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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 | |
|---|---|---|---|---|---|---|
|
ATW
376
DELISTED
Atwood Oceanics
ATW
| $11.4M | 0.05% |
+1,116,376
| New | +$17.1M |
|
377
PUT
Biogen
BIIB
$30B
| $11.3M | 0.05% |
+37,000
| New | +$10.6M |
|
378
Commault Systems
CVLT
$4.88B
| $11.3M | 0.05% |
287,445
-48,709
| -14% | -$1.9M |
|
379
Tanger
SKT
$4.67B
| $11.3M | 0.05% |
+345,509
| New | +$11.7M |
|
380
PUT
Bristol-Myers Squibb
BMY
$133B
| $11.3M | 0.05% |
+164,000
| New | +$10.8M |
|
381
Hain Celestial
HAIN
$45M
| $11.3M | 0.05% |
278,722
+232,549
| +504% | +$10.5M |
|
382
CGI
GIB
$15.1B
| $11.2M | 0.05% |
280,315
+51,512
| +23% | +$2.05M |
|
383
PUT
JPMorgan Chase
JPM
$935B
| $11.2M | 0.05% |
170,000
+134,000
| +372% | +$8.73M |
|
384
ScottsMiracle-Gro
SMG
$3.82B
| $11.2M | 0.05% |
172,910
-29,566
| -15% | -$1.96M |
|
385
Brixmor Property Group
BRX
$9.67B
| $11.1M | 0.05% |
430,175
+371,691
| +636% | +$9.32M |
|
386
RPM International
RPM
$13.7B
| $11M | 0.05% |
250,673
+231,588
| +1,213% | +$10.4M |
|
|
CST
387
DELISTED
CST Brands, Inc.
CST
| $11M | 0.05% |
280,873
+212,225
| +309% | +$7.77M |
|
388
D.R. Horton
DHI
$40B
| $10.9M | 0.05% |
+341,376
| New | +$10.7M |
|
|
PACW
389
DELISTED
PacWest Bancorp
PACW
| $10.9M | 0.05% |
253,563
+91,383
| +56% | +$4.11M |
|
390
PUT
Citigroup
C
$222B
| $10.9M | 0.05% |
211,000
+144,000
| +215% | +$7.64M |
|
391
International Paper
IP
$21.6B
| $10.9M | 0.05% |
305,745
-126,502
| -29% | -$4.87M |
|
392
Insulet
PODD
$11.5B
| $10.9M | 0.05% |
+288,193
| New | +$9.7M |
|
|
PPS
393
DELISTED
Post Properties
PPS
| $10.9M | 0.05% |
183,887
+143,221
| +352% | +$8.48M |
|
394
Lennox International
LII
$14.4B
| $10.9M | 0.05% |
+86,890
| New | +$11.2M |
|
395
CALL
Wells Fargo
WFC
$261B
| $10.8M | 0.05% |
199,000
+61,200
| +44% | +$3.32M |
|
|
WMGI
396
DELISTED
Wright Medical Group Inc
WMGI
| $10.8M | 0.05% |
445,084
-66,530
| -13% | -$1.44M |
|
|
TVPT
397
DELISTED
Travelport Worldwide Limited
TVPT
| $10.7M | 0.05% |
+832,672
| New | +$11.4M |
|
|
SEE
398
DELISTED
Sealed Air
SEE
| $10.7M | 0.05% |
240,589
+144,994
| +152% | +$6.72M |
|
399
Crane NXT
CXT
$2.99B
| $10.7M | 0.05% |
644,979
+261,597
| +68% | +$4.53M |
|
|
BRFS
400
DELISTED
BRF SA
BRFS
| $10.7M | 0.05% |
+773,944
| New | +$12.1M |
|
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.