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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 | |
|---|---|---|---|---|---|---|
|
BTU
926
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.06M | 0.01% |
4,087
+3,154
| +338% | +$806K |
|
|
TPC
927
Tutor Perini Cor
TPC
$4.57B
| $1.06M | 0.01% |
49,517
-6,300
| -11% | -$122K |
|
928
Papa John's
PZZA
$999M
| $1.05M | 0.01% |
30,086
+22,800
| +313% | +$787K |
|
|
WNS
929
DELISTED
WNS Holdings
WNS
| $1.05M | 0.01% |
49,597
-3,766
| -7% | -$74.3K |
|
|
KNL
930
DELISTED
Knoll, Inc.
KNL
| $1.05M | 0.01% |
61,960
-22,800
| -27% | -$367K |
|
931
CALL
Marriott International
MAR
$98.7B
| $1.05M | 0.01% |
+24,900
| New | +$1.03M |
|
932
Crocs
CROX
$6.69B
| $1.04M | 0.01% |
76,782
-62,100
| -45% | -$901K |
|
|
NTP
933
DELISTED
Nam Tai Property Inc.
NTP
| $1.04M | 0.01% |
+134,295
| New | +$1M |
|
|
PPL
934
PPL Corp
PPL
$27.3B
| $1.04M | 0.01% |
+36,825
| New | +$1.06M |
|
|
SCHW
935
CALL
Charles Schwab
SCHW
$177B
| $1.04M | 0.01% |
49,000
+21,000
| +75% | +$457K |
|
|
STEL
936
DELISTED
STELLARONE CORPORATION COM
STEL
| $1.04M | 0.01% |
45,994
+23,100
| +101% | +$493K |
|
937
PUT
PepsiCo
PEP
$186B
| $1.03M | 0.01% |
13,000
-25,600
| -66% | -$2.1M |
|
938
PUT
Eaton
ETN
$157B
| $1.03M | 0.01% |
15,000
-8,000
| -35% | -$537K |
|
939
Harte-Hanks
HHS
$17.7M
| $1.03M | 0.01% |
11,684
-2,557
| -18% | -$234K |
|
940
Natural Gas Services Group
NGS
$470M
| $1.03M | 0.01% |
38,369
+700
| +2% | +$18.3K |
|
941
PDF Solutions
PDFS
$2.13B
| $1.03M | 0.01% |
+48,300
| New | +$993K |
|
|
COV
942
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $1.03M | 0.01% |
16,823
-36,022
| -68% | -$2.2M |
|
943
Azenta
AZTA
$1.26B
| $1.02M | 0.01% |
109,849
+3,422
| +3% | +$32.8K |
|
|
ANEN
944
DELISTED
ANAREN INC
ANEN
| $1.02M | 0.01% |
40,144
-500
| -1% | -$12.2K |
|
|
JOY
945
CALL
DELISTED
Joy Global Inc
JOY
| $1.02M | 0.01% |
20,000
+10,000
| +100% | +$510K |
|
|
JOY
946
PUT
DELISTED
Joy Global Inc
JOY
| $1.02M | 0.01% |
20,000
+12,000
| +150% | +$612K |
|
|
PLL
947
DELISTED
PALL CORP
PLL
| $1.02M | 0.01% |
13,246
+8,636
| +187% | +$619K |
|
|
CLMS
948
DELISTED
Calamos Asset Management, Inc.
CLMS
| $1.01M | 0.01% |
101,165
+63,716
| +170% | +$665K |
|
|
AGN
949
CALL
DELISTED
Allergan plc
AGN
| $1.01M | 0.01% |
7,000
+5,000
| +250% | +$666K |
|
|
BAGL
950
DELISTED
EINSTEIN NOAH RESTAURANT GROUP, INC CMN STK (DELAWARE)
BAGL
| $1.01M | 0.01% |
58,100
-300
| -0.5% | -$4.95K |
|
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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.