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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
ED icon
451
CALL
Consolidated Edison
ED
$41.6B
$5.68M 0.04%
86,000
-27,000
-24% -$1.69M
AMZN icon
452
Amazon
AMZN
$2.5T
$5.67M 0.04%
365,660
+116,000
+46% +$1.81M
MMS icon
453
Maximus
MMS
$3.14B
$5.6M 0.04%
+102,172
New +$4.97M
JNJ icon
454
Johnson & Johnson
JNJ
$635B
$5.6M 0.04%
53,551
-199,223
-79% -$21M
PB icon
455
Prosperity Bancshares
PB
$8.77B
$5.6M 0.04%
101,090
+95,000
+1,560% +$5.39M
TEX icon
456
Terex
TEX
$7.98B
$5.59M 0.04%
+200,354
New +$5.73M
AVIV
457
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
$5.57M 0.04%
+161,600
New +$5.15M
AVB icon
458
PUT
AvalonBay Communities
AVB
$27.1B
$5.55M 0.04%
34,000
+29,000
+580% +$4.55M
AAWW
459
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$5.51M 0.04%
111,784
+9,400
+9% +$382K
GE icon
460
GE Aerospace
GE
$367B
$5.51M 0.04%
45,492
+2,337
+5% +$287K
CBRE icon
461
CBRE Group
CBRE
$40.8B
$5.5M 0.04%
160,558
-253,400
-61% -$8.11M
WPM icon
462
Wheaton Precious Metals
WPM
$50.6B
$5.5M 0.04%
270,500
-384,500
-59% -$7.65M
SMG icon
463
ScottsMiracle-Gro
SMG
$4.03B
$5.48M 0.04%
87,926
-47,900
-35% -$2.85M
CODI icon
464
Compass Diversified
CODI
$755M
$5.46M 0.04%
335,752
+291,600
+660% +$5.04M
DD icon
465
DuPont de Nemours
DD
$18.6B
$5.45M 0.04%
47,203
+34,726
+278% +$4.23M
SO icon
466
CALL
Southern Company
SO
$110B
$5.45M 0.04%
111,000
+45,000
+68% +$2.13M
CIR
467
DELISTED
CIRCOR International, Inc
CIR
$5.43M 0.04%
+90,100
New +$5.93M
EIX icon
468
PUT
Edison International
EIX
$30.7B
$5.42M 0.04%
82,700
+29,700
+56% +$1.85M
CFR icon
469
Cullen/Frost Bankers
CFR
$10.3B
$5.41M 0.04%
+76,613
New +$5.78M
LII icon
470
Lennox International
LII
$18.8B
$5.39M 0.04%
56,752
-138,000
-71% -$12.3M
ANDE icon
471
Andersons Inc
ANDE
$2.65B
$5.37M 0.04%
101,115
+24,200
+31% +$1.37M
OSIS icon
472
OSI Systems
OSIS
$3.57B
$5.35M 0.04%
75,612
-1,900
-2% -$130K
KEX icon
473
Kirby Corp
KEX
$7.95B
$5.34M 0.04%
66,195
+1,400
+2% +$139K
ADI icon
474
Analog Devices
ADI
$181B
$5.34M 0.04%
96,115
-1,018,576
-91% -$52M
SNBR
475
DELISTED
Sleep Number
SNBR
$5.31M 0.04%
196,479
+146,700
+295% +$3.65M
17 18
19
20 21

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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.