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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 | |
|---|---|---|---|---|---|---|
101
Zions Bancorporation
ZION
$10.1B
| $42.5M | 0.24% |
1,490,261
+530,392
| +55% | +$15M |
|
102
Citigroup
C
$213B
| $41.9M | 0.23% |
+774,165
| New | +$41.1M |
|
103
NetApp
NTAP
$34B
| $41.8M | 0.23% |
1,008,049
-242,716
| -19% | -$10.1M |
|
104
Ares Capital
ARCC
$13.4B
| $41.4M | 0.23% |
2,650,824
+105,887
| +4% | +$1.69M |
|
105
Qualcomm
QCOM
$164B
| $41.2M | 0.23% |
554,880
-672,697
| -55% | -$49.2M |
|
|
XL
106
DELISTED
XL Group Ltd.
XL
| $41.2M | 0.23% |
1,197,441
+1,005,880
| +525% | +$34.3M |
|
107
Cisco
CSCO
$443B
| $40.8M | 0.23% |
1,466,377
-2,526,097
| -63% | -$65.2M |
|
108
Oneok
OKE
$56.7B
| $40.7M | 0.23% |
818,120
+275,049
| +51% | +$15.2M |
|
109
Enbridge
ENB
$120B
| $40.6M | 0.22% |
789,925
+23,624
| +3% | +$1.11M |
|
110
Prologis
PLD
$136B
| $40.3M | 0.22% |
936,396
+843,681
| +910% | +$34.6M |
|
111
MetLife
MET
$62.4B
| $40.2M | 0.22% |
834,389
+801,394
| +2,429% | +$38.1M |
|
|
CFN
112
DELISTED
CAREFUSION CORPORATION
CFN
| $40.2M | 0.22% |
677,318
-249,781
| -27% | -$14.3M |
|
|
NE
113
DELISTED
Noble Corporation
NE
| $40.2M | 0.22% |
2,423,757
+1,432,979
| +145% | +$27.3M |
|
|
CPN
114
DELISTED
Calpine Corporation
CPN
| $39.6M | 0.22% |
1,789,786
+1,357,082
| +314% | +$30.1M |
|
115
BHP
BHP
$211B
| $39.6M | 0.22% |
989,112
+729,018
| +280% | +$33.6M |
|
|
ANDV
116
DELISTED
Andeavor
ANDV
| $39M | 0.22% |
524,039
+287,036
| +121% | +$20.2M |
|
117
Zimmer Biomet
ZBH
$18.8B
| $38.9M | 0.22% |
353,560
+82,164
| +30% | +$8.66M |
|
118
F5
FFIV
$22B
| $38.7M | 0.21% |
296,324
+203,434
| +219% | +$25.4M |
|
119
Equity Residential
EQR
$25.8B
| $38.5M | 0.21% |
536,092
+528,383
| +6,854% | +$36.6M |
|
120
Pembina Pipeline
PBA
$29.3B
| $38.1M | 0.21% |
1,046,200
-42,233
| -4% | -$1.6M |
|
121
HP
HPQ
$26B
| $38.1M | 0.21% |
2,088,982
-5,149,520
| -71% | -$86.3M |
|
122
Flex
FLEX
$37.7B
| $37.9M | 0.21% |
4,503,615
+873,227
| +24% | +$6.91M |
|
123
Loews
L
$24.5B
| $37.8M | 0.21% |
899,634
+465,707
| +107% | +$19.5M |
|
|
HDS
124
DELISTED
HD Supply Holdings, Inc.
HDS
| $37.7M | 0.21% |
1,278,018
+385,175
| +43% | +$10.8M |
|
125
APA Corp
APA
$13B
| $37.4M | 0.21% |
+596,321
| New | +$42.4M |
|
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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.