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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 | |
|---|---|---|---|---|---|---|
|
AWH
401
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $10.1M | 0.06% |
+267,114
| New | +$10M |
|
|
CHS
402
DELISTED
Chicos FAS, Inc.
CHS
| $10.1M | 0.06% |
623,596
-90,239
| -13% | -$1.38M |
|
403
Oaktree Specialty Lending
OCSL
$1.02B
| $10.1M | 0.06% |
418,588
+86,782
| +26% | +$2.24M |
|
404
ICU Medical
ICUI
$4.21B
| $10M | 0.06% |
122,513
+47,015
| +62% | +$3.6M |
|
405
Canadian Pacific Kansas City
CP
$78.1B
| $10M | 0.06% |
260,430
-1,935,500
| -88% | -$76.6M |
|
|
PMT
406
PennyMac Mortgage Investment
PMT
$822M
| $9.97M | 0.06% |
472,705
+322,610
| +215% | +$6.94M |
|
407
Hyatt Hotels
H
$16.4B
| $9.9M | 0.05% |
164,420
-31,775
| -16% | -$1.87M |
|
408
Capri Holdings
CPRI
$1.83B
| $9.87M | 0.05% |
131,460
-624,155
| -83% | -$46.5M |
|
409
Murphy Oil
MUR
$5.7B
| $9.86M | 0.05% |
195,257
-150,704
| -44% | -$7.72M |
|
410
Avis
CAR
$4.86B
| $9.8M | 0.05% |
147,706
-1,135,590
| -88% | -$65M |
|
411
AngloGold Ashanti
AU
$40.1B
| $9.79M | 0.05% |
1,125,441
+1,050,216
| +1,396% | +$9.91M |
|
|
HRC
412
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $9.79M | 0.05% |
214,488
-23,209
| -10% | -$1.03M |
|
413
Equity Lifestyle Properties
ELS
$12.6B
| $9.75M | 0.05% |
378,266
+17,424
| +5% | +$419K |
|
|
CYBR
414
DELISTED
CyberArk
CYBR
| $9.72M | 0.05% |
+245,221
| New | +$8.96M |
|
|
CLGX
415
DELISTED
Corelogic, Inc.
CLGX
| $9.68M | 0.05% |
+306,541
| New | +$9.35M |
|
416
Align Technology
ALGN
$12.1B
| $9.67M | 0.05% |
172,905
+113,432
| +191% | +$6M |
|
417
Cousins Properties
CUZ
$5.19B
| $9.66M | 0.05% |
+299,734
| New | +$10.2M |
|
|
WPX
418
DELISTED
WPX Energy, Inc.
WPX
| $9.64M | 0.05% |
828,970
-626,394
| -43% | -$10M |
|
|
MNK
419
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $9.64M | 0.05% |
97,321
-1,062,973
| -92% | -$97.7M |
|
|
HMHC
420
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $9.57M | 0.05% |
+462,205
| New | +$9.22M |
|
421
Cabot Corp
CBT
$4.54B
| $9.53M | 0.05% |
217,169
+83,807
| +63% | +$3.78M |
|
|
422
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $9.52M | 0.05% |
240,600
-4,544,294
| -95% | -$189M |
|
423
Palo Alto Networks
PANW
$270B
| $9.51M | 0.05% |
465,600
-1,143,540
| -71% | -$21.1M |
|
424
Moog Inc Class A
MOG.A
$12.4B
| $9.5M | 0.05% |
+128,296
| New | +$9.27M |
|
|
MDRX
425
DELISTED
Veradigm Inc. Common Stock
MDRX
| $9.45M | 0.05% |
740,226
+535,986
| +262% | +$6.83M |
|
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.