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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 | |
|---|---|---|---|---|---|---|
76
Prudential Financial
PRU
$42.6B
| $54.4M | 0.3% |
601,763
-331,456
| -36% | -$28.5M |
|
77
AGNC Investment
AGNC
$12.7B
| $54.4M | 0.3% |
2,491,222
+2,010,952
| +419% | +$45.4M |
|
|
LLL
78
DELISTED
L3 Technologies, Inc.
LLL
| $54M | 0.3% |
427,922
+361,804
| +547% | +$43.3M |
|
|
SEE
79
DELISTED
Sealed Air
SEE
| $53.2M | 0.29% |
1,254,275
+1,180,186
| +1,593% | +$44.4M |
|
80
Baidu
BIDU
$35.7B
| $52.2M | 0.29% |
228,863
+72,015
| +46% | +$16.5M |
|
81
Jacobs Solutions
J
$16B
| $52.1M | 0.29% |
1,408,936
+1,045,076
| +287% | +$39.8M |
|
82
Progressive
PGR
$128B
| $51.7M | 0.29% |
1,916,272
-1,869,842
| -49% | -$49.3M |
|
|
COL
83
DELISTED
Rockwell Collins
COL
| $51.1M | 0.28% |
605,249
+416,260
| +220% | +$34.2M |
|
84
KeyCorp
KEY
$23.8B
| $49.9M | 0.28% |
3,590,624
-816,414
| -19% | -$10.9M |
|
|
RAD
85
DELISTED
Rite Aid Corporation
RAD
| $49.4M | 0.27% |
328,497
+160,247
| +95% | +$17.8M |
|
86
Allison Transmission
ALSN
$9.51B
| $49.2M | 0.27% |
1,451,632
+290,548
| +25% | +$9.25M |
|
87
Home Depot
HD
$337B
| $49.2M | 0.27% |
468,424
-1,100,906
| -70% | -$107M |
|
88
Lowe's Companies
LOW
$121B
| $48.3M | 0.27% |
701,507
+501,419
| +251% | +$30M |
|
|
RDS.A
89
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $48.1M | 0.27% |
717,874
+515,773
| +255% | +$35.7M |
|
90
TE Connectivity
TEL
$60B
| $47.2M | 0.26% |
745,583
+378,522
| +103% | +$22.8M |
|
91
Suncor Energy
SU
$77.7B
| $47M | 0.26% |
1,480,032
-209,147
| -12% | -$6.92M |
|
92
American Electric Power
AEP
$70.4B
| $46.9M | 0.26% |
772,924
+243,250
| +46% | +$13.9M |
|
|
HOT
93
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $46.2M | 0.26% |
569,603
+562,488
| +7,906% | +$43.9M |
|
|
CAM
94
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $45M | 0.25% |
901,894
+764,596
| +557% | +$42.3M |
|
95
Check Point Software Technologies
CHKP
$14.3B
| $44.8M | 0.25% |
+569,995
| New | +$42.4M |
|
96
Tenaris
TS
$28.2B
| $44.8M | 0.25% |
+1,481,536
| New | +$52.9M |
|
|
STJ
97
DELISTED
St Jude Medical
STJ
| $43.1M | 0.24% |
663,273
-186,691
| -22% | -$12M |
|
|
FISV
98
Fiserv Inc
FISV
$29.7B
| $43.1M | 0.24% |
1,213,342
+1,053,816
| +661% | +$36.1M |
|
|
AVP
99
DELISTED
Avon Products, Inc.
AVP
| $43M | 0.24% |
+4,583,144
| New | +$47.4M |
|
100
News Corp Class A
NWSA
$15.6B
| $42.9M | 0.24% |
2,735,208
+2,017,506
| +281% | +$31M |
|
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.