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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $124B
1-Year Est. Return 33.93%
This Fund
S&P 500
This Quarter Est. Return
+5.41%
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
$20.9B
AUM Growth
+$1.33B
Cap. Flow
+$631M
Cap. Flow %
3.03%
Top 10 Hldgs %
7.97%
Holding
3,233
New
1,109
Increased
884
Reduced
620
Closed
598

Top Buys

Rank Stock Value
1
AGN
Allergan plc
AGN
+$153M
2
LNKD
LinkedIn Corporation
LNKD
+$130M
3
CMI icon
Cummins
CMI
+$121M
4
LOW icon
Lowe's Companies
LOW
+$104M
5
AXP icon
American Express
AXP
+$101M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$445M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$200M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$165M
4
GILD icon
Gilead Sciences
GILD
+$158M
5
MSFT icon
Microsoft
MSFT
+$153M

Sector Composition

Rank Sector Weight
1 Technology 13.03%
2 Healthcare 12.18%
3 Industrials 11.91%
4 Financials 9.9%
5 Consumer Discretionary 9.74%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KNGT
3226
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
– –
-239,376
Closed -$5.75M
TIVO
3227
DELISTED
TIVO INC
TIVO
– –
-1,009,389
Closed -$8.74M
VXX
3228
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-588
Closed -$241K
VXX
3229
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-619
Closed -$253K
STL
3230
DELISTED
Sterling Bancorp
STL
– –
-25,213
Closed -$375K
ARMH
3231
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
– –
-5,000
Closed -$216K
ARMH
3232
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
– –
-6,000
Closed -$260K
126 127 128 129
130

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Two Sigma Investments's Q4 2015 Portfolio in Review

As of Q4 2015, Two Sigma Investments held 3,233 positions worth $20.9B, up 6.8% from $19.5B the previous quarter. Its ten largest holdings account for 8% of the portfolio.

Two Sigma Investments deployed $631M of net new capital in Q4 2015, opening 1,109 new positions and adding to 884 existing holdings. Its largest new stake was American Express: 1,381,273 shares worth $96.1M.

By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 12% a quarter earlier, followed by Healthcare and Industrials.

On the sell side, the largest reduction was Gilead Sciences, an estimated $158M trimmed.

  • Two Sigma Investments's largest Q4 2015 buy was American Express: 1,381,273 shares worth $96.1M.
  • Two Sigma Investments added most to Allergan plc in Q4 2015, an estimated $153M increase.
  • Two Sigma Investments's biggest Q4 2015 reduction was Gilead Sciences, cutting an estimated $158M.
  • Two Sigma Investments fully exited State Street SPDR S&P 500 ETF Trust in Q4 2015, selling an estimated $445M.
  • Two Sigma Investments's ten largest holdings make up 8% of its $20.9B portfolio in Q4 2015.
  • Two Sigma Investments opened 1,109 new positions and closed 598 in Q4 2015.
  • Two Sigma Investments's portfolio value rose 6.8% quarter-over-quarter to $20.9B.

Based on Two Sigma Investments's 13F filing for Q4 2015, filed 16 Feb 2016.