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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 | |
|---|---|---|---|---|---|---|
|
VTTI
1376
DELISTED
VTTI Energy Partners LP
VTTI
| $958K | ﹤0.01% |
50,392
+28,192
| +127% | +$544K |
|
1377
Truist Financial
TFC
$63.2B
| $957K | ﹤0.01% |
+25,359
| New | +$945K |
|
1378
Skywest
SKYW
$4.11B
| $953K | ﹤0.01% |
36,093
+23,600
| +189% | +$655K |
|
|
AVX
1379
DELISTED
AVX Corporation
AVX
| $953K | ﹤0.01% |
69,098
+55,499
| +408% | +$757K |
|
|
OB
1380
DELISTED
Onebeacon Insurance Group Ltd
OB
| $953K | ﹤0.01% |
66,714
-20,301
| -23% | -$287K |
|
1381
Bank of Hawaii
BOH
$3.33B
| $952K | ﹤0.01% |
13,112
+636
| +5% | +$44.6K |
|
1382
Tilly's
TLYS
$115M
| $952K | ﹤0.01% |
101,398
+68,400
| +207% | +$503K |
|
|
NGHC
1383
DELISTED
National General Holdings Corp
NGHC
| $950K | ﹤0.01% |
42,707
-51,293
| -55% | -$1.12M |
|
|
KANG
1384
DELISTED
iKang Healthcare Group, Inc.
KANG
| $948K | ﹤0.01% |
52,400
-82,300
| -61% | -$1.51M |
|
1385
CorVel
CRVL
$3.05B
| $947K | ﹤0.01% |
73,986
-19,200
| -21% | -$266K |
|
|
RRTS
1386
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $944K | ﹤0.01% |
4,734
-880
| -16% | -$179K |
|
1387
Itron
ITRI
$3.73B
| $936K | ﹤0.01% |
16,786
+11,300
| +206% | +$542K |
|
1388
United Microelectronic
UMC
$48.9B
| $935K | ﹤0.01% |
505,630
+68,500
| +16% | +$131K |
|
|
RENX
1389
DELISTED
RELX N.V.
RENX
| $934K | ﹤0.01% |
52,314
+26,625
| +104% | +$471K |
|
1390
Cohu
COHU
$2.39B
| $932K | ﹤0.01% |
79,400
+23,200
| +41% | +$256K |
|
1391
CoStar Group
CSGP
$11.3B
| $932K | ﹤0.01% |
+43,040
| New | +$916K |
|
|
CCMP
1392
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $931K | ﹤0.01% |
+17,604
| New | +$865K |
|
|
DENN
1393
DELISTED
Denny's
DENN
| $929K | ﹤0.01% |
86,868
-337,300
| -80% | -$3.66M |
|
|
HTBK
1394
DELISTED
Heritage Commerce
HTBK
| $927K | ﹤0.01% |
84,702
+67,400
| +390% | +$746K |
|
|
CHSP
1395
DELISTED
Chesapeake Lodging Trust
CHSP
| $927K | ﹤0.01% |
40,462
+19,800
| +96% | +$489K |
|
1396
Dime Commercial Bancshares
DCOM
$1.75B
| $926K | ﹤0.01% |
32,400
+17,000
| +110% | +$500K |
|
|
GRP.U
1397
DELISTED
Granite Real Estate Investment Trust
GRP.U
| $925K | ﹤0.01% |
30,254
+9,100
| +43% | +$283K |
|
|
ZIXI
1398
DELISTED
Zix Corporation
ZIXI
| $925K | ﹤0.01% |
225,501
-22,199
| -9% | -$87.7K |
|
|
PNNT
1399
Pennant Park Investment Corp
PNNT
$215M
| $922K | ﹤0.01% |
122,655
-19,329
| -14% | -$145K |
|
|
ESL
1400
DELISTED
Esterline Technologies
ESL
| $922K | ﹤0.01% |
12,127
-14,800
| -55% | -$1.04M |
|
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.