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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
+10.12%
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
$8.39B
AUM Growth
+$1.39B
(+20%)
Cap. Flow
+$944M
Cap. Flow
% of AUM
11.25%
Top 10 Holdings %
Top 10 Hldgs %
14.14%
Holding
2,637
New
501
Increased
788
Reduced
750
Closed
585
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$106M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$96.4M |
| 3 |
Netflix
NFLX
|
+$84.4M |
| 4 |
General Motors
GM
|
+$84.1M |
| 5 |
Coca-Cola
KO
|
+$81.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$206M |
| 2 |
Liberty Global Class A
LBTYA
|
+$84.9M |
| 3 |
CF Industries
CF
|
+$63.1M |
| 4 |
EMC
EMC CORPORATION
EMC
|
+$55.6M |
| 5 |
Equinix
EQIX
|
+$50.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.12% |
| 2 | Energy | 9.66% |
| 3 | Healthcare | 9.45% |
| 4 | Technology | 8.32% |
| 5 | Industrials | 8.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Centene
CNC
$31.3B
| $7M | 0.08% |
437,672
-213,812
| -33% | -$3.08M |
|
252
Encompass Health
EHC
$11.2B
| $7M | 0.08% |
255,072
-228,145
| -47% | -$5.86M |
|
|
HDS
253
DELISTED
HD Supply Holdings, Inc.
HDS
| $6.97M | 0.08% |
+317,337
| New | +$6.99M |
|
254
PUT
RTX Corp
RTX
$287B
| $6.95M | 0.08% |
102,491
+96,135
| +1,513% | +$6.29M |
|
255
Boeing
BA
$165B
| $6.95M | 0.08% |
59,110
+5,300
| +10% | +$571K |
|
|
OMX
256
DELISTED
OFFICEMAX INCORPORATED
OMX
| $6.94M | 0.08% |
542,326
+482,305
| +804% | +$5.45M |
|
257
Universal Health Services
UHS
$9.43B
| $6.91M | 0.08% |
92,138
-32,400
| -26% | -$2.26M |
|
|
FITB
258
Fifth Third Bancorp
FITB
$52B
| $6.8M | 0.08% |
377,150
-115,758
| -23% | -$2.18M |
|
259
Bloomin' Brands
BLMN
$680M
| $6.77M | 0.08% |
286,650
+265,658
| +1,266% | +$6.36M |
|
260
CALL
ExxonMobil
XOM
$651B
| $6.76M | 0.08% |
78,600
+58,600
| +293% | +$5.28M |
|
|
AZPN
261
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $6.73M | 0.08% |
194,710
+111,000
| +133% | +$3.83M |
|
262
PUT
IBM
IBM
$202B
| $6.68M | 0.08% |
+37,761
| New | +$6.86M |
|
263
PUT
Citigroup
C
$222B
| $6.68M | 0.08% |
137,700
+76,700
| +126% | +$3.88M |
|
264
CALL
Apple
AAPL
$4.89T
| $6.67M | 0.08% |
392,000
+168,000
| +75% | +$2.79M |
|
|
QLGC
265
DELISTED
QLOGIC CORP
QLGC
| $6.67M | 0.08% |
609,348
+223,200
| +58% | +$2.46M |
|
|
WOOF
266
DELISTED
VCA Inc.
WOOF
| $6.66M | 0.08% |
242,619
+155,300
| +178% | +$4.34M |
|
|
TMH
267
DELISTED
Team Health Holdings Inc
TMH
| $6.64M | 0.08% |
175,067
-13,400
| -7% | -$525K |
|
|
DST
268
DELISTED
DST Systems Inc.
DST
| $6.63M | 0.08% |
175,814
-115,200
| -40% | -$4.16M |
|
269
Costco
COST
$415B
| $6.59M | 0.08% |
+57,280
| New | +$6.61M |
|
270
Amazon
AMZN
$2.5T
| $6.59M | 0.08% |
+421,660
| New | +$6.28M |
|
271
CBRE Group
CBRE
$40.8B
| $6.58M | 0.08% |
284,658
+252,050
| +773% | +$5.84M |
|
272
Hyatt Hotels
H
$17.6B
| $6.53M | 0.08% |
152,083
+120,100
| +376% | +$5.27M |
|
273
Sensata Technologies
ST
$6.65B
| $6.53M | 0.08% |
170,500
+82,200
| +93% | +$3.08M |
|
274
PPG Industries
PPG
$25.9B
| $6.5M | 0.08% |
77,808
+29,548
| +61% | +$2.36M |
|
|
DF
275
DELISTED
Dean Foods Company
DF
| $6.5M | 0.08% |
336,507
-305,536
| -48% | -$6.18M |
|
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CWM
VRS
FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q3 2013 Portfolio in Review
As of Q3 2013, Two Sigma Advisers held 2,637 positions worth $8.39B, up 20% from $7B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Two Sigma Advisers deployed $944M of net new capital in Q3 2013, opening 501 new positions and adding to 788 existing holdings. Its largest new stake was Johnson & Johnson: 1,183,874 shares worth $103M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, up from 11% a quarter earlier, followed by Energy and Healthcare.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $206M trimmed.
- Two Sigma Advisers's largest Q3 2013 buy was Johnson & Johnson: 1,183,874 shares worth $103M.
- Two Sigma Advisers added most to Alphabet (Google) Class C in Q3 2013, an estimated $96.4M increase.
- Two Sigma Advisers's biggest Q3 2013 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $206M.
- Two Sigma Advisers fully exited CF Industries in Q3 2013, selling an estimated $63.1M.
- Two Sigma Advisers's ten largest holdings make up 14% of its $8.39B portfolio in Q3 2013.
- Two Sigma Advisers opened 501 new positions and closed 585 in Q3 2013.
- Two Sigma Advisers's portfolio value rose 20% quarter-over-quarter to $8.39B.
Based on Two Sigma Advisers's 13F filing for Q3 2013, filed 14 Nov 2013.