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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
+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
Cap. Flow
+$944M
Cap. Flow %
11.25%
Top 10 Hldgs %
14.14%
Holding
2,637
New
501
Increased
788
Reduced
750
Closed
585

Top Buys

Rank Stock Value
1
JNJ icon
Johnson & Johnson
JNJ
+$106M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$96.4M
3
NFLX icon
Netflix
NFLX
+$84.4M
4
GM icon
General Motors
GM
+$84.1M
5
KO icon
Coca-Cola
KO
+$81.8M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$206M
2
LBTYA icon
Liberty Global Class A
LBTYA
+$84.9M
3
CF icon
CF Industries
CF
+$63.1M
4
EMC
EMC CORPORATION
EMC
+$55.6M
5
EQIX icon
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
EIX icon
576
PUT
Edison International
EIX
$30.7B
$2.3M 0.03%
50,000
+37,000
+285% +$1.75M
CRL icon
577
Charles River Laboratories
CRL
$10.9B
$2.29M 0.03%
49,580
+600
+1% +$27.5K
FN icon
578
Fabrinet
FN
$17.1B
$2.29M 0.03%
135,840
+72,300
+114% +$1.07M
ADI icon
579
Analog Devices
ADI
$181B
$2.29M 0.03%
48,591
-12,226
-20% -$585K
VAC icon
580
Marriott Vacations Worldwide
VAC
$3.24B
$2.28M 0.03%
51,813
+28,200
+119% +$1.26M
MAN icon
581
ManpowerGroup
MAN
$2.39B
$2.27M 0.03%
+31,183
New +$2.09M
BMY icon
582
CALL
Bristol-Myers Squibb
BMY
$127B
$2.26M 0.03%
48,900
+33,900
+226% +$1.49M
AYR
583
DELISTED
Aircastle Ltd
AYR
$2.26M 0.03%
130,000
-8,247
-6% -$141K
SNV
584
DELISTED
Synovus
SNV
$2.26M 0.03%
97,850
+40,043
+69% +$912K
EBAY icon
585
eBay
EBAY
$48.6B
$2.25M 0.03%
95,986
-1,738,324
-95% -$39M
ROST icon
586
Ross Stores
ROST
$76.6B
$2.23M 0.03%
61,396
-185,922
-75% -$6.35M
MDLZ icon
587
PUT
Mondelez International
MDLZ
$77.7B
$2.23M 0.03%
71,000
+42,000
+145% +$1.3M
EBAY icon
588
PUT
eBay
EBAY
$48.6B
$2.22M 0.03%
94,565
+28,037
+42% +$629K
VLO icon
589
CALL
Valero Energy
VLO
$89.8B
$2.22M 0.03%
65,000
+33,000
+103% +$1.17M
AWK icon
590
American Water Works
AWK
$26.3B
$2.21M 0.03%
53,466
-257,300
-83% -$10.6M
EOG icon
591
CALL
EOG Resources
EOG
$78B
$2.2M 0.03%
+26,000
New +$2.02M
KNGT
592
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$2.2M 0.03%
133,170
-84,600
-39% -$1.4M
RAI
593
PUT
DELISTED
Reynolds American Inc
RAI
$2.19M 0.03%
90,000
-32,000
-26% -$793K
AFL icon
594
CALL
Aflac
AFL
$63.9B
$2.19M 0.03%
70,800
+56,800
+406% +$1.71M
MTGE
595
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$2.19M 0.03%
110,814
-173,894
-61% -$3.36M
TLT icon
596
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$2.19M 0.03%
20,570
-307,646
-94% -$32.6M
B
597
DELISTED
Barnes Group Inc.
B
$2.19M 0.03%
+62,673
New +$2.05M
NTCT icon
598
NETSCOUT
NTCT
$2.86B
$2.17M 0.03%
84,933
-23,920
-22% -$618K
BIIB icon
599
CALL
Biogen
BIIB
$29.9B
$2.17M 0.03%
9,000
+8,000
+800% +$1.79M
BIIB icon
600
PUT
Biogen
BIIB
$29.9B
$2.17M 0.03%
9,000
+7,000
+350% +$1.57M
22 23
24
25 26

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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.