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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
+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
(+6.8%)
Cap. Flow
+$631M
Cap. Flow
% of AUM
3.03%
Top 10 Holdings %
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 |
Cummins
CMI
|
+$121M |
| 4 |
Lowe's Companies
LOW
|
+$104M |
| 5 |
American Express
AXP
|
+$101M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$445M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$200M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$165M |
| 4 |
Gilead Sciences
GILD
|
+$158M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
351
PUT
UnitedHealth
UNH
$376B
| $12.7M | 0.06% |
+108,000
| New | +$12.6M |
|
352
Alkermes
ALKS
$8.22B
| $12.7M | 0.06% |
+159,953
| New | +$11.2M |
|
|
ESL
353
DELISTED
Esterline Technologies
ESL
| $12.6M | 0.06% |
155,881
-56,716
| -27% | -$4.63M |
|
|
GWB
354
DELISTED
Great Western Bancorp, Inc.
GWB
| $12.6M | 0.06% |
432,787
+295,262
| +215% | +$8.4M |
|
355
Capri Holdings
CPRI
$1.83B
| $12.5M | 0.06% |
311,037
+172,390
| +124% | +$7.1M |
|
|
356
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
| $12.4M | 0.06% |
+320,000
| New | +$11.8M |
|
|
SPR
357
DELISTED
Spirit AeroSystems
SPR
| $12.3M | 0.06% |
244,959
+76,958
| +46% | +$3.93M |
|
358
BGC Group
BGC
$5.45B
| $12.2M | 0.06% |
1,938,213
+582,264
| +43% | +$3.35M |
|
359
United Parks & Resorts
PRKS
$2.1B
| $12.1M | 0.06% |
614,932
+404,106
| +192% | +$7.5M |
|
360
Kilroy Realty
KRC
$4.52B
| $12.1M | 0.06% |
191,085
+148,044
| +344% | +$9.71M |
|
|
BECN
361
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $12.1M | 0.06% |
292,949
+164,499
| +128% | +$6.3M |
|
362
PUT
Merck
MRK
$322B
| $12M | 0.06% |
+238,944
| New | +$12M |
|
363
CALL
JPMorgan Chase
JPM
$935B
| $12M | 0.06% |
182,000
+123,000
| +208% | +$8.01M |
|
364
CALL
Citigroup
C
$222B
| $12M | 0.06% |
232,000
+141,900
| +157% | +$7.53M |
|
365
Teradata
TDC
$2.92B
| $11.9M | 0.06% |
448,731
+432,932
| +2,740% | +$12.2M |
|
366
Boston Beer
SAM
$1.91B
| $11.8M | 0.06% |
58,671
-31,418
| -35% | -$6.89M |
|
367
Live Nation Entertainment
LYV
$40.6B
| $11.8M | 0.06% |
+481,793
| New | +$12.3M |
|
368
New Oriental
EDU
$9.37B
| $11.7M | 0.06% |
373,743
+190,676
| +104% | +$5.37M |
|
|
369
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
| $11.7M | 0.06% |
+300,000
| New | +$11.1M |
|
|
WCC
370
WESCO International
WCC
$16.7B
| $11.6M | 0.06% |
266,484
+123,494
| +86% | +$5.76M |
|
371
Leidos
LDOS
$14.5B
| $11.6M | 0.06% |
206,815
+24,226
| +13% | +$1.28M |
|
372
Polaris
PII
$3.82B
| $11.6M | 0.06% |
+135,230
| New | +$14.3M |
|
|
GRFS
373
Grifois
GRFS
$5.36B
| $11.5M | 0.06% |
+712,162
| New | +$12M |
|
|
DOOR
374
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $11.5M | 0.06% |
188,342
+131,047
| +229% | +$8.16M |
|
|
VGR
375
DELISTED
Vector Group Ltd.
VGR
| $11.5M | 0.06% |
836,629
+139,424
| +20% | +$1.95M |
|
Similar funds
VAM
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.