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Two Sigma Advisers

Two Sigma Advisers Portfolio holdings

AUM $51.4B
1-Year Est. Return 31.07%
This Fund
S&P 500
This Quarter Est. Return
-7.54%
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
$15.9B
AUM Growth
+$2.43B
Cap. Flow
+$3.75B
Cap. Flow %
23.63%
Top 10 Hldgs %
9.49%
Holding
2,214
New
353
Increased
588
Reduced
825
Closed
431

Top Buys

Rank Stock Value
1
ABBV icon
AbbVie
ABBV
+$151M
2
VZ icon
Verizon
VZ
+$145M
3
ETN icon
Eaton
ETN
+$130M
4
RTX icon
RTX Corp
RTX
+$128M
5
XOM icon
ExxonMobil
XOM
+$128M

Top Sells

Rank Stock Value
1
DTV
DIRECTV COM STK (DE)
DTV
+$89.8M
2
BIDU icon
Baidu
BIDU
+$69.3M
3
CMG icon
Chipotle Mexican Grill
CMG
+$69.1M
4
RKT
ROCK-TENN COMPANY CL-A
RKT
+$63M
5
HSY icon
Hershey
HSY
+$58M

Sector Composition

Rank Sector Weight
1 Technology 14.38%
2 Industrials 14.3%
3 Healthcare 13.63%
4 Consumer Discretionary 11.68%
5 Communication Services 9.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LYB icon
76
LyondellBasell Industries
LYB
$19.5B
$56.2M 0.35%
673,545
-30,960
-4% -$2.75M
CPRI icon
77
Capri Holdings
CPRI
$1.82B
$56M 0.35%
1,321,891
-586,487
-31% -$24.8M
HOLX
78
DELISTED
Hologic
HOLX
$55.4M 0.35%
1,416,373
+811,775
+134% +$32.2M
AVGO icon
79
Broadcom
AVGO
$1.85T
$54.7M 0.34%
4,371,290
+2,213,230
+103% +$28M
INTC icon
80
Intel
INTC
$460B
$54.4M 0.34%
1,805,051
+1,649,074
+1,057% +$47.7M
NSC icon
81
Norfolk Southern
NSC
$75B
$54.1M 0.34%
707,793
+176,193
+33% +$14.3M
HOT
82
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$53.7M 0.34%
807,822
+231,600
+40% +$17.6M
CMI icon
83
Cummins
CMI
$87.3B
$53.6M 0.34%
492,403
+373,631
+315% +$46.1M
ITW icon
84
Illinois Tool Works
ITW
$81.6B
$53.3M 0.34%
646,873
+584,498
+937% +$51.1M
BRCM
85
DELISTED
BROADCOM CORP CL-A
BRCM
$51.4M 0.32%
999,003
+699,226
+233% +$36M
HDS
86
DELISTED
HD Supply Holdings, Inc.
HDS
$51M 0.32%
1,753,294
-219,020
-11% -$7.35M
NUE icon
87
Nucor
NUE
$58.5B
$50.2M 0.32%
1,327,176
+568,127
+75% +$24.4M
AXS icon
88
AXIS Capital
AXS
$7.67B
$49.4M 0.31%
915,054
-27,929
-3% -$1.55M
GEN icon
89
Gen Digital
GEN
$16.3B
$49.1M 0.31%
2,521,905
+773,470
+44% +$16.6M
PRE
90
DELISTED
PARTNERRE LTD
PRE
$48.3M 0.3%
347,828
-96,136
-22% -$13.1M
WTW icon
91
Willis Towers Watson
WTW
$31.7B
$48.2M 0.3%
441,985
+379,467
+607% +$45M
TXN icon
92
Texas Instruments
TXN
$255B
$48.2M 0.3%
972,929
+941,968
+3,042% +$46M
JBHT icon
93
JB Hunt Transport Services
JBHT
$25.3B
$46.6M 0.29%
652,921
+639,167
+4,647% +$50.6M
SKX
94
DELISTED
Skechers
SKX
$44.3M 0.28%
988,242
+519,732
+111% +$23.6M
TAP icon
95
Molson Coors Class B
TAP
$7.79B
$44M 0.28%
531,004
-177,204
-25% -$12.8M
ALTR
96
DELISTED
Altera Corp
ALTR
$42.9M 0.27%
855,813
-53,525
-6% -$2.66M
RL icon
97
Ralph Lauren
RL
$23B
$42.7M 0.27%
361,554
-98,004
-21% -$11.6M
HUM icon
98
Humana
HUM
$44B
$42.6M 0.27%
238,215
+55,200
+30% +$10.2M
BEN icon
99
Franklin Resources
BEN
$17.2B
$42.6M 0.27%
1,140,634
+520,416
+84% +$22.5M
CBRE icon
100
CBRE Group
CBRE
$43.8B
$42.5M 0.27%
1,327,609
+216,173
+19% +$7.67M
2 3
4
5 6

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Two Sigma Advisers's Q3 2015 Portfolio in Review

As of Q3 2015, Two Sigma Advisers held 2,214 positions worth $15.9B, up 18% from $13.4B the previous quarter. Its ten largest holdings account for 9.5% of the portfolio.

Two Sigma Advisers deployed $3.75B of net new capital in Q3 2015, opening 353 new positions and adding to 588 existing holdings. Its largest new stake was AbbVie: 2,314,102 shares worth $126M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 12% a quarter earlier, followed by Industrials and Healthcare.

On the sell side, the largest reduction was Chipotle Mexican Grill, an estimated $69.1M trimmed.

  • Two Sigma Advisers's largest Q3 2015 buy was AbbVie: 2,314,102 shares worth $126M.
  • Two Sigma Advisers added most to Eaton in Q3 2015, an estimated $130M increase.
  • Two Sigma Advisers's biggest Q3 2015 reduction was Chipotle Mexican Grill, cutting an estimated $69.1M.
  • Two Sigma Advisers fully exited DIRECTV COM STK (DE) in Q3 2015, selling an estimated $89.8M.
  • Two Sigma Advisers's ten largest holdings make up 9.5% of its $15.9B portfolio in Q3 2015.
  • Two Sigma Advisers opened 353 new positions and closed 431 in Q3 2015.
  • Two Sigma Advisers's portfolio value rose 18% quarter-over-quarter to $15.9B.

Based on Two Sigma Advisers's 13F filing for Q3 2015, filed 16 Nov 2015.