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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
+3.8%
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
$13.6B
AUM Growth
+$674M
(+5.2%)
Cap. Flow
+$367M
Cap. Flow
% of AUM
2.7%
Top 10 Holdings %
Top 10 Hldgs %
9.17%
Holding
2,719
New
326
Increased
797
Reduced
696
Closed
877
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Emerson Electric
EMR
|
+$121M |
| 2 |
Gilead Sciences
GILD
|
+$111M |
| 3 |
Amgen
AMGN
|
+$107M |
| 4 |
iShares US Real Estate ETF
IYR
|
+$90.8M |
| 5 |
Ralph Lauren
RL
|
+$86.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$137M |
| 2 |
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
|
+$119M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$118M |
| 4 |
Home Depot
HD
|
+$114M |
| 5 |
Wynn Resorts
WYNN
|
+$72.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.74% |
| 2 | Consumer Discretionary | 14.5% |
| 3 | Industrials | 11.6% |
| 4 | Healthcare | 10.61% |
| 5 | Energy | 7.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1976
PUT
Capital One
COF
$124B
| – | – |
-3,000
| Closed | -$248K |
|
1977
CALL
ConocoPhillips
COP
$147B
| – | – |
-6,000
| Closed | -$414K |
|
|
1978
ConocoPhillips
COP
$147B
| – | – |
-225,712
| Closed | -$15.6M |
|
|
1979
PUT
ConocoPhillips
COP
$147B
| – | – |
-17,000
| Closed | -$1.17M |
|
1980
Cencora
COR
$60.3B
| – | – |
-478,790
| Closed | -$43.2M |
|
1981
Costco
COST
$415B
| – | – |
-9,410
| Closed | -$1.33M |
|
|
1982
PUT
Costco
COST
$415B
| – | – |
-3,000
| Closed | -$425K |
|
1983
CALL
Capri Holdings
CPRI
$1.77B
| – | – |
-6,000
| Closed | -$451K |
|
|
1984
PUT
Capri Holdings
CPRI
$1.77B
| – | – |
-5,000
| Closed | -$376K |
|
|
CREG
1985
DELISTED
Smart Powerr
CREG
| – | – |
-2
| Closed | -$16K |
|
1986
Comstock Resources
CRK
$3.97B
| – | – |
-2,934
| Closed | -$100K |
|
1987
Crocs
CROX
$6.69B
| – | – |
-28,582
| Closed | -$357K |
|
1988
Cirrus Logic
CRUS
$6.74B
| – | – |
-180,940
| Closed | -$4.26M |
|
1989
CALL
Cisco
CSCO
$450B
| – | – |
-27,200
| Closed | -$757K |
|
|
1990
PUT
Cisco
CSCO
$450B
| – | – |
-83,000
| Closed | -$2.31M |
|
1991
Cintas
CTAS
$82.4B
| – | – |
-36,720
| Closed | -$720K |
|
|
CTRA
1992
DELISTED
Coterra Energy
CTRA
| – | – |
-1,163,840
| Closed | -$34.5M |
|
1993
Cognizant
CTSH
$21.5B
| – | – |
-404,390
| Closed | -$21.3M |
|
1994
Cousins Properties
CUZ
$5.29B
| – | – |
-38,823
| Closed | -$1.25M |
|
1995
CVS Health
CVS
$137B
| – | – |
-2,786
| Closed | -$268K |
|
|
1996
PUT
CVS Health
CVS
$137B
| – | – |
-8,000
| Closed | -$770K |
|
1997
CALL
Chevron
CVX
$388B
| – | – |
-8,000
| Closed | -$897K |
|
|
1998
Chevron
CVX
$388B
| – | – |
-62,402
| Closed | -$7M |
|
|
1999
PUT
Chevron
CVX
$388B
| – | – |
-14,000
| Closed | -$1.57M |
|
2000
Dominion Energy
D
$62.5B
| – | – |
-5,641
| Closed | -$434K |
|
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Two Sigma Advisers's Q1 2015 Portfolio in Review
As of Q1 2015, Two Sigma Advisers held 2,719 positions worth $13.6B, up 5.2% from $12.9B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.
Two Sigma Advisers's Q1 2015 filing shows 326 new, 797 increased, 696 reduced and 877 closed positions. Its largest new stake was Ralph Lauren: 582,041 shares worth $76.5M. The largest sale was Alphabet (Google) Class C, an estimated $137M.
By sector, the portfolio is most concentrated in Technology at 15% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Industrials.
- Two Sigma Advisers's largest Q1 2015 buy was Ralph Lauren: 582,041 shares worth $76.5M.
- Two Sigma Advisers added most to Emerson Electric in Q1 2015, an estimated $121M increase.
- Two Sigma Advisers's biggest Q1 2015 reduction was Alphabet (Google) Class C, cutting an estimated $137M.
- Two Sigma Advisers fully exited COVIDIEN PLC COM SHS NEW (IRELAND) in Q1 2015, selling an estimated $119M.
- Two Sigma Advisers's ten largest holdings make up 9.2% of its $13.6B portfolio in Q1 2015.
- Two Sigma Advisers opened 326 new positions and closed 877 in Q1 2015.
- Two Sigma Advisers's portfolio value rose 5.2% quarter-over-quarter to $13.6B.
Based on Two Sigma Advisers's 13F filing for Q1 2015, filed 15 May 2015.