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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
IBB icon
2251
iShares Biotechnology ETF
IBB
$9.31B
– –
-484,200
Closed -$41.5M
ILMN icon
2252
Illumina
ILMN
$29.4B
– –
-1,694
Closed -$231K
INDB icon
2253
Independent Bank
INDB
$4.05B
– –
-6,078
Closed -$278K
INSM icon
2254
Insmed
INSM
$23.2B
– –
-11,400
Closed -$112K
ITW icon
2255
Illinois Tool Works
ITW
$81.4B
– –
-78,227
Closed -$8.15M
IWN icon
2256
iShares Russell 2000 Value ETF
IWN
$14.4B
– –
-21,400
Closed -$2.08M
JACK icon
2257
Jack in the Box
JACK
$278M
– –
-55,522
Closed -$4.77M
KBE icon
2258
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-116,100
Closed -$3.54M
KMI icon
2259
Kinder Morgan
KMI
$73.1B
– –
-40,374
Closed -$756K
KRE icon
2260
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
– –
-273,600
Closed -$10.5M
LE icon
2261
Lands' End
LE
$361M
– –
-23,600
Closed -$388K
LECO icon
2262
Lincoln Electric
LECO
$13.8B
– –
-25,531
Closed -$1.51M
LFCR icon
2263
Lifecore Biomedical
LFCR
$162M
– –
-11,958
Closed -$129K
LILA icon
2264
Liberty Latin America Class A
LILA
$1.51B
– –
-173,101
Closed -$3.58M
LLY icon
2265
Eli Lilly
LLY
$1.07T
– –
-55,368
Closed -$4.36M
MAC icon
2266
Macerich
MAC
$7.32B
– –
-18,082
Closed -$1.54M
MAT icon
2267
Mattel
MAT
$4.17B
– –
-117,285
Closed -$3.67M
MFG icon
2268
Mizuho Financial
MFG
$129B
– –
-12,000
Closed -$34K
MKSI icon
2269
MKS Inc
MKSI
$22.2B
– –
-41,084
Closed -$1.77M
MLR icon
2270
Miller Industries
MLR
$586M
– –
-10,552
Closed -$217K
MPWR icon
2271
Monolithic Power Systems
MPWR
$65.5B
– –
-7,666
Closed -$524K
MRCY icon
2272
Mercury Systems
MRCY
$6.2B
– –
-21,834
Closed -$543K
MTCH icon
2273
Match Group
MTCH
$8.84B
– –
-12,400
Closed -$187K
NBHC icon
2274
National Bank Holdings
NBHC
$1.94B
– –
-19,500
Closed -$397K
NMFC icon
2275
New Mountain Finance
NMFC
$646M
– –
-13,577
Closed -$175K
89 90
91
92 93

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VRS
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FAF
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PPFA
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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.