Bridgewater Associates · Ray Dalio

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
$13.6B
Holdings
696
Top-10 weight
29%
As of
2025-09-30
Filed
2025-12-14

Return attribution — beta or stock-picking?

Sum of monthly ERM3 attribution over the trailing 12 months (2024-10-31 2025-09-30), modeled subset of holdings. Roughly 38% of the gross return was idiosyncratic — most of the return came from factor exposure, not stock selection.

Gross

+11.3%

Market

+16.4%

Sector

-0.3%

Subsector

-0.7%

Stock-specific

-4.3%

Top holdings

696 reported positions; top 15 shown. “Stock-specific” is the share of each position's variance not explained by market, sector, or subsector factors.

#HoldingWeightValueStock-specific
1MSFT4.2%$568M56%
2CRM3.5%$476M46%
3NVDA3.4%$468M46%
4ADBE3.3%$445M64%
5GEV2.9%$400M67%
6UBER2.6%$353M85%
7JNJ2.3%$318M69%
8META2.3%$306M58%
9AMD2.1%$290M54%
10SE2.1%$287M85%
11NOW2.0%$278M44%
12WDAY1.8%$250M56%
13AMZN1.8%$247M52%
14V1.7%$231M56%
15MA1.5%$208M52%

96% of reported AUM is in the ERM3 model universe; attribution and risk shares cover that subset. Source: SEC Form 13F-HR, filed 2025-12-14.

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