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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 | |
|---|---|---|---|---|---|---|
51
Archer Daniels Midland
ADM
$38.7B
| $65.6M | 0.36% |
1,262,400
+505,338
| +67% | +$25.2M |
|
52
Hilton Worldwide
HLT
$72.4B
| $63.8M | 0.35% |
814,955
+373,025
| +84% | +$27.9M |
|
53
Rockwell Automation
ROK
$51.1B
| $63.7M | 0.35% |
572,707
+309,468
| +118% | +$33.9M |
|
54
PG&E
PCG
$39B
| $63.4M | 0.35% |
+1,190,732
| New | +$59M |
|
55
Seagate
STX
$173B
| $63.3M | 0.35% |
952,218
-45,268
| -5% | -$2.81M |
|
56
Cencora
COR
$62B
| $63.3M | 0.35% |
+702,198
| New | +$60.2M |
|
57
CenterPoint Energy
CNP
$28.3B
| $62.8M | 0.35% |
2,678,819
+384,229
| +17% | +$9.17M |
|
58
HCA Healthcare
HCA
$90.6B
| $61.4M | 0.34% |
837,067
-1,168,228
| -58% | -$82.1M |
|
|
TQNT
59
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
| $61.4M | 0.34% |
2,229,065
-309,654
| -12% | -$6.88M |
|
60
NXP Semiconductors
NXPI
$60.8B
| $60.7M | 0.34% |
794,935
+26,916
| +4% | +$1.91M |
|
61
KLA
KLAC
$222B
| $60.2M | 0.33% |
8,564,490
+7,425,630
| +652% | +$54.8M |
|
62
JPMorgan Chase
JPM
$916B
| $59.6M | 0.33% |
+952,517
| New | +$57.3M |
|
|
FDO
63
DELISTED
FAMILY DOLLAR STORES
FDO
| $59.1M | 0.33% |
745,901
+335,810
| +82% | +$26.4M |
|
64
American Airlines Group
AAL
$9.82B
| $58.7M | 0.33% |
1,095,334
-1,792,482
| -62% | -$77.2M |
|
65
United Airlines
UAL
$38.8B
| $57.8M | 0.32% |
+864,013
| New | +$47.9M |
|
66
Aflac
AFL
$65.5B
| $57.7M | 0.32% |
1,888,002
-659,670
| -26% | -$19.5M |
|
67
Bath & Body Works
BBWI
$3.97B
| $57.1M | 0.32% |
816,651
+291,544
| +56% | +$18M |
|
68
TJX Companies
TJX
$179B
| $56.7M | 0.31% |
1,653,194
+383,684
| +30% | +$12.2M |
|
69
Adobe
ADBE
$105B
| $56.4M | 0.31% |
775,947
-178,497
| -19% | -$12.5M |
|
70
Bunge Global
BG
$20.9B
| $56.3M | 0.31% |
619,769
+517,079
| +504% | +$45.5M |
|
71
Masco
MAS
$14.6B
| $56.3M | 0.31% |
2,541,134
+1,257,464
| +98% | +$26M |
|
|
FITB
72
Fifth Third Bancorp
FITB
$51.3B
| $55.9M | 0.31% |
2,744,250
+1,409,256
| +106% | +$28M |
|
73
Air Products & Chemicals
APD
$65.5B
| $55.3M | 0.31% |
414,102
-809,212
| -66% | -$102M |
|
74
Johnson Controls International
JCI
$85.1B
| $55M | 0.3% |
1,086,892
+1,010,226
| +1,318% | +$49.4M |
|
|
VMW
75
DELISTED
VMware, Inc
VMW
| $54.8M | 0.3% |
663,728
-245,154
| -27% | -$20.9M |
|
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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.