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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 | |
|---|---|---|---|---|---|---|
876
Hanover Insurance
THG
$8.14B
| $3.05M | 0.01% |
+37,446
| New | +$3.1M |
|
877
PUT
Macy's
M
$6.79B
| $3.04M | 0.01% |
+87,000
| New | +$3.77M |
|
|
CALD
878
DELISTED
Callidus Software, Inc.
CALD
| $3.04M | 0.01% |
+163,625
| New | +$3.09M |
|
|
RICE
879
DELISTED
Rice Energy Inc.
RICE
| $3.04M | 0.01% |
+278,785
| New | +$3.85M |
|
|
CSFL
880
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $3.04M | 0.01% |
+193,998
| New | +$2.96M |
|
881
Stepan Co
SCL
$1.43B
| $3.03M | 0.01% |
60,931
+12,685
| +26% | +$636K |
|
|
PIR
882
DELISTED
Pier 1 Imports, Inc.
PIR
| $3.03M | 0.01% |
+29,741
| New | +$3.98M |
|
|
CSGS
883
DELISTED
CSG Systems International
CSGS
| $3.02M | 0.01% |
84,027
+44,148
| +111% | +$1.52M |
|
884
PUT
Ford
F
$59.3B
| $3.02M | 0.01% |
214,500
+139,500
| +186% | +$2.02M |
|
885
SFL Corp
SFL
$1.64B
| $3M | 0.01% |
181,267
+19,748
| +12% | +$331K |
|
886
Emcor
EME
$35.8B
| $3M | 0.01% |
+62,475
| New | +$3M |
|
|
SNP
887
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $2.97M | 0.01% |
49,567
+43,593
| +730% | +$2.88M |
|
888
PUT
Valero Energy
VLO
$89.8B
| $2.97M | 0.01% |
42,000
+33,000
| +367% | +$2.25M |
|
|
AAV
889
DELISTED
Advantage Oil & Gas Ltd
AAV
| $2.97M | 0.01% |
583,598
+535,498
| +1,113% | +$2.89M |
|
890
PUT
PNC Financial Services
PNC
$101B
| $2.96M | 0.01% |
31,000
+25,000
| +417% | +$2.32M |
|
|
PNNT
891
Pennant Park Investment Corp
PNNT
$222M
| $2.94M | 0.01% |
475,941
-44,980
| -9% | -$306K |
|
892
Telefônica Brasil
VIV
$20.5B
| $2.94M | 0.01% |
325,746
+38,961
| +14% | +$386K |
|
893
Telus
TU
$14.9B
| $2.94M | 0.01% |
212,584
+197,908
| +1,349% | +$3.08M |
|
894
Korea Electric Power
KEP
$15.5B
| $2.94M | 0.01% |
138,789
+120,489
| +658% | +$2.61M |
|
895
AAR Corp
AIR
$5.73B
| $2.92M | 0.01% |
+111,229
| New | +$2.6M |
|
|
INFO
896
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $2.92M | 0.01% |
96,763
+41,544
| +75% | +$1.23M |
|
897
PUT
Emerson Electric
EMR
$85.2B
| $2.92M | 0.01% |
+61,000
| New | +$2.9M |
|
|
MSCC
898
DELISTED
Microsemi Corp
MSCC
| $2.91M | 0.01% |
+89,233
| New | +$3.15M |
|
|
MITT
899
TPG Mortgage Investment Trust
MITT
$226M
| $2.9M | 0.01% |
+75,378
| New | +$3.31M |
|
900
Suncor Energy
SU
$78.3B
| $2.9M | 0.01% |
+112,243
| New | +$3.1M |
|
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.