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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 | |
|---|---|---|---|---|---|---|
1051
LPL Financial
LPLA
$26.4B
| $848K | 0.01% |
22,150
+6,800
| +44% | +$260K |
|
1052
CALL
Southern Company
SO
$110B
| $848K | 0.01% |
20,600
-8,400
| -29% | -$362K |
|
|
PLXT
1053
DELISTED
PLX TECHNOLOGY INC
PLXT
| $847K | 0.01% |
140,500
+96,200
| +217% | +$525K |
|
1054
CALL
MetLife
MET
$61.3B
| $845K | 0.01% |
20,196
+10,098
| +100% | +$435K |
|
|
SRDX
1055
DELISTED
Surmodics
SRDX
| $844K | 0.01% |
35,473
+1,200
| +4% | +$25.7K |
|
1056
PUT
Truist Financial
TFC
$63.9B
| $844K | 0.01% |
25,000
+12,000
| +92% | +$419K |
|
|
CRT
1057
Cross Timbers Royalty Trust
CRT
$60.5M
| $843K | 0.01% |
28,800
-800
| -3% | -$22.6K |
|
1058
Monarch Casino & Resort
MCRI
$2.17B
| $836K | 0.01% |
+44,100
| New | +$840K |
|
|
RDEN
1059
DELISTED
ELIZABETH ARDEN INC
RDEN
| $836K | 0.01% |
+22,640
| New | +$887K |
|
|
OABC
1060
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
| $836K | 0.01% |
34,179
-5,000
| -13% | -$118K |
|
1061
Campbell Soup
CPB
$6.74B
| $835K | 0.01% |
+20,513
| New | +$920K |
|
1062
PUT
D.R. Horton
DHI
$41.2B
| $835K | 0.01% |
43,000
+30,400
| +241% | +$602K |
|
1063
Logitech
LOGI
$15.2B
| $835K | 0.01% |
94,300
+74,800
| +384% | +$559K |
|
1064
MillerKnoll
MLKN
$1.53B
| $835K | 0.01% |
28,613
+20,320
| +245% | +$564K |
|
|
PRA
1065
DELISTED
ProAssurance
PRA
| $834K | 0.01% |
+18,486
| New | +$926K |
|
|
BPFH
1066
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $833K | 0.01% |
74,926
+31,300
| +72% | +$343K |
|
1067
China Yuchai International
CYD
$1.73B
| $832K | 0.01% |
35,000
-15,300
| -30% | -$299K |
|
1068
Super Micro Computer
SMCI
$18.7B
| $832K | 0.01% |
613,720
+208,000
| +51% | +$262K |
|
1069
Vail Resorts
MTN
$5.36B
| $830K | 0.01% |
11,958
+1,800
| +18% | +$122K |
|
1070
Reliance Steel & Aluminium
RS
$20.8B
| $826K | 0.01% |
11,277
+3,200
| +40% | +$223K |
|
|
CIR
1071
DELISTED
CIRCOR International, Inc
CIR
| $826K | 0.01% |
13,274
-1,500
| -10% | -$86.2K |
|
|
OME
1072
DELISTED
Omega Protein
OME
| $826K | 0.01% |
81,400
-3,393
| -4% | -$31.7K |
|
1073
JB Hunt Transport Services
JBHT
$26B
| $825K | 0.01% |
+11,307
| New | +$841K |
|
1074
CALL
AES
AES
$10.6B
| $824K | 0.01% |
62,000
+48,000
| +343% | +$616K |
|
1075
CALL
United Parcel Service
UPS
$96.3B
| $822K | 0.01% |
9,000
+4,000
| +80% | +$352K |
|
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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.