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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 | |
|---|---|---|---|---|---|---|
1326
First Financial Bancorp
FFBC
$3.56B
| $770K | 0.01% |
41,421
-40,500
| -49% | -$700K |
|
|
PSG
1327
DELISTED
Performance Sports Group Ltd.
PSG
| $770K | 0.01% |
+42,327
| New | +$727K |
|
1328
Liquidity Services
LQDT
$1.2B
| $766K | 0.01% |
93,792
-31,900
| -25% | -$347K |
|
1329
Shenandoah Telecom
SHEN
$635M
| $765K | 0.01% |
48,950
+31,000
| +173% | +$438K |
|
1330
PUT
Cboe Global Markets
CBOE
$29.4B
| $761K | 0.01% |
+12,000
| New | +$716K |
|
|
NTUS
1331
DELISTED
Natus Medical Inc
NTUS
| $760K | 0.01% |
21,084
-4,016
| -16% | -$135K |
|
|
GNC
1332
DELISTED
GNC Holdings, Inc.
GNC
| $760K | 0.01% |
+16,191
| New | +$679K |
|
|
OB
1333
DELISTED
Onebeacon Insurance Group Ltd
OB
| $760K | 0.01% |
46,915
-10,300
| -18% | -$165K |
|
|
MITT
1334
TPG Mortgage Investment Trust
MITT
$232M
| $759K | 0.01% |
13,619
-20,100
| -60% | -$1.14M |
|
|
NLSN
1335
DELISTED
Nielsen Holdings plc
NLSN
| $759K | 0.01% |
+16,970
| New | +$727K |
|
|
INVX
1336
Innovex International
INVX
$1.86B
| $758K | 0.01% |
9,879
+3,900
| +65% | +$325K |
|
1337
CALL
Cisco
CSCO
$445B
| $757K | 0.01% |
27,200
-209,300
| -88% | -$5.4M |
|
1338
Vince Holding Corp
VNCE
$78.1M
| $755K | 0.01% |
2,890
-1,740
| -38% | -$552K |
|
|
STI
1339
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $754K | 0.01% |
+18,000
| New | +$706K |
|
1340
Blackbaud
BLKB
$1.59B
| $752K | 0.01% |
17,376
+11,000
| +173% | +$464K |
|
1341
Manchester United
MANU
$3.93B
| $752K | 0.01% |
+47,300
| New | +$758K |
|
|
LION
1342
DELISTED
Fidelity Southern Corporation
LION
| $752K | 0.01% |
46,679
+31,100
| +200% | +$471K |
|
|
CEMP
1343
DELISTED
Cempra, Inc.
CEMP
| $750K | 0.01% |
+31,903
| New | +$477K |
|
|
ATML
1344
DELISTED
ATMEL CORP
ATML
| $750K | 0.01% |
89,350
-331,800
| -79% | -$2.54M |
|
1345
PUT
Verizon
VZ
$198B
| $748K | 0.01% |
16,000
-144,000
| -90% | -$7.05M |
|
|
HAR
1346
CALL
DELISTED
Harman International Industries
HAR
| $747K | 0.01% |
7,000
+3,000
| +75% | +$309K |
|
1347
PUT
PG&E
PCG
$47.6B
| $745K | 0.01% |
14,000
+9,000
| +180% | +$446K |
|
1348
PUT
Public Service Enterprise Group
PEG
$39.7B
| $745K | 0.01% |
18,000
-2,000
| -10% | -$80.5K |
|
1349
Pan American Silver
PAAS
$18.3B
| $744K | 0.01% |
80,700
+55,400
| +219% | +$552K |
|
|
SBR
1350
Sabine Royalty Trust
SBR
$1.06B
| $744K | 0.01% |
20,807
-4,400
| -17% | -$208K |
|
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.