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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 | |
|---|---|---|---|---|---|---|
1076
iShares Core S&P Small-Cap ETF
IJR
$111B
| $2.05M | 0.01% |
+37,200
| New | +$2.1M |
|
1077
Saic
SAIC
$5.08B
| $2.05M | 0.01% |
+44,746
| New | +$2.04M |
|
1078
Sumitomo Mitsui Financial
SMFG
$160B
| $2.05M | 0.01% |
+269,702
| New | +$2.12M |
|
|
RAVN
1079
DELISTED
Raven Industries Inc
RAVN
| $2.05M | 0.01% |
131,241
+65,038
| +98% | +$1.13M |
|
1080
Clearwater Paper
CLW
$359M
| $2.04M | 0.01% |
44,881
+32,481
| +262% | +$1.56M |
|
|
TLN
1081
DELISTED
Talen Energy Corporation
TLN
| $2.04M | 0.01% |
327,967
+291,131
| +790% | +$2.4M |
|
1082
PUT
Kimberly-Clark
KMB
$35.7B
| $2.04M | 0.01% |
16,000
+4,000
| +33% | +$480K |
|
1083
TriNet
TNET
$3.24B
| $2.04M | 0.01% |
+105,200
| New | +$2M |
|
1084
Tenet Healthcare
THC
$20.1B
| $2.03M | 0.01% |
+67,104
| New | +$2.2M |
|
|
FUR
1085
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
| $2.03M | 0.01% |
156,710
+74,244
| +90% | +$1.04M |
|
|
FLY
1086
DELISTED
Fly Leasing Limited
FLY
| $2.03M | 0.01% |
148,704
+99,304
| +201% | +$1.32M |
|
1087
PUT
ExxonMobil
XOM
$643B
| $2.03M | 0.01% |
26,000
-1,000
| -4% | -$79.9K |
|
1088
AngioDynamics
ANGO
$627M
| $2.02M | 0.01% |
166,286
+53,509
| +47% | +$659K |
|
|
ATML
1089
DELISTED
ATMEL CORP
ATML
| $2.01M | 0.01% |
233,709
+16,749
| +8% | +$140K |
|
1090
Griffon
GFF
$4.1B
| $2.01M | 0.01% |
112,752
+56,888
| +102% | +$995K |
|
|
EMWP
1091
DELISTED
Eros Media World PLC
EMWP
| $2.01M | 0.01% |
10,970
+647
| +6% | +$188K |
|
1092
CALL
Lennar Class A
LEN
$20.5B
| $2M | 0.01% |
+43,073
| New | +$2.05M |
|
|
CALY
1093
Callaway Golf Company
CALY
$3.43B
| $2M | 0.01% |
+212,829
| New | +$2.05M |
|
|
CYOU
1094
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $2M | 0.01% |
+80,748
| New | +$1.69M |
|
|
NTRI
1095
DELISTED
NutriSystem, Inc.
NTRI
| $2M | 0.01% |
92,552
+80,083
| +642% | +$1.89M |
|
1096
Coherent
COHR
$56.4B
| $2M | 0.01% |
107,811
-18,383
| -15% | -$331K |
|
1097
EastGroup Properties
EGP
$11.2B
| $2M | 0.01% |
35,947
-21,237
| -37% | -$1.2M |
|
|
AMED
1098
DELISTED
Amedisys
AMED
| $2M | 0.01% |
+50,770
| New | +$2.03M |
|
|
CPLA
1099
DELISTED
Capella Education Company
CPLA
| $1.97M | 0.01% |
42,652
-43,273
| -50% | -$2.08M |
|
|
CAMP
1100
DELISTED
CalAmp Corp.
CAMP
| $1.97M | 0.01% |
4,293
-1,059
| -20% | -$467K |
|
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.