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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
-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
PFS icon
1976
Provident Financial Services
PFS
$3.22B
– –
-14,145
Closed -$245K
PG icon
1977
Procter & Gamble
PG
$336B
– –
-369,277
Closed -$29M
PHX
1978
DELISTED
PHX Minerals
PHX
– –
-20,710
Closed -$580K
PKG icon
1979
Packaging Corp of America
PKG
$21.9B
– –
-10,668
Closed -$763K
PLCE icon
1980
Children's Place
PLCE
$54.3M
– –
-29,189
Closed -$1.45M
PLUR icon
1981
Pluri
PLUR
$16.7M
– –
-294
Closed -$74K
PLUS icon
1982
ePlus
PLUS
$2.42B
– –
-14,400
Closed -$210K
POR icon
1983
Portland General Electric
POR
$5.8B
– –
-227,672
Closed -$7.89M
POWL icon
1984
Powell Industries
POWL
$7.6B
– –
-19,977
Closed -$435K
PRIM icon
1985
Primoris Services
PRIM
$4.58B
– –
-42,408
Closed -$1.22M
PRSO icon
1986
Peraso
PRSO
$9.78M
– –
-1
Closed -$37K
PRTA icon
1987
Prothena Corp
PRTA
$425M
– –
-78,479
Closed -$1.77M
PSHG icon
1988
Performance Shipping
PSHG
$21.6M
– –
0
– -$73K
PWR icon
1989
Quanta Services
PWR
$100B
– –
-1,158,273
Closed -$40.1M
QMCO icon
1990
Quantum Corp
QMCO
$419M
– –
-131
Closed -$25K
QUAD icon
1991
Quad
QUAD
$536M
– –
-40,596
Closed -$908K
RBBN icon
1992
Ribbon Communications
RBBN
$377M
– –
-66,652
Closed -$1.2M
RBC icon
1993
RBC Bearings
RBC
$17.4B
– –
-11,199
Closed -$717K
RBCAA icon
1994
Republic Bancorp
RBCAA
$1.95B
– –
-11,021
Closed -$261K
RCI icon
1995
Rogers Communications
RCI
$18.3B
– –
-44,877
Closed -$1.81M
RDUS
1996
DELISTED
Radius Recycling
RDUS
– –
-34,637
Closed -$903K
REXR icon
1997
Rexford Industrial Realty
REXR
$8.42B
– –
-16,522
Closed -$235K
RFIL icon
1998
RF Industries
RFIL
$134M
– –
-38,088
Closed -$228K
RGA icon
1999
Reinsurance Group of America
RGA
$15.5B
– –
-100,490
Closed -$7.93M
RH icon
2000
RH
RH
$3.13B
– –
-186,567
Closed -$17.4M
78 79
80
81 82

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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.