We are live on ! Find out more
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
HUM icon
26
Humana
HUM
$46.7B
$117M 0.56%
655,278
+445,634
+213% +$78.2M
WDC icon
27
Western Digital
WDC
$160B
$115M 0.55%
2,525,608
+1,087,578
+76% +$55.5M
MAR icon
28
Marriott International
MAR
$101B
$113M 0.54%
1,687,267
+1,323,039
+363% +$95.7M
PFE icon
29
Pfizer
PFE
$144B
$110M 0.53%
3,607,031
+364,359
+11% +$11.5M
IBM icon
30
IBM
IBM
$214B
$109M 0.52%
826,542
+614,197
+289% +$82.5M
RDS.A
31
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$108M 0.52%
2,368,910
+1,154,010
+95% +$57.9M
MON
32
DELISTED
Monsanto Co
MON
$108M 0.52%
1,098,460
-57,320
-5% -$5.38M
PANW icon
33
Palo Alto Networks
PANW
$260B
$106M 0.51%
3,626,130
+7,566
+0.2% +$218K
STZ icon
34
Constellation Brands
STZ
$22.5B
$105M 0.5%
734,917
+154,343
+27% +$21.3M
AVGO icon
35
Broadcom
AVGO
$1.81T
$102M 0.49%
7,035,780
+4,310,550
+158% +$56M
CB
36
DELISTED
CHUBB CORPORATION
CB
$101M 0.49%
762,628
+217,092
+40% +$28.1M
CL icon
37
Colgate-Palmolive
CL
$74.2B
$100M 0.48%
1,503,489
-121,274
-7% -$8.07M
GD icon
38
General Dynamics
GD
$106B
$98.9M 0.47%
719,864
+240,012
+50% +$34.3M
AXP icon
39
American Express
AXP
$227B
$96.1M 0.46%
+1,381,273
New +$101M
KLAC icon
40
KLA
KLAC
$249B
$94.7M 0.45%
13,656,750
+2,838,490
+26% +$18.2M
KEY icon
41
KeyCorp
KEY
$24.3B
$94.4M 0.45%
7,154,920
+5,784,013
+422% +$75.8M
LUV icon
42
Southwest Airlines
LUV
$22.7B
$93.9M 0.45%
2,180,807
+1,369,332
+169% +$60.6M
PRE
43
DELISTED
PARTNERRE LTD
PRE
$91.9M 0.44%
657,494
-76,247
-10% -$10.6M
AMAT icon
44
Applied Materials
AMAT
$378B
$88.9M 0.43%
4,763,228
-4,220,473
-47% -$73.3M
TW
45
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$87.9M 0.42%
684,452
-110,863
-14% -$14.2M
KMB icon
46
Kimberly-Clark
KMB
$37.5B
$87.9M 0.42%
690,665
+658,780
+2,066% +$79.1M
EXPE icon
47
Expedia Group
EXPE
$35.5B
$86.4M 0.41%
694,730
+447,218
+181% +$56.6M
MAS icon
48
Masco
MAS
$16.5B
$85.8M 0.41%
3,031,600
+1,007,657
+50% +$28.7M
SPY icon
49
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$85.2M 0.41%
417,900
+172,900
+71% +$35.5M
PPG icon
50
PPG Industries
PPG
$26.5B
$84.7M 0.41%
856,679
-521,491
-38% -$52.7M
1
2
3 4 5

Similar funds

TD Asset Management
TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

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.