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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
XLB icon
2826
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
– –
-453,000
Closed -$11.2M
XLF icon
2827
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
– –
-58,267
Closed -$1.19M
XLI icon
2828
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
– –
-538,000
Closed -$28.6M
XLP icon
2829
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
– –
-431,140
Closed -$19.4M
XLY icon
2830
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
– –
-100,600
Closed -$3.35M
XYL icon
2831
Xylem
XYL
$28.5B
– –
-19,041
Closed -$676K
YELP icon
2832
CALL
Yelp
YELP
$1.38B
– –
-5,000
Closed -$341K
YELP icon
2833
Yelp
YELP
$1.38B
– –
-4,400
Closed -$300K
YELP icon
2834
PUT
Yelp
YELP
$1.38B
– –
-6,000
Closed -$410K
YUM icon
2835
CALL
Yum! Brands
YUM
$41B
– –
-11,128
Closed -$576K
YUM icon
2836
PUT
Yum! Brands
YUM
$41B
– –
-5,564
Closed -$288K
ZBRA icon
2837
Zebra Technologies
ZBRA
$12.4B
– –
-3,402
Closed -$241K
ZUMZ icon
2838
Zumiez
ZUMZ
$320M
– –
-32,576
Closed -$915K
NPKI
2839
NPK International
NPKI
$1.21B
– –
-22,691
Closed -$282K
SGI
2840
Somnigroup International
SGI
$15.1B
– –
-79,832
Closed -$1.12M
BCPC
2841
Balchem Corp
BCPC
$5.23B
– –
-4,660
Closed -$264K
CTLT
2842
DELISTED
CATALENT, INC.
CTLT
– –
-259,300
Closed -$6.49M
MRO
2843
CALL
DELISTED
Marathon Oil Corporation
MRO
– –
-18,000
Closed -$677K
SRCL
2844
DELISTED
Stericycle Inc
SRCL
– –
-26,317
Closed -$3.07M
TUP
2845
CALL
DELISTED
Tupperware Brands Corporation
TUP
– –
-7,000
Closed -$483K
BIG
2846
CALL
DELISTED
Big Lots, Inc.
BIG
– –
-9,000
Closed -$387K
SLCA
2847
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-57,400
Closed -$3.59M
TARO
2848
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
– –
-1,800
Closed -$277K
PXD
2849
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-4,000
Closed -$788K
PXD
2850
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-2,000
Closed -$394K
112 113
114
115 116

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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.