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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 | |
|---|---|---|---|---|---|---|
776
PUT
Morgan Stanley
MS
$331B
| $3.85M | 0.02% |
+121,000
| New | +$4.02M |
|
|
CRAY
777
DELISTED
Cray, Inc.
CRAY
| $3.81M | 0.02% |
+117,573
| New | +$3.46M |
|
778
PUT
Las Vegas Sands
LVS
$31.7B
| $3.81M | 0.02% |
+87,000
| New | +$3.96M |
|
779
First Financial Bancorp
FFBC
$3.55B
| $3.81M | 0.02% |
+210,867
| New | +$4.05M |
|
780
COPT Defense Properties
CDP
$4.3B
| $3.8M | 0.02% |
173,970
+144,576
| +492% | +$3.21M |
|
781
PUT
Medtronic
MDT
$109B
| $3.77M | 0.02% |
+49,000
| New | +$3.69M |
|
|
MTGE
782
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $3.77M | 0.02% |
269,949
+126,861
| +89% | +$1.86M |
|
783
Fortinet
FTNT
$119B
| $3.77M | 0.02% |
604,000
+489,225
| +426% | +$3.51M |
|
784
Pebblebrook Hotel Trust
PEB
$2.15B
| $3.74M | 0.02% |
133,557
+121,357
| +995% | +$4M |
|
785
Gray Television
GTN
$415M
| $3.74M | 0.02% |
+229,480
| New | +$3.59M |
|
786
G-III Apparel Group
GIII
$1.54B
| $3.73M | 0.02% |
+84,397
| New | +$4.4M |
|
|
MDRX
787
DELISTED
Veradigm Inc. Common Stock
MDRX
| $3.73M | 0.02% |
242,308
-5,877
| -2% | -$84.3K |
|
788
The GEO Group
GEO
$4.13B
| $3.73M | 0.02% |
+193,287
| New | +$3.86M |
|
|
RPAI
789
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $3.69M | 0.02% |
250,092
+220,492
| +745% | +$3.26M |
|
|
SDRL
790
DELISTED
Seadrill Limited Common Stock
SDRL
| $3.69M | 0.02% |
+4,061
| New | +$6.36M |
|
791
Agree Realty
ADC
$9.34B
| $3.68M | 0.02% |
108,192
+62,861
| +139% | +$2.05M |
|
|
DNY
792
DELISTED
DONNELLEY R R & SONS CO
DNY
| $3.67M | 0.02% |
249,367
-140,754
| -36% | -$2.07M |
|
|
LTC
793
LTC Properties
LTC
$2.06B
| $3.65M | 0.02% |
+84,653
| New | +$3.61M |
|
794
Ameren
AEE
$30.3B
| $3.64M | 0.02% |
84,189
+55,528
| +194% | +$2.41M |
|
795
National Fuel Gas
NFG
$7.82B
| $3.62M | 0.02% |
84,685
-47,980
| -36% | -$2.28M |
|
|
RENT
796
DELISTED
RENTRAK CORP
RENT
| $3.62M | 0.02% |
+76,167
| New | +$3.93M |
|
797
Standex International
SXI
$3.59B
| $3.6M | 0.02% |
43,329
+32,164
| +288% | +$2.72M |
|
798
CALL
Procter & Gamble
PG
$336B
| $3.57M | 0.02% |
45,000
-5,000
| -10% | -$382K |
|
799
CALL
Amgen
AMGN
$208B
| $3.57M | 0.02% |
+22,000
| New | +$3.46M |
|
800
CALL
Home Depot
HD
$331B
| $3.57M | 0.02% |
27,000
-30,000
| -53% | -$3.82M |
|
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.