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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 | |
|---|---|---|---|---|---|---|
1651
CALL
Clorox
CLX
$11.8B
| $327K | ﹤0.01% |
4,000
-8,000
| -67% | -$675K |
|
|
RUE
1652
DELISTED
RUE21 INC COM STK (DE)
RUE
| $326K | ﹤0.01% |
+8,100
| New | +$335K |
|
1653
PUT
Pentair
PNR
$10.2B
| $325K | ﹤0.01% |
7,445
-5,956
| -44% | -$248K |
|
1654
CALL
Trane Technologies
TT
$107B
| $325K | ﹤0.01% |
6,260
-1,252
| -17% | -$61.3K |
|
|
1655
PUT
Trane Technologies
TT
$107B
| $325K | ﹤0.01% |
6,260
-10,016
| -62% | -$491K |
|
|
BKMU
1656
DELISTED
Bank Mutual Corp
BKMU
| $325K | ﹤0.01% |
51,627
-6,433
| -11% | -$39.9K |
|
|
LOCK
1657
DELISTED
LifeLock, Inc.
LOCK
| $324K | ﹤0.01% |
+21,900
| New | +$274K |
|
1658
Preferred Bank
PFBC
$1.23B
| $323K | ﹤0.01% |
+18,200
| New | +$308K |
|
|
STJ
1659
CALL
DELISTED
St Jude Medical
STJ
| $322K | ﹤0.01% |
6,000
-13,000
| -68% | -$670K |
|
1660
PUT
Public Storage
PSA
$60.5B
| $321K | ﹤0.01% |
+2,000
| New | +$317K |
|
1661
PUT
Rockwell Automation
ROK
$51.9B
| $321K | ﹤0.01% |
+3,000
| New | +$293K |
|
1662
CALL
Air Products & Chemicals
APD
$65.2B
| $320K | ﹤0.01% |
+3,243
| New | +$308K |
|
|
CCRN
1663
DELISTED
Cross Country Healthcare
CCRN
| $320K | ﹤0.01% |
53,226
+20,500
| +63% | +$117K |
|
|
ATCO
1664
DELISTED
Atlas Corp.
ATCO
| $320K | ﹤0.01% |
+13,093
| New | +$284K |
|
|
AET
1665
PUT
DELISTED
Aetna Inc
AET
| $320K | ﹤0.01% |
+5,000
| New | +$321K |
|
1666
TAL Education Group
TAL
$5.86B
| $319K | ﹤0.01% |
+132,084
| New | +$269K |
|
|
LTXB
1667
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $319K | ﹤0.01% |
15,437
-3,077
| -17% | -$64.5K |
|
|
APEX
1668
DELISTED
Apex Global Brands Inc. Common Stock
APEX
| $318K | ﹤0.01% |
817
-633
| -44% | -$238K |
|
1669
Arrow Financial
AROW
$664M
| $317K | ﹤0.01% |
+16,379
| New | +$318K |
|
1670
Royal Caribbean
RCL
$81.8B
| $317K | ﹤0.01% |
+8,300
| New | +$311K |
|
1671
CALL
Entergy
ETR
$53.1B
| $316K | ﹤0.01% |
10,000
-26,000
| -72% | -$863K |
|
1672
Scully Royalty
SRL
$78.6M
| $316K | ﹤0.01% |
7,500
-480
| -6% | -$20.1K |
|
1673
CALL
J.M. Smucker
SJM
$12.9B
| $315K | ﹤0.01% |
+3,000
| New | +$325K |
|
|
COWN
1674
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $315K | ﹤0.01% |
22,813
+8,275
| +57% | +$110K |
|
|
ARC
1675
DELISTED
ARC Document Solutions, Inc.
ARC
| $314K | ﹤0.01% |
68,491
+5,769
| +9% | +$27.1K |
|
Similar funds
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CIM
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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.