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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 | |
|---|---|---|---|---|---|---|
376
American Express
AXP
$223B
| $12.3M | 0.05% |
+191,312
| New | +$12.3M |
|
377
Bruker
BRKR
$9.2B
| $12.2M | 0.05% |
540,682
-134,880
| -20% | -$3.09M |
|
378
ON Semiconductor
ON
$33.8B
| $12.2M | 0.05% |
992,914
+21,200
| +2% | +$219K |
|
|
VGR
379
DELISTED
Vector Group Ltd.
VGR
| $12.2M | 0.05% |
924,017
-231,830
| -20% | -$3.03M |
|
|
CRZO
380
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $12.1M | 0.05% |
+299,036
| New | +$10.7M |
|
|
PPL
381
PPL Corp
PPL
$27.3B
| $12.1M | 0.05% |
350,698
+158,472
| +82% | +$5.7M |
|
382
Lear
LEA
$7.19B
| $12.1M | 0.05% |
99,836
+53,400
| +115% | +$6.08M |
|
383
PBF Energy
PBF
$7.29B
| $12.1M | 0.05% |
534,400
+498,900
| +1,405% | +$11.2M |
|
384
Gartner
IT
$9.41B
| $11.8M | 0.05% |
+133,478
| New | +$12.5M |
|
|
ETFC
385
DELISTED
E*Trade Financial Corporation
ETFC
| $11.8M | 0.05% |
405,005
+193,003
| +91% | +$4.99M |
|
386
Hanover Insurance
THG
$7.63B
| $11.8M | 0.05% |
155,882
+136,296
| +696% | +$10.8M |
|
|
CSOD
387
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $11.7M | 0.05% |
255,179
+60,100
| +31% | +$2.63M |
|
388
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
| $11.7M | 0.05% |
490,600
+43,200
| +10% | +$1.04M |
|
389
EPR Properties
EPR
$4.86B
| $11.7M | 0.05% |
148,696
+124,701
| +520% | +$9.97M |
|
390
Rogers Communications
RCI
$17.7B
| $11.6M | 0.05% |
273,578
+183,000
| +202% | +$7.85M |
|
|
IPG
391
DELISTED
Interpublic Group of Companies
IPG
| $11.6M | 0.05% |
518,236
+19,600
| +4% | +$451K |
|
|
NVO
392
Novo Nordisk
NVO
$216B
| $11.6M | 0.05% |
+555,640
| New | +$13.8M |
|
393
BP
BP
$113B
| $11.5M | 0.05% |
388,768
+191,754
| +97% | +$5.56M |
|
394
Adeia
ADEA
$2.86B
| $11.4M | 0.05% |
1,118,631
+40,824
| +4% | +$358K |
|
395
Alaska Air
ALK
$5.15B
| $11.3M | 0.05% |
171,416
-36,500
| -18% | -$2.4M |
|
|
AHL
396
DELISTED
ASPEN Insurance Holding Limited
AHL
| $11.3M | 0.05% |
241,745
+59,299
| +33% | +$2.7M |
|
397
Lennox International
LII
$18.8B
| $11.3M | 0.05% |
+71,652
| New | +$11.1M |
|
398
Cadence Design Systems
CDNS
$90B
| $11.2M | 0.05% |
440,149
-68,700
| -14% | -$1.72M |
|
399
Leggett & Platt
LEG
$1.52B
| $11.2M | 0.05% |
+246,003
| New | +$12.6M |
|
400
ScottsMiracle-Gro
SMG
$4.03B
| $11.2M | 0.05% |
134,426
-81,100
| -38% | -$6.39M |
|
Similar funds
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.