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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 | |
|---|---|---|---|---|---|---|
951
National CineMedia
NCMI
$392M
| $2.65M | 0.01% |
16,850
+4,875
| +41% | +$723K |
|
952
Deckers Outdoor
DECK
$13.5B
| $2.64M | 0.01% |
335,898
-228,648
| -41% | -$2.02M |
|
953
Moog Inc Class A
MOG.A
$12.4B
| $2.64M | 0.01% |
43,528
+14,199
| +48% | +$881K |
|
|
FIG
954
DELISTED
Fortress Investment Group Llc
FIG
| $2.63M | 0.01% |
516,275
+469,475
| +1,003% | +$2.6M |
|
955
New Mountain Finance
NMFC
$681M
| $2.62M | 0.01% |
200,969
+161,528
| +410% | +$2.22M |
|
956
CME Group
CME
$95.8B
| $2.61M | 0.01% |
28,773
-66,427
| -70% | -$6.25M |
|
957
Thomson Reuters
TRI
$44.4B
| $2.6M | 0.01% |
59,203
-77,740
| -57% | -$3.61M |
|
958
Hanmi Financial
HAFC
$951M
| $2.6M | 0.01% |
+109,597
| New | +$2.8M |
|
959
Morgan Stanley
MS
$331B
| $2.6M | 0.01% |
+81,706
| New | +$2.71M |
|
|
BMS
960
DELISTED
Bemis
BMS
| $2.6M | 0.01% |
58,163
+26,012
| +81% | +$1.16M |
|
961
PUT
Comcast
CMCSA
$87.4B
| $2.6M | 0.01% |
92,000
-20,000
| -18% | -$602K |
|
|
AEPI
962
DELISTED
AEP Industries Inc
AEPI
| $2.6M | 0.01% |
33,646
+21,079
| +168% | +$1.68M |
|
963
Upbound Group
UPBD
$1.18B
| $2.59M | 0.01% |
+172,934
| New | +$3.3M |
|
964
Medifast
MED
$108M
| $2.58M | 0.01% |
84,810
+42,164
| +99% | +$1.26M |
|
965
CBIZ
CBZ
$2.99B
| $2.57M | 0.01% |
+260,892
| New | +$2.76M |
|
966
CALL
Chubb
CB
$134B
| $2.57M | 0.01% |
22,000
+17,700
| +412% | +$2M |
|
967
Employers Holdings
EIG
$911M
| $2.56M | 0.01% |
93,925
+30,298
| +48% | +$782K |
|
968
Heritage Insurance Holdings
HRTG
$910M
| $2.56M | 0.01% |
+117,511
| New | +$2.6M |
|
|
MON
969
PUT
DELISTED
Monsanto Co
MON
| $2.56M | 0.01% |
+26,000
| New | +$2.44M |
|
970
CALL
Booking.com
BKNG
$149B
| $2.55M | 0.01% |
+50,000
| New | +$2.64M |
|
|
971
PUT
Booking.com
BKNG
$149B
| $2.55M | 0.01% |
+50,000
| New | +$2.64M |
|
972
John Wiley & Sons Class A
WLY
$2.69B
| $2.55M | 0.01% |
56,623
-17,018
| -23% | -$843K |
|
973
Integra LifeSciences
IART
$1.39B
| $2.55M | 0.01% |
75,124
-140,340
| -65% | -$4.39M |
|
974
Kemper
KMPR
$1.72B
| $2.54M | 0.01% |
+68,116
| New | +$2.61M |
|
975
Bruker
BRKR
$9.77B
| $2.53M | 0.01% |
104,365
-115,063
| -52% | -$2.39M |
|
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.