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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
SOHU
1026
Sohu.com
SOHU
$362M
$1.99M 0.01%
37,363
-25,835
-41% -$1.25M
SNP
1027
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$1.99M 0.01%
+24,519
New +$2.03M
EPAC icon
1028
Enerpac Tool Group
EPAC
$1.83B
$1.98M 0.01%
+72,523
New +$2.16M
LFC
1029
DELISTED
China Life Insurance Company Ltd.
LFC
$1.96M 0.01%
+100,149
New +$1.58M
BBT
1030
Beacon Financial Corp
BBT
$2.66B
$1.95M 0.01%
+73,165
New +$1.83M
CORR
1031
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1.95M 0.01%
+60,104
New +$2.08M
JCP
1032
DELISTED
J.C. Penney Company, Inc.
JCP
$1.94M 0.01%
299,932
+248,600
+484% +$1.82M
PL
1033
DELISTED
PROTECTIVE LIFE CORP
PL
$1.94M 0.01%
27,899
-57,074
-67% -$3.97M
SGEN
1034
DELISTED
Seagen Inc. Common Stock
SGEN
$1.94M 0.01%
+60,310
New +$2.1M
BGFV
1035
DELISTED
Big 5 Sporting Goods
BGFV
$1.93M 0.01%
132,128
+93,346
+241% +$1.15M
DX
1036
Dynex Capital
DX
$3.15B
$1.93M 0.01%
78,120
+18,151
+30% +$456K
LYG icon
1037
Lloyds Banking Group
LYG
$89.5B
$1.93M 0.01%
+415,648
New +$2.01M
LHCG
1038
DELISTED
LHC Group LLC
LHCG
$1.93M 0.01%
61,734
+44,719
+263% +$1.13M
CKP
1039
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$1.92M 0.01%
139,535
+113,035
+427% +$1.46M
NYRT
1040
DELISTED
New York REIT, Inc.
NYRT
$1.91M 0.01%
+18,074
New +$1.97M
MDC
1041
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.91M 0.01%
+100,332
New +$1.84M
RMAX icon
1042
RE/MAX Holdings
RMAX
$193M
$1.91M 0.01%
55,800
+17,533
+46% +$569K
PACD
1043
DELISTED
Pacific Drilling S A
PACD
$1.91M 0.01%
+41,146
New +$2.64M
KRA
1044
DELISTED
Kraton Corporation
KRA
$1.91M 0.01%
91,740
+65,656
+252% +$1.21M
HPTX
1045
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
$1.9M 0.01%
78,956
+53,474
+210% +$1.21M
INFI
1046
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$1.89M 0.01%
+111,812
New +$1.63M
PWE
1047
DELISTED
Penn West Energy Petroleum Ltd
PWE
$1.88M 0.01%
+904,353
New +$3.56M
WSTC
1048
DELISTED
West Corporation
WSTC
$1.87M 0.01%
56,704
-43,222
-43% -$1.33M
ICE icon
1049
Intercontinental Exchange
ICE
$85.6B
$1.87M 0.01%
+42,640
New +$1.83M
IDT icon
1050
IDT Corp
IDT
$1.64B
$1.87M 0.01%
+130,404
New +$1.57M
40 41
42
43 44

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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.