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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 | |
|---|---|---|---|---|---|---|
401
Fabrinet
FN
$17.1B
| $11.2M | 0.05% |
250,940
+16,800
| +7% | +$667K |
|
402
Lumen
LUMN
$6.53B
| $11.2M | 0.05% |
406,688
+156,400
| +62% | +$4.57M |
|
403
Edison International
EIX
$30.7B
| $11.1M | 0.05% |
154,297
+80,600
| +109% | +$6.05M |
|
404
Campbell Soup
CPB
$6.51B
| $11.1M | 0.05% |
202,289
+95,500
| +89% | +$5.78M |
|
|
WCC
405
WESCO International
WCC
$16.2B
| $11M | 0.05% |
178,319
-82,901
| -32% | -$4.75M |
|
406
Rockwell Automation
ROK
$51.4B
| $10.9M | 0.05% |
88,783
+29,700
| +50% | +$3.47M |
|
407
Hawaiian Electric Industries
HE
$2.33B
| $10.8M | 0.05% |
361,139
+220,600
| +157% | +$6.78M |
|
|
QEP
408
DELISTED
QEP RESOURCES, INC.
QEP
| $10.7M | 0.05% |
546,600
+240,890
| +79% | +$4.44M |
|
409
Oceaneering
OII
$5.25B
| $10.7M | 0.05% |
387,472
-79,500
| -17% | -$2.2M |
|
|
CAB
410
DELISTED
Cabela's Inc
CAB
| $10.6M | 0.05% |
+193,467
| New | +$9.9M |
|
411
Scotiabank
BNS
$106B
| $10.6M | 0.05% |
199,618
-36,537
| -15% | -$1.89M |
|
412
Teck Resources
TECK
$29.5B
| $10.6M | 0.05% |
586,500
+355,600
| +154% | +$5.67M |
|
413
Gold Fields
GFI
$29.2B
| $10.4M | 0.04% |
2,145,500
+74,200
| +4% | +$420K |
|
414
Viavi Solutions
VIAV
$9.75B
| $10.4M | 0.04% |
1,407,940
+175,510
| +14% | +$1.29M |
|
|
HAR
415
DELISTED
Harman International Industries
HAR
| $10.3M | 0.04% |
+121,877
| New | +$10M |
|
|
ACH
416
Accendra Health
ACH
$240M
| $10.3M | 0.04% |
295,972
+240,900
| +437% | +$8.43M |
|
|
GRFS
417
Grifois
GRFS
$5.16B
| $10.2M | 0.04% |
641,584
-401,900
| -39% | -$6.62M |
|
|
MGP
418
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $10.2M | 0.04% |
391,928
-105,110
| -21% | -$2.75M |
|
|
AMWD
419
DELISTED
American Woodmark
AMWD
| $10.1M | 0.04% |
125,836
+23,699
| +23% | +$1.85M |
|
|
GPT
420
DELISTED
Gramercy Property Trust
GPT
| $10.1M | 0.04% |
350,327
+8,253
| +2% | +$239K |
|
421
Sensata Technologies
ST
$6.65B
| $10.1M | 0.04% |
260,900
-395,500
| -60% | -$14.9M |
|
422
Wabtec
WAB
$51.1B
| $10.1M | 0.04% |
123,730
+95,300
| +335% | +$7M |
|
423
Freeport-McMoran
FCX
$90B
| $10M | 0.04% |
924,431
+853,920
| +1,211% | +$9.82M |
|
424
American Electric Power
AEP
$73.7B
| $10M | 0.04% |
+156,329
| New | +$10.5M |
|
425
Insulet
PODD
$11.3B
| $10M | 0.04% |
244,769
+29,400
| +14% | +$1.16M |
|
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.