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Two Sigma Investments Portfolio holdings
AUM
$124B
1-Year Est. Return
33.93%
This Fund
S&P 500
This Quarter
Est. Return
+4.61%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.83%
AUM
$18.1B
AUM Growth
-$4.31B
(-19%)
Cap. Flow
-$4.66B
Cap. Flow
% of AUM
-25.79%
Top 10 Holdings %
Top 10 Hldgs %
8.28%
Holding
2,566
New
857
Increased
746
Reduced
582
Closed
373
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Halliburton
HAL
|
+$136M |
| 2 |
AbbVie
ABBV
|
+$114M |
| 3 |
Transocean
RIG
|
+$105M |
| 4 |
Freeport-McMoran
FCX
|
+$102M |
| 5 |
YHOO
Yahoo Inc
YHOO
|
+$101M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$198M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$196M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$189M |
| 4 |
Johnson & Johnson
JNJ
|
+$158M |
| 5 |
Verizon
VZ
|
+$153M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.67% |
| 2 | Healthcare | 11.99% |
| 3 | Energy | 10.63% |
| 4 | Financials | 10.58% |
| 5 | Consumer Discretionary | 9.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Steel Dynamics
STLD
$36.3B
| $15.3M | 0.08% |
774,529
-1,286,417
| -62% | -$27.7M |
|
302
Ecolab
ECL
$77.7B
| $15.3M | 0.08% |
+145,963
| New | +$16M |
|
|
RAI
303
DELISTED
Reynolds American Inc
RAI
| $15.2M | 0.08% |
474,450
-891,898
| -65% | -$28.2M |
|
304
Kirby Corp
KEX
$7.12B
| $15M | 0.08% |
+185,739
| New | +$18.4M |
|
305
Helmerich & Payne
HP
$3.4B
| $15M | 0.08% |
222,352
+204,881
| +1,173% | +$16M |
|
306
Vulcan Materials
VMC
$35.2B
| $14.9M | 0.08% |
226,875
-149,551
| -40% | -$9.44M |
|
|
SWFT
307
DELISTED
Swift Transportation Company
SWFT
| $14.8M | 0.08% |
517,548
+351,199
| +211% | +$8.96M |
|
308
Huntington Ingalls Industries
HII
$12.4B
| $14.8M | 0.08% |
131,512
-38,255
| -23% | -$4.02M |
|
309
Dine Brands
DIN
$449M
| $14.8M | 0.08% |
142,389
+134,181
| +1,635% | +$12.4M |
|
310
TC Energy
TRP
$70.4B
| $14.7M | 0.08% |
299,470
+217,836
| +267% | +$10.6M |
|
311
Infosys
INFY
$48.1B
| $14.7M | 0.08% |
+1,867,164
| New | +$15.1M |
|
|
CYT
312
DELISTED
CYTEC INDS INC
CYT
| $14.7M | 0.08% |
317,943
+15,456
| +5% | +$719K |
|
313
AGCO
AGCO
$7.48B
| $14.6M | 0.08% |
323,896
-19,123
| -6% | -$847K |
|
314
Prosperity Bancshares
PB
$8.95B
| $14.6M | 0.08% |
264,263
+229,511
| +660% | +$13M |
|
315
American Water Works
AWK
$27.1B
| $14.6M | 0.08% |
274,256
+248,480
| +964% | +$12.9M |
|
316
Cullen/Frost Bankers
CFR
$10.4B
| $14.6M | 0.08% |
+206,587
| New | +$15.6M |
|
317
East-West Bancorp
EWBC
$17.9B
| $14.5M | 0.08% |
374,487
+133,361
| +55% | +$4.83M |
|
|
PDS
318
Precision Drilling
PDS
$990M
| $14.5M | 0.08% |
119,313
+56,958
| +91% | +$8.65M |
|
|
CST
319
DELISTED
CST Brands, Inc.
CST
| $14.4M | 0.08% |
+330,375
| New | +$13.3M |
|
|
PPL
320
PPL Corp
PPL
$26.7B
| $14.1M | 0.08% |
+417,889
| New | +$13.7M |
|
|
CIM
321
Chimera Investment
CIM
$1.04B
| $14M | 0.08% |
292,912
+29,219
| +11% | +$1.41M |
|
|
GOLD
322
DELISTED
Randgold Resources Ltd
GOLD
| $13.9M | 0.08% |
208,914
+175,496
| +525% | +$11.5M |
|
323
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
| $13.9M | 0.08% |
+340,798
| New | +$13.4M |
|
|
MDVN
324
DELISTED
MEDIVATION, INC.
MDVN
| $13.8M | 0.08% |
277,622
-789,576
| -74% | -$41M |
|
325
Commault Systems
CVLT
$4.72B
| $13.8M | 0.08% |
+266,935
| New | +$12.8M |
|
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VAM
Two Sigma Investments's Q4 2014 Portfolio in Review
As of Q4 2014, Two Sigma Investments held 2,566 positions worth $18.1B, down 19% from $22.4B the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.
Two Sigma Investments withdrew a net $4.66B in Q4 2014, closing 373 positions and reducing 582 holdings. Its most notable exit was Verizon, an estimated $153M position sold in full.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 12% a quarter earlier, followed by Healthcare and Energy.
Against the trend, Two Sigma Investments opened a new position in Transocean worth $77.2M.
- Two Sigma Investments's largest Q4 2014 buy was Transocean: 4,210,720 shares worth $77.2M.
- Two Sigma Investments added most to Halliburton in Q4 2014, an estimated $136M increase.
- Two Sigma Investments's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $198M.
- Two Sigma Investments fully exited Verizon in Q4 2014, selling an estimated $153M.
- Two Sigma Investments's ten largest holdings make up 8.3% of its $18.1B portfolio in Q4 2014.
- Two Sigma Investments opened 857 new positions and closed 373 in Q4 2014.
- Two Sigma Investments's portfolio value fell 19% quarter-over-quarter to $18.1B.
Based on Two Sigma Investments's 13F filing for Q4 2014, filed 17 Feb 2015.