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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
ROC
51
DELISTED
ROCKWOOD HLDGS INC
ROC
$51.4M 0.4%
651,985
-30,700
-4% -$2.37M
ROK icon
52
Rockwell Automation
ROK
$51.4B
$50.9M 0.39%
457,383
+282,400
+161% +$31M
PGR icon
53
Progressive
PGR
$124B
$50.8M 0.39%
1,881,796
-1,489,900
-44% -$39.3M
NTAP icon
54
NetApp
NTAP
$32.9B
$49.7M 0.38%
1,199,620
-84,400
-7% -$3.5M
INCY icon
55
Incyte
INCY
$23.5B
$48M 0.37%
656,963
+98,400
+18% +$6.43M
KLAC icon
56
KLA
KLAC
$275B
$47.8M 0.37%
6,796,980
+6,631,000
+3,995% +$49M
RAD
57
DELISTED
Rite Aid Corporation
RAD
$47.2M 0.36%
313,560
+26,245
+9% +$2.91M
MDLZ icon
58
Mondelez International
MDLZ
$77.7B
$47M 0.36%
1,293,479
-2,442,200
-65% -$88.9M
STJ
59
DELISTED
St Jude Medical
STJ
$45.3M 0.35%
697,062
+7,900
+1% +$509K
CCEP icon
60
Coca-Cola Europacific Partners
CCEP
$46.5B
$45.1M 0.35%
1,019,273
+252,621
+33% +$10.9M
HOT
61
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$43.4M 0.34%
+535,118
New +$41.7M
COR icon
62
Cencora
COR
$60.3B
$43.2M 0.33%
+478,790
New +$41.1M
LO
63
DELISTED
LORILLARD INC COM STK
LO
$42.8M 0.33%
680,346
+390,100
+134% +$24.1M
DLTR icon
64
Dollar Tree
DLTR
$23.1B
$42.8M 0.33%
607,952
-836,700
-58% -$52.7M
VOYA icon
65
Voya Financial
VOYA
$8.94B
$42.4M 0.33%
1,001,000
+270,800
+37% +$10.8M
EOG icon
66
EOG Resources
EOG
$78B
$42.3M 0.33%
459,760
-157,424
-26% -$14.7M
ALSN icon
67
Allison Transmission
ALSN
$10.1B
$41.6M 0.32%
1,226,160
+382,300
+45% +$12.2M
JNPR
68
DELISTED
Juniper Networks
JNPR
$40.3M 0.31%
1,806,608
-2,681,900
-60% -$57M
AGN
69
DELISTED
Allergan Inc
AGN
$40.2M 0.31%
189,214
+187,300
+9,786% +$37.2M
HDS
70
DELISTED
HD Supply Holdings, Inc.
HDS
$40.2M 0.31%
1,362,837
+194,900
+17% +$5.47M
MOS icon
71
The Mosaic Company
MOS
$7.09B
$39.4M 0.3%
+862,740
New +$38.2M
CLX icon
72
Clorox
CLX
$11.6B
$38.5M 0.3%
369,244
+365,300
+9,262% +$36.5M
J icon
73
Jacobs Solutions
J
$15.9B
$38.4M 0.3%
1,038,237
+467,146
+82% +$17.8M
PH icon
74
Parker-Hannifin
PH
$125B
$38.3M 0.3%
296,716
-124,600
-30% -$15.3M
TEL icon
75
TE Connectivity
TEL
$58.8B
$37.3M 0.29%
589,437
+425,000
+258% +$25.6M
1 2
3
4 5

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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.