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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
+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
Cap. Flow
+$2.93B
Cap. Flow %
12.47%
Top 10 Hldgs %
10.32%
Holding
2,453
New
424
Increased
925
Reduced
827
Closed
262

Top Buys

Rank Stock Value
1
WMT icon
Walmart Inc
WMT
+$239M
2
TJX icon
TJX Companies
TJX
+$212M
3
CELG
Celgene Corp
CELG
+$183M
4
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$180M
5
CRM icon
Salesforce
CRM
+$152M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$182M
2
META icon
Meta Platforms (Facebook)
META
+$142M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$118M
4
YUM icon
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
RHI icon
226
Robert Half
RHI
$3.61B
$23.4M 0.1%
616,835
+18,590
+3% +$708K
SIG icon
227
Signet Jewelers
SIG
$3.55B
$23.2M 0.1%
311,679
+39,900
+15% +$3.37M
SPR
228
DELISTED
Spirit AeroSystems
SPR
$23.1M 0.1%
518,769
-327,790
-39% -$14.5M
EDU icon
229
New Oriental
EDU
$7.84B
$23M 0.1%
496,800
+311,600
+168% +$13.5M
CBRE icon
230
CBRE Group
CBRE
$40.8B
$23M 0.1%
822,948
-195,910
-19% -$5.59M
EXEL icon
231
Exelixis
EXEL
$13.9B
$23M 0.1%
1,796,103
+817,313
+84% +$8.84M
MHK icon
232
Mohawk Industries
MHK
$6.9B
$23M 0.1%
114,592
-61,300
-35% -$12.6M
SAVE
233
DELISTED
Spirit Airlines, Inc.
SAVE
$22.9M 0.1%
538,280
-72,600
-12% -$3.01M
JNPR
234
DELISTED
Juniper Networks
JNPR
$22.8M 0.1%
945,702
+237,899
+34% +$5.51M
XLU icon
235
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
$22.7M 0.1%
+928,600
New +$23.6M
ALSN icon
236
Allison Transmission
ALSN
$10.1B
$22.7M 0.1%
793,067
-111,893
-12% -$3.16M
VRTX icon
237
Vertex Pharmaceuticals
VRTX
$121B
$22.7M 0.1%
260,353
+28,067
+12% +$2.65M
CNP icon
238
CenterPoint Energy
CNP
$29.1B
$22.6M 0.1%
974,079
+666,890
+217% +$15.6M
ALGN icon
239
Align Technology
ALGN
$12B
$22.6M 0.1%
240,700
+229,700
+2,088% +$20.8M
AMG icon
240
Affiliated Managers Group
AMG
$9.46B
$22.5M 0.1%
155,639
+145,390
+1,419% +$20.8M
TNL icon
241
Travel + Leisure Co
TNL
$4.54B
$22.5M 0.1%
740,833
+340,224
+85% +$10.9M
CHKP icon
242
Check Point Software Technologies
CHKP
$13.3B
$22.5M 0.1%
289,525
-244,300
-46% -$18.9M
LITE icon
243
Lumentum
LITE
$59.4B
$22.4M 0.1%
537,020
+42,220
+9% +$1.39M
ENR icon
244
Energizer
ENR
$1.44B
$22.3M 0.09%
445,499
+234,699
+111% +$11.5M
SFM icon
245
Sprouts Farmers Market
SFM
$7.04B
$22.2M 0.09%
1,074,900
+193,400
+22% +$4.29M
EVHC
246
DELISTED
Envision Healthcare Holdings Inc
EVHC
$22.1M 0.09%
330,760
+103,106
+45% +$7.1M
DLB icon
247
Dolby
DLB
$4.72B
$22M 0.09%
404,844
+43,899
+12% +$2.2M
PLAY icon
248
Dave & Buster's
PLAY
$343M
$21.8M 0.09%
555,800
+97,900
+21% +$4.33M
FDC
249
DELISTED
First Data Corporation
FDC
$21.6M 0.09%
1,641,172
+93,972
+6% +$1.21M
TWX
250
DELISTED
Time Warner Inc
TWX
$21.5M 0.09%
270,368
-751,400
-74% -$58.7M
8 9
10
11 12

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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.