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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
(-2.6%)
Cap. Flow
-$714M
Cap. Flow
% of AUM
-5.52%
Top 10 Holdings %
Top 10 Hldgs %
9.71%
Holding
3,042
New
769
Increased
696
Reduced
905
Closed
649
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Halliburton
HAL
|
+$150M |
| 2 |
YHOO
Yahoo Inc
YHOO
|
+$95.2M |
| 3 |
Liberty Global Class A
LBTYA
|
+$94.8M |
| 4 |
Microsoft
MSFT
|
+$81M |
| 5 |
BHI
Baker Hughes
BHI
|
+$76.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$163M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$136M |
| 3 |
Meta Platforms (Facebook)
META
|
+$116M |
| 4 |
Mondelez International
MDLZ
|
+$88.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
701
Cameco
CCJ
$38.3B
| $2.73M | 0.02% |
166,200
+65,700
| +65% | +$1.13M |
|
|
COR
702
DELISTED
Coresite Realty Corporation
COR
| $2.71M | 0.02% |
69,306
+30,600
| +79% | +$1.13M |
|
703
Huron Consulting
HURN
$1.82B
| $2.7M | 0.02% |
39,488
-13,100
| -25% | -$876K |
|
704
Navient
NAVI
$774M
| $2.7M | 0.02% |
+124,834
| New | +$2.49M |
|
705
Fulton Financial
FULT
$4.7B
| $2.69M | 0.02% |
217,618
-194,200
| -47% | -$2.29M |
|
706
Xcel Energy
XEL
$51B
| $2.68M | 0.02% |
+74,653
| New | +$2.51M |
|
707
Itron
ITRI
$3.73B
| $2.68M | 0.02% |
63,286
-47,800
| -43% | -$1.91M |
|
|
XEC
708
DELISTED
CIMAREX ENERGY CO
XEC
| $2.67M | 0.02% |
25,226
+23,300
| +1,210% | +$2.58M |
|
709
CALL
Bank of America
BAC
$435B
| $2.67M | 0.02% |
+149,000
| New | +$2.55M |
|
|
MWW
710
DELISTED
Monster Worldwide Inc
MWW
| $2.66M | 0.02% |
575,495
-4,000
| -0.7% | -$17.6K |
|
|
FCH
711
DELISTED
Felcor Lodging Trust
FCH
| $2.66M | 0.02% |
245,476
+76,200
| +45% | +$782K |
|
712
Douglas Emmett
DEI
$2.06B
| $2.64M | 0.02% |
+93,099
| New | +$2.57M |
|
|
KRFT
713
PUT
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $2.63M | 0.02% |
42,000
+34,000
| +425% | +$1.99M |
|
714
MSCI
MSCI
$40B
| $2.63M | 0.02% |
55,432
+42,000
| +313% | +$1.97M |
|
|
CQB
715
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
| $2.63M | 0.02% |
181,679
+78,200
| +76% | +$1.11M |
|
716
CALL
Valero Energy
VLO
$89.8B
| $2.62M | 0.02% |
+53,000
| New | +$2.57M |
|
|
MGLN
717
DELISTED
Magellan Health Services, Inc.
MGLN
| $2.62M | 0.02% |
43,677
-60,300
| -58% | -$3.56M |
|
|
TYPE
718
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $2.62M | 0.02% |
+90,778
| New | +$2.54M |
|
719
Starwood Property Trust
STWD
$6.12B
| $2.62M | 0.02% |
+112,516
| New | +$2.59M |
|
720
Phibro Animal Health
PAHC
$1.38B
| $2.6M | 0.02% |
+82,500
| New | +$2.28M |
|
721
AGCO
AGCO
$8.78B
| $2.6M | 0.02% |
57,523
-68,900
| -54% | -$3.05M |
|
722
CALL
Petrobras
PBR
$121B
| $2.6M | 0.02% |
+356,000
| New | +$3.84M |
|
723
Union Pacific
UNP
$183B
| $2.6M | 0.02% |
21,816
-4,000
| -15% | -$459K |
|
724
PUT
Vornado Realty Trust
VNO
$7.47B
| $2.59M | 0.02% |
30,071
+24,604
| +450% | +$1.97M |
|
|
NSR
725
DELISTED
Neustar Inc
NSR
| $2.58M | 0.02% |
92,756
-162,700
| -64% | -$4.27M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
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.