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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 | |
|---|---|---|---|---|---|---|
1176
Delta Air Lines
DAL
$56.5B
| $703K | 0.01% |
+29,813
| New | +$621K |
|
|
BRCM
1177
CALL
DELISTED
BROADCOM CORP CL-A
BRCM
| $702K | 0.01% |
27,000
+21,000
| +350% | +$593K |
|
1178
CALL
Micron Technology
MU
$1.01T
| $699K | 0.01% |
+40,000
| New | +$580K |
|
|
CMLS
1179
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $699K | 0.01% |
+16,482
| New | +$601K |
|
1180
WD-40
WDFC
$3.13B
| $698K | 0.01% |
10,756
+3,799
| +55% | +$226K |
|
1181
CALL
Norfolk Southern
NSC
$76.6B
| $696K | 0.01% |
9,000
+3,000
| +50% | +$225K |
|
|
ICON
1182
DELISTED
Iconix Brand Group, Inc.
ICON
| $695K | 0.01% |
+2,089
| New | +$684K |
|
|
CSGS
1183
DELISTED
CSG Systems International
CSGS
| $693K | 0.01% |
+27,649
| New | +$666K |
|
1184
PUT
Devon Energy
DVN
$50.1B
| $693K | 0.01% |
+12,000
| New | +$686K |
|
1185
Gladstone Investment Corp
GAIN
$644M
| $687K | 0.01% |
97,621
+6,400
| +7% | +$46.1K |
|
1186
CALL
Illinois Tool Works
ITW
$82B
| $686K | 0.01% |
9,000
-1,000
| -10% | -$73.1K |
|
1187
Kroger
KR
$35.6B
| $686K | 0.01% |
+34,016
| New | +$654K |
|
1188
CALL
Nucor
NUE
$56.1B
| $686K | 0.01% |
14,000
-19,000
| -58% | -$890K |
|
1189
RTX Corp
RTX
$297B
| $686K | 0.01% |
+10,103
| New | +$661K |
|
|
PETM
1190
PUT
DELISTED
PETSMART INC
PETM
| $686K | 0.01% |
9,000
-9,800
| -52% | -$708K |
|
1191
CALL
Carnival Corporation Ltd
CCL
$37B
| $685K | 0.01% |
21,000
-4,000
| -16% | -$145K |
|
|
1192
PUT
Carnival Corporation Ltd
CCL
$37B
| $685K | 0.01% |
21,000
-8,900
| -30% | -$323K |
|
|
ANH
1193
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $685K | 0.01% |
141,687
-32,217
| -19% | -$154K |
|
|
VCBI
1194
DELISTED
VIRGINIA COMMERCE BANCORP
VCBI
| $685K | 0.01% |
44,139
+900
| +2% | +$13.6K |
|
|
XCRA
1195
DELISTED
Xcerra Corporation
XCRA
| $684K | 0.01% |
104,073
-19,900
| -16% | -$109K |
|
|
MSB
1196
Mesabi Trust
MSB
$293M
| $683K | 0.01% |
31,200
-2,600
| -8% | -$50.8K |
|
1197
PUT
APA Corp
APA
$12.4B
| $681K | 0.01% |
+8,000
| New | +$665K |
|
1198
PUT
Cisco
CSCO
$452B
| $679K | 0.01% |
29,000
-15,000
| -34% | -$372K |
|
1199
REX American Resources
REX
$1.45B
| $679K | 0.01% |
132,600
+5,400
| +4% | +$30K |
|
|
KBAL
1200
DELISTED
Kimball International
KBAL
| $678K | 0.01% |
78,314
-1,910
| -2% | -$16.2K |
|
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.