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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 | |
|---|---|---|---|---|---|---|
1676
CALL
Cardinal Health
CAH
$53.7B
| $313K | ﹤0.01% |
6,000
-5,000
| -45% | -$254K |
|
1677
Morgan Stanley
MS
$337B
| $313K | ﹤0.01% |
+11,610
| New | +$312K |
|
1678
Perrigo
PRGO
$1.4B
| $313K | ﹤0.01% |
+2,544
| New | +$317K |
|
1679
CALL
Regeneron Pharmaceuticals
REGN
$69.9B
| $313K | ﹤0.01% |
+1,000
| New | +$263K |
|
|
JCP
1680
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $313K | ﹤0.01% |
+35,500
| New | +$506K |
|
1681
Aware
AWRE
$24M
| $312K | ﹤0.01% |
57,208
+4,021
| +8% | +$20.8K |
|
1682
CALL
Flowserve
FLS
$9.29B
| $312K | ﹤0.01% |
5,000
-2,000
| -29% | -$116K |
|
1683
Key Tronic
KTCC
$43.8M
| $312K | ﹤0.01% |
30,300
+10,500
| +53% | +$113K |
|
1684
PUT
NOV
NOV
$7.35B
| $312K | ﹤0.01% |
+4,436
| New | +$297K |
|
1685
Citigroup
C
$223B
| $310K | ﹤0.01% |
+6,384
| New | +$323K |
|
|
CSC
1686
CALL
DELISTED
Computer Sciences
CSC
| $310K | ﹤0.01% |
+14,238
| New | +$299K |
|
1687
PUT
Ventas
VTR
$48.7B
| $308K | ﹤0.01% |
4,379
-2,627
| -37% | -$195K |
|
1688
Zurn Elkay Water Solutions
ZWS
$8.14B
| $308K | ﹤0.01% |
30,789
-12,892
| -30% | -$119K |
|
|
SE
1689
CALL
DELISTED
Spectra Energy Corp Wi
SE
| $308K | ﹤0.01% |
9,000
+3,000
| +50% | +$104K |
|
|
PIKE
1690
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
| $307K | ﹤0.01% |
27,104
+12,331
| +83% | +$146K |
|
|
APFC
1691
DELISTED
AMERICAN PACIFIC CORP
APFC
| $306K | ﹤0.01% |
+5,600
| New | +$236K |
|
1692
PUT
Viatris
VTRS
$20.5B
| $305K | ﹤0.01% |
+8,000
| New | +$282K |
|
|
NPBC
1693
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $305K | ﹤0.01% |
+30,363
| New | +$321K |
|
1694
Ameresco
AMRC
$1.12B
| $304K | ﹤0.01% |
30,346
-13,300
| -30% | -$120K |
|
|
THS
1695
DELISTED
Treehouse Foods
THS
| $304K | ﹤0.01% |
4,555
-27,174
| -86% | -$1.87M |
|
|
HVB
1696
DELISTED
HUDSON VY HLDG CORP
HVB
| $304K | ﹤0.01% |
16,131
-1,069
| -6% | -$20.4K |
|
|
TQNT
1697
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
| $304K | ﹤0.01% |
37,343
-57,037
| -60% | -$436K |
|
1698
PUT
CNX Resources
CNX
$4.77B
| $303K | ﹤0.01% |
+10,800
| New | +$282K |
|
1699
United Fire Group
UFCS
$1.32B
| $303K | ﹤0.01% |
9,930
+947
| +11% | +$27.2K |
|
|
LM
1700
CALL
DELISTED
Legg Mason, Inc.
LM
| $301K | ﹤0.01% |
+9,000
| New | +$301K |
|
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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.