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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 | |
|---|---|---|---|---|---|---|
976
Asbury Automotive
ABG
$4.27B
| $964K | 0.01% |
18,114
-19,800
| -52% | -$973K |
|
977
VF Corp
VFC
$6.73B
| $964K | 0.01% |
20,582
+3,008
| +17% | +$139K |
|
|
CSC
978
DELISTED
Computer Sciences
CSC
| $964K | 0.01% |
44,247
+18,576
| +72% | +$391K |
|
979
Silicon Motion
SIMO
$8.38B
| $962K | 0.01% |
73,669
-4,803
| -6% | -$54.2K |
|
|
LKM
980
DELISTED
Link Motion Inc.
LKM
| $959K | 0.01% |
+44,000
| New | +$715K |
|
981
Lesaka Technologies
LSAK
$398M
| $958K | 0.01% |
79,865
+40,900
| +105% | +$369K |
|
|
ESRX
982
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $958K | 0.01% |
15,500
+7,900
| +104% | +$511K |
|
983
PUT
Johnson Controls International
JCI
$86.8B
| $955K | 0.01% |
+21,965
| New | +$931K |
|
984
Iron Mountain
IRM
$37.4B
| $954K | 0.01% |
38,210
-121,426
| -76% | -$3.08M |
|
985
CALL
PepsiCo
PEP
$190B
| $954K | 0.01% |
12,000
-21,000
| -64% | -$1.73M |
|
986
CALL
PVH
PVH
$3.81B
| $950K | 0.01% |
8,000
-2,300
| -22% | -$295K |
|
|
LFC
987
DELISTED
China Life Insurance Company Ltd.
LFC
| $947K | 0.01% |
73,029
+1,500
| +2% | +$18.8K |
|
988
PUT
Micron Technology
MU
$982B
| $943K | 0.01% |
+54,000
| New | +$783K |
|
989
PUT
Sempra
SRE
$60.7B
| $942K | 0.01% |
22,000
+2,000
| +10% | +$84.9K |
|
990
SouthState Bank Corp
SSB
$10.2B
| $940K | 0.01% |
+17,038
| New | +$933K |
|
|
JBTM
991
JBT Marel
JBTM
$7.19B
| $939K | 0.01% |
37,788
+5,000
| +15% | +$117K |
|
|
MNR
992
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $939K | 0.01% |
103,402
+50,435
| +95% | +$478K |
|
993
PUT
Consolidated Edison
ED
$41.6B
| $937K | 0.01% |
17,000
-5,000
| -23% | -$288K |
|
994
AudioCodes
AUDC
$246M
| $935K | 0.01% |
133,526
+87,996
| +193% | +$497K |
|
995
PUT
Duke Energy
DUK
$101B
| $935K | 0.01% |
14,000
-6,000
| -30% | -$409K |
|
996
Gladstone Capital
GLAD
$428M
| $935K | 0.01% |
53,579
+650
| +1% | +$11.1K |
|
997
Ambarella
AMBA
$2.84B
| $934K | 0.01% |
+47,800
| New | +$813K |
|
|
CORE
998
DELISTED
Core Mark Holding Co., Inc.
CORE
| $934K | 0.01% |
56,180
+2,000
| +4% | +$32.4K |
|
999
Digi International
DGII
$2.51B
| $931K | 0.01% |
93,142
-100
| -0.1% | -$977 |
|
1000
CALL
Thermo Fisher Scientific
TMO
$210B
| $931K | 0.01% |
10,100
+5,100
| +102% | +$461K |
|
Similar funds
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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.