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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
+3.71%
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
+$2.67B
(+11%)
Cap. Flow
+$1.98B
Cap. Flow
% of AUM
7.57%
Top 10 Holdings %
Top 10 Hldgs %
9.15%
Holding
2,560
New
369
Increased
1,172
Reduced
772
Closed
242
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$249M |
| 2 |
Medtronic
MDT
|
+$235M |
| 3 |
Oracle
ORCL
|
+$161M |
| 4 |
Amgen
AMGN
|
+$148M |
| 5 |
Netflix
NFLX
|
+$140M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$267M |
| 2 |
TJX Companies
TJX
|
+$203M |
| 3 |
Walmart Inc
WMT
|
+$200M |
| 4 |
CELG
Celgene Corp
CELG
|
+$174M |
| 5 |
Marriott International
MAR
|
+$164M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 16.25% |
| 2 | Technology | 14.95% |
| 3 | Consumer Discretionary | 12.66% |
| 4 | Industrials | 12.03% |
| 5 | Financials | 7.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Charles River Laboratories
CRL
$10.9B
| $14M | 0.05% |
184,380
+150,600
| +446% | +$11.4M |
|
|
QEP
377
DELISTED
QEP RESOURCES, INC.
QEP
| $14M | 0.05% |
762,883
+216,283
| +40% | +$3.93M |
|
378
Viavi Solutions
VIAV
$9.75B
| $14M | 0.05% |
1,716,704
+308,764
| +22% | +$2.4M |
|
379
Starwood Property Trust
STWD
$6.12B
| $13.9M | 0.05% |
635,216
+342,900
| +117% | +$7.56M |
|
|
IPXL
380
DELISTED
Impax Laboratories, Inc.
IPXL
| $13.9M | 0.05% |
1,051,318
+814,369
| +344% | +$13.9M |
|
381
Alaska Air
ALK
$5.15B
| $13.9M | 0.05% |
156,516
-14,900
| -9% | -$1.17M |
|
382
Camden Property Trust
CPT
$11.3B
| $13.9M | 0.05% |
165,140
+126,200
| +324% | +$10M |
|
|
SWFT
383
DELISTED
Swift Transportation Company
SWFT
| $13.9M | 0.05% |
569,424
+269,080
| +90% | +$6.28M |
|
384
Synchrony
SYF
$23.7B
| $13.8M | 0.05% |
381,813
-695,000
| -65% | -$22.2M |
|
385
Pitney Bowes
PBI
$2.42B
| $13.7M | 0.05% |
901,918
+828,032
| +1,121% | +$13.2M |
|
386
Cheesecake Factory
CAKE
$4.21B
| $13.6M | 0.05% |
227,107
+81,013
| +55% | +$4.58M |
|
|
MRSH
387
Marsh
MRSH
$86.3B
| $13.5M | 0.05% |
200,088
+194,668
| +3,592% | +$13.1M |
|
|
BCR
388
DELISTED
CR Bard Inc.
BCR
| $13.5M | 0.05% |
60,020
+58,500
| +3,849% | +$12.7M |
|
389
Hawaiian Electric Industries
HE
$2.33B
| $13.5M | 0.05% |
407,228
+46,089
| +13% | +$1.41M |
|
390
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $13.5M | 0.05% |
+44,600
| New | +$12.9M |
|
|
TVPT
391
DELISTED
Travelport Worldwide Limited
TVPT
| $13.5M | 0.05% |
954,277
+470,177
| +97% | +$6.55M |
|
|
AFSI
392
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $13.2M | 0.05% |
483,799
-13,325
| -3% | -$355K |
|
|
RRD
393
DELISTED
RR Donnelley & Sons Co.
RRD
| $13.2M | 0.05% |
+811,324
| New | +$14.6M |
|
394
Fortive
FTV
$19B
| $13.2M | 0.05% |
389,502
+366,667
| +1,606% | +$12.1M |
|
395
iShares Core S&P Small-Cap ETF
IJR
$109B
| $13.2M | 0.05% |
191,400
+80,600
| +73% | +$5.2M |
|
396
Lear
LEA
$7.19B
| $13.1M | 0.05% |
99,336
-500
| -0.5% | -$62.9K |
|
397
Rogers Communications
RCI
$17.7B
| $13.1M | 0.05% |
340,578
+67,000
| +24% | +$2.64M |
|
398
Nabors Industries
NBR
$1.23B
| $13.1M | 0.05% |
15,999
-5,111
| -24% | -$3.6M |
|
399
Rockwell Automation
ROK
$51.4B
| $13.1M | 0.05% |
97,383
+8,600
| +10% | +$1.1M |
|
400
Federated Hermes
FHI
$4.4B
| $13.1M | 0.05% |
462,577
+423,118
| +1,072% | +$11.7M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q4 2016 Portfolio in Review
As of Q4 2016, Two Sigma Advisers held 2,560 positions worth $26.1B, up 11% from $23.5B the previous quarter. Its ten largest holdings account for 9.1% of the portfolio.
Two Sigma Advisers deployed $1.98B of net new capital in Q4 2016, opening 369 new positions and adding to 1,172 existing holdings. Its largest new stake was Netflix: 11,814,970 shares worth $146M.
By sector, the portfolio is most concentrated in Healthcare at 16% of assets, up from 13% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Amazon, an estimated $267M trimmed.
- Two Sigma Advisers's largest Q4 2016 buy was Netflix: 11,814,970 shares worth $146M.
- Two Sigma Advisers added most to Cisco in Q4 2016, an estimated $249M increase.
- Two Sigma Advisers's biggest Q4 2016 reduction was Amazon, cutting an estimated $267M.
- Two Sigma Advisers fully exited TJX Companies in Q4 2016, selling an estimated $203M.
- Two Sigma Advisers's ten largest holdings make up 9.1% of its $26.1B portfolio in Q4 2016.
- Two Sigma Advisers opened 369 new positions and closed 242 in Q4 2016.
- Two Sigma Advisers's portfolio value rose 11% quarter-over-quarter to $26.1B.
Based on Two Sigma Advisers's 13F filing for Q4 2016, filed 14 Feb 2017.