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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 | |
|---|---|---|---|---|---|---|
201
Intercontinental Exchange
ICE
$82.4B
| $9.86M | 0.12% |
271,650
+146,500
| +117% | +$5.3M |
|
|
DNR
202
DELISTED
Denbury Resources, Inc.
DNR
| $9.64M | 0.11% |
+523,676
| New | +$9.22M |
|
|
203
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $9.49M | 0.11% |
56,450
-1,227,165
| -96% | -$206M |
|
204
AT&T
T
$165B
| $9.44M | 0.11% |
369,440
-507,707
| -58% | -$13.3M |
|
205
PUT
McDonald's
MCD
$188B
| $9.39M | 0.11% |
97,600
+53,600
| +122% | +$5.23M |
|
206
Marvell Technology
MRVL
$174B
| $9.38M | 0.11% |
815,600
-441,631
| -35% | -$5.45M |
|
|
IM
207
DELISTED
Ingram Micro
IM
| $9.29M | 0.11% |
402,958
+348,422
| +639% | +$7.68M |
|
|
CPWR
208
DELISTED
COMPUWARE CORP
CPWR
| $9.29M | 0.11% |
+863,020
| New | +$9.08M |
|
|
PCYC
209
DELISTED
PHARMACYCLICS INC
PCYC
| $9.28M | 0.11% |
67,021
-47,902
| -42% | -$5.32M |
|
210
CALL
American Express
AXP
$223B
| $9.27M | 0.11% |
122,800
+107,800
| +719% | +$8.11M |
|
211
DuPont de Nemours
DD
$18.6B
| $9.27M | 0.11% |
95,327
+68,511
| +255% | +$6.38M |
|
212
Bausch Health
BHC
$1.65B
| $9.13M | 0.11% |
+87,531
| New | +$8.53M |
|
213
ExxonMobil
XOM
$651B
| $9.12M | 0.11% |
+105,945
| New | +$9.55M |
|
214
Howard Hughes
HHH
$3.93B
| $8.99M | 0.11% |
83,961
-1,846
| -2% | -$193K |
|
215
Sunstone Hotel Investors
SHO
$2.19B
| $8.94M | 0.11% |
701,217
+14,100
| +2% | +$180K |
|
216
GSK
GSK
$103B
| $8.92M | 0.11% |
142,258
+11,706
| +9% | +$754K |
|
|
STRZA
217
DELISTED
Starz - Series A
STRZA
| $8.87M | 0.11% |
315,441
-20,367
| -6% | -$502K |
|
218
Baxter International
BAX
$11.6B
| $8.85M | 0.11% |
248,060
+40,005
| +19% | +$1.55M |
|
|
TWTC
219
DELISTED
TW TELECOM INC CL A COM
TWTC
| $8.74M | 0.1% |
292,723
+29,000
| +11% | +$854K |
|
|
JWN
220
DELISTED
Nordstrom
JWN
| $8.62M | 0.1% |
+153,343
| New | +$9.06M |
|
221
PUT
Apple
AAPL
$4.89T
| $8.58M | 0.1% |
504,000
+280,000
| +125% | +$4.64M |
|
222
Targa Resources
TRGP
$60.4B
| $8.53M | 0.1% |
116,878
+8,500
| +8% | +$587K |
|
|
KOG
223
DELISTED
KODIAK OIL & GAS CORP
KOG
| $8.5M | 0.1% |
704,542
+42,800
| +6% | +$429K |
|
|
DWRE
224
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $8.46M | 0.1% |
182,500
+144,600
| +382% | +$6.52M |
|
225
PUT
Philip Morris
PM
$301B
| $8.43M | 0.1% |
97,400
+84,400
| +649% | +$7.38M |
|
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.