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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 | |
|---|---|---|---|---|---|---|
1276
CALL
Capital One
COF
$128B
| $826K | 0.01% |
+10,000
| New | +$814K |
|
|
1277
CALL
Halliburton
HAL
$27.5B
| $826K | 0.01% |
21,000
-65,000
| -76% | -$3.16M |
|
1278
CorVel
CRVL
$3.09B
| $825K | 0.01% |
66,486
+16,800
| +34% | +$193K |
|
|
APC
1279
PUT
DELISTED
Anadarko Petroleum
APC
| $825K | 0.01% |
+10,000
| New | +$871K |
|
|
CBI
1280
DELISTED
Chicago Bridge & Iron Nv
CBI
| $824K | 0.01% |
19,620
-227,300
| -92% | -$11.2M |
|
|
ZU
1281
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $824K | 0.01% |
+35,200
| New | +$1.08M |
|
1282
Ennis
EBF
$549M
| $819K | 0.01% |
60,825
+7,800
| +15% | +$108K |
|
1283
CALL
CF Industries
CF
$18.5B
| $818K | 0.01% |
15,000
+10,000
| +200% | +$527K |
|
1284
Coca-Cola
KO
$355B
| $816K | 0.01% |
+19,336
| New | +$826K |
|
|
AFAM
1285
DELISTED
Almost Family Inc
AFAM
| $814K | 0.01% |
28,125
-4,800
| -15% | -$135K |
|
|
BFS
1286
Saul Centers
BFS
$865M
| $813K | 0.01% |
14,211
+1,200
| +9% | +$64.1K |
|
1287
Safe Bulkers
SB
$784M
| $813K | 0.01% |
207,806
-27,200
| -12% | -$137K |
|
1288
Knowles
KN
$3.26B
| $810K | 0.01% |
34,400
-55,800
| -62% | -$1.15M |
|
1289
Manulife Financial
MFC
$73B
| $809K | 0.01% |
42,400
-4,900
| -10% | -$92.7K |
|
|
GTS
1290
DELISTED
Triple-S Management Corporation
GTS
| $809K | 0.01% |
35,565
-37,836
| -52% | -$807K |
|
|
FRM
1291
DELISTED
FURMANITE CORPORATION COM
FRM
| $809K | 0.01% |
103,504
+31,500
| +44% | +$222K |
|
1292
Calix
CALX
$2.26B
| $808K | 0.01% |
80,653
-30,500
| -27% | -$304K |
|
1293
Commercial Metals
CMC
$7.65B
| $808K | 0.01% |
49,614
-26,940
| -35% | -$436K |
|
1294
Marriott Vacations Worldwide
VAC
$3.34B
| $806K | 0.01% |
10,813
-54,600
| -83% | -$3.8M |
|
1295
Public Storage
PSA
$60.2B
| $805K | 0.01% |
4,354
-5,000
| -53% | -$905K |
|
|
CKEC
1296
DELISTED
Carmike Cinemas Inc
CKEC
| $804K | 0.01% |
30,600
-66,700
| -69% | -$1.91M |
|
|
PNX
1297
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
| $803K | 0.01% |
11,656
+200
| +2% | +$12.2K |
|
1298
iShares Core S&P 500 ETF
IVV
$876B
| $801K | 0.01% |
3,870
-74,230
| -95% | -$15M |
|
1299
DNOW Inc
DNOW
$2.62B
| $800K | 0.01% |
+31,100
| New | +$851K |
|
|
AET
1300
PUT
DELISTED
Aetna Inc
AET
| $799K | 0.01% |
9,000
-2,000
| -18% | -$168K |
|
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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.