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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
+1.03%
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
$17.9B
AUM Growth
+$1.09B
(+6.5%)
Cap. Flow
+$976M
Cap. Flow
% of AUM
5.46%
Top 10 Holdings %
Top 10 Hldgs %
10.68%
Holding
2,259
New
407
Increased
829
Reduced
761
Closed
239
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Gilead Sciences
GILD
|
+$146M |
| 2 |
Motorola Solutions
MSI
|
+$82.3M |
| 3 |
Teva Pharmaceuticals
TEVA
|
+$79.5M |
| 4 |
McDonald's
MCD
|
+$78.7M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$71.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$131M |
| 2 |
Verizon
VZ
|
+$130M |
| 3 |
BRCM
BROADCOM CORP CL-A
BRCM
|
+$122M |
| 4 |
Broadcom
AVGO
|
+$116M |
| 5 |
Union Pacific
UNP
|
+$105M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 14.07% |
| 2 | Technology | 13.68% |
| 3 | Consumer Discretionary | 13.23% |
| 4 | Industrials | 12.96% |
| 5 | Communication Services | 7.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
Home Depot
HD
$324B
| $220M | 1.23% |
1,649,910
+164,760
| +11% | +$20.5M |
|
|
TWC
2
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $196M | 1.1% |
956,703
+80,255
| +9% | +$15.2M |
|
3
DuPont de Nemours
DD
$18.6B
| $195M | 1.09% |
1,513,190
+198,658
| +15% | +$23.8M |
|
|
DD
4
DELISTED
Du Pont De Nemours E I
DD
| $194M | 1.09% |
3,070,975
+539,035
| +21% | +$32.3M |
|
5
Pfizer
PFE
$143B
| $192M | 1.07% |
6,812,768
+1,809,296
| +36% | +$51.7M |
|
6
PepsiCo
PEP
$184B
| $191M | 1.07% |
1,868,033
+569,631
| +44% | +$56.3M |
|
|
7
Gilead Sciences
GILD
$162B
| $191M | 1.07% |
2,081,599
+1,622,761
| +354% | +$146M |
|
|
AGN
8
DELISTED
Allergan plc
AGN
| $188M | 1.05% |
699,697
+177,460
| +34% | +$50.8M |
|
9
Charter Communications
CHTR
$15.6B
| $173M | 0.97% |
854,060
+67,152
| +9% | +$12.1M |
|
10
AbbVie
ABBV
$454B
| $168M | 0.94% |
2,940,940
+1,285
| +0% | +$71.6K |
|
|
HOT
11
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $156M | 0.87% |
1,868,422
+91,508
| +5% | +$6.25M |
|
12
Colgate-Palmolive
CL
$72.1B
| $152M | 0.85% |
2,151,185
+252,652
| +13% | +$16.8M |
|
13
Constellation Brands
STZ
$22.1B
| $151M | 0.84% |
996,627
+270,895
| +37% | +$39.1M |
|
14
Regeneron Pharmaceuticals
REGN
$68.3B
| $145M | 0.81% |
402,480
+148,813
| +59% | +$61.3M |
|
15
Applied Materials
AMAT
$447B
| $143M | 0.8% |
6,771,636
-683,571
| -9% | -$12.5M |
|
16
Air Products & Chemicals
APD
$65.5B
| $143M | 0.8% |
1,075,680
+219,461
| +26% | +$26.5M |
|
17
Halliburton
HAL
$27.3B
| $143M | 0.8% |
3,999,309
-151,051
| -4% | -$4.93M |
|
18
Amazon
AMZN
$2.51T
| $140M | 0.79% |
4,729,080
+2,422,700
| +105% | +$68.8M |
|
19
Qualcomm
QCOM
$180B
| $140M | 0.78% |
2,738,924
+250,169
| +10% | +$12.2M |
|
20
Expedia Group
EXPE
$30.9B
| $132M | 0.74% |
1,225,950
+231,604
| +23% | +$24.7M |
|
21
Western Digital
WDC
$192B
| $130M | 0.73% |
3,645,795
+958,584
| +36% | +$34.3M |
|
22
Nike
NKE
$60.8B
| $129M | 0.72% |
2,104,268
-282,706
| -12% | -$17.1M |
|
|
PARA
23
DELISTED
Paramount Global Class B
PARA
| $128M | 0.72% |
2,323,283
-149,320
| -6% | -$7.27M |
|
24
Eaton
ETN
$161B
| $127M | 0.71% |
2,034,738
-236,331
| -10% | -$13.1M |
|
25
Marriott International
MAR
$96.1B
| $127M | 0.71% |
1,777,849
+315,868
| +22% | +$20.7M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q1 2016 Portfolio in Review
As of Q1 2016, Two Sigma Advisers held 2,259 positions worth $17.9B, up 6.5% from $16.8B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Two Sigma Advisers deployed $976M of net new capital in Q1 2016, opening 407 new positions and adding to 829 existing holdings. Its largest new stake was Bath & Body Works: 989,251 shares worth $70.2M.
By sector, the portfolio is most concentrated in Healthcare at 14% of assets, up from 13% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $131M trimmed.
- Two Sigma Advisers's largest Q1 2016 buy was Bath & Body Works: 989,251 shares worth $70.2M.
- Two Sigma Advisers added most to Gilead Sciences in Q1 2016, an estimated $146M increase.
- Two Sigma Advisers's biggest Q1 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $131M.
- Two Sigma Advisers fully exited BROADCOM CORP CL-A in Q1 2016, selling an estimated $122M.
- Two Sigma Advisers's ten largest holdings make up 11% of its $17.9B portfolio in Q1 2016.
- Two Sigma Advisers opened 407 new positions and closed 239 in Q1 2016.
- Two Sigma Advisers's portfolio value rose 6.5% quarter-over-quarter to $17.9B.
Based on Two Sigma Advisers's 13F filing for Q1 2016, filed 16 May 2016.