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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
+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
Cap. Flow
+$2.93B
Cap. Flow %
12.47%
Top 10 Hldgs %
10.32%
Holding
2,453
New
424
Increased
925
Reduced
827
Closed
262

Top Buys

Rank Stock Value
1
WMT icon
Walmart Inc
WMT
+$239M
2
TJX icon
TJX Companies
TJX
+$212M
3
CELG
Celgene Corp
CELG
+$183M
4
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$180M
5
CRM icon
Salesforce
CRM
+$152M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$182M
2
META icon
Meta Platforms (Facebook)
META
+$142M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$118M
4
YUM icon
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
CSCO icon
126
Cisco
CSCO
$445B
$43.6M 0.19%
1,375,299
-112,100
-8% -$3.45M
BBWI icon
127
Bath & Body Works
BBWI
$3.91B
$43.5M 0.19%
759,979
-58,447
-7% -$3.44M
FBIN icon
128
Fortune Brands Innovations
FBIN
$6.06B
$43.4M 0.18%
+873,157
New +$45.7M
PSA icon
129
Public Storage
PSA
$59.6B
$42.8M 0.18%
+191,737
New +$44.8M
HDS
130
DELISTED
HD Supply Holdings, Inc.
HDS
$42.5M 0.18%
1,329,541
-193,996
-13% -$6.72M
MSI icon
131
Motorola Solutions
MSI
$67.7B
$42.5M 0.18%
557,193
-71,800
-11% -$5.24M
TEVA icon
132
Teva Pharmaceuticals
TEVA
$36.4B
$42.2M 0.18%
916,699
-1,450,900
-61% -$75.7M
EL icon
133
Estee Lauder
EL
$29B
$41.9M 0.18%
472,582
+125,800
+36% +$11.5M
MRK icon
134
Merck
MRK
$324B
$41.4M 0.18%
694,683
+288,305
+71% +$16.9M
ETN icon
135
Eaton
ETN
$160B
$41.4M 0.18%
629,318
-670,920
-52% -$43.4M
JNJ icon
136
Johnson & Johnson
JNJ
$632B
$41.2M 0.18%
348,649
+196,227
+129% +$23.8M
TTWO icon
137
Take-Two Interactive
TTWO
$42.8B
$41.1M 0.17%
910,809
-81,381
-8% -$3.43M
CPAY icon
138
Corpay
CPAY
$24B
$40.9M 0.17%
235,419
+56,699
+32% +$9.08M
IBM icon
139
IBM
IBM
$197B
$40.3M 0.17%
265,675
+49,482
+23% +$7.51M
NOC icon
140
Northrop Grumman
NOC
$76.9B
$40.2M 0.17%
188,103
-11,299
-6% -$2.45M
MU icon
141
Micron Technology
MU
$1.06T
$40.2M 0.17%
2,258,581
-1,066,334
-32% -$16.3M
OC icon
142
Owens Corning
OC
$11.3B
$40M 0.17%
749,422
-106,188
-12% -$5.7M
SINA
143
DELISTED
Sina Corp
SINA
$39.8M 0.17%
539,396
+70,296
+15% +$4.65M
RAX
144
DELISTED
Rackspace Hosting Inc
RAX
$39.8M 0.17%
1,255,236
-31,700
-2% -$875K
LLL
145
DELISTED
L3 Technologies, Inc.
LLL
$39.6M 0.17%
263,020
-29,400
-10% -$4.39M
LNC icon
146
Lincoln National
LNC
$7.75B
$39.6M 0.17%
842,463
-2,332
-0.3% -$104K
QVCGA
147
DELISTED
QVC Group Inc Series A
QVCGA
$38.2M 0.16%
39,345
+14,737
+60% +$16.2M
HLF icon
148
Herbalife
HLF
$1.24B
$37.9M 0.16%
1,221,568
-289,306
-19% -$9.14M
ISRG icon
149
Intuitive Surgical
ISRG
$120B
$37.6M 0.16%
466,884
-300,474
-39% -$23M
KDP icon
150
Keurig Dr Pepper
KDP
$40.5B
$37.5M 0.16%
410,357
+67,600
+20% +$6.4M
4 5
6
7 8

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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.