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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 | |
|---|---|---|---|---|---|---|
|
FCE.A
226
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $20.6M | 0.11% |
965,827
+743,018
| +333% | +$15.4M |
|
|
XLS
227
DELISTED
EXELIS INC COM STK
XLS
| $20.4M | 0.11% |
1,161,693
+62,086
| +6% | +$1.07M |
|
228
Amdocs
DOX
$5.87B
| $20.3M | 0.11% |
434,705
+283,378
| +187% | +$13.3M |
|
229
Waters Corp
WAT
$37.3B
| $20.2M | 0.11% |
179,599
-67,410
| -27% | -$7.38M |
|
230
Honda
HMC
$39.9B
| $20.2M | 0.11% |
+684,844
| New | +$21.3M |
|
|
HSP
231
DELISTED
HOSPIRA INC
HSP
| $20.1M | 0.11% |
328,902
+195,428
| +146% | +$11M |
|
232
TripAdvisor
TRIP
$1.65B
| $20.1M | 0.11% |
269,790
+137,597
| +104% | +$10.7M |
|
|
CVD
233
DELISTED
COVANCE INC.
CVD
| $20.1M | 0.11% |
193,895
+104,898
| +118% | +$9.83M |
|
234
Pilgrim's Pride
PPC
$6.99B
| $20.1M | 0.11% |
612,710
+405,177
| +195% | +$12.8M |
|
235
MDU Resources
MDU
$4.17B
| $19.9M | 0.11% |
2,225,314
+1,911,540
| +609% | +$18.4M |
|
|
JOY
236
DELISTED
Joy Global Inc
JOY
| $19.6M | 0.11% |
+422,200
| New | +$21.6M |
|
|
CYBX
237
DELISTED
CYBERONICS INC
CYBX
| $19.5M | 0.11% |
351,063
+208,601
| +146% | +$10.9M |
|
|
GAP
238
The Gap Inc
GAP
$7.34B
| $19.5M | 0.11% |
462,210
-172,790
| -27% | -$6.78M |
|
|
SBNY
239
DELISTED
Signature Bank
SBNY
| $19.4M | 0.11% |
154,120
-41,498
| -21% | -$4.95M |
|
240
Cardinal Health
CAH
$53.2B
| $19.4M | 0.11% |
+239,979
| New | +$19M |
|
|
EVHC
241
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $19.4M | 0.11% |
186,449
+61,616
| +49% | +$6.34M |
|
242
OGE Energy
OGE
$9.76B
| $19.1M | 0.11% |
538,250
-130,084
| -19% | -$4.7M |
|
|
TWO
243
Two Harbors Investment
TWO
$1.27B
| $19M | 0.11% |
237,557
+173,091
| +268% | +$14.1M |
|
244
PepsiCo
PEP
$191B
| $19M | 0.11% |
201,157
+191,480
| +1,979% | +$18.4M |
|
|
X
245
DELISTED
US Steel
X
| $18.9M | 0.1% |
707,024
-32,596
| -4% | -$1.09M |
|
|
WFT
246
DELISTED
Weatherford International plc
WFT
| $18.9M | 0.1% |
1,647,838
+1,469,260
| +823% | +$22M |
|
|
INFA
247
DELISTED
INFORMATICA CORP
INFA
| $18.8M | 0.1% |
493,485
+22,950
| +5% | +$824K |
|
248
Allegion
ALLE
$13.4B
| $18.8M | 0.1% |
338,337
-120,567
| -26% | -$6.26M |
|
249
Principal Financial Group
PFG
$24.4B
| $18.7M | 0.1% |
359,883
-93,923
| -21% | -$4.87M |
|
250
Starwood Property Trust
STWD
$6.02B
| $18.7M | 0.1% |
803,108
+667,603
| +493% | +$15.3M |
|
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.