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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
+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
Cap. Flow
-$4.66B
Cap. Flow %
-25.79%
Top 10 Hldgs %
8.28%
Holding
2,566
New
857
Increased
746
Reduced
582
Closed
373

Top Buys

Rank Stock Value
1
HAL icon
Halliburton
HAL
+$136M
2
ABBV icon
AbbVie
ABBV
+$114M
3
RIG icon
Transocean
RIG
+$105M
4
FCX icon
Freeport-McMoran
FCX
+$102M
5
YHOO
Yahoo Inc
YHOO
+$101M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$198M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$196M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$189M
4
JNJ icon
Johnson & Johnson
JNJ
+$158M
5
VZ icon
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
WFC icon
26
Wells Fargo
WFC
$263B
$93.6M 0.52%
1,706,626
-987,473
-37% -$52.3M
EQIX icon
27
Equinix
EQIX
$102B
$89.3M 0.49%
393,993
+80,959
+26% +$17.5M
MA icon
28
Mastercard
MA
$497B
$86.9M 0.48%
1,008,464
-439,887
-30% -$35.9M
FCX icon
29
Freeport-McMoran
FCX
$88.6B
$86.2M 0.48%
+3,691,091
New +$102M
ROC
30
DELISTED
ROCKWOOD HLDGS INC
ROC
$85.4M 0.47%
1,083,157
-71,181
-6% -$5.49M
LO
31
DELISTED
LORILLARD INC COM STK
LO
$83.3M 0.46%
1,324,203
+229,884
+21% +$14.2M
MDT icon
32
Medtronic
MDT
$111B
$83.1M 0.46%
1,151,556
+962,630
+510% +$66.9M
CCEP icon
33
Coca-Cola Europacific Partners
CCEP
$49.3B
$82.5M 0.46%
1,865,063
+836,669
+81% +$36.1M
DG icon
34
Dollar General
DG
$27.8B
$80.1M 0.44%
1,133,001
-419,456
-27% -$27.3M
GSK icon
35
GSK
GSK
$108B
$78.8M 0.44%
1,474,181
-410,670
-22% -$23M
MDLZ icon
36
Mondelez International
MDLZ
$80.2B
$78.7M 0.44%
2,165,526
-2,265,037
-51% -$82.4M
RIG icon
37
Transocean
RIG
$5.52B
$77.2M 0.43%
+4,210,720
New +$105M
MRK icon
38
Merck
MRK
$326B
$73.6M 0.41%
1,358,862
-1,100,923
-45% -$61.3M
CCI icon
39
Crown Castle
CCI
$33.1B
$72.8M 0.4%
925,486
+451,706
+95% +$36.2M
VOYA icon
40
Voya Financial
VOYA
$9.07B
$72.3M 0.4%
1,706,409
+903,991
+113% +$36.1M
MRO
41
DELISTED
Marathon Oil Corporation
MRO
$70.8M 0.39%
2,501,516
+1,547,538
+162% +$49.2M
EW icon
42
Edwards Lifesciences
EW
$48.2B
$70.1M 0.39%
3,304,254
-1,468,380
-31% -$29.5M
CMA
43
DELISTED
Comerica
CMA
$70.1M 0.39%
1,496,705
+1,480,008
+8,864% +$69.5M
DISH
44
DELISTED
DISH Network Corp.
DISH
$69.9M 0.39%
958,458
-593,127
-38% -$39.9M
WBA
45
DELISTED
Walgreens Boots Alliance
WBA
$69.2M 0.38%
908,319
+765,668
+537% +$51.2M
RFMD
46
DELISTED
RF MICRO DEVICES INC
RFMD
$68.7M 0.38%
4,140,823
-1,505,842
-27% -$20.1M
SPLS
47
DELISTED
Staples Inc
SPLS
$68.6M 0.38%
3,786,243
+2,522,173
+200% +$35.2M
SDRL
48
DELISTED
Seadrill Limited Common Stock
SDRL
$68.1M 0.38%
21,300
+14,586
+217% +$73.3M
SWN
49
DELISTED
Southwestern Energy Company
SWN
$66.7M 0.37%
2,442,540
-717,270
-23% -$23M
CTSH icon
50
Cognizant
CTSH
$23.8B
$65.9M 0.36%
1,251,657
+846,344
+209% +$42.3M
1
2
3 4 5

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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.