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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
+0.11%
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
$13.4B
AUM Growth
-$175M
Cap. Flow
-$8.7M
Cap. Flow %
-0.06%
Top 10 Hldgs %
9.18%
Holding
2,234
New
394
Increased
737
Reduced
726
Closed
374

Top Buys

Rank Stock Value
1
CHTR icon
Charter Communications
CHTR
+$134M
2
CVX icon
Chevron
CVX
+$129M
3
MJN
Mead Johnson Nutrition Company
MJN
+$106M
4
NFLX icon
Netflix
NFLX
+$95M
5
HSY icon
Hershey
HSY
+$80.6M

Top Sells

Rank Stock Value
1
EMR icon
Emerson Electric
EMR
+$133M
2
MSFT icon
Microsoft
MSFT
+$128M
3
DG icon
Dollar General
DG
+$114M
4
QCOM icon
Qualcomm
QCOM
+$107M
5
PM icon
Philip Morris
PM
+$79.5M

Sector Composition

Rank Sector Weight
1 Healthcare 12.65%
2 Technology 12.39%
3 Consumer Discretionary 12.14%
4 Industrials 12.13%
5 Communication Services 8.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALLE icon
101
Allegion
ALLE
$13B
$34.4M 0.26%
571,760
-95,250
-14% -$5.84M
GSK icon
102
GSK
GSK
$103B
$34.4M 0.26%
660,434
+335,136
+103% +$18.9M
SPR
103
DELISTED
Spirit AeroSystems
SPR
$34.2M 0.25%
620,763
+43,504
+8% +$2.33M
ASH icon
104
Ashland
ASH
$3.04B
$34.2M 0.25%
573,146
+558,147
+3,721% +$34.8M
PCG icon
105
PG&E
PCG
$47.8B
$34M 0.25%
692,426
-300,487
-30% -$15.6M
DTE icon
106
DTE Energy
DTE
$31.1B
$33.9M 0.25%
534,345
+3,805
+0.7% +$254K
NUE icon
107
Nucor
NUE
$56.4B
$33.5M 0.25%
759,049
+356,605
+89% +$17.1M
VOYA icon
108
Voya Financial
VOYA
$8.94B
$33.1M 0.25%
712,107
-682,893
-49% -$30.8M
DD
109
DELISTED
Du Pont De Nemours E I
DD
$33.1M 0.25%
+544,546
New +$36.7M
AGNC icon
110
AGNC Investment
AGNC
$12.3B
$32.3M 0.24%
1,759,799
-692,199
-28% -$14.3M
SEE
111
DELISTED
Sealed Air
SEE
$32.2M 0.24%
627,428
-158,272
-20% -$7.61M
TMX
112
DELISTED
Terminix Global Holdings, Inc.
TMX
$32.1M 0.24%
1,326,320
+501,736
+61% +$11.6M
VLO icon
113
Valero Energy
VLO
$89.8B
$31.8M 0.24%
507,962
-1,126,934
-69% -$66.5M
SABR icon
114
Sabre
SABR
$656M
$31.4M 0.23%
1,317,636
+1,140,336
+643% +$28.7M
IVZ icon
115
Invesco
IVZ
$13.3B
$30.8M 0.23%
820,393
+790,387
+2,634% +$31.6M
AAPL icon
116
Apple
AAPL
$4.89T
$30.6M 0.23%
974,984
-1,508,024
-61% -$48.2M
LHX icon
117
L3Harris
LHX
$55.9B
$30.5M 0.23%
396,809
-179,813
-31% -$14.3M
BEN icon
118
Franklin Resources
BEN
$16.9B
$30.4M 0.23%
620,218
+345,933
+126% +$17.7M
BSX icon
119
Boston Scientific
BSX
$65.8B
$29.5M 0.22%
1,668,668
-2,999,786
-64% -$53.6M
CAM
120
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$29.5M 0.22%
562,401
-340,779
-38% -$17.7M
ALXN
121
DELISTED
Alexion Pharmaceuticals
ALXN
$29.3M 0.22%
162,020
-95,711
-37% -$16.5M
EVHC
122
DELISTED
Envision Healthcare Holdings Inc
EVHC
$28.9M 0.22%
244,844
+95,045
+63% +$10.8M
PG icon
123
Procter & Gamble
PG
$343B
$28.9M 0.22%
369,447
+176,861
+92% +$14.2M
IPG
124
DELISTED
Interpublic Group of Companies
IPG
$28.9M 0.21%
1,497,184
-81,071
-5% -$1.68M
AVGO icon
125
Broadcom
AVGO
$1.82T
$28.7M 0.21%
+2,158,060
New +$28.3M
3 4
5
6 7

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Two Sigma Advisers's Q2 2015 Portfolio in Review

As of Q2 2015, Two Sigma Advisers held 2,234 positions worth $13.4B, down 1.3% from $13.6B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.

Two Sigma Advisers's Q2 2015 filing shows 394 new, 737 increased, 726 reduced and 374 closed positions. Its largest new stake was Charter Communications: 745,059 shares worth $128M. The largest sale was Emerson Electric, an estimated $133M.

By sector, the portfolio is most concentrated in Healthcare at 13% of assets, up from 11% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Two Sigma Advisers's largest Q2 2015 buy was Charter Communications: 745,059 shares worth $128M.
  • Two Sigma Advisers added most to Mead Johnson Nutrition Company in Q2 2015, an estimated $106M increase.
  • Two Sigma Advisers's biggest Q2 2015 reduction was Emerson Electric, cutting an estimated $133M.
  • Two Sigma Advisers fully exited Dollar General in Q2 2015, selling an estimated $114M.
  • Two Sigma Advisers's ten largest holdings make up 9.2% of its $13.4B portfolio in Q2 2015.
  • Two Sigma Advisers opened 394 new positions and closed 374 in Q2 2015.
  • Two Sigma Advisers's portfolio value fell 1.3% quarter-over-quarter to $13.4B.

Based on Two Sigma Advisers's 13F filing for Q2 2015, filed 14 Aug 2015.