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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 | |
|---|---|---|---|---|---|---|
926
Primoris Services
PRIM
$4.69B
| $2.49M | 0.01% |
120,817
+102,001
| +542% | +$1.92M |
|
927
TTM Technologies
TTMI
$13.6B
| $2.49M | 0.01% |
217,408
+82,607
| +61% | +$817K |
|
928
Green Dot
GDOT
$753M
| $2.49M | 0.01% |
107,843
+19,700
| +22% | +$461K |
|
929
ProShares Ultra S&P500
SSO
$7.82B
| $2.48M | 0.01% |
+280,000
| New | +$2.47M |
|
930
Assurant
AIZ
$13.7B
| $2.48M | 0.01% |
26,911
-26,099
| -49% | -$2.28M |
|
|
BECN
931
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $2.48M | 0.01% |
+58,973
| New | +$2.68M |
|
932
Brixmor Property Group
BRX
$9.95B
| $2.48M | 0.01% |
89,191
+75,684
| +560% | +$2.1M |
|
|
HIMX
933
Himax Technologies
HIMX
$2.2B
| $2.48M | 0.01% |
+288,500
| New | +$2.7M |
|
934
Kohl's
KSS
$2.03B
| $2.47M | 0.01% |
+56,514
| New | +$2.37M |
|
935
Kadant
KAI
$3.69B
| $2.46M | 0.01% |
47,145
-2,200
| -4% | -$117K |
|
936
AMERISAFE
AMSF
$569M
| $2.46M | 0.01% |
41,782
+200
| +0.5% | +$11.9K |
|
|
CORE
937
DELISTED
Core Mark Holding Co., Inc.
CORE
| $2.45M | 0.01% |
68,478
+63,878
| +1,389% | +$2.75M |
|
|
CYNO
938
DELISTED
Cynosure, Inc. Class A
CYNO
| $2.45M | 0.01% |
48,138
+41,168
| +591% | +$2.14M |
|
|
LM
939
DELISTED
Legg Mason, Inc.
LM
| $2.45M | 0.01% |
73,108
-685,400
| -90% | -$22.8M |
|
940
LivaNova
LIVN
$4.3B
| $2.44M | 0.01% |
40,582
-128,218
| -76% | -$7.37M |
|
941
Louisiana-Pacific
LPX
$5.2B
| $2.44M | 0.01% |
+129,535
| New | +$2.51M |
|
942
Ecolab
ECL
$75.6B
| $2.43M | 0.01% |
+19,972
| New | +$2.41M |
|
|
BV
943
DELISTED
Bazaarvoice, Inc.
BV
| $2.43M | 0.01% |
410,924
+109,390
| +36% | +$483K |
|
944
Timken Company
TKR
$9.82B
| $2.43M | 0.01% |
69,049
+2,000
| +3% | +$65.8K |
|
945
Federal Signal
FSS
$7.25B
| $2.42M | 0.01% |
182,882
-12,500
| -6% | -$164K |
|
946
Arcos Dorados Holdings
ARCO
$1.73B
| $2.42M | 0.01% |
471,841
+128,165
| +37% | +$665K |
|
947
New York Times
NYT
$11.6B
| $2.42M | 0.01% |
202,308
-58,500
| -22% | -$741K |
|
|
GCP
948
DELISTED
GCP Applied Technologies Inc.
GCP
| $2.41M | 0.01% |
85,200
+26,400
| +45% | +$734K |
|
949
H&R Block
HRB
$5.18B
| $2.41M | 0.01% |
104,192
+35,301
| +51% | +$826K |
|
950
Vera Bradley
VRA
$105M
| $2.41M | 0.01% |
159,066
+39,200
| +33% | +$588K |
|
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.