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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
+3.71%
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
$26.1B
AUM Growth
+$2.67B
(+11%)
Cap. Flow
+$1.98B
Cap. Flow
% of AUM
7.57%
Top 10 Holdings %
Top 10 Hldgs %
9.15%
Holding
2,560
New
369
Increased
1,172
Reduced
772
Closed
242
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$249M |
| 2 |
Medtronic
MDT
|
+$235M |
| 3 |
Oracle
ORCL
|
+$161M |
| 4 |
Amgen
AMGN
|
+$148M |
| 5 |
Netflix
NFLX
|
+$140M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$267M |
| 2 |
TJX Companies
TJX
|
+$203M |
| 3 |
Walmart Inc
WMT
|
+$200M |
| 4 |
CELG
Celgene Corp
CELG
|
+$174M |
| 5 |
Marriott International
MAR
|
+$164M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 16.25% |
| 2 | Technology | 14.95% |
| 3 | Consumer Discretionary | 12.66% |
| 4 | Industrials | 12.03% |
| 5 | Financials | 7.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
LyondellBasell Industries
LYB
$19.7B
| $65.6M | 0.25% |
764,535
-904,331
| -54% | -$75.9M |
|
102
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $64.9M | 0.25% |
2,674,200
+1,745,600
| +188% | +$41.7M |
|
|
X
103
DELISTED
US Steel
X
| $64.8M | 0.25% |
1,962,919
+1,312,878
| +202% | +$35.1M |
|
104
Cummins
CMI
$91.7B
| $63.3M | 0.24% |
463,358
+299,172
| +182% | +$40M |
|
105
Analog Devices
ADI
$181B
| $62.2M | 0.24% |
856,943
-42,285
| -5% | -$2.87M |
|
|
106
Marriott International
MAR
$98.8B
| $61.3M | 0.23% |
741,956
-2,172,708
| -75% | -$164M |
|
|
MJN
107
DELISTED
Mead Johnson Nutrition Company
MJN
| $60.9M | 0.23% |
861,295
+388,105
| +82% | +$28.9M |
|
108
Advance Auto Parts
AAP
$3.28B
| $59.7M | 0.23% |
352,769
-18,164
| -5% | -$2.86M |
|
109
Abbott
ABT
$180B
| $58.5M | 0.22% |
1,523,202
+1,396,637
| +1,103% | +$55.4M |
|
|
BERY
110
DELISTED
Berry Global Group, Inc.
BERY
| $58M | 0.22% |
1,295,893
+388,538
| +43% | +$16.6M |
|
111
Lincoln National
LNC
$7.86B
| $57.6M | 0.22% |
868,843
+26,380
| +3% | +$1.53M |
|
112
Burlington
BURL
$22B
| $57M | 0.22% |
672,612
-414,089
| -38% | -$33.4M |
|
113
Ametek
AME
$55.4B
| $56M | 0.21% |
1,151,578
+508,882
| +79% | +$24.1M |
|
|
CXO
114
DELISTED
CONCHO RESOURCES INC.
CXO
| $55.1M | 0.21% |
415,798
-17,322
| -4% | -$2.35M |
|
115
Universal Health Services
UHS
$9.45B
| $53.6M | 0.2% |
503,512
+375,209
| +292% | +$44.4M |
|
116
MGM Resorts International
MGM
$11.7B
| $53.1M | 0.2% |
1,842,052
+9,727
| +0.5% | +$269K |
|
117
Simon Property Group
SPG
$74.3B
| $52.4M | 0.2% |
294,815
+279,621
| +1,840% | +$51.9M |
|
118
Cognizant
CTSH
$21.2B
| $51.4M | 0.2% |
918,023
-973,364
| -51% | -$52.1M |
|
119
Vodafone
VOD
$35B
| $51.4M | 0.2% |
2,103,168
+2,000,210
| +1,943% | +$52.6M |
|
120
Exelixis
EXEL
$13.9B
| $51.1M | 0.2% |
3,428,900
+1,632,797
| +91% | +$23.6M |
|
121
Charter Communications
CHTR
$15.2B
| $50.5M | 0.19% |
175,472
+169,613
| +2,895% | +$45.7M |
|
122
Workday
WDAY
$33.1B
| $49.8M | 0.19% |
754,138
-61,562
| -8% | -$4.96M |
|
123
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $49.3M | 0.19% |
792,900
+664,900
| +519% | +$40.1M |
|
|
ZAYO
124
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $48.6M | 0.19% |
1,478,712
+1,257,616
| +569% | +$41.2M |
|
125
Clorox
CLX
$11.5B
| $48.3M | 0.18% |
402,626
+338,666
| +529% | +$39.9M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q4 2016 Portfolio in Review
As of Q4 2016, Two Sigma Advisers held 2,560 positions worth $26.1B, up 11% from $23.5B the previous quarter. Its ten largest holdings account for 9.1% of the portfolio.
Two Sigma Advisers deployed $1.98B of net new capital in Q4 2016, opening 369 new positions and adding to 1,172 existing holdings. Its largest new stake was Netflix: 11,814,970 shares worth $146M.
By sector, the portfolio is most concentrated in Healthcare at 16% of assets, up from 13% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Amazon, an estimated $267M trimmed.
- Two Sigma Advisers's largest Q4 2016 buy was Netflix: 11,814,970 shares worth $146M.
- Two Sigma Advisers added most to Cisco in Q4 2016, an estimated $249M increase.
- Two Sigma Advisers's biggest Q4 2016 reduction was Amazon, cutting an estimated $267M.
- Two Sigma Advisers fully exited TJX Companies in Q4 2016, selling an estimated $203M.
- Two Sigma Advisers's ten largest holdings make up 9.1% of its $26.1B portfolio in Q4 2016.
- Two Sigma Advisers opened 369 new positions and closed 242 in Q4 2016.
- Two Sigma Advisers's portfolio value rose 11% quarter-over-quarter to $26.1B.
Based on Two Sigma Advisers's 13F filing for Q4 2016, filed 14 Feb 2017.