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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 | |
|---|---|---|---|---|---|---|
1376
Vishay Precision Group
VPG
$1.36B
| $504K | 0.01% |
34,606
-1,600
| -4% | -$24.7K |
|
1377
Nexstar Media Group
NXST
$5.67B
| $503K | 0.01% |
11,300
-8,600
| -43% | -$307K |
|
1378
CALL
Becton Dickinson
BDX
$43.8B
| $500K | 0.01% |
5,125
+1,127
| +28% | +$110K |
|
|
GIFI
1379
DELISTED
Gulf Island Fabrication
GIFI
| $500K | 0.01% |
20,358
-774
| -4% | -$18.2K |
|
|
AVID
1380
DELISTED
Avid Technology Inc
AVID
| $500K | 0.01% |
83,453
+16,400
| +24% | +$94.7K |
|
1381
PUT
Genworth Financial
GNW
$3.79B
| $499K | 0.01% |
+39,000
| New | +$489K |
|
1382
CALL
Welltower
WELL
$175B
| $499K | 0.01% |
8,000
+4,000
| +100% | +$254K |
|
|
SHOR
1383
DELISTED
ShoreTel, Inc.
SHOR
| $499K | 0.01% |
+82,563
| New | +$393K |
|
|
DO
1384
PUT
DELISTED
Diamond Offshore Drilling
DO
| $499K | 0.01% |
8,000
-4,000
| -33% | -$268K |
|
|
OVTI
1385
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $498K | 0.01% |
+32,581
| New | +$541K |
|
1386
Comfort Systems
FIX
$60.9B
| $497K | 0.01% |
29,506
+15,482
| +110% | +$248K |
|
1387
H&R Block
HRB
$5.37B
| $495K | 0.01% |
18,585
-30,700
| -62% | -$894K |
|
|
ELGX
1388
DELISTED
Endologix Inc
ELGX
| $495K | 0.01% |
+3,065
| New | +$483K |
|
|
SONC
1389
DELISTED
Sonic Corp
SONC
| $494K | 0.01% |
27,847
-21,500
| -44% | -$352K |
|
1390
Ampco-Pittsburgh
AP
$177M
| $493K | 0.01% |
27,502
+6,946
| +34% | +$130K |
|
1391
Franklin Covey
FC
$245M
| $493K | 0.01% |
27,400
+4,700
| +21% | +$75.2K |
|
|
CLCT
1392
DELISTED
Collectors Universe
CLCT
| $493K | 0.01% |
33,600
+3,244
| +11% | +$49.7K |
|
1393
Packaging Corp of America
PKG
$22.5B
| $492K | 0.01% |
8,602
-86,928
| -91% | -$4.71M |
|
1394
Haverty Furniture Companies
HVT
$406M
| $491K | 0.01% |
20,023
-314
| -2% | -$7.92K |
|
1395
PUT
Bath & Body Works
BBWI
$4.13B
| $489K | 0.01% |
9,896
-1,361
| -12% | -$62.3K |
|
1396
PUT
Prologis
PLD
$137B
| $489K | 0.01% |
+13,000
| New | +$490K |
|
|
TVTY
1397
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $489K | 0.01% |
26,442
-34,900
| -57% | -$631K |
|
1398
Assurant
AIZ
$13.7B
| $487K | 0.01% |
+8,987
| New | +$486K |
|
1399
MSCI
MSCI
$41.5B
| $485K | 0.01% |
12,032
-500
| -4% | -$18.7K |
|
|
ESIO
1400
DELISTED
Electro Scientific Industries
ESIO
| $484K | 0.01% |
41,331
-8,300
| -17% | -$95.9K |
|
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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.