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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 | |
|---|---|---|---|---|---|---|
26
Constellation Brands
STZ
$22.1B
| $155M | 0.66% |
929,428
-218,499
| -19% | -$36M |
|
27
Kroger
KR
$34.2B
| $153M | 0.65% |
5,158,295
+1,352,145
| +36% | +$45M |
|
28
Baxter International
BAX
$11.2B
| $151M | 0.64% |
3,163,873
-1,621,941
| -34% | -$76.5M |
|
29
Mastercard
MA
$469B
| $143M | 0.61% |
1,401,713
+862,843
| +160% | +$82.7M |
|
30
Elevance Health
ELV
$82.3B
| $139M | 0.59% |
1,110,650
-136,701
| -11% | -$17.7M |
|
31
Target
TGT
$61.1B
| $138M | 0.59% |
2,012,067
+1,744,553
| +652% | +$125M |
|
|
BHI
32
DELISTED
Baker Hughes
BHI
| $135M | 0.57% |
2,668,144
+111,489
| +4% | +$5.37M |
|
33
LyondellBasell Industries
LYB
$19.9B
| $135M | 0.57% |
1,668,866
-89,700
| -5% | -$6.93M |
|
|
VMW
34
DELISTED
VMware, Inc
VMW
| $134M | 0.57% |
1,832,090
-152,083
| -8% | -$10.7M |
|
35
Honeywell
HON
$78B
| $134M | 0.57% |
+1,276,745
| New | +$133M |
|
36
PepsiCo
PEP
$184B
| $132M | 0.56% |
1,212,984
+555,351
| +84% | +$59.8M |
|
37
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
| $131M | 0.56% |
3,284,200
+1,988,000
| +153% | +$80.1M |
|
38
CVS Health
CVS
$136B
| $126M | 0.54% |
1,420,687
+1,062,872
| +297% | +$100M |
|
39
Ross Stores
ROST
$74.5B
| $124M | 0.53% |
+1,932,005
| New | +$119M |
|
40
Lockheed Martin
LMT
$131B
| $121M | 0.52% |
506,329
+205,000
| +68% | +$51.3M |
|
41
Ulta Beauty
ULTA
$20.5B
| $119M | 0.51% |
501,154
+38,200
| +8% | +$9.65M |
|
42
Western Digital
WDC
$192B
| $115M | 0.49% |
2,591,864
-680,546
| -21% | -$25.6M |
|
|
LNKD
43
DELISTED
LinkedIn Corporation
LNKD
| $114M | 0.49% |
597,830
+212,917
| +55% | +$40.8M |
|
44
United Parcel Service
UPS
$97B
| $111M | 0.47% |
1,013,189
+1,010,311
| +35,105% | +$110M |
|
45
Air Products & Chemicals
APD
$65.5B
| $110M | 0.47% |
787,704
-100,315
| -11% | -$13.9M |
|
46
HP
HPQ
$22.4B
| $109M | 0.47% |
7,041,454
+1,196,564
| +20% | +$17.1M |
|
47
Starbucks
SBUX
$118B
| $109M | 0.46% |
+2,004,402
| New | +$112M |
|
48
Regeneron Pharmaceuticals
REGN
$68.3B
| $107M | 0.45% |
265,180
-122,000
| -32% | -$48.9M |
|
|
TFCFA
49
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $105M | 0.45% |
4,332,057
+1,413,870
| +48% | +$36.2M |
|
50
Johnson Controls International
JCI
$87.4B
| $104M | 0.44% |
2,231,698
+30,013
| +1% | +$1.39M |
|
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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.