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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
+2.24%
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
$19.7B
AUM Growth
+$1.81B
(+10%)
Cap. Flow
+$1.61B
Cap. Flow
% of AUM
8.2%
Top 10 Holdings %
Top 10 Hldgs %
11.83%
Holding
2,336
New
316
Increased
885
Reduced
815
Closed
307
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$315M |
| 2 |
Wells Fargo
WFC
|
+$196M |
| 3 |
Meta Platforms (Facebook)
META
|
+$149M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$147M |
| 5 |
Elevance Health
ELV
|
+$146M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$196M |
| 2 |
Pfizer
PFE
|
+$191M |
| 3 |
Charter Communications
CHTR
|
+$181M |
| 4 |
Halliburton
HAL
|
+$143M |
| 5 |
PepsiCo
PEP
|
+$125M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.53% |
| 2 | Healthcare | 13.79% |
| 3 | Consumer Discretionary | 13.69% |
| 4 | Industrials | 11.12% |
| 5 | Consumer Staples | 8.91% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $396M | 2.01% |
1,890,091
+1,515,905
| +405% | +$315M |
|
|
2
Alphabet (Google) Class A
GOOGL
$3.88T
| $228M | 1.16% |
6,483,220
+3,998,000
| +161% | +$147M |
|
3
Home Depot
HD
$324B
| $227M | 1.16% |
1,781,310
+131,400
| +8% | +$17.4M |
|
|
4
Wells Fargo
WFC
$261B
| $223M | 1.13% |
4,711,980
+4,016,900
| +578% | +$196M |
|
5
Baxter International
BAX
$11.2B
| $216M | 1.1% |
4,785,814
+3,301,280
| +222% | +$145M |
|
6
DuPont de Nemours
DD
$18.6B
| $215M | 1.09% |
1,711,737
+198,547
| +13% | +$26.1M |
|
|
7
Meta Platforms (Facebook)
META
$1.54T
| $211M | 1.07% |
1,843,800
+1,295,200
| +236% | +$149M |
|
8
Amazon
AMZN
$2.51T
| $207M | 1.05% |
5,781,080
+1,052,000
| +22% | +$35.6M |
|
9
McDonald's
MCD
$187B
| $204M | 1.04% |
1,694,052
+914,500
| +117% | +$115M |
|
|
DD
10
DELISTED
Du Pont De Nemours E I
DD
| $200M | 1.02% |
3,087,075
+16,100
| +0.5% | +$1.06M |
|
11
Constellation Brands
STZ
$22.1B
| $190M | 0.96% |
1,147,927
+151,300
| +15% | +$23.7M |
|
12
Lowe's Companies
LOW
$113B
| $175M | 0.89% |
2,214,902
+1,635,600
| +282% | +$127M |
|
13
Nike
NKE
$60.8B
| $168M | 0.85% |
3,036,268
+932,000
| +44% | +$53.1M |
|
|
14
Elevance Health
ELV
$82.3B
| $164M | 0.83% |
1,247,351
+1,067,300
| +593% | +$146M |
|
15
Gilead Sciences
GILD
$162B
| $154M | 0.78% |
1,848,699
-232,900
| -11% | -$20.7M |
|
16
Microsoft
MSFT
$2.83T
| $148M | 0.75% |
2,898,549
+2,137,800
| +281% | +$111M |
|
17
Kimberly-Clark
KMB
$35.6B
| $147M | 0.75% |
1,068,944
+403,400
| +61% | +$52.8M |
|
18
Applied Materials
AMAT
$447B
| $146M | 0.74% |
6,072,236
-699,400
| -10% | -$15.4M |
|
19
Electronic Arts
EA
$52.4B
| $145M | 0.74% |
1,916,380
+1,318,900
| +221% | +$92.8M |
|
20
Kroger
KR
$34.2B
| $140M | 0.71% |
+3,806,150
| New | +$137M |
|
21
Regeneron Pharmaceuticals
REGN
$68.3B
| $135M | 0.69% |
387,180
-15,300
| -4% | -$5.89M |
|
22
Lam Research
LRCX
$400B
| $135M | 0.68% |
16,021,610
+3,122,000
| +24% | +$25.1M |
|
23
LyondellBasell Industries
LYB
$19.9B
| $131M | 0.66% |
1,758,566
+392,200
| +29% | +$32.4M |
|
24
General Dynamics
GD
$103B
| $131M | 0.66% |
938,480
+6,100
| +0.7% | +$850K |
|
25
Qualcomm
QCOM
$180B
| $130M | 0.66% |
2,424,224
-314,700
| -11% | -$16.6M |
|
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Two Sigma Advisers's Q2 2016 Portfolio in Review
As of Q2 2016, Two Sigma Advisers held 2,336 positions worth $19.7B, up 10% from $17.9B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Two Sigma Advisers deployed $1.61B of net new capital in Q2 2016, opening 316 new positions and adding to 885 existing holdings. Its largest new stake was Kroger: 3,806,150 shares worth $140M.
By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Healthcare and Consumer Discretionary.
On the sell side, the largest reduction was Pfizer, an estimated $191M trimmed.
- Two Sigma Advisers's largest Q2 2016 buy was Kroger: 3,806,150 shares worth $140M.
- Two Sigma Advisers added most to State Street SPDR S&P 500 ETF Trust in Q2 2016, an estimated $315M increase.
- Two Sigma Advisers's biggest Q2 2016 reduction was Pfizer, cutting an estimated $191M.
- Two Sigma Advisers fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $196M.
- Two Sigma Advisers's ten largest holdings make up 12% of its $19.7B portfolio in Q2 2016.
- Two Sigma Advisers opened 316 new positions and closed 307 in Q2 2016.
- Two Sigma Advisers's portfolio value rose 10% quarter-over-quarter to $19.7B.
Based on Two Sigma Advisers's 13F filing for Q2 2016, filed 15 Aug 2016.