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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
PM icon
2701
PUT
Philip Morris
PM
$301B
– –
-55,000
Closed -$4.59M
PNC icon
2702
CALL
PNC Financial Services
PNC
$100B
– –
-14,000
Closed -$1.2M
PNC icon
2703
PUT
PNC Financial Services
PNC
$100B
– –
-9,000
Closed -$770K
PPG icon
2704
CALL
PPG Industries
PPG
$25.9B
– –
-4,000
Closed -$393K
PPG icon
2705
PPG Industries
PPG
$25.9B
– –
-196,260
Closed -$19.3M
PRIM icon
2706
Primoris Services
PRIM
$4.69B
– –
-20,616
Closed -$553K
PRU icon
2707
PUT
Prudential Financial
PRU
$41.7B
– –
-3,000
Closed -$264K
PSA icon
2708
CALL
Public Storage
PSA
$60.2B
– –
-2,000
Closed -$332K
PSO icon
2709
Pearson
PSO
$9.78B
– –
-63,400
Closed -$1.27M
PSX icon
2710
CALL
Phillips 66
PSX
$82.9B
– –
-18,000
Closed -$1.46M
PSX icon
2711
PUT
Phillips 66
PSX
$82.9B
– –
-13,100
Closed -$1.06M
PTEN icon
2712
CALL
Patterson-UTI
PTEN
$3.87B
– –
-7,000
Closed -$228K
PTEN icon
2713
PUT
Patterson-UTI
PTEN
$3.87B
– –
-9,000
Closed -$293K
PWR icon
2714
PUT
Quanta Services
PWR
$93.9B
– –
-9,000
Closed -$327K
RARE icon
2715
Ultragenyx Pharmaceutical
RARE
$2.65B
– –
-9,800
Closed -$555K
RBA icon
2716
RB Global
RBA
$20.8B
– –
-55,605
Closed -$1.25M
RCL icon
2717
Royal Caribbean
RCL
$78.7B
– –
-254,000
Closed -$17.1M
REGN icon
2718
Regeneron Pharmaceuticals
REGN
$68.8B
– –
-9,480
Closed -$3.42M
RGEN icon
2719
Repligen
RGEN
$7.44B
– –
-31,400
Closed -$625K
RL icon
2720
CALL
Ralph Lauren
RL
$22.2B
– –
-4,000
Closed -$659K
RL icon
2721
Ralph Lauren
RL
$22.2B
– –
-92,741
Closed -$15.3M
RL icon
2722
PUT
Ralph Lauren
RL
$22.2B
– –
-5,000
Closed -$824K
ROP icon
2723
CALL
Roper Technologies
ROP
$36.3B
– –
-3,000
Closed -$439K
ROP icon
2724
PUT
Roper Technologies
ROP
$36.3B
– –
-2,000
Closed -$293K
RRC icon
2725
CALL
Range Resources
RRC
$9.11B
– –
-15,000
Closed -$1.02M
107 108
109
110 111

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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.