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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $124B
1-Year Est. Return 33.93%
This Fund
S&P 500
This Quarter Est. Return
-0%
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
$22.4B
AUM Growth
+$189M
Cap. Flow
+$556M
Cap. Flow %
2.48%
Top 10 Hldgs %
7.74%
Holding
2,459
New
346
Increased
552
Reduced
800
Closed
748

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$232M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$152M
3
VZ icon
Verizon
VZ
+$151M
4
MSFT icon
Microsoft
MSFT
+$150M
5
JNJ icon
Johnson & Johnson
JNJ
+$147M

Top Sells

Rank Stock Value
1
EBAY icon
eBay
EBAY
+$163M
2
ABBV icon
AbbVie
ABBV
+$133M
3
AMGN icon
Amgen
AMGN
+$125M
4
CHTR icon
Charter Communications
CHTR
+$123M
5
QCOR
QUESTCOR PHARMA INC
QCOR
+$103M

Sector Composition

Rank Sector Weight
1 Technology 12.24%
2 Healthcare 11.72%
3 Industrials 11.72%
4 Energy 10.99%
5 Consumer Discretionary 9.69%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HPQ icon
26
HP
HPQ
$25.9B
$117M 0.52%
7,238,502
+876,136
+14% +$14.2M
GILD icon
27
Gilead Sciences
GILD
$167B
$115M 0.51%
+1,079,865
New +$106M
MU icon
28
Micron Technology
MU
$927B
$115M 0.51%
3,344,407
-2,238,930
-40% -$72.5M
GD icon
29
General Dynamics
GD
$106B
$114M 0.51%
897,206
-84,362
-9% -$10.2M
NOV icon
30
NOV
NOV
$7.11B
$113M 0.5%
+1,481,326
New +$122M
UPS icon
31
United Parcel Service
UPS
$89.7B
$112M 0.5%
1,135,882
-372,045
-25% -$37M
TWTR
32
DELISTED
Twitter, Inc.
TWTR
$111M 0.49%
+2,142,326
New +$96.8M
SWN
33
DELISTED
Southwestern Energy Company
SWN
$110M 0.49%
3,159,810
+522,709
+20% +$20.9M
CMCSA icon
34
Comcast
CMCSA
$85.8B
$110M 0.49%
4,095,342
-1,826,228
-31% -$50M
XOM icon
35
ExxonMobil
XOM
$634B
$110M 0.49%
+1,167,788
New +$116M
VLO icon
36
Valero Energy
VLO
$88.7B
$108M 0.48%
2,344,494
+863,885
+58% +$43.6M
GSK icon
37
GSK
GSK
$108B
$108M 0.48%
1,884,851
+817,268
+77% +$50.1M
XLV icon
38
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$107M 0.48%
1,678,127
+1,533,493
+1,060% +$96M
MA icon
39
Mastercard
MA
$497B
$107M 0.48%
1,448,351
+1,414,219
+4,143% +$108M
AMT icon
40
American Tower
AMT
$79.9B
$105M 0.47%
1,124,764
+1,115,564
+12,126% +$106M
MNK
41
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$105M 0.47%
1,160,294
+61,373
+6% +$4.8M
LUV icon
42
Southwest Airlines
LUV
$22.7B
$104M 0.47%
3,091,372
+1,844,724
+148% +$56.3M
AAL icon
43
American Airlines Group
AAL
$10.2B
$102M 0.46%
2,887,816
-650,458
-18% -$25.6M
RY icon
44
Royal Bank of Canada
RY
$295B
$102M 0.45%
1,421,888
+450,062
+46% +$33.1M
CSCO icon
45
Cisco
CSCO
$456B
$100M 0.45%
3,992,474
+54,783
+1% +$1.38M
DISH
46
DELISTED
DISH Network Corp.
DISH
$100M 0.45%
1,551,585
-217,354
-12% -$14M
MON
47
DELISTED
Monsanto Co
MON
$99.2M 0.44%
+881,828
New +$103M
DLTR icon
48
Dollar Tree
DLTR
$24.4B
$96.9M 0.43%
1,728,124
+286,363
+20% +$15.8M
NFLX icon
49
Netflix
NFLX
$301B
$96.7M 0.43%
14,999,740
+14,801,080
+7,450% +$96M
WDC icon
50
Western Digital
WDC
$160B
$95.9M 0.43%
1,303,823
+1,242,006
+2,009% +$93.3M
1
2
3 4 5

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Two Sigma Investments's Q3 2014 Portfolio in Review

As of Q3 2014, Two Sigma Investments held 2,459 positions worth $22.4B, up 0.85% from $22.2B the previous quarter. Its ten largest holdings account for 7.7% of the portfolio.

Two Sigma Investments's Q3 2014 filing shows 346 new, 552 increased, 800 reduced and 748 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 4,784,894 shares worth $217M. The largest sale was eBay, an estimated $163M.

By sector, the portfolio is most concentrated in Technology at 12% of assets, down from 13% a quarter earlier, followed by Healthcare and Industrials.

  • Two Sigma Investments's largest Q3 2014 buy was State Street Energy Select Sector SPDR ETF: 4,784,894 shares worth $217M.
  • Two Sigma Investments added most to Invesco QQQ Trust in Q3 2014, an estimated $152M increase.
  • Two Sigma Investments's biggest Q3 2014 reduction was AbbVie, cutting an estimated $133M.
  • Two Sigma Investments fully exited eBay in Q3 2014, selling an estimated $163M.
  • Two Sigma Investments's ten largest holdings make up 7.7% of its $22.4B portfolio in Q3 2014.
  • Two Sigma Investments opened 346 new positions and closed 748 in Q3 2014.
  • Two Sigma Investments's portfolio value rose 0.85% quarter-over-quarter to $22.4B.

Based on Two Sigma Investments's 13F filing for Q3 2014, filed 14 Nov 2014.