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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 | |
|---|---|---|---|---|---|---|
|
KG
1401
Kestrel Group
KG
$70.1M
| $479K | 0.01% |
2,027
-2,735
| -57% | -$679K |
|
|
MRSH
1402
PUT
Marsh
MRSH
$87.5B
| $479K | 0.01% |
11,000
+2,000
| +22% | +$84.1K |
|
1403
LiveRamp
RAMP
$2.3B
| $478K | 0.01% |
16,827
-11,500
| -41% | -$295K |
|
|
DTV
1404
CALL
DELISTED
DIRECTV COM STK (DE)
DTV
| $478K | 0.01% |
+8,000
| New | +$493K |
|
1405
City Holding Co
CHCO
$2.03B
| $477K | 0.01% |
11,039
-900
| -8% | -$38.8K |
|
|
HBOS
1406
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
| $477K | 0.01% |
27,410
-4,025
| -13% | -$71.3K |
|
1407
Maximus
MMS
$3.2B
| $476K | 0.01% |
10,572
-10,156
| -49% | -$393K |
|
1408
PUT
PVH
PVH
$3.87B
| $475K | 0.01% |
4,000
-10,800
| -73% | -$1.39M |
|
|
YONG
1409
DELISTED
YONGYE INTERNATIONAL, INC. COMMON STOCK
YONG
| $475K | 0.01% |
+76,929
| New | +$447K |
|
|
BLC
1410
DELISTED
BELO CORP SER A
BLC
| $475K | 0.01% |
34,720
-13,700
| -28% | -$194K |
|
|
BFS
1411
Saul Centers
BFS
$884M
| $473K | 0.01% |
10,211
-2,120
| -17% | -$96.8K |
|
1412
Graham Holdings Company
GHC
$5.08B
| $473K | 0.01% |
+1,281
| New | +$431K |
|
1413
CALL
NOV
NOV
$7.35B
| $469K | 0.01% |
+6,654
| New | +$445K |
|
1414
UNIFI
UFI
$121M
| $469K | 0.01% |
20,081
+700
| +4% | +$16K |
|
1415
Ennis
EBF
$550M
| $468K | 0.01% |
25,925
+6,700
| +35% | +$122K |
|
1416
Perdoceo Education
PRDO
$1.99B
| $468K | 0.01% |
170,063
-43,602
| -20% | -$134K |
|
|
BMTC
1417
DELISTED
Bryn Mawr Bank Corp
BMTC
| $468K | 0.01% |
17,319
-3,400
| -16% | -$89.2K |
|
|
WFM
1418
CALL
DELISTED
Whole Foods Market Inc
WFM
| $468K | 0.01% |
8,000
-1,000
| -11% | -$55.2K |
|
1419
CALL
Duke Energy
DUK
$100B
| $467K | 0.01% |
7,000
-6,000
| -46% | -$409K |
|
1420
Vishay Intertechnology
VSH
$5.7B
| $467K | 0.01% |
36,242
+2,900
| +9% | +$39.6K |
|
1421
CSX Corp
CSX
$96B
| $463K | 0.01% |
54,027
-642,135
| -92% | -$5.39M |
|
1422
CALL
Devon Energy
DVN
$49.8B
| $462K | 0.01% |
+8,000
| New | +$457K |
|
1423
eHealth
EHTH
$43.2M
| $462K | 0.01% |
14,306
+1,200
| +9% | +$33.1K |
|
1424
PUT
Thermo Fisher Scientific
TMO
$208B
| $461K | 0.01% |
5,000
-2,300
| -32% | -$208K |
|
1425
Western New England Bancorp
WNEB
$290M
| $460K | 0.01% |
65,380
-23,336
| -26% | -$164K |
|
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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.