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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
PGR icon
51
Progressive
PGR
$128B
$95.7M 0.43%
3,786,114
+1,215,340
+47% +$29.9M
USB icon
52
US Bancorp
USB
$97.9B
$95.5M 0.43%
2,283,936
+883,110
+63% +$37.3M
TEVA icon
53
Teva Pharmaceuticals
TEVA
$40.4B
$95.1M 0.43%
1,770,156
-41,182
-2% -$2.18M
DG icon
54
Dollar General
DG
$28.4B
$94.9M 0.42%
1,552,457
+638,762
+70% +$38.2M
IVV icon
55
iShares Core S&P 500 ETF
IVV
$858B
$93.3M 0.42%
470,600
+433,500
+1,168% +$86.3M
PFE icon
56
Pfizer
PFE
$143B
$92.5M 0.41%
3,298,290
+1,497,866
+83% +$42M
BSX icon
57
Boston Scientific
BSX
$68.4B
$91.9M 0.41%
7,778,689
+3,180,862
+69% +$40.1M
QCOM icon
58
Qualcomm
QCOM
$164B
$91.8M 0.41%
1,227,577
+74,103
+6% +$5.67M
CP icon
59
Canadian Pacific Kansas City
CP
$81B
$91.1M 0.41%
2,195,930
+842,775
+62% +$33M
AGN
60
DELISTED
Allergan plc
AGN
$90M 0.4%
373,189
-362,609
-49% -$81.1M
ROC
61
DELISTED
ROCKWOOD HLDGS INC
ROC
$88.2M 0.39%
1,154,338
+532,522
+86% +$42.6M
GEN icon
62
Gen Digital
GEN
$16.5B
$87.3M 0.39%
3,715,396
-1,095,426
-23% -$26.1M
BNS icon
63
Scotiabank
BNS
$105B
$87.2M 0.39%
1,504,166
+204,579
+16% +$12.7M
JNPR
64
DELISTED
Juniper Networks
JNPR
$86.2M 0.39%
3,891,923
-429,047
-10% -$10.1M
CTXS
65
DELISTED
Citrix Systems Inc
CTXS
$85.5M 0.38%
1,505,726
+365,370
+32% +$19.9M
VMW
66
DELISTED
VMware, Inc
VMW
$85.3M 0.38%
908,882
+429,480
+90% +$41.8M
APTV icon
67
Aptiv
APTV
$12.3B
$84M 0.38%
1,370,107
+983,776
+255% +$67.4M
XLI icon
68
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$83.6M 0.37%
1,573,453
+1,177,733
+298% +$63.2M
SHPG
69
DELISTED
Shire pic
SHPG
$83.4M 0.37%
+321,876
New +$79.9M
BP icon
70
BP
BP
$112B
$83.2M 0.37%
2,313,296
-75,892
-3% -$3.01M
BMO icon
71
Bank of Montreal
BMO
$123B
$82.4M 0.37%
1,119,337
+574,037
+105% +$43.2M
PRU icon
72
Prudential Financial
PRU
$42.6B
$82.1M 0.37%
933,219
+652,805
+233% +$58.4M
KMB icon
73
Kimberly-Clark
KMB
$37.6B
$82M 0.37%
795,089
+558,331
+236% +$58.1M
BRCM
74
DELISTED
BROADCOM CORP CL-A
BRCM
$81.8M 0.37%
2,024,740
-1,577,649
-44% -$61.3M
EW icon
75
Edwards Lifesciences
EW
$49.4B
$81.3M 0.36%
4,772,634
+4,219,332
+763% +$66.6M
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.