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Two Sigma Advisers

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
Cap. Flow
+$362M
Cap. Flow %
2.16%
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
PFE icon
Pfizer
PFE
+$135M
3
DD icon
DuPont de Nemours
DD
+$133M
4
YHOO
Yahoo Inc
YHOO
+$123M
5
CMI icon
Cummins
CMI
+$104M

Top Sells

Rank Stock Value
1
GOOG icon
Alphabet (Google) Class C
GOOG
+$183M
2
AMZN icon
Amazon
AMZN
+$142M
3
CVX icon
Chevron
CVX
+$136M
4
XOM icon
ExxonMobil
XOM
+$128M
5
T icon
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
WDC icon
26
Western Digital
WDC
$184B
$122M 0.73%
2,687,211
+1,079,389
+67% +$55.1M
BRCM
27
DELISTED
BROADCOM CORP CL-A
BRCM
$122M 0.72%
2,103,734
+1,104,731
+111% +$59.5M
LYB icon
28
LyondellBasell Industries
LYB
$19.5B
$119M 0.71%
1,371,243
+697,698
+104% +$64.2M
ETN icon
29
Eaton
ETN
$150B
$118M 0.7%
2,271,069
-254,933
-10% -$13.8M
PARA
30
DELISTED
Paramount Global Class B
PARA
$117M 0.69%
2,472,603
-93,885
-4% -$4.41M
AVGO icon
31
Broadcom
AVGO
$1.85T
$116M 0.69%
7,990,440
+3,619,150
+83% +$47M
MCK icon
32
McKesson
MCK
$101B
$109M 0.65%
554,803
+25,757
+5% +$4.86M
TWX
33
DELISTED
Time Warner Inc
TWX
$105M 0.63%
1,628,634
+1,163,920
+250% +$81.4M
CMCSA icon
34
Comcast
CMCSA
$84B
$105M 0.62%
3,715,130
-504,918
-12% -$15.2M
MPC icon
35
Marathon Petroleum
MPC
$91.7B
$105M 0.62%
2,022,034
+247,785
+14% +$13M
IBM icon
36
IBM
IBM
$209B
$104M 0.62%
788,471
+616,960
+360% +$82.9M
STZ icon
37
Constellation Brands
STZ
$22.3B
$103M 0.62%
725,732
+70,100
+11% +$9.65M
APD icon
38
Air Products & Chemicals
APD
$66.8B
$103M 0.61%
856,219
+6,795
+0.8% +$855K
IYR icon
39
iShares US Real Estate ETF
IYR
$4.69B
$103M 0.61%
1,371,000
+196,600
+17% +$14.7M
GD icon
40
General Dynamics
GD
$103B
$98.2M 0.59%
715,060
+108,264
+18% +$15.5M
MAR icon
41
Marriott International
MAR
$99B
$98M 0.58%
1,461,981
+1,065,642
+269% +$77.1M
TGT icon
42
Target
TGT
$65.6B
$97.9M 0.58%
1,348,775
+585,356
+77% +$43.7M
SLB icon
43
SLB Ltd
SLB
$72.6B
$97.4M 0.58%
1,396,299
+23,476
+2% +$1.76M
HCA icon
44
HCA Healthcare
HCA
$85.7B
$95.1M 0.57%
1,406,902
+657,364
+88% +$45.9M
AXP icon
45
American Express
AXP
$228B
$92.5M 0.55%
+1,329,796
New +$96.8M
INCY icon
46
Incyte
INCY
$24.9B
$92.4M 0.55%
852,414
-44,893
-5% -$5.01M
ULTA icon
47
Ulta Beauty
ULTA
$22.2B
$91.9M 0.55%
496,548
-95,684
-16% -$16.5M
NXPI icon
48
NXP Semiconductors
NXPI
$61.8B
$91M 0.54%
1,079,659
+187,609
+21% +$16.1M
VLO icon
49
Valero Energy
VLO
$92.6B
$90.3M 0.54%
1,277,564
+927,997
+265% +$63.2M
PPG icon
50
PPG Industries
PPG
$25B
$84.6M 0.5%
856,056
-51,328
-6% -$5.19M
1
2
3 4 5

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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.