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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 | |
|---|---|---|---|---|---|---|
|
HGT
901
DELISTED
Hugoton Royalty Trust
HGT
| $1.7M | 0.01% |
201,238
-73,200
| -27% | -$650K |
|
902
PUT
NextEra Energy
NEE
$187B
| $1.7M | 0.01% |
64,000
-64,000
| -50% | -$1.62M |
|
903
CALL
Walt Disney
DIS
$165B
| $1.7M | 0.01% |
18,000
+4,000
| +29% | +$361K |
|
|
AAV
904
DELISTED
Advantage Oil & Gas Ltd
AAV
| $1.7M | 0.01% |
354,000
-38,300
| -10% | -$177K |
|
905
PUT
Kinder Morgan
KMI
$73.1B
| $1.69M | 0.01% |
40,000
+24,000
| +150% | +$945K |
|
|
SWC
906
DELISTED
Stillwater Mining Co
SWC
| $1.69M | 0.01% |
+114,789
| New | +$1.58M |
|
907
CALL
Home Depot
HD
$332B
| $1.68M | 0.01% |
16,000
+6,000
| +60% | +$583K |
|
|
908
Ross Stores
ROST
$76.6B
| $1.68M | 0.01% |
35,596
-1,664,400
| -98% | -$70.3M |
|
909
Comfort Systems
FIX
$61B
| $1.67M | 0.01% |
97,606
-3,800
| -4% | -$57.2K |
|
|
LTC
910
LTC Properties
LTC
$2.16B
| $1.67M | 0.01% |
38,709
-8,700
| -18% | -$356K |
|
911
AngloGold Ashanti
AU
$40.3B
| $1.67M | 0.01% |
+191,700
| New | +$1.81M |
|
|
DYN
912
DELISTED
Dynegy, Inc.
DYN
| $1.67M | 0.01% |
54,900
-315,500
| -85% | -$9.74M |
|
913
AvalonBay Communities
AVB
$27.1B
| $1.66M | 0.01% |
10,181
+5,300
| +109% | +$831K |
|
|
TWO
914
Two Harbors Investment
TWO
$1.27B
| $1.66M | 0.01% |
20,652
-54,563
| -73% | -$4.43M |
|
|
CKH
915
DELISTED
Seacor Holdings Inc.
CKH
| $1.65M | 0.01% |
+23,155
| New | +$1.68M |
|
|
MEG
916
DELISTED
Media General, Inc
MEG
| $1.65M | 0.01% |
+98,466
| New | +$1.47M |
|
917
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
| $1.64M | 0.01% |
22,200
+200
| +0.9% | +$14.4K |
|
|
PPL
918
PUT
PPL Corp
PPL
$27.3B
| $1.64M | 0.01% |
48,314
-51,536
| -52% | -$1.68M |
|
919
Omeros
OMER
$709M
| $1.63M | 0.01% |
+65,800
| New | +$1.2M |
|
|
MACK
920
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $1.63M | 0.01% |
18,296
+11,518
| +170% | +$839K |
|
921
Carlisle Companies
CSL
$13.6B
| $1.62M | 0.01% |
17,925
+14,200
| +381% | +$1.23M |
|
|
TUP
922
DELISTED
Tupperware Brands Corporation
TUP
| $1.61M | 0.01% |
25,625
-3,300
| -11% | -$216K |
|
923
American Tower
AMT
$77.7B
| $1.61M | 0.01% |
16,298
-442,500
| -96% | -$43.5M |
|
|
ABMD
924
DELISTED
Abiomed Inc
ABMD
| $1.61M | 0.01% |
+42,330
| New | +$1.34M |
|
|
NCI
925
DELISTED
Navigant Consulting, Inc.
NCI
| $1.6M | 0.01% |
104,419
+30,000
| +40% | +$435K |
|
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.