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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 | |
|---|---|---|---|---|---|---|
|
BERY
151
DELISTED
Berry Global Group, Inc.
BERY
| $31.6M | 0.17% |
1,089,409
+271,200
| +33% | +$6.79M |
|
152
Clorox
CLX
$12B
| $31.5M | 0.17% |
301,874
+294,975
| +4,276% | +$29.5M |
|
|
BBL
153
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $31.5M | 0.17% |
731,411
+666,575
| +1,028% | +$33M |
|
|
JNPR
154
DELISTED
Juniper Networks
JNPR
| $31.4M | 0.17% |
1,406,062
-2,485,861
| -64% | -$52.8M |
|
|
AIV
155
Aimco
AIV
$377M
| $31.3M | 0.17% |
6,314,769
+3,427,960
| +119% | +$16.3M |
|
156
Autodesk
ADSK
$51.8B
| $30.8M | 0.17% |
512,714
-71,612
| -12% | -$4.14M |
|
|
NLSN
157
DELISTED
Nielsen Holdings plc
NLSN
| $30.8M | 0.17% |
688,421
+682,059
| +10,721% | +$29.2M |
|
158
Brixmor Property Group
BRX
$9.72B
| $30.8M | 0.17% |
1,238,279
+804,052
| +185% | +$19.2M |
|
159
Marvell Technology
MRVL
$147B
| $30.5M | 0.17% |
2,105,403
-242,279
| -10% | -$3.29M |
|
160
Becton Dickinson
BDX
$46.4B
| $30.4M | 0.17% |
223,688
-325,395
| -59% | -$41.6M |
|
|
XLNX
161
DELISTED
Xilinx Inc
XLNX
| $30.2M | 0.17% |
698,742
+538,736
| +337% | +$23.3M |
|
162
iShares Russell 2000 ETF
IWM
$79.1B
| $30.2M | 0.17% |
+252,178
| New | +$28.8M |
|
163
VeriSign
VRSN
$26.3B
| $30.1M | 0.17% |
528,133
+203,994
| +63% | +$11.8M |
|
164
Kimberly-Clark
KMB
$37.6B
| $30.1M | 0.17% |
260,341
-534,748
| -67% | -$59.3M |
|
165
Mattel
MAT
$4.47B
| $30.1M | 0.17% |
971,402
+395,864
| +69% | +$12.2M |
|
166
Annaly Capital Management
NLY
$17.3B
| $29.9M | 0.17% |
+690,792
| New | +$31.2M |
|
167
Gen Digital
GEN
$16.5B
| $29.8M | 0.17% |
1,162,173
-2,553,223
| -69% | -$63.5M |
|
168
Fluor
FLR
$6.54B
| $29.7M | 0.16% |
489,755
-187,760
| -28% | -$11.9M |
|
169
Spectrum Brands
SPB
$2.03B
| $29.6M | 0.16% |
+309,113
| New | +$28.1M |
|
170
Madison Square Garden
MSGS
$9.59B
| $29.4M | 0.16% |
547,367
-127,610
| -19% | -$6.43M |
|
171
L3Harris
LHX
$55.4B
| $29.2M | 0.16% |
406,683
+162,395
| +66% | +$11.2M |
|
|
DNKN
172
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $28.6M | 0.16% |
+669,601
| New | +$30.7M |
|
173
Ovintiv
OVV
$17B
| $28.3M | 0.16% |
407,341
-6,099
| -1% | -$519K |
|
|
CY
174
DELISTED
Cypress Semiconductor
CY
| $28M | 0.15% |
+1,959,148
| New | +$21.6M |
|
|
CODE
175
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
| $28M | 0.15% |
816,842
+807,759
| +8,893% | +$19.2M |
|
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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.