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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 | |
|---|---|---|---|---|---|---|
151
Qualcomm
QCOM
$176B
| $12.6M | 0.15% |
187,679
-13,506
| -7% | -$885K |
|
|
BRCD
152
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $12.6M | 0.15% |
1,561,062
+332,118
| +27% | +$2.38M |
|
|
AHL
153
DELISTED
ASPEN Insurance Holding Limited
AHL
| $12.6M | 0.15% |
346,058
+82,517
| +31% | +$3.03M |
|
|
UFS
154
DELISTED
DOMTAR CORPORATION (New)
UFS
| $12.5M | 0.15% |
315,186
+143,000
| +83% | +$5.08M |
|
|
HSH
155
DELISTED
HILLSHIRE BRANDS CO
HSH
| $12.5M | 0.15% |
407,017
-374,257
| -48% | -$12.4M |
|
156
Cirrus Logic
CRUS
$6.74B
| $12.4M | 0.15% |
547,612
+355,400
| +185% | +$7.34M |
|
157
GE Aerospace
GE
$367B
| $12.4M | 0.15% |
+108,341
| New | +$12.4M |
|
|
CAB
158
DELISTED
Cabela's Inc
CAB
| $12.4M | 0.15% |
196,767
-91,600
| -32% | -$6.11M |
|
159
Melco Resorts & Entertainment
MLCO
$2.1B
| $12.3M | 0.15% |
+387,800
| New | +$10.4M |
|
160
Assured Guaranty
AGO
$3.78B
| $12.3M | 0.15% |
655,888
+643,985
| +5,410% | +$13.6M |
|
161
Corpay
CPAY
$24.2B
| $12.2M | 0.15% |
+110,920
| New | +$10.8M |
|
|
GRA
162
DELISTED
W.R. Grace & Co.
GRA
| $12.2M | 0.15% |
139,721
-95,800
| -41% | -$7.94M |
|
163
Jacobs Solutions
J
$15.9B
| $12.2M | 0.15% |
+253,374
| New | +$12.3M |
|
164
KLA
KLAC
$275B
| $11.9M | 0.14% |
1,960,980
+1,027,000
| +110% | +$6.02M |
|
|
PPS
165
DELISTED
Post Properties
PPS
| $11.9M | 0.14% |
264,355
-39,110
| -13% | -$1.83M |
|
|
EGN
166
DELISTED
Energen
EGN
| $11.8M | 0.14% |
154,858
-46,400
| -23% | -$3M |
|
|
LPS
167
DELISTED
LENDER PROCESSING SERVICES INC
LPS
| $11.7M | 0.14% |
352,975
+252,386
| +251% | +$8.2M |
|
168
Essex Property Trust
ESS
$18.9B
| $11.7M | 0.14% |
78,949
-63,400
| -45% | -$9.83M |
|
|
VMW
169
DELISTED
VMware, Inc
VMW
| $11.6M | 0.14% |
143,573
+70,600
| +97% | +$5.71M |
|
170
Bath & Body Works
BBWI
$4.01B
| $11.6M | 0.14% |
234,653
+90,320
| +63% | +$4.14M |
|
|
FCE.A
171
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $11.6M | 0.14% |
610,999
-196,300
| -24% | -$3.56M |
|
172
British American Tobacco
BTI
$132B
| $11.5M | 0.14% |
219,378
+74,580
| +52% | +$3.95M |
|
173
PUT
JPMorgan Chase
JPM
$939B
| $11.3M | 0.14% |
219,500
+60,400
| +38% | +$3.24M |
|
|
CIT
174
DELISTED
CIT Group Inc.
CIT
| $11.2M | 0.13% |
229,765
+96,600
| +73% | +$4.74M |
|
175
Snap-on
SNA
$20.9B
| $11.1M | 0.13% |
111,255
+71,900
| +183% | +$6.9M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
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.