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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 | |
|---|---|---|---|---|---|---|
1101
PUT
VF Corp
VFC
$6.71B
| $796K | 0.01% |
16,992
-42,480
| -71% | -$1.96M |
|
1102
PUT
Corning
GLW
$120B
| $795K | 0.01% |
+54,500
| New | +$807K |
|
|
SMA
1103
DELISTED
SYMMETRY MEDICAL INC
SMA
| $794K | 0.01% |
97,277
+4,000
| +4% | +$33.9K |
|
|
BRSL
1104
Brightstar Lottery PLC
BRSL
$1.93B
| $793K | 0.01% |
41,950
+23,578
| +128% | +$449K |
|
|
VASC
1105
DELISTED
Vascular Solutions Inc
VASC
| $793K | 0.01% |
47,200
+5,827
| +14% | +$94.3K |
|
1106
Park Aerospace
PKE
$772M
| $788K | 0.01% |
27,481
-4,200
| -13% | -$115K |
|
1107
Hope Bancorp
HOPE
$1.76B
| $787K | 0.01% |
+57,306
| New | +$825K |
|
|
VRTU
1108
DELISTED
Virtusa Corporation
VRTU
| $784K | 0.01% |
27,022
-4,900
| -15% | -$131K |
|
1109
CALL
Edison International
EIX
$30.3B
| $783K | 0.01% |
17,000
+5,200
| +44% | +$246K |
|
1110
CALL
M&T Bank
MTB
$35.9B
| $783K | 0.01% |
+7,000
| New | +$810K |
|
|
WGL
1111
DELISTED
Wgl Holdings
WGL
| $782K | 0.01% |
18,318
+11,851
| +183% | +$515K |
|
|
AXON
1112
Axon Enterprise
AXON
$42.5B
| $778K | 0.01% |
+52,272
| New | +$561K |
|
1113
AMERISAFE
AMSF
$564M
| $776K | 0.01% |
21,882
-1,454
| -6% | -$50.7K |
|
|
PDCO
1114
DELISTED
Patterson Companies, Inc.
PDCO
| $774K | 0.01% |
19,285
-8,600
| -31% | -$348K |
|
|
KAMN
1115
DELISTED
Kaman Corp
KAMN
| $774K | 0.01% |
20,414
-1,412
| -6% | -$52.4K |
|
1116
PUT
Weyerhaeuser
WY
$17.3B
| $773K | 0.01% |
27,000
+17,000
| +170% | +$481K |
|
|
SAPE
1117
DELISTED
SAPIENT CORP
SAPE
| $771K | 0.01% |
49,532
-50,900
| -51% | -$751K |
|
|
PSEM
1118
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $770K | 0.01% |
98,523
-17,774
| -15% | -$133K |
|
1119
Teekay
TK
$969M
| $768K | 0.01% |
+17,954
| New | +$723K |
|
1120
CALL
Freeport-McMoran
FCX
$89.2B
| $767K | 0.01% |
23,200
-43,900
| -65% | -$1.34M |
|
1121
CALL
APA Corp
APA
$12.5B
| $766K | 0.01% |
+9,000
| New | +$748K |
|
|
TIF
1122
CALL
DELISTED
Tiffany & Co.
TIF
| $766K | 0.01% |
10,000
-4,000
| -29% | -$315K |
|
1123
PUT
Visa
V
$690B
| $764K | 0.01% |
+16,000
| New | +$739K |
|
|
NAFC
1124
DELISTED
NASH FINCH CO
NAFC
| $764K | 0.01% |
28,948
+11,423
| +65% | +$285K |
|
1125
CALL
AvalonBay Communities
AVB
$27B
| $763K | 0.01% |
+6,000
| New | +$791K |
|
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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.