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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 | |
|---|---|---|---|---|---|---|
526
Fluor
FLR
$7.29B
| $7.04M | 0.03% |
137,198
-68,300
| -33% | -$3.52M |
|
527
Assured Guaranty
AGO
$3.78B
| $7.04M | 0.03% |
253,688
-180,500
| -42% | -$4.87M |
|
528
Extra Space Storage
EXR
$31.2B
| $6.98M | 0.03% |
+87,928
| New | +$7.42M |
|
529
T-Mobile US
TMUS
$193B
| $6.98M | 0.03% |
+149,416
| New | +$6.86M |
|
|
WLL
530
DELISTED
Whiting Petroleum Corporation
WLL
| $6.98M | 0.03% |
2,661
-1,419
| -35% | -$3.33M |
|
|
PKY
531
DELISTED
Parkway, Inc.
PKY
| $6.95M | 0.03% |
408,398
-180,700
| -31% | -$3.15M |
|
532
Expeditors International
EXPD
$22.9B
| $6.93M | 0.03% |
134,616
-255,900
| -66% | -$13M |
|
533
Infosys
INFY
$45B
| $6.9M | 0.03% |
+874,688
| New | +$7.21M |
|
|
HRC
534
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $6.9M | 0.03% |
111,338
| – | – |
|
535
iShares Core S&P Small-Cap ETF
IJR
$109B
| $6.88M | 0.03% |
110,800
-36,400
| -25% | -$2.22M |
|
536
United Rentals
URI
$71.1B
| $6.88M | 0.03% |
87,634
+63,382
| +261% | +$4.86M |
|
537
Enbridge
ENB
$124B
| $6.85M | 0.03% |
+154,848
| New | +$6.49M |
|
|
JWN
538
DELISTED
Nordstrom
JWN
| $6.84M | 0.03% |
131,933
-235,500
| -64% | -$11.1M |
|
539
Annaly Capital Management
NLY
$16.9B
| $6.82M | 0.03% |
162,251
-364,326
| -69% | -$15.8M |
|
540
iShares Core S&P 500 ETF
IVV
$876B
| $6.79M | 0.03% |
+31,200
| New | +$6.79M |
|
541
Philips
PHG
$25.4B
| $6.78M | 0.03% |
309,360
+268,033
| +649% | +$5.49M |
|
|
CHMT
542
DELISTED
Chemtura Corporation
CHMT
| $6.77M | 0.03% |
206,404
+47,300
| +30% | +$1.37M |
|
|
SGEN
543
DELISTED
Seagen Inc. Common Stock
SGEN
| $6.75M | 0.03% |
125,022
-26,300
| -17% | -$1.25M |
|
544
Helmerich & Payne
HP
$3.53B
| $6.74M | 0.03% |
100,076
+60,000
| +150% | +$3.77M |
|
545
Hewlett Packard
HPE
$63.2B
| $6.63M | 0.03% |
501,290
-652,172
| -57% | -$8.05M |
|
546
Starwood Property Trust
STWD
$6.12B
| $6.58M | 0.03% |
292,316
-43,000
| -13% | -$951K |
|
|
ZAYO
547
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $6.57M | 0.03% |
221,096
-332,704
| -60% | -$9.62M |
|
548
Leidos
LDOS
$14.1B
| $6.56M | 0.03% |
151,586
-197,531
| -57% | -$8.97M |
|
549
LXP Industrial Trust
LXP
$3.53B
| $6.55M | 0.03% |
127,205
+14,540
| +13% | +$767K |
|
550
Goldman Sachs
GS
$313B
| $6.55M | 0.03% |
+40,593
| New | +$6.6M |
|
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.