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Two Sigma Advisers Portfolio holdings
AUM
$51.4B
1-Year Est. Return
31.07%
This Fund
S&P 500
This Quarter
Est. Return
+5.82%
1 Year Est. Return
+31.07%
3 Year Est. Return
+128.94%
5 Year Est. Return
+161.75%
10 Year Est. Return
+607.04%
AUM
$16.8B
AUM Growth
+$922M
(+5.8%)
Cap. Flow
+$362M
Cap. Flow
% of AUM
2.16%
Top 10 Holdings %
Top 10 Hldgs %
10.13%
Holding
2,162
New
379
Increased
667
Reduced
795
Closed
309
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan plc
AGN
|
+$155M |
| 2 |
Pfizer
PFE
|
+$135M |
| 3 |
DuPont de Nemours
DD
|
+$133M |
| 4 |
YHOO
Yahoo Inc
YHOO
|
+$123M |
| 5 |
Cummins
CMI
|
+$104M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$183M |
| 2 |
Amazon
AMZN
|
+$142M |
| 3 |
Chevron
CVX
|
+$136M |
| 4 |
ExxonMobil
XOM
|
+$128M |
| 5 |
AT&T
T
|
+$122M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 14.43% |
| 2 | Technology | 14.3% |
| 3 | Healthcare | 13.49% |
| 4 | Consumer Discretionary | 11.14% |
| 5 | Communication Services | 7.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $213M | 1.27% |
1,044,834
+230,147
| +28% | +$47.3M |
|
2
Home Depot
HD
$332B
| $196M | 1.17% |
1,485,150
+205,072
| +16% | +$26.1M |
|
3
AbbVie
ABBV
$458B
| $174M | 1.04% |
2,939,655
+625,553
| +27% | +$36M |
|
|
4
DuPont de Nemours
DD
$18.6B
| $171M | 1.02% |
1,314,532
+1,032,721
| +366% | +$133M |
|
|
DD
5
DELISTED
Du Pont De Nemours E I
DD
| $169M | 1% |
2,531,940
-25,408
| -1% | -$1.61M |
|
|
AGN
6
DELISTED
Allergan plc
AGN
| $163M | 0.97% |
+522,237
| New | +$155M |
|
|
TWC
7
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $163M | 0.97% |
876,448
+86,382
| +11% | +$16M |
|
|
8
Pfizer
PFE
$140B
| $153M | 0.91% |
5,003,472
+4,292,155
| +603% | +$135M |
|
9
Nike
NKE
$61.9B
| $149M | 0.89% |
2,386,974
+99,822
| +4% | +$6.44M |
|
10
Biogen
BIIB
$29.9B
| $148M | 0.88% |
482,677
+196,081
| +68% | +$56.3M |
|
11
Charter Communications
CHTR
$14.7B
| $144M | 0.86% |
786,908
+208,220
| +36% | +$38.5M |
|
12
Halliburton
HAL
$27.9B
| $141M | 0.84% |
4,150,360
+441,308
| +12% | +$16.6M |
|
13
Applied Materials
AMAT
$426B
| $139M | 0.83% |
7,455,207
+12,600
| +0.2% | +$219K |
|
14
Regeneron Pharmaceuticals
REGN
$68.8B
| $138M | 0.82% |
253,667
+25,170
| +11% | +$13.6M |
|
|
15
Cummins
CMI
$91.7B
| $135M | 0.8% |
1,532,197
+1,039,794
| +211% | +$104M |
|
|
BHI
16
DELISTED
Baker Hughes
BHI
| $135M | 0.8% |
2,918,350
+352,428
| +14% | +$18M |
|
17
PepsiCo
PEP
$186B
| $130M | 0.77% |
1,298,402
-336
| -0% | -$33.5K |
|
18
Verizon
VZ
$194B
| $128M | 0.76% |
2,769,433
-369,167
| -12% | -$16.8M |
|
19
Union Pacific
UNP
$183B
| $127M | 0.75% |
1,618,348
+963,415
| +147% | +$82.7M |
|
20
Colgate-Palmolive
CL
$72.6B
| $126M | 0.75% |
1,898,533
+131,164
| +7% | +$8.73M |
|
21
Qualcomm
QCOM
$176B
| $124M | 0.74% |
2,488,755
+579,258
| +30% | +$30.9M |
|
22
Expedia Group
EXPE
$31.2B
| $124M | 0.74% |
994,346
+731,645
| +279% | +$92.6M |
|
|
HOT
23
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $123M | 0.73% |
1,776,914
+969,092
| +120% | +$69.2M |
|
|
MON
24
DELISTED
Monsanto Co
MON
| $122M | 0.73% |
1,241,230
+756,183
| +156% | +$71M |
|
|
YHOO
25
DELISTED
Yahoo Inc
YHOO
| $122M | 0.73% |
+3,673,828
| New | +$123M |
|
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CIM
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Two Sigma Advisers's Q4 2015 Portfolio in Review
As of Q4 2015, Two Sigma Advisers held 2,162 positions worth $16.8B, up 5.8% from $15.9B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Two Sigma Advisers's Q4 2015 filing shows 379 new, 667 increased, 795 reduced and 309 closed positions. Its largest new stake was Allergan plc: 522,237 shares worth $163M. The largest sale was Alphabet (Google) Class C, an estimated $183M.
By sector, the portfolio is most concentrated in Industrials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.
- Two Sigma Advisers's largest Q4 2015 buy was Allergan plc: 522,237 shares worth $163M.
- Two Sigma Advisers added most to Pfizer in Q4 2015, an estimated $135M increase.
- Two Sigma Advisers's biggest Q4 2015 reduction was Amazon, cutting an estimated $142M.
- Two Sigma Advisers fully exited Alphabet (Google) Class C in Q4 2015, selling an estimated $183M.
- Two Sigma Advisers's ten largest holdings make up 10% of its $16.8B portfolio in Q4 2015.
- Two Sigma Advisers opened 379 new positions and closed 309 in Q4 2015.
- Two Sigma Advisers's portfolio value rose 5.8% quarter-over-quarter to $16.8B.
Based on Two Sigma Advisers's 13F filing for Q4 2015, filed 16 Feb 2016.