We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
201
Devon Energy
DVN
$51.3B
| $23.8M | 0.13% |
388,802
-172,295
| -31% | -$10.4M |
|
202
Labcorp
LH
$25.2B
| $23.7M | 0.13% |
255,950
+152,993
| +149% | +$13.5M |
|
203
Assured Guaranty
AGO
$3.73B
| $23.6M | 0.13% |
906,441
+4,718
| +0.5% | +$114K |
|
204
Nabors Industries
NBR
$1.17B
| $23.5M | 0.13% |
36,164
-20,515
| -36% | -$16.2M |
|
205
lululemon athletica
LULU
$13.5B
| $23.3M | 0.13% |
417,328
-465,718
| -53% | -$21.2M |
|
206
Toll Brothers
TOL
$14B
| $23.3M | 0.13% |
+678,936
| New | +$22.1M |
|
|
PF
207
DELISTED
Pinnacle Foods, Inc.
PF
| $22.9M | 0.13% |
649,962
+92,130
| +17% | +$3.1M |
|
208
KBR
KBR
$4.56B
| $22.9M | 0.13% |
1,352,000
-126,427
| -9% | -$2.27M |
|
|
LQ
209
DELISTED
La Quinta Holdings Inc.
LQ
| $22.8M | 0.13% |
1,033,976
+932,970
| +924% | +$19.1M |
|
210
Pfizer
PFE
$143B
| $22.2M | 0.12% |
752,739
-2,545,551
| -77% | -$73M |
|
211
Bankunited
BKU
$3.33B
| $22.2M | 0.12% |
767,067
+643,627
| +521% | +$19M |
|
212
Applied Materials
AMAT
$347B
| $22M | 0.12% |
+883,881
| New | +$20M |
|
|
AGU
213
DELISTED
Agrium
AGU
| $21.9M | 0.12% |
+231,514
| New | +$21.7M |
|
|
WCN
214
Waste Connections
WCN
$43.6B
| $21.9M | 0.12% |
746,552
+738,557
| +9,238% | +$23.2M |
|
215
Tapestry
TPR
$30.3B
| $21.9M | 0.12% |
582,108
+255,372
| +78% | +$9M |
|
216
Genworth Financial
GNW
$3.86B
| $21.8M | 0.12% |
2,569,170
+1,366,332
| +114% | +$14.3M |
|
|
SAVE
217
DELISTED
Spirit Airlines, Inc.
SAVE
| $21.2M | 0.12% |
280,209
+196,783
| +236% | +$14.1M |
|
|
WMGI
218
DELISTED
Wright Medical Group Inc
WMGI
| $21.2M | 0.12% |
+787,771
| New | +$23.1M |
|
|
DNR
219
DELISTED
Denbury Resources, Inc.
DNR
| $21.1M | 0.12% |
+2,599,319
| New | +$27M |
|
220
Acuity Brands
AYI
$9.99B
| $20.9M | 0.12% |
149,499
+107,061
| +252% | +$14.5M |
|
221
Abercrombie & Fitch
ANF
$4.55B
| $20.9M | 0.12% |
+728,825
| New | +$22.4M |
|
222
Paychex
PAYX
$43.4B
| $20.8M | 0.12% |
450,736
-228,938
| -34% | -$10.6M |
|
223
O-I Glass
OI
$1.18B
| $20.8M | 0.12% |
770,783
+243,519
| +46% | +$6.26M |
|
224
Cigna
CI
$78.4B
| $20.7M | 0.11% |
+200,758
| New | +$19.8M |
|
|
TEG
225
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
| $20.6M | 0.11% |
265,008
+12,532
| +5% | +$906K |
|
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.