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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 | |
|---|---|---|---|---|---|---|
|
FL
176
DELISTED
Foot Locker
FL
| $10.9M | 0.13% |
322,297
-260,500
| -45% | -$9.04M |
|
|
GNC
177
DELISTED
GNC Holdings, Inc.
GNC
| $10.9M | 0.13% |
200,171
-35,600
| -15% | -$1.82M |
|
|
USG
178
DELISTED
Usg
USG
| $10.9M | 0.13% |
382,432
+43,259
| +13% | +$1.1M |
|
179
PUT
ExxonMobil
XOM
$651B
| $10.8M | 0.13% |
126,100
+85,800
| +213% | +$7.74M |
|
180
Intuitive Surgical
ISRG
$121B
| $10.7M | 0.13% |
256,158
+243,000
| +1,847% | +$10.7M |
|
|
ELN
181
DELISTED
ELAN CORP ADS(RP1 ORD4IRISH PN
ELN
| $10.7M | 0.13% |
+686,000
| New | +$10.3M |
|
|
WCG
182
DELISTED
Wellcare Health Plans, Inc.
WCG
| $10.7M | 0.13% |
153,254
+12,900
| +9% | +$825K |
|
|
CSE
183
DELISTED
CAPITALSOURCE INC
CSE
| $10.6M | 0.13% |
887,989
+573,816
| +183% | +$6.49M |
|
184
Albemarle
ALB
$13.5B
| $10.5M | 0.13% |
+167,587
| New | +$10.6M |
|
185
Cognizant
CTSH
$21.5B
| $10.5M | 0.13% |
256,390
-579,000
| -69% | -$21.5M |
|
186
AutoZone
AZO
$48.3B
| $10.5M | 0.13% |
24,888
+22,074
| +784% | +$9.45M |
|
187
Alexandria Real Estate Equities
ARE
$8.88B
| $10.4M | 0.12% |
162,898
+64,700
| +66% | +$4.27M |
|
188
Comcast
CMCSA
$79.1B
| $10.4M | 0.12% |
460,406
+51,996
| +13% | +$1.13M |
|
189
NetEase
NTES
$76.5B
| $10.3M | 0.12% |
711,500
+82,945
| +13% | +$1.13M |
|
190
Old Dominion Freight Line
ODFL
$48.5B
| $10.3M | 0.12% |
671,940
+212,511
| +46% | +$3.16M |
|
|
HNT
191
DELISTED
HEALTH NET INC
HNT
| $10.3M | 0.12% |
323,926
+27,600
| +9% | +$871K |
|
192
General Dynamics
GD
$105B
| $10.2M | 0.12% |
117,052
+107,800
| +1,165% | +$9.16M |
|
193
Constellation Brands
STZ
$22.2B
| $10.1M | 0.12% |
176,627
-257,800
| -59% | -$14M |
|
194
PUT
Wells Fargo
WFC
$261B
| $10.1M | 0.12% |
245,000
+187,600
| +327% | +$8.01M |
|
195
Archer Daniels Midland
ADM
$41.4B
| $10.1M | 0.12% |
+273,299
| New | +$9.95M |
|
196
Amdocs
DOX
$5.53B
| $10M | 0.12% |
+274,100
| New | +$10.4M |
|
197
Tyson Foods
TSN
$20.2B
| $10M | 0.12% |
354,506
+141,033
| +66% | +$4.09M |
|
198
Alaska Air
ALK
$5.15B
| $10M | 0.12% |
319,566
+9,050
| +3% | +$270K |
|
|
MON
199
DELISTED
Monsanto Co
MON
| $9.98M | 0.12% |
95,596
-8,601
| -8% | -$864K |
|
200
Autodesk
ADSK
$44.3B
| $9.86M | 0.12% |
239,500
+162,300
| +210% | +$5.99M |
|
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.