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Two Sigma Advisers

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
Cap. Flow
+$944M
Cap. Flow %
11.25%
Top 10 Hldgs %
14.14%
Holding
2,637
New
501
Increased
788
Reduced
750
Closed
585

Top Buys

Rank Stock Value
1
JNJ icon
Johnson & Johnson
JNJ
+$106M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$96.4M
3
NFLX icon
Netflix
NFLX
+$84.4M
4
GM icon
General Motors
GM
+$84.1M
5
KO icon
Coca-Cola
KO
+$81.8M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$206M
2
LBTYA icon
Liberty Global Class A
LBTYA
+$84.9M
3
CF icon
CF Industries
CF
+$63.1M
4
EMC
EMC CORPORATION
EMC
+$55.6M
5
EQIX icon
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
NWBI icon
2301
Northwest Bancshares
NWBI
$2.25B
– –
-84,650
Closed -$1.14M
OCSL icon
2302
Oaktree Specialty Lending
OCSL
$1.03B
– –
-4,950
Closed -$155K
OEF icon
2303
iShares S&P 100 ETF
OEF
$19.8B
– –
-6,854
Closed -$493K
OKE icon
2304
CALL
Oneok
OKE
$58.7B
– –
-7,995
Closed -$289K
OMC icon
2305
CALL
Omnicom Group
OMC
$22.7B
– –
-7,000
Closed -$440K
OMC icon
2306
PUT
Omnicom Group
OMC
$22.7B
– –
-10,000
Closed -$629K
ONTO icon
2307
Onto Innovation
ONTO
$13.6B
– –
-53,249
Closed -$782K
OPCH icon
2308
Option Care Health
OPCH
$3.4B
– –
-5,980
Closed -$395K
ORLY icon
2309
CALL
O'Reilly Automotive
ORLY
$72.4B
– –
-30,000
Closed -$225K
ORLY icon
2310
PUT
O'Reilly Automotive
ORLY
$72.4B
– –
-30,000
Closed -$225K
PAC icon
2311
Grupo Aeroportuario del Pacifico
PAC
$12.9B
– –
-5,400
Closed -$274K
PAG icon
2312
Penske Automotive Group
PAG
$14.3B
– –
-11,441
Closed -$349K
PARA
2313
CALL
DELISTED
Paramount Global Class B
PARA
– –
-21,100
Closed -$1.03M
PBI icon
2314
Pitney Bowes
PBI
$2.42B
– –
-15,786
Closed -$231K
PCG icon
2315
CALL
PG&E
PCG
$47.8B
– –
-14,000
Closed -$640K
PCG icon
2316
PG&E
PCG
$47.8B
– –
-17,814
Closed -$815K
PCG icon
2317
PUT
PG&E
PCG
$47.8B
– –
-17,000
Closed -$777K
PEG icon
2318
Public Service Enterprise Group
PEG
$39.8B
– –
-11,004
Closed -$364K
PEG icon
2319
PUT
Public Service Enterprise Group
PEG
$39.8B
– –
-12,000
Closed -$392K
PENN icon
2320
PENN Entertainment
PENN
$2.74B
– –
-509,684
Closed -$6.09M
PFG icon
2321
PUT
Principal Financial Group
PFG
$23.6B
– –
-8,000
Closed -$300K
PGX icon
2322
Invesco Preferred ETF
PGX
$3.84B
– –
-24,096
Closed -$344K
PNR icon
2323
CALL
Pentair
PNR
$10.2B
– –
-8,934
Closed -$346K
PRAA icon
2324
PRA Group
PRAA
$648M
– –
-6,390
Closed -$327K
PRU icon
2325
CALL
Prudential Financial
PRU
$41.7B
– –
-5,000
Closed -$365K
91 92
93
94 95

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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.