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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 | |
|---|---|---|---|---|---|---|
101
Incyte
INCY
$23.6B
| $58.5M | 0.25% |
619,963
-138,700
| -18% | -$11.7M |
|
102
Analog Devices
ADI
$182B
| $58M | 0.25% |
899,228
+84,537
| +10% | +$5.24M |
|
103
Autodesk
ADSK
$44.2B
| $57.6M | 0.25% |
796,000
-215,800
| -21% | -$13.6M |
|
104
Qualcomm
QCOM
$176B
| $56M | 0.24% |
817,547
-1,606,677
| -66% | -$97.7M |
|
105
Electronic Arts
EA
$52.4B
| $55.6M | 0.24% |
650,780
-1,265,600
| -66% | -$101M |
|
106
Best Buy
BBY
$17.9B
| $55.6M | 0.24% |
1,455,593
+708,503
| +95% | +$24.9M |
|
107
Advance Auto Parts
AAP
$3.23B
| $55.3M | 0.24% |
+370,933
| New | +$59.3M |
|
108
IQVIA
IQV
$34.8B
| $54.7M | 0.23% |
674,707
-203,793
| -23% | -$15.4M |
|
|
GXP
109
DELISTED
Great Plains Energy Incorporated
GXP
| $54.5M | 0.23% |
1,998,901
+270,582
| +16% | +$7.74M |
|
110
Danaher
DHR
$135B
| $54.3M | 0.23% |
781,912
+753,854
| +2,687% | +$53.4M |
|
111
lululemon athletica
LULU
$12.7B
| $53.8M | 0.23% |
882,648
+709,600
| +410% | +$52.4M |
|
112
Celanese
CE
$5.22B
| $53M | 0.23% |
796,571
+252,843
| +47% | +$16.5M |
|
113
Boston Scientific
BSX
$65.2B
| $52.7M | 0.22% |
2,215,031
+2,165,574
| +4,379% | +$51.7M |
|
|
NFX
114
DELISTED
Newfield Exploration
NFX
| $51.6M | 0.22% |
1,187,472
+420,511
| +55% | +$18.5M |
|
115
HCA Healthcare
HCA
$86.7B
| $51.3M | 0.22% |
678,530
-551,103
| -45% | -$42.2M |
|
116
Accenture
ACN
$87.9B
| $49.3M | 0.21% |
403,339
+398,871
| +8,927% | +$45.4M |
|
117
JPMorgan Chase
JPM
$927B
| $48M | 0.2% |
720,180
+384,012
| +114% | +$25M |
|
118
Automatic Data Processing
ADP
$99.2B
| $47.8M | 0.2% |
542,261
+467,000
| +621% | +$42.3M |
|
119
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $47.8M | 0.2% |
+662,900
| New | +$48.8M |
|
120
MGM Resorts International
MGM
$11.6B
| $47.7M | 0.2% |
1,832,325
+1,702,506
| +1,311% | +$41.3M |
|
121
Monster Beverage
MNST
$91.7B
| $46.5M | 0.2% |
1,900,170
+1,121,418
| +144% | +$29.1M |
|
122
Valero Energy
VLO
$90.6B
| $45.4M | 0.19% |
856,790
+545,935
| +176% | +$29.1M |
|
123
F5
FFIV
$21.9B
| $45.2M | 0.19% |
362,776
-124,500
| -26% | -$15.1M |
|
|
WR
124
DELISTED
Westar Energy Inc
WR
| $45M | 0.19% |
792,434
-762,902
| -49% | -$42.2M |
|
125
Allegion
ALLE
$13.3B
| $44.4M | 0.19% |
644,510
-22,500
| -3% | -$1.58M |
|
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.