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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 | |
|---|---|---|---|---|---|---|
|
DFS
1076
PUT
DELISTED
Discover Financial Services
DFS
| $819K | 0.01% |
16,200
+3,000
| +23% | +$150K |
|
1077
PUT
Nucor
NUE
$55.8B
| $819K | 0.01% |
16,700
-27,800
| -62% | -$1.3M |
|
1078
East-West Bancorp
EWBC
$17.9B
| $818K | 0.01% |
+25,585
| New | +$774K |
|
1079
CALL
The Mosaic Company
MOS
$7.11B
| $817K | 0.01% |
19,000
+14,000
| +280% | +$652K |
|
1080
Cameco
CCJ
$38.6B
| $816K | 0.01% |
+45,200
| New | +$907K |
|
1081
CALL
CSX Corp
CSX
$95.2B
| $813K | 0.01% |
94,800
+24,600
| +35% | +$206K |
|
1082
CALL
Corning
GLW
$121B
| $813K | 0.01% |
+55,700
| New | +$825K |
|
1083
CALL
Blackrock
BLK
$164B
| $812K | 0.01% |
+3,000
| New | +$815K |
|
|
CB
1084
PUT
DELISTED
CHUBB CORPORATION
CB
| $812K | 0.01% |
+9,100
| New | +$787K |
|
1085
PUT
BorgWarner
BWA
$12.9B
| $811K | 0.01% |
+18,176
| New | +$763K |
|
1086
Entergy
ETR
$52.9B
| $810K | 0.01% |
25,622
+19,200
| +299% | +$638K |
|
|
UNS
1087
DELISTED
UNS ENERGY CORP COM
UNS
| $810K | 0.01% |
17,375
-13,900
| -44% | -$665K |
|
1088
Genuine Parts
GPC
$17.6B
| $809K | 0.01% |
9,997
-2,400
| -19% | -$195K |
|
1089
CALL
Pultegroup
PHM
$24.7B
| $809K | 0.01% |
49,000
+1,000
| +2% | +$17.1K |
|
1090
CALL
Urban Outfitters
URBN
$6.21B
| $809K | 0.01% |
22,000
+7,000
| +47% | +$287K |
|
|
CCIX
1091
DELISTED
COLEMAN CABLE IN COM
CCIX
| $808K | 0.01% |
38,326
-2,300
| -6% | -$46.8K |
|
|
BRCM
1092
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
| $806K | 0.01% |
+31,000
| New | +$875K |
|
|
CERN
1093
DELISTED
Cerner Corp
CERN
| $805K | 0.01% |
+15,314
| New | +$746K |
|
|
GCOM
1094
DELISTED
GLOBECOMM SYSTEMS INC
GCOM
| $805K | 0.01% |
57,392
-28,000
| -33% | -$395K |
|
1095
PUT
Equity Residential
EQR
$25.3B
| $804K | 0.01% |
+15,000
| New | +$827K |
|
1096
PUT
Becton Dickinson
BDX
$44B
| $800K | 0.01% |
+8,200
| New | +$803K |
|
|
DWSN
1097
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
| $799K | 0.01% |
24,620
-2,837
| -10% | -$104K |
|
1098
Accenture
ACN
$95.6B
| $798K | 0.01% |
10,836
+6,200
| +134% | +$459K |
|
|
GLPW
1099
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
| $798K | 0.01% |
39,700
+17,464
| +79% | +$321K |
|
1100
CorVel
CRVL
$3.09B
| $797K | 0.01% |
64,686
-9,204
| -12% | -$104K |
|
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.