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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 | |
|---|---|---|---|---|---|---|
|
COV
1
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $172M | 0.95% |
1,681,779
+74,148
| +5% | +$7.11M |
|
|
TWC
2
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $166M | 0.92% |
1,089,703
-59,979
| -5% | -$8.65M |
|
3
Philip Morris
PM
$301B
| $153M | 0.85% |
1,882,850
-8,474
| -0.4% | -$728K |
|
4
General Dynamics
GD
$104B
| $153M | 0.85% |
1,113,280
+216,074
| +24% | +$29.4M |
|
5
Valero Energy
VLO
$90B
| $153M | 0.85% |
3,085,976
+741,482
| +32% | +$35.9M |
|
|
DTV
6
DELISTED
DIRECTV COM STK (DE)
DTV
| $146M | 0.81% |
1,689,601
-66,310
| -4% | -$5.71M |
|
7
Marathon Petroleum
MPC
$90.7B
| $143M | 0.79% |
3,171,462
-489,594
| -13% | -$21.6M |
|
|
AGN
8
DELISTED
Allergan Inc
AGN
| $139M | 0.77% |
655,510
+353,407
| +117% | +$70.3M |
|
9
Microsoft
MSFT
$2.84T
| $139M | 0.77% |
2,988,540
-487,279
| -14% | -$22.9M |
|
10
Alphabet (Google) Class C
GOOG
$3.95T
| $131M | 0.73% |
4,957,333
-580,008
| -10% | -$15.6M |
|
|
BHI
11
DELISTED
Baker Hughes
BHI
| $131M | 0.73% |
2,337,725
+1,243,488
| +114% | +$70.1M |
|
12
Western Digital
WDC
$184B
| $129M | 0.72% |
1,546,606
+242,783
| +19% | +$18.3M |
|
|
13
AbbVie
ABBV
$458B
| $125M | 0.69% |
1,905,679
+1,801,332
| +1,726% | +$114M |
|
|
YHOO
14
DELISTED
Yahoo Inc
YHOO
| $123M | 0.68% |
2,442,848
+2,148,701
| +730% | +$101M |
|
|
15
Halliburton
HAL
$27.9B
| $120M | 0.67% |
3,056,688
+2,787,684
| +1,036% | +$136M |
|
16
Boston Scientific
BSX
$65.3B
| $113M | 0.62% |
8,518,014
+739,325
| +10% | +$9.45M |
|
17
Wynn Resorts
WYNN
$10.1B
| $111M | 0.61% |
745,708
+566,546
| +316% | +$97.3M |
|
18
Zoetis
ZTS
$31.6B
| $109M | 0.6% |
2,532,744
+2,421,544
| +2,178% | +$98.3M |
|
19
Micron Technology
MU
$1.06T
| $107M | 0.59% |
3,059,436
-284,971
| -9% | -$9.43M |
|
20
The Mosaic Company
MOS
$7.11B
| $107M | 0.59% |
2,344,676
+2,204,604
| +1,574% | +$97.7M |
|
21
Teva Pharmaceuticals
TEVA
$36.5B
| $104M | 0.58% |
1,809,025
+38,869
| +2% | +$2.17M |
|
22
Vodafone
VOD
$35B
| $103M | 0.57% |
3,003,114
+811,828
| +37% | +$27.4M |
|
23
Liberty Global Class A
LBTYA
$3.33B
| $103M | 0.57% |
+2,476,123
| New | +$95M |
|
24
LyondellBasell Industries
LYB
$19.6B
| $98M | 0.54% |
1,234,822
+491,049
| +66% | +$42.6M |
|
25
BP
BP
$113B
| $95M | 0.53% |
3,004,558
+691,262
| +30% | +$23.2M |
|
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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.