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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 | |
|---|---|---|---|---|---|---|
|
EQY
551
DELISTED
Equity One
EQY
| $6.53M | 0.04% |
257,505
-243,455
| -49% | -$5.82M |
|
552
ArcelorMittal
MT
$52.9B
| $6.51M | 0.04% |
+258,076
| New | +$7.17M |
|
553
Radware
RDWR
$1.1B
| $6.45M | 0.04% |
292,955
+250,855
| +596% | +$4.9M |
|
554
Cogent Communications
CCOI
$676M
| $6.42M | 0.04% |
181,370
-55,470
| -23% | -$1.86M |
|
555
The GEO Group
GEO
$4.13B
| $6.41M | 0.04% |
238,143
-181,769
| -43% | -$4.74M |
|
556
Ally Financial
ALLY
$13.2B
| $6.38M | 0.04% |
+269,946
| New | +$6.11M |
|
|
PSB
557
DELISTED
PS Business Parks, Inc.
PSB
| $6.37M | 0.04% |
80,092
+36,523
| +84% | +$2.94M |
|
|
HT
558
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $6.34M | 0.04% |
225,616
+196,756
| +682% | +$5.57M |
|
|
PBCT
559
DELISTED
People's United Financial Inc
PBCT
| $6.34M | 0.04% |
+417,556
| New | +$6.11M |
|
560
Churchill Downs
CHDN
$5.88B
| $6.33M | 0.04% |
+398,382
| New | +$6.48M |
|
|
GHL
561
DELISTED
Greenhill & Co., Inc.
GHL
| $6.33M | 0.04% |
145,069
+138,153
| +1,998% | +$6.14M |
|
562
Imperial Oil
IMO
$62.7B
| $6.31M | 0.03% |
+146,500
| New | +$6.67M |
|
|
CCEC
563
Capital Clean Energy Carriers
CCEC
$1.34B
| $6.29M | 0.03% |
112,397
-9,127
| -8% | -$534K |
|
564
Crane NXT
CXT
$2.99B
| $6.25M | 0.03% |
306,674
+269,238
| +719% | +$5.58M |
|
|
DYAX
565
DELISTED
DYAX CORPORATION
DYAX
| $6.25M | 0.03% |
444,523
+72,524
| +19% | +$908K |
|
566
Franco-Nevada
FNV
$41.1B
| $6.24M | 0.03% |
126,758
-42,542
| -25% | -$2.16M |
|
567
Stantec
STN
$8.04B
| $6.24M | 0.03% |
227,101
+26,501
| +13% | +$787K |
|
|
SKX
568
DELISTED
Skechers
SKX
| $6.23M | 0.03% |
338,454
-534,072
| -61% | -$9.98M |
|
569
Outfront Media
OUT
$5.61B
| $6.22M | 0.03% |
+235,292
| New | +$5.75M |
|
|
DCH
570
Dauch Corp
DCH
$1.34B
| $6.2M | 0.03% |
+274,241
| New | +$5.46M |
|
571
Copart
CPRT
$27B
| $6.19M | 0.03% |
1,356,792
-755,888
| -36% | -$3.24M |
|
572
Sasol
SSL
$7.5B
| $6.18M | 0.03% |
162,758
+158,724
| +3,935% | +$7.18M |
|
573
EPAM Systems
EPAM
$5.51B
| $6.14M | 0.03% |
128,646
+107,678
| +514% | +$5.08M |
|
574
Methanex
MEOH
$4.3B
| $6.13M | 0.03% |
133,617
-20,224
| -13% | -$1.1M |
|
575
BWX Technologies
BWXT
$15.5B
| $6.12M | 0.03% |
282,424
-81,029
| -22% | -$1.7M |
|
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.