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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 | |
|---|---|---|---|---|---|---|
401
Nike
NKE
$61.9B
| $4.02M | 0.05% |
+110,768
| New | +$3.62M |
|
402
Thor Industries
THO
$3.99B
| $4.01M | 0.05% |
69,069
+62,800
| +1,002% | +$3.33M |
|
|
KRFT
403
PUT
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $3.98M | 0.05% |
76,000
-36,500
| -32% | -$2M |
|
404
CALL
Philip Morris
PM
$301B
| $3.98M | 0.05% |
46,000
+33,000
| +254% | +$2.89M |
|
|
SYNT
405
DELISTED
Syntel Inc
SYNT
| $3.93M | 0.05% |
98,234
-6,200
| -6% | -$225K |
|
406
Cogent Communications
CCOI
$594M
| $3.89M | 0.05% |
120,526
-900
| -0.7% | -$27.6K |
|
|
KS
407
DELISTED
KapStone Paper and Pack Corp.
KS
| $3.86M | 0.05% |
180,416
+144,320
| +400% | +$3.14M |
|
408
CALL
Newmont
NEM
$98.2B
| $3.82M | 0.05% |
136,000
+102,900
| +311% | +$3.05M |
|
409
Crane NXT
CXT
$3.04B
| $3.82M | 0.05% |
178,412
-184,831
| -51% | -$3.93M |
|
410
CALL
SLB Ltd
SLB
$77.8B
| $3.8M | 0.05% |
43,000
+37,000
| +617% | +$3.04M |
|
411
PUT
American International
AIG
$41.9B
| $3.79M | 0.05% |
78,000
+60,000
| +333% | +$2.85M |
|
412
Matsons
MATX
$6.37B
| $3.79M | 0.05% |
144,529
| – | – |
|
|
SFUN
413
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $3.77M | 0.04% |
+7,290
| New | +$2.81M |
|
414
CALL
Microsoft
MSFT
$2.84T
| $3.76M | 0.04% |
113,000
+66,000
| +140% | +$2.17M |
|
|
PSB
415
DELISTED
PS Business Parks, Inc.
PSB
| $3.74M | 0.04% |
50,160
+6,900
| +16% | +$508K |
|
416
CALL
Gilead Sciences
GILD
$161B
| $3.71M | 0.04% |
59,000
+39,000
| +195% | +$2.33M |
|
417
Terex
TEX
$7.98B
| $3.7M | 0.04% |
+110,254
| New | +$3.34M |
|
|
BKCC
418
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $3.68M | 0.04% |
387,491
+20,156
| +5% | +$199K |
|
419
Take-Two Interactive
TTWO
$43B
| $3.66M | 0.04% |
+201,590
| New | +$3.53M |
|
|
FARO
420
DELISTED
Faro Technologies
FARO
| $3.66M | 0.04% |
86,679
+3,900
| +5% | +$150K |
|
421
ICU Medical
ICUI
$3.93B
| $3.65M | 0.04% |
53,655
+45,800
| +583% | +$3.27M |
|
422
PUT
US Bancorp
USB
$99.6B
| $3.62M | 0.04% |
99,000
+57,000
| +136% | +$2.11M |
|
423
American Express
AXP
$223B
| $3.56M | 0.04% |
+47,110
| New | +$3.54M |
|
424
Harmony Gold Mining
HMY
$9.92B
| $3.55M | 0.04% |
1,049,700
+64,400
| +7% | +$240K |
|
|
CPLA
425
DELISTED
Capella Education Company
CPLA
| $3.55M | 0.04% |
62,684
-3,100
| -5% | -$160K |
|
Similar funds
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.