We are live on ! Find out more
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
IEV icon
1876
iShares Europe ETF
IEV
$1.67B
– –
-5,485
Closed -$266K
III icon
1877
Information Services Group
III
$199M
– –
-28,298
Closed -$136K
IIIN icon
1878
Insteel Industries
IIIN
$593M
– –
-22,865
Closed -$449K
IMKTA icon
1879
Ingles Markets
IMKTA
$1.71B
– –
-24,519
Closed -$646K
IMO icon
1880
Imperial Oil
IMO
$62.7B
– –
-321,600
Closed -$17M
INGR icon
1881
Ingredion
INGR
$6.27B
– –
-255,335
Closed -$19.2M
IP icon
1882
International Paper
IP
$21.6B
– –
-1,297,994
Closed -$61.2M
ITT icon
1883
ITT
ITT
$17.5B
– –
-373,191
Closed -$17.9M
ITUB icon
1884
Itaú Unibanco
ITUB
$93.2B
– –
-78,773
Closed -$454K
IVR icon
1885
Invesco Mortgage Capital
IVR
$759M
– –
-10,765
Closed -$1.87M
IWD icon
1886
iShares Russell 1000 Value ETF
IWD
$82.2B
– –
-12,687
Closed -$1.28M
IWS icon
1887
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
– –
-19,330
Closed -$1.4M
IYR icon
1888
iShares US Real Estate ETF
IYR
$4.66B
– –
-712,117
Closed -$51.1M
JAKK icon
1889
Jakks Pacific
JAKK
$301M
– –
-1,320
Closed -$102K
JAZZ icon
1890
Jazz Pharmaceuticals
JAZZ
$15.9B
– –
-12,841
Closed -$1.89M
JBHT icon
1891
JB Hunt Transport Services
JBHT
$25.5B
– –
-54,088
Closed -$3.99M
JBL icon
1892
Jabil
JBL
$33B
– –
-671,141
Closed -$14M
JNK icon
1893
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
– –
-2,411
Closed -$302K
JWN
1894
DELISTED
Nordstrom
JWN
– –
-214,024
Closed -$14.5M
K
1895
DELISTED
Kellanova
K
– –
-65,053
Closed -$4.01M
KALU icon
1896
Kaiser Aluminum
KALU
$2.61B
– –
-32,944
Closed -$2.4M
KBE icon
1897
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-9,259
Closed -$309K
KELYA icon
1898
Kelly Services Class A
KELYA
$514M
– –
-21,410
Closed -$368K
KEX icon
1899
Kirby Corp
KEX
$7.01B
– –
-185,946
Closed -$21.8M
KFRC icon
1900
Kforce
KFRC
$1.02B
– –
-30,816
Closed -$667K
74 75
76
77 78

Similar funds

TD Asset Management
TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

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.