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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
AYI icon
176
Acuity Brands
AYI
$9.88B
$19.2M 0.15%
137,122
+129,200
+1,631% +$17.6M
XLS
177
DELISTED
EXELIS INC COM STK
XLS
$19.1M 0.15%
1,090,637
-216,500
-17% -$3.74M
CYBX
178
DELISTED
CYBERONICS INC
CYBX
$19.1M 0.15%
342,692
+223,000
+186% +$11.7M
RIG icon
179
Transocean
RIG
$5.92B
$19.1M 0.15%
+1,040,500
New +$26M
FCE.A
180
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$19M 0.15%
893,899
+481,500
+117% +$10M
FITB
181
Fifth Third Bancorp
FITB
$52B
$19M 0.15%
+932,450
New +$18.5M
PRKS icon
182
United Parks & Resorts
PRKS
$2.11B
$18.9M 0.15%
1,056,900
+423,700
+67% +$7.45M
LQ
183
DELISTED
La Quinta Holdings Inc.
LQ
$18.6M 0.14%
845,300
+826,700
+4,445% +$17M
OGE icon
184
OGE Energy
OGE
$10.3B
$18.6M 0.14%
525,441
-281,800
-35% -$10.2M
NOV icon
185
NOV
NOV
$7.45B
$18.6M 0.14%
284,227
-139,900
-33% -$9.75M
CHKP icon
186
Check Point Software Technologies
CHKP
$13.3B
$18.6M 0.14%
+236,925
New +$17.6M
BWA icon
187
BorgWarner
BWA
$13.2B
$18.5M 0.14%
383,224
+372,298
+3,407% +$18.1M
TDC icon
188
Teradata
TDC
$2.68B
$18.3M 0.14%
419,763
-541,600
-56% -$23.2M
HNT
189
DELISTED
HEALTH NET INC
HNT
$18.3M 0.14%
342,226
-343,700
-50% -$16.9M
LUV icon
190
Southwest Airlines
LUV
$22B
$18M 0.14%
426,022
-1,453,390
-77% -$54.3M
PRU icon
191
Prudential Financial
PRU
$41.7B
$18M 0.14%
198,620
+131,800
+197% +$11.3M
JPM icon
192
JPMorgan Chase
JPM
$939B
$17.9M 0.14%
+286,637
New +$17.2M
CSIQ icon
193
Canadian Solar
CSIQ
$906M
$17.9M 0.14%
739,300
+46,100
+7% +$1.25M
CIM
194
Chimera Investment
CIM
$1.05B
$17.9M 0.14%
374,889
+167,028
+80% +$8.07M
COL
195
DELISTED
Rockwell Collins
COL
$17.9M 0.14%
211,288
+174,500
+474% +$14.3M
WBA
196
DELISTED
Walgreens Boots Alliance
WBA
$17.5M 0.14%
230,078
+113,700
+98% +$7.6M
HOLX
197
DELISTED
Hologic
HOLX
$17.5M 0.14%
655,585
-121,360
-16% -$3.13M
SPB icon
198
Spectrum Brands
SPB
$2.04B
$17.5M 0.14%
+182,430
New +$16.6M
OI icon
199
O-I Glass
OI
$1.39B
$17.4M 0.13%
644,991
+59,300
+10% +$1.52M
MRVL icon
200
Marvell Technology
MRVL
$174B
$17.3M 0.13%
1,196,200
-378,100
-24% -$5.13M
6 7
8
9 10

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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.