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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 | |
|---|---|---|---|---|---|---|
101
Mastercard
MA
$468B
| $47.5M | 0.24% |
538,870
-198,900
| -27% | -$19M |
|
102
Allegion
ALLE
$13B
| $46.3M | 0.24% |
667,010
-106,700
| -14% | -$7.09M |
|
103
Analog Devices
ADI
$184B
| $46.1M | 0.23% |
814,691
-33,200
| -4% | -$1.9M |
|
104
Micron Technology
MU
$1.09T
| $45.8M | 0.23% |
3,324,915
-1,935,300
| -37% | -$22M |
|
105
Abbott
ABT
$177B
| $45.2M | 0.23% |
1,148,638
+1,036,300
| +922% | +$41.2M |
|
106
Williams-Sonoma
WSM
$25.7B
| $44.7M | 0.23% |
1,716,440
+1,313,200
| +326% | +$36M |
|
107
Bath & Body Works
BBWI
$3.9B
| $44.4M | 0.23% |
818,426
-170,825
| -17% | -$10M |
|
108
Northrop Grumman
NOC
$76B
| $44.3M | 0.23% |
199,402
+186,000
| +1,388% | +$39.2M |
|
109
Herbalife
HLF
$1.23B
| $44.2M | 0.22% |
1,510,874
+921,200
| +156% | +$27.6M |
|
110
Owens Corning
OC
$11.2B
| $44.1M | 0.22% |
855,610
+210,000
| +33% | +$10.5M |
|
111
Allstate
ALL
$65.6B
| $44M | 0.22% |
629,454
-339,200
| -35% | -$22.7M |
|
112
Cummins
CMI
$91.5B
| $43.7M | 0.22% |
388,392
-734,355
| -65% | -$83.2M |
|
113
Sabre
SABR
$668M
| $43.7M | 0.22% |
1,629,500
-593,500
| -27% | -$16.7M |
|
114
Synchrony
SYF
$23.1B
| $43.1M | 0.22% |
1,706,500
+495,900
| +41% | +$14.4M |
|
|
LLL
115
DELISTED
L3 Technologies, Inc.
LLL
| $42.9M | 0.22% |
292,420
+213,000
| +268% | +$28.6M |
|
116
Cisco
CSCO
$448B
| $42.7M | 0.22% |
1,487,399
+516,900
| +53% | +$14.5M |
|
117
Check Point Software Technologies
CHKP
$13B
| $42.5M | 0.22% |
533,825
-56,100
| -10% | -$4.7M |
|
118
Aramark
ARMK
$15B
| $42.1M | 0.21% |
1,744,131
+104,291
| +6% | +$2.51M |
|
119
Agilent Technologies
A
$39.2B
| $41.9M | 0.21% |
944,732
-395,100
| -29% | -$17M |
|
|
DISH
120
DELISTED
DISH Network Corp.
DISH
| $41.6M | 0.21% |
793,246
-233,800
| -23% | -$11.4M |
|
121
iShares Biotechnology ETF
IBB
$9.33B
| $41.5M | 0.21% |
484,200
-106,500
| -18% | -$9.56M |
|
122
Motorola Solutions
MSI
$67.3B
| $41.5M | 0.21% |
628,993
-612,300
| -49% | -$43.6M |
|
|
TYC
123
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $40.6M | 0.21% |
910,806
+516,464
| +131% | +$21.6M |
|
|
DNKN
124
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $40.5M | 0.21% |
928,647
+742,600
| +399% | +$33.9M |
|
125
CSX Corp
CSX
$97.8B
| $40.1M | 0.2% |
4,614,927
-1,245,300
| -21% | -$10.8M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
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.