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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
MYGN icon
351
Myriad Genetics
MYGN
$530M
$13.3M 0.06%
648,083
+180,684
+39% +$4.58M
AFSI
352
DELISTED
AmTrust Financial Services, Inc.
AFSI
$13.3M 0.06%
497,124
+189,804
+62% +$4.87M
O icon
353
Realty Income
O
$61.2B
$13.2M 0.06%
+204,016
New +$13.5M
PPS
354
DELISTED
Post Properties
PPS
$13.2M 0.06%
198,935
+156,580
+370% +$10.1M
LSI
355
DELISTED
Life Storage, Inc.
LSI
$13.1M 0.06%
221,588
+198,750
+870% +$12.7M
VOYA icon
356
Voya Financial
VOYA
$8.94B
$13.1M 0.06%
453,465
+300,872
+197% +$8.22M
SYNH
357
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$13M 0.06%
291,800
+174,600
+149% +$7.57M
CVLT icon
358
Commault Systems
CVLT
$5.89B
$13M 0.06%
244,537
+72,900
+42% +$3.66M
EXPR
359
DELISTED
Express, Inc.
EXPR
$13M 0.06%
55,079
+36,190
+192% +$9.81M
NBR icon
360
Nabors Industries
NBR
$1.23B
$12.8M 0.05%
21,110
-3,136
-13% -$1.55M
WBMD
361
DELISTED
WebMD Health Corp.
WBMD
$12.8M 0.05%
256,683
-53,100
-17% -$2.93M
GIMO
362
DELISTED
Gigamon Inc.
GIMO
$12.7M 0.05%
232,600
+154,400
+197% +$7.02M
STRZA
363
DELISTED
Starz - Series A
STRZA
$12.7M 0.05%
405,926
+1,617
+0.4% +$49.8K
MSTR icon
364
Strategy Inc
MSTR
$33.5B
$12.6M 0.05%
754,750
-4,000
-0.5% -$68.8K
STOR
365
DELISTED
STORE Capital Corporation
STOR
$12.6M 0.05%
428,500
-71,100
-14% -$2.11M
WCG
366
DELISTED
Wellcare Health Plans, Inc.
WCG
$12.6M 0.05%
107,354
+79,600
+287% +$8.89M
FNB icon
367
FNB Corp
FNB
$6.78B
$12.5M 0.05%
1,019,132
+695,783
+215% +$8.59M
FRT icon
368
Federal Realty Investment Trust
FRT
$10.9B
$12.5M 0.05%
+81,404
New +$13.2M
PH icon
369
Parker-Hannifin
PH
$125B
$12.5M 0.05%
99,779
+42,100
+73% +$5.02M
APTV icon
370
Aptiv
APTV
$12B
$12.5M 0.05%
174,608
-401,700
-70% -$27.1M
NSP icon
371
Insperity
NSP
$1.85B
$12.4M 0.05%
341,760
-176,400
-34% -$6.32M
CSRA
372
DELISTED
CSRA Inc.
CSRA
$12.3M 0.05%
458,424
-88,200
-16% -$2.28M
EMR icon
373
Emerson Electric
EMR
$82.9B
$12.3M 0.05%
225,649
+220,297
+4,116% +$11.8M
IP icon
374
International Paper
IP
$22.3B
$12.3M 0.05%
270,544
+37,911
+16% +$1.67M
X
375
DELISTED
US Steel
X
$12.3M 0.05%
650,041
+503,234
+343% +$10.4M
13 14
15
16 17

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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.