TWO SIGMA ADVISERS, LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
+644,478
(6.2%)
New positions
353
Sold out positions
409
Turnover %
22.4%
Sector allocation + QoQ delta (equities-only)
Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| Time Warner Cable | 105,434 | 13872.9% |
| VZ | 100,648 | 2000.2% |
| UPS | 76,790 | 668.8% |
| VOD | 62,531 | NEW |
| OXY | 60,041 | 1269.6% |
| CMCSA | 58,502 | 13573.5% |
| RL | 56,532 | 233.5% |
| META | 50,549 | NEW |
| INCY | 49,740 | 526.0% |
| DIRECTV | 49,612 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| APC | -83,169 | -100.0% |
| COLE REAL ESTATE INVTS INC COM | -68,517 | -100.0% |
| SPY | -63,551 | -70.5% |
| MO | -61,770 | -96.3% |
| MCD | -50,800 | -99.4% |
| CSCO | -49,992 | -86.9% |
| MET | -39,337 | -100.0% |
| ADM | -38,790 | -96.4% |
| LinnCo, LLC | -35,378 | -85.6% |
| LLY | -34,384 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,525,300
(13.9% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
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