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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 | |
|---|---|---|---|---|---|---|
|
BIRT
701
DELISTED
Actuate Corp
BIRT
| $1.72M | 0.02% |
233,305
+37,400
| +19% | +$272K |
|
702
TripAdvisor
TRIP
$1.59B
| $1.71M | 0.02% |
22,536
-2,351
| -9% | -$167K |
|
703
Northwest Natural Holdings
NWN
$2.17B
| $1.71M | 0.02% |
+40,598
| New | +$1.73M |
|
|
RFP
704
DELISTED
Resolute Forest Products Inc.
RFP
| $1.7M | 0.02% |
128,672
-8,383
| -6% | -$116K |
|
|
MODV
705
DELISTED
ModivCare
MODV
| $1.69M | 0.02% |
59,000
-14,290
| -19% | -$402K |
|
|
CELG
706
PUT
DELISTED
Celgene Corp
CELG
| $1.69M | 0.02% |
22,000
+12,000
| +120% | +$841K |
|
|
CHFN
707
DELISTED
Charter Financial Corp
CHFN
| $1.69M | 0.02% |
156,622
-136,376
| -47% | -$1.44M |
|
708
CALL
American Electric Power
AEP
$73.7B
| $1.69M | 0.02% |
39,000
+26,000
| +200% | +$1.16M |
|
709
Banco Santander
SAN
$194B
| $1.69M | 0.02% |
227,459
-2,046,962
| -90% | -$13.6M |
|
710
PUT
Southern Company
SO
$110B
| $1.69M | 0.02% |
41,000
+18,000
| +78% | +$775K |
|
711
Anika Therapeutics
ANIK
$199M
| $1.67M | 0.02% |
69,783
+28,900
| +71% | +$649K |
|
712
Prestige Consumer Healthcare
PBH
$2.35B
| $1.67M | 0.02% |
55,571
+33,800
| +155% | +$1.11M |
|
713
CALL
Range Resources
RRC
$9.11B
| $1.67M | 0.02% |
+22,000
| New | +$1.72M |
|
|
ASCMA
714
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $1.67M | 0.02% |
20,691
-1,000
| -5% | -$78.6K |
|
715
CALL
Lowe's Companies
LOW
$116B
| $1.67M | 0.02% |
35,000
-7,000
| -17% | -$318K |
|
|
BBRG
716
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $1.67M | 0.02% |
110,400
+3,800
| +4% | +$62.1K |
|
|
CKH
717
DELISTED
Seacor Holdings Inc.
CKH
| $1.66M | 0.02% |
19,019
+1,344
| +8% | +$113K |
|
|
SOHU
718
Sohu.com
SOHU
$336M
| $1.66M | 0.02% |
+21,100
| New | +$1.39M |
|
719
PUT
Target
TGT
$62.1B
| $1.66M | 0.02% |
26,000
+16,000
| +160% | +$1.09M |
|
720
Employers Holdings
EIG
$908M
| $1.66M | 0.02% |
55,759
-8,050
| -13% | -$220K |
|
721
Hanmi Financial
HAFC
$943M
| $1.66M | 0.02% |
100,048
+26,200
| +35% | +$449K |
|
722
PUT
Freeport-McMoran
FCX
$90B
| $1.65M | 0.02% |
50,000
-35,100
| -41% | -$1.07M |
|
|
AVX
723
DELISTED
AVX Corporation
AVX
| $1.65M | 0.02% |
125,899
-26,332
| -17% | -$342K |
|
724
Kimberly-Clark
KMB
$36.4B
| $1.64M | 0.02% |
18,194
-67,772
| -79% | -$6.28M |
|
|
STL
725
DELISTED
STERLING BANCORP
STL
| $1.64M | 0.02% |
119,730
-15,400
| -11% | -$205K |
|
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.