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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 | |
|---|---|---|---|---|---|---|
176
Equinor
EQNR
$97.3B
| $27.6M | 0.15% |
1,568,973
+1,541,190
| +5,547% | +$32.9M |
|
|
IHS
177
DELISTED
IHS INC CL-A COM STK
IHS
| $27.4M | 0.15% |
240,961
+153,433
| +175% | +$19M |
|
178
Ulta Beauty
ULTA
$21.8B
| $27.4M | 0.15% |
214,219
-321,573
| -60% | -$39.4M |
|
|
MHFI
179
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $27.3M | 0.15% |
306,324
-573,047
| -65% | -$50.3M |
|
|
WRI
180
DELISTED
Weingarten Realty Investors
WRI
| $27.2M | 0.15% |
778,829
+688,219
| +760% | +$24M |
|
181
AES
AES
$10.6B
| $27.1M | 0.15% |
+1,969,777
| New | +$26.9M |
|
182
SITE Centers
SITC
$236M
| $27M | 0.15% |
+1,140,627
| New | +$26.3M |
|
183
TransDigm Group
TDG
$70.7B
| $26.9M | 0.15% |
137,226
-91,477
| -40% | -$17.2M |
|
|
BRCM
184
DELISTED
BROADCOM CORP CL-A
BRCM
| $26.7M | 0.15% |
615,126
-1,409,614
| -70% | -$57.8M |
|
185
Canadian Solar
CSIQ
$932M
| $26.5M | 0.15% |
1,095,638
+170,290
| +18% | +$4.63M |
|
|
SPR
186
DELISTED
Spirit AeroSystems
SPR
| $26.4M | 0.15% |
613,166
-498,960
| -45% | -$20.2M |
|
|
ESV
187
DELISTED
Ensco Rowan plc
ESV
| $25.9M | 0.14% |
+216,293
| New | +$31M |
|
188
Unum
UNM
$13.2B
| $25.9M | 0.14% |
741,373
+400,338
| +117% | +$13.5M |
|
|
CTXS
189
DELISTED
Citrix Systems Inc
CTXS
| $25.8M | 0.14% |
508,324
-997,402
| -66% | -$51.6M |
|
|
IPG
190
DELISTED
Interpublic Group of Companies
IPG
| $25.4M | 0.14% |
1,224,894
-1,250,371
| -51% | -$24M |
|
191
Thermo Fisher Scientific
TMO
$214B
| $25.3M | 0.14% |
202,325
-210,229
| -51% | -$25.6M |
|
|
BCR
192
DELISTED
CR Bard Inc.
BCR
| $25.2M | 0.14% |
+151,368
| New | +$24.5M |
|
193
Tyson Foods
TSN
$21.5B
| $24.9M | 0.14% |
+622,122
| New | +$25.2M |
|
194
Pultegroup
PHM
$25.2B
| $24.4M | 0.14% |
1,138,430
+960,668
| +540% | +$19.2M |
|
|
SHPG
195
DELISTED
Shire pic
SHPG
| $24.2M | 0.13% |
114,093
-207,783
| -65% | -$44.1M |
|
196
Alaska Air
ALK
$5.11B
| $24.1M | 0.13% |
402,947
+177,506
| +79% | +$9.35M |
|
197
United Parks & Resorts
PRKS
$2.19B
| $24M | 0.13% |
1,339,425
+603,350
| +82% | +$10.6M |
|
198
iShares US Real Estate ETF
IYR
$4.75B
| $24M | 0.13% |
+312,017
| New | +$23.3M |
|
|
SIX
199
DELISTED
Six Flags Entertainment Corp.
SIX
| $23.9M | 0.13% |
554,951
+440,126
| +383% | +$17.3M |
|
200
Lazard
LAZ
$3.96B
| $23.9M | 0.13% |
478,524
+81,414
| +21% | +$4.04M |
|
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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.