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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
-20.39%
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
$26.1B
AUM Growth
-$17B
(-39%)
Cap. Flow
-$7.43B
Cap. Flow
% of AUM
-28.45%
Top 10 Holdings %
Top 10 Hldgs %
12.41%
Holding
2,672
New
335
Increased
1,090
Reduced
994
Closed
232
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$359M |
| 2 |
Microsoft
MSFT
|
+$330M |
| 3 |
Coca-Cola
KO
|
+$284M |
| 4 |
JPMorgan Chase
JPM
|
+$256M |
| 5 |
Verizon
VZ
|
+$211M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$392M |
| 2 |
Meta Platforms (Facebook)
META
|
+$331M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$325M |
| 4 |
Cisco
CSCO
|
+$325M |
| 5 |
McDonald's
MCD
|
+$318M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 18.33% |
| 2 | Healthcare | 16.64% |
| 3 | Consumer Discretionary | 11.59% |
| 4 | Financials | 11.58% |
| 5 | Industrials | 9.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
Amazon
AMZN
$2.51T
| $451M | 1.73% |
4,630,220
-2,154,000
| -32% | -$208M |
|
|
2
Microsoft
MSFT
$2.83T
| $343M | 1.31% |
2,177,700
+2,009,300
| +1,193% | +$330M |
|
3
Merck
MRK
$322B
| $343M | 1.31% |
4,671,773
-870,888
| -16% | -$68.4M |
|
4
Visa
V
$669B
| $343M | 1.31% |
2,125,768
-461,600
| -18% | -$87M |
|
|
5
Apple
AAPL
$4.72T
| $330M | 1.26% |
5,193,600
+4,881,600
| +1,565% | +$359M |
|
6
Charter Communications
CHTR
$15.6B
| $312M | 1.19% |
714,025
+80,700
| +13% | +$39.5M |
|
7
Home Depot
HD
$324B
| $311M | 1.19% |
1,663,992
-342,100
| -17% | -$75.1M |
|
|
8
Verizon
VZ
$183B
| $278M | 1.06% |
5,175,563
+3,694,500
| +249% | +$211M |
|
|
9
Coca-Cola
KO
$349B
| $270M | 1.03% |
6,098,101
+5,253,900
| +622% | +$284M |
|
10
Vertex Pharmaceuticals
VRTX
$120B
| $262M | 1% |
1,102,012
-102,700
| -9% | -$23.6M |
|
11
Exelon
EXC
$48.4B
| $229M | 0.88% |
8,709,646
-179,456
| -2% | -$5.64M |
|
12
Pfizer
PFE
$143B
| $207M | 0.79% |
6,671,821
-5,400,380
| -45% | -$184M |
|
13
AbbVie
ABBV
$454B
| $198M | 0.76% |
2,601,122
-3,109,300
| -54% | -$265M |
|
14
Starbucks
SBUX
$118B
| $198M | 0.76% |
3,008,102
-2,370,100
| -44% | -$192M |
|
15
Humana
HUM
$47.4B
| $197M | 0.76% |
628,672
-126,500
| -17% | -$42.7M |
|
16
Eli Lilly
LLY
$1.06T
| $192M | 0.74% |
1,386,916
-268,700
| -16% | -$36.9M |
|
|
17
JPMorgan Chase
JPM
$930B
| $191M | 0.73% |
2,125,800
+2,104,700
| +9,975% | +$256M |
|
18
Autodesk
ADSK
$43.3B
| $176M | 0.67% |
1,128,000
-519,400
| -32% | -$95.3M |
|
19
Costco
COST
$411B
| $170M | 0.65% |
597,296
-1,017,200
| -63% | -$309M |
|
20
Union Pacific
UNP
$181B
| $164M | 0.63% |
1,165,301
+252,200
| +28% | +$41.7M |
|
21
Automatic Data Processing
ADP
$97.1B
| $161M | 0.62% |
1,179,432
-578,600
| -33% | -$93.2M |
|
|
22
Cisco
CSCO
$444B
| $158M | 0.61% |
4,026,167
-7,402,500
| -65% | -$325M |
|
|
23
Johnson & Johnson
JNJ
$624B
| $157M | 0.6% |
1,200,265
-2,764,400
| -70% | -$392M |
|
24
Mondelez International
MDLZ
$77.1B
| $155M | 0.59% |
3,102,799
+1,830,700
| +144% | +$99.2M |
|
25
Dollar General
DG
$25.4B
| $153M | 0.59% |
1,015,300
-734,300
| -42% | -$113M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q1 2020 Portfolio in Review
As of Q1 2020, Two Sigma Advisers held 2,672 positions worth $26.1B, down 39% from $43.1B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Two Sigma Advisers withdrew a net $7.43B in Q1 2020, closing 232 positions and reducing 994 holdings. Its most notable exit was Baidu, an estimated $83.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 17% a quarter earlier, followed by Healthcare and Consumer Discretionary.
Against the trend, Two Sigma Advisers opened a new position in Berkshire Hathaway Class B worth $147M.
- Two Sigma Advisers's largest Q1 2020 buy was Berkshire Hathaway Class B: 804,100 shares worth $147M.
- Two Sigma Advisers added most to Apple in Q1 2020, an estimated $359M increase.
- Two Sigma Advisers's biggest Q1 2020 reduction was Johnson & Johnson, cutting an estimated $392M.
- Two Sigma Advisers fully exited Baidu in Q1 2020, selling an estimated $83.4M.
- Two Sigma Advisers's ten largest holdings make up 12% of its $26.1B portfolio in Q1 2020.
- Two Sigma Advisers opened 335 new positions and closed 232 in Q1 2020.
- Two Sigma Advisers's portfolio value fell 39% quarter-over-quarter to $26.1B.
Based on Two Sigma Advisers's 13F filing for Q1 2020, filed 15 May 2020.