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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 | |
|---|---|---|---|---|---|---|
101
AMC Global Media
AMCX
$430M
| $17M | 0.2% |
248,087
+10,300
| +4% | +$682K |
|
|
PNRA
102
DELISTED
Panera Bread Co
PNRA
| $17M | 0.2% |
+107,031
| New | +$18.6M |
|
|
PETM
103
DELISTED
PETSMART INC
PETM
| $17M | 0.2% |
222,296
-170,400
| -43% | -$12.3M |
|
104
PUT
American Express
AXP
$223B
| $16.9M | 0.2% |
224,000
+207,000
| +1,218% | +$15.6M |
|
|
105
CALL
Johnson & Johnson
JNJ
$635B
| $16.9M | 0.2% |
195,000
+130,000
| +200% | +$11.7M |
|
106
Agilent Technologies
A
$39.1B
| $16.8M | 0.2% |
457,343
-349,314
| -43% | -$11.8M |
|
107
PUT
Pfizer
PFE
$140B
| $16.5M | 0.2% |
605,945
+503,707
| +493% | +$13.7M |
|
|
TIBX
108
DELISTED
TIBCO SOFTWARE INC
TIBX
| $16.5M | 0.2% |
644,422
+571,000
| +778% | +$13.6M |
|
|
UN
109
DELISTED
Unilever NV New York Registry Shares
UN
| $16.3M | 0.19% |
431,700
+299,234
| +226% | +$11.8M |
|
110
Madison Square Garden
MSGS
$9.54B
| $16.2M | 0.19% |
390,617
+155,067
| +66% | +$6.52M |
|
|
XLS
111
DELISTED
EXELIS INC COM STK
XLS
| $16M | 0.19% |
1,093,102
+269,517
| +33% | +$3.77M |
|
|
SPR
112
DELISTED
Spirit AeroSystems
SPR
| $16M | 0.19% |
658,959
-307,638
| -32% | -$7.33M |
|
|
WBC
113
DELISTED
WABCO HOLDINGS INC.
WBC
| $16M | 0.19% |
189,389
-27,300
| -13% | -$2.19M |
|
114
Mastercard
MA
$477B
| $15.9M | 0.19% |
235,770
+226,000
| +2,313% | +$14.2M |
|
115
Timken Company
TKR
$9.82B
| $15.7M | 0.19% |
362,112
-69,431
| -16% | -$2.97M |
|
|
RDS.A
116
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $15.6M | 0.19% |
237,740
-644,712
| -73% | -$42.2M |
|
|
SAVE
117
DELISTED
Spirit Airlines, Inc.
SAVE
| $15.5M | 0.18% |
452,636
+117,736
| +35% | +$3.9M |
|
118
Gentex
GNTX
$4.88B
| $15.4M | 0.18% |
1,205,776
-133,120
| -10% | -$1.58M |
|
|
CFN
119
DELISTED
CAREFUSION CORPORATION
CFN
| $15.4M | 0.18% |
416,789
+390,168
| +1,466% | +$14.6M |
|
120
Advance Auto Parts
AAP
$3.37B
| $15.2M | 0.18% |
+183,751
| New | +$15M |
|
121
Camden Property Trust
CPT
$11.3B
| $15.2M | 0.18% |
246,600
-78,300
| -24% | -$5.26M |
|
|
LNKD
122
DELISTED
LinkedIn Corporation
LNKD
| $15M | 0.18% |
+60,948
| New | +$13.7M |
|
|
UPL
123
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $14.9M | 0.18% |
723,124
+30,117
| +4% | +$634K |
|
124
Walmart Inc
WMT
$871B
| $14.8M | 0.18% |
+601,752
| New | +$15.2M |
|
125
Intel
INTC
$466B
| $14.8M | 0.18% |
644,444
+601,362
| +1,396% | +$13.9M |
|
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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.