindex-like | $45.7M | 1.35% | +15.26% | |
| 16 | Analyst IMS Investment Management ServicesAnalyst IMS Investment Management Services | $40.2M | 1.19% | 0.00% | |
| 17 | Frontier Capital ManagementFrontier | $39.7M | 1.17% | −9.30% | |
| 18 | Capital Fund ManagementCapital Fund | $37.2M | 1.10% | +83.92% | |
| 19 | Charles Schwab Investment ManagementCharles Schwabindex-like | $36.7M | 1.08% | +8.98% | |
| 20 | Vanguard Fiduciary TrustVanguard Fiduciary Trustindex-like | $31.0M | 0.92% | +7.65% | |
| 21 | T. Rowe Price Investment ManagementT. Rowe Price | $29.2M | 0.86% | new | |
| 22 | UBS GroupUBS | $27.6M | 0.82% | +22.24% | |
| 23 | Qube Research & TechnologiesQube Research & Technologies | $27.6M | 0.82% | +52.60% | |
| 24 | Trexquant InvestmentTrexquant Investment | $27.3M | 0.81% | +55.00% | |
| 25 | CitigroupCitigroup | $24.2M | 0.72% | +38.10% |
343 managers report $3.4B of Lemonade on form 13F for the quarter ended Jun 30 '26. 23 of them hold 80% of it; BlackRock is largest at 11.63%.
Linked news
Expected move
Inputs8Q avg ±17.2%·×0.64·cheap
straddle ±12.5%
spot 42.94exp Nov 6ATM strike 43ATM straddle 6.33IV 133%