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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
+5.19%
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
$12.9B
AUM Growth
-$342M
Cap. Flow
-$714M
Cap. Flow %
-5.52%
Top 10 Hldgs %
9.71%
Holding
3,042
New
769
Increased
696
Reduced
905
Closed
649

Top Buys

Rank Stock Value
1
HAL icon
Halliburton
HAL
+$150M
2
YHOO
Yahoo Inc
YHOO
+$95.2M
3
LBTYA icon
Liberty Global Class A
LBTYA
+$94.8M
4
MSFT icon
Microsoft
MSFT
+$81M
5
BHI
Baker Hughes
BHI
+$76.2M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$163M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$136M
3
META icon
Meta Platforms (Facebook)
META
+$116M
4
MDLZ icon
Mondelez International
MDLZ
+$88.9M
5
ROST icon
Ross Stores
ROST
+$70.3M

Sector Composition

Rank Sector Weight
1 Technology 16.5%
2 Consumer Discretionary 11.3%
3 Energy 11.03%
4 Healthcare 10.24%
5 Industrials 9.74%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DKS icon
2501
CALL
Dick's Sporting Goods
DKS
$18.4B
– –
-21,000
Closed -$921K
DKS icon
2502
PUT
Dick's Sporting Goods
DKS
$18.4B
– –
-23,000
Closed -$1.01M
DLR icon
2503
PUT
Digital Realty Trust
DLR
$73.7B
– –
-4,000
Closed -$250K
DOC icon
2504
PUT
Healthpeak Properties
DOC
$15.4B
– –
-26,352
Closed -$953K
DOV icon
2505
CALL
Dover
DOV
$27.2B
– –
-11,142
Closed -$723K
DTE icon
2506
PUT
DTE Energy
DTE
$31.1B
– –
-22,208
Closed -$1.44M
DUK icon
2507
Duke Energy
DUK
$102B
– –
-12,201
Closed -$984K
DVY icon
2508
iShares Select Dividend ETF
DVY
$24B
– –
-16,100
Closed -$1.19M
ECL icon
2509
CALL
Ecolab
ECL
$75.6B
– –
-2,000
Closed -$230K
ECL icon
2510
PUT
Ecolab
ECL
$75.6B
– –
-7,000
Closed -$804K
ED icon
2511
Consolidated Edison
ED
$41.6B
– –
-10,294
Closed -$646K
EEM icon
2512
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
– –
-126,092
Closed -$5.24M
EFX icon
2513
Equifax
EFX
$20.3B
– –
-5,271
Closed -$394K
EGY icon
2514
Vaalco Energy
EGY
$594M
– –
-50,206
Closed -$427K
EL icon
2515
CALL
Estee Lauder
EL
$29B
– –
-24,000
Closed -$1.79M
EL icon
2516
PUT
Estee Lauder
EL
$29B
– –
-62,300
Closed -$4.66M
EOG icon
2517
CALL
EOG Resources
EOG
$78B
– –
-3,000
Closed -$297K
EPC icon
2518
CALL
Edgewell Personal Care
EPC
$1.27B
– –
-2,698
Closed -$246K
EQT icon
2519
CALL
EQT Corp
EQT
$33.2B
– –
-82,665
Closed -$4.12M
EQT icon
2520
PUT
EQT Corp
EQT
$33.2B
– –
-5,511
Closed -$275K
ESSA
2521
DELISTED
ESSA Bancorp
ESSA
– –
-12,500
Closed -$141K
ETN icon
2522
Eaton
ETN
$157B
– –
-255,141
Closed -$16.2M
ETR icon
2523
CALL
Entergy
ETR
$54.1B
– –
-70,000
Closed -$2.71M
EXPE icon
2524
CALL
Expedia Group
EXPE
$31.2B
– –
-4,000
Closed -$350K
EXPE icon
2525
PUT
Expedia Group
EXPE
$31.2B
– –
-6,000
Closed -$526K
99 100
101
102 103

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Two Sigma Advisers's Q4 2014 Portfolio in Review

As of Q4 2014, Two Sigma Advisers held 3,042 positions worth $12.9B, down 2.6% from $13.3B the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.

Two Sigma Advisers withdrew a net $714M in Q4 2014, closing 649 positions and reducing 905 holdings. Its most notable exit was TRW AUTOMOTIVE HOLDINGS CORP, an estimated $60.8M position sold in full.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 15% a quarter earlier, followed by Consumer Discretionary and Energy.

Against the trend, Two Sigma Advisers opened a new position in Halliburton worth $121M.

  • Two Sigma Advisers's largest Q4 2014 buy was Halliburton: 3,087,009 shares worth $121M.
  • Two Sigma Advisers added most to Yahoo Inc in Q4 2014, an estimated $95.2M increase.
  • Two Sigma Advisers's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $163M.
  • Two Sigma Advisers fully exited TRW AUTOMOTIVE HOLDINGS CORP in Q4 2014, selling an estimated $60.8M.
  • Two Sigma Advisers's ten largest holdings make up 9.7% of its $12.9B portfolio in Q4 2014.
  • Two Sigma Advisers opened 769 new positions and closed 649 in Q4 2014.
  • Two Sigma Advisers's portfolio value fell 2.6% quarter-over-quarter to $12.9B.

Based on Two Sigma Advisers's 13F filing for Q4 2014, filed 17 Feb 2015.