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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 | |
|---|---|---|---|---|---|---|
|
HME
951
DELISTED
HOME PROPERTIES, INC
HME
| $2.4M | 0.01% |
36,650
-169,009
| -82% | -$10.8M |
|
|
INN
952
Summit Hotel Properties
INN
$746M
| $2.4M | 0.01% |
+193,151
| New | +$2.24M |
|
|
DMC
953
Del Monte Corp
DMC
$1.41B
| $2.4M | 0.01% |
+71,596
| New | +$2.33M |
|
|
YELL
954
DELISTED
Yellow Corporation Common Stock
YELL
| $2.38M | 0.01% |
+105,760
| New | +$2.26M |
|
|
PTP
955
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
| $2.38M | 0.01% |
+32,393
| New | +$2.15M |
|
|
SCMP
956
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $2.38M | 0.01% |
166,462
+132,954
| +397% | +$1.4M |
|
|
EBSB
957
DELISTED
Meridian Bancorp, Inc.
EBSB
| $2.38M | 0.01% |
211,647
-398,391
| -65% | -$4.42M |
|
958
Sprouts Farmers Market
SFM
$8.13B
| $2.36M | 0.01% |
+69,366
| New | +$2.12M |
|
959
Evertec
EVTC
$1.88B
| $2.35M | 0.01% |
106,380
+21,323
| +25% | +$468K |
|
|
EGOV
960
DELISTED
NIC Inc
EGOV
| $2.35M | 0.01% |
130,554
+6,763
| +5% | +$121K |
|
|
LCI
961
DELISTED
Lannett Company, Inc.
LCI
| $2.34M | 0.01% |
+13,653
| New | +$2.53M |
|
|
BRP
962
DELISTED
BROOKFIELD RESIDENTIAL PROPERTIES INC
BRP
| $2.34M | 0.01% |
+97,297
| New | +$2.16M |
|
|
SBY
963
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $2.34M | 0.01% |
141,276
+19,612
| +16% | +$324K |
|
|
VVC
964
DELISTED
Vectren Corporation
VVC
| $2.33M | 0.01% |
+50,454
| New | +$2.22M |
|
965
Matrix Service
MTRX
$326M
| $2.33M | 0.01% |
+104,429
| New | +$2.35M |
|
966
Constellation Brands
STZ
$22.2B
| $2.32M | 0.01% |
23,677
-552,696
| -96% | -$50.6M |
|
|
IL
967
DELISTED
IntraLinks Holdings Inc.
IL
| $2.32M | 0.01% |
194,709
+174,409
| +859% | +$1.69M |
|
968
Stepan Co
SCL
$1.46B
| $2.31M | 0.01% |
57,698
+21,589
| +60% | +$917K |
|
|
CEMP
969
DELISTED
Cempra, Inc.
CEMP
| $2.31M | 0.01% |
+98,377
| New | +$1.47M |
|
970
Emergent Biosolutions
EBS
$373M
| $2.31M | 0.01% |
+84,881
| New | +$2.02M |
|
971
Illinois Tool Works
ITW
$82.6B
| $2.31M | 0.01% |
24,383
-890,962
| -97% | -$81.1M |
|
972
SK Telecom
SKM
$12.1B
| $2.3M | 0.01% |
51,736
+17,431
| +51% | +$810K |
|
|
FMER
973
DELISTED
FIRSTMERIT CORP
FMER
| $2.29M | 0.01% |
+121,195
| New | +$2.18M |
|
974
Synopsys
SNPS
$74.4B
| $2.29M | 0.01% |
52,560
-241,503
| -82% | -$10M |
|
|
CMO
975
DELISTED
Capstead Mortgage Corp.
CMO
| $2.28M | 0.01% |
185,539
-385,587
| -68% | -$4.9M |
|
Similar funds
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.