Two Sigma Advisers

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
$37.8B
Holdings
1460
Top-10 weight
25%
As of
2025-12-31
Filed
2026-03-16

Return attribution — beta or stock-picking?

Sum of monthly ERM3 attribution over the trailing 12 months (2025-01-31 2025-12-31), modeled subset of holdings. Roughly 12% of the gross return was idiosyncratic — most of the return came from factor exposure, not stock selection.

Gross

+18.9%

Market

+15.3%

Sector

+0.3%

Subsector

+0.5%

Stock-specific

+2.3%

Top holdings

1460 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
1NVDA4.4%$1.7B46%
2AAPL4.2%$1.6B73%
3MSFT3.4%$1.3B56%
4AMZN3.0%$1.1B52%
5MA1.9%$701M52%
6MU1.8%$666M47%
7PLTR1.7%$653M60%
8SCHW1.7%$628M52%
9TSLA1.7%$625M47%
10AMD1.6%$621M54%
11BSX1.6%$601M72%
12LMT1.6%$592M65%
13ADBE1.5%$584M64%
14TMUS1.5%$574M84%
15PGR1.5%$560M60%

91% of reported AUM is in the ERM3 model universe; attribution and risk shares cover that subset. Source: SEC Form 13F-HR, filed 2026-03-16.

Interrogate this portfolio

Ask the AI risk analyst what changed last quarter, where the concentration risk sits, or how your portfolio overlaps with Two Sigma Advisers's.