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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
+5.33%
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
$23.5B
AUM Growth
+$3.79B
(+19%)
Cap. Flow
+$2.93B
Cap. Flow
% of AUM
12.47%
Top 10 Holdings %
Top 10 Hldgs %
10.32%
Holding
2,453
New
424
Increased
925
Reduced
827
Closed
262
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walmart Inc
WMT
|
+$239M |
| 2 |
TJX Companies
TJX
|
+$212M |
| 3 |
CELG
Celgene Corp
CELG
|
+$183M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$180M |
| 5 |
Salesforce
CRM
|
+$152M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$182M |
| 2 |
Meta Platforms (Facebook)
META
|
+$142M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$118M |
| 4 |
Yum! Brands
YUM
|
+$115M |
| 5 |
EMC
EMC CORPORATION
EMC
|
+$102M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.1% |
| 2 | Technology | 14.46% |
| 3 | Healthcare | 12.78% |
| 4 | Industrials | 11.91% |
| 5 | Consumer Staples | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
Amazon
AMZN
$2.51T
| $299M | 1.27% |
7,132,020
+1,350,940
| +23% | +$51.7M |
|
2
Alphabet (Google) Class A
GOOGL
$3.92T
| $294M | 1.25% |
7,303,200
+819,980
| +13% | +$32.1M |
|
3
Home Depot
HD
$330B
| $245M | 1.04% |
1,904,306
+122,996
| +7% | +$16.4M |
|
4
DuPont de Nemours
DD
$18.7B
| $239M | 1.02% |
1,820,567
+108,830
| +6% | +$14.5M |
|
|
5
Walmart Inc
WMT
$868B
| $237M | 1.01% |
+9,868,128
| New | +$239M |
|
6
Wells Fargo
WFC
$262B
| $228M | 0.97% |
5,154,008
+442,028
| +9% | +$21.2M |
|
7
McDonald's
MCD
$189B
| $228M | 0.97% |
1,973,949
+279,897
| +17% | +$33.2M |
|
|
8
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $227M | 0.97% |
1,050,113
-839,978
| -44% | -$182M |
|
9
Gilead Sciences
GILD
$162B
| $223M | 0.95% |
2,824,796
+976,097
| +53% | +$79.3M |
|
10
Philip Morris
PM
$303B
| $203M | 0.86% |
2,086,591
+1,089,868
| +109% | +$109M |
|
|
11
TJX Companies
TJX
$171B
| $203M | 0.86% |
+5,416,516
| New | +$212M |
|
12
Marriott International
MAR
$98.5B
| $196M | 0.84% |
2,914,664
+1,198,815
| +70% | +$84.5M |
|
|
DD
13
DELISTED
Du Pont De Nemours E I
DD
| $193M | 0.82% |
2,874,775
-212,300
| -7% | -$14.4M |
|
14
Nike
NKE
$62.1B
| $191M | 0.82% |
3,634,015
+597,747
| +20% | +$33.7M |
|
15
Lam Research
LRCX
$394B
| $189M | 0.8% |
19,946,350
+3,924,740
| +24% | +$35.7M |
|
|
CELG
16
DELISTED
Celgene Corp
CELG
| $186M | 0.79% |
1,778,808
+1,693,322
| +1,981% | +$183M |
|
17
Lowe's Companies
LOW
$116B
| $178M | 0.76% |
2,463,523
+248,621
| +11% | +$19.3M |
|
18
Kimberly-Clark
KMB
$36.3B
| $177M | 0.76% |
1,406,643
+337,699
| +32% | +$43.7M |
|
19
Expedia Group
EXPE
$31.7B
| $177M | 0.75% |
1,515,511
+378,341
| +33% | +$42.8M |
|
|
20
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $176M | 0.75% |
+3,300,700
| New | +$180M |
|
21
Applied Materials
AMAT
$437B
| $173M | 0.74% |
5,754,031
-318,205
| -5% | -$8.88M |
|
22
AbbVie
ABBV
$458B
| $163M | 0.69% |
2,581,749
+793,209
| +44% | +$51.3M |
|
23
Verizon
VZ
$189B
| $162M | 0.69% |
3,109,831
+2,611,652
| +524% | +$140M |
|
|
24
Salesforce
CRM
$133B
| $161M | 0.68% |
2,252,776
+1,948,000
| +639% | +$152M |
|
|
YHOO
25
DELISTED
Yahoo Inc
YHOO
| $157M | 0.67% |
3,651,823
+207,487
| +6% | +$8.51M |
|
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CWM
VRS
FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q3 2016 Portfolio in Review
As of Q3 2016, Two Sigma Advisers held 2,453 positions worth $23.5B, up 19% from $19.7B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Two Sigma Advisers deployed $2.93B of net new capital in Q3 2016, opening 424 new positions and adding to 925 existing holdings. Its largest new stake was Walmart Inc: 9,868,128 shares worth $237M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $182M trimmed.
- Two Sigma Advisers's largest Q3 2016 buy was Walmart Inc: 9,868,128 shares worth $237M.
- Two Sigma Advisers added most to Celgene Corp in Q3 2016, an estimated $183M increase.
- Two Sigma Advisers's biggest Q3 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $182M.
- Two Sigma Advisers fully exited EMC CORPORATION in Q3 2016, selling an estimated $102M.
- Two Sigma Advisers's ten largest holdings make up 10% of its $23.5B portfolio in Q3 2016.
- Two Sigma Advisers opened 424 new positions and closed 262 in Q3 2016.
- Two Sigma Advisers's portfolio value rose 19% quarter-over-quarter to $23.5B.
Based on Two Sigma Advisers's 13F filing for Q3 2016, filed 14 Nov 2016.