We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1126
Greif
GEF
$4.93B
| $1.85M | 0.01% |
60,171
-105,995
| -64% | -$3.51M |
|
1127
Mercury Systems
MRCY
$6.35B
| $1.85M | 0.01% |
100,760
+23,874
| +31% | +$432K |
|
|
HNP
1128
DELISTED
Huaneng Power Intl, Inc.
HNP
| $1.85M | 0.01% |
+53,916
| New | +$2.19M |
|
|
AFFX
1129
DELISTED
Affymetrix Inc
AFFX
| $1.85M | 0.01% |
183,190
+47,589
| +35% | +$440K |
|
1130
CALL
AvalonBay Communities
AVB
$27B
| $1.84M | 0.01% |
10,000
-2,000
| -17% | -$358K |
|
1131
First Industrial Realty Trust
FR
$8.69B
| $1.83M | 0.01% |
82,722
+47,563
| +135% | +$1.05M |
|
1132
Entergy
ETR
$50.4B
| $1.83M | 0.01% |
+53,462
| New | +$1.8M |
|
1133
McGrath RentCorp
MGRC
$2.92B
| $1.82M | 0.01% |
72,324
+23,934
| +49% | +$662K |
|
1134
Carter's
CRI
$1.47B
| $1.82M | 0.01% |
+20,427
| New | +$1.82M |
|
|
EQY
1135
DELISTED
Equity One
EQY
| $1.82M | 0.01% |
+66,924
| New | +$1.77M |
|
|
SEMG
1136
DELISTED
SEMGROUP CORPORATION
SEMG
| $1.81M | 0.01% |
+62,861
| New | +$2.41M |
|
|
GHL
1137
DELISTED
Greenhill & Co., Inc.
GHL
| $1.81M | 0.01% |
63,367
-174,252
| -73% | -$4.71M |
|
1138
Westlake Corp
WLK
$8.95B
| $1.81M | 0.01% |
+33,355
| New | +$1.93M |
|
1139
PUT
3M
MMM
$91.4B
| $1.81M | 0.01% |
14,352
-5,980
| -29% | -$769K |
|
|
VNET
1140
VNET Group
VNET
$2.04B
| $1.81M | 0.01% |
+85,446
| New | +$1.71M |
|
|
AHRT
1141
AH Realty Trust
AHRT
$527M
| $1.8M | 0.01% |
172,048
+58,479
| +51% | +$624K |
|
1142
PUT
Phillips 66
PSX
$82.7B
| $1.8M | 0.01% |
22,000
+12,000
| +120% | +$1.04M |
|
|
CHSP
1143
DELISTED
Chesapeake Lodging Trust
CHSP
| $1.8M | 0.01% |
71,385
+7,291
| +11% | +$198K |
|
|
KG
1144
Kestrel Group
KG
$66.7M
| $1.79M | 0.01% |
6,021
+1,355
| +29% | +$409K |
|
1145
Barings BDC
BBDC
$881M
| $1.79M | 0.01% |
93,852
+50,408
| +116% | +$951K |
|
1146
Zumiez
ZUMZ
$345M
| $1.79M | 0.01% |
118,609
+48,309
| +69% | +$783K |
|
1147
iShares US Transportation ETF
IYT
$2.26B
| $1.79M | 0.01% |
53,112
-53,196
| -50% | -$1.91M |
|
1148
PUT
Duke Energy
DUK
$96.9B
| $1.78M | 0.01% |
25,000
-11,000
| -31% | -$773K |
|
1149
CALL
Kimberly-Clark
KMB
$35.7B
| $1.78M | 0.01% |
14,000
+11,000
| +367% | +$1.32M |
|
|
TOO
1150
DELISTED
Teekay Offshore Partners L.P.
TOO
| $1.77M | 0.01% |
273,832
+240,267
| +716% | +$3.03M |
|
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.