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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 | |
|---|---|---|---|---|---|---|
1301
PUT
Expedia Group
EXPE
$37.2B
| $1.37M | 0.01% |
+11,000
| New | +$1.39M |
|
1302
Fluor
FLR
$7.2B
| $1.37M | 0.01% |
28,947
-111,805
| -79% | -$5.26M |
|
1303
PUT
Martin Marietta Materials
MLM
$33.1B
| $1.37M | 0.01% |
+10,000
| New | +$1.52M |
|
|
ABAX
1304
DELISTED
Abaxis Inc
ABAX
| $1.37M | 0.01% |
+24,529
| New | +$1.24M |
|
1305
Fresenius Medical Care
FMS
$12.9B
| $1.36M | 0.01% |
+32,613
| New | +$1.37M |
|
1306
LeMaitre Vascular
LMAT
$2.4B
| $1.36M | 0.01% |
+79,018
| New | +$1.14M |
|
|
WBA
1307
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $1.36M | 0.01% |
16,000
+2,000
| +14% | +$170K |
|
1308
PUT
Simon Property Group
SPG
$73.3B
| $1.36M | 0.01% |
7,000
-47,000
| -87% | -$9.1M |
|
1309
PUT
Warner Bros
WBD
$65.5B
| $1.36M | 0.01% |
51,000
+42,000
| +467% | +$1.21M |
|
1310
Banco Santander
SAN
$207B
| $1.35M | 0.01% |
289,986
+77,923
| +37% | +$404K |
|
1311
Ennis
EBF
$565M
| $1.35M | 0.01% |
70,238
-20,094
| -22% | -$391K |
|
1312
Insteel Industries
IIIN
$636M
| $1.35M | 0.01% |
64,545
+27,180
| +73% | +$576K |
|
1313
CALL
Fastenal
FAST
$56.7B
| $1.35M | 0.01% |
132,000
+96,000
| +267% | +$945K |
|
1314
CALL
United Parcel Service
UPS
$92.8B
| $1.35M | 0.01% |
+14,000
| New | +$1.43M |
|
|
FGL
1315
DELISTED
Fidelity & Guaranty Life
FGL
| $1.35M | 0.01% |
+53,083
| New | +$1.39M |
|
1316
Edison International
EIX
$27.7B
| $1.34M | 0.01% |
22,593
-14,580
| -39% | -$891K |
|
|
HAYN
1317
DELISTED
Haynes International, Inc.
HAYN
| $1.34M | 0.01% |
36,461
-10,165
| -22% | -$395K |
|
|
AKRX
1318
DELISTED
Akorn Inc
AKRX
| $1.34M | 0.01% |
+35,848
| New | +$1.12M |
|
|
ARI
1319
Apollo Commercial Real Estate
ARI
$890M
| $1.34M | 0.01% |
+77,550
| New | +$1.32M |
|
1320
PUT
M&T Bank
MTB
$36.8B
| $1.33M | 0.01% |
+11,000
| New | +$1.34M |
|
1321
Community Health Systems
CYH
$412M
| $1.32M | 0.01% |
60,363
+51,853
| +609% | +$1.34M |
|
1322
Huntsman Corp
HUN
$1.81B
| $1.32M | 0.01% |
115,812
-341,015
| -75% | -$4.04M |
|
|
ATVI
1323
PUT
DELISTED
Activision Blizzard
ATVI
| $1.32M | 0.01% |
+34,000
| New | +$1.23M |
|
1324
PUT
Adobe
ADBE
$102B
| $1.31M | 0.01% |
+14,000
| New | +$1.26M |
|
|
ESV
1325
DELISTED
Ensco Rowan plc
ESV
| $1.31M | 0.01% |
+21,344
| New | +$1.39M |
|
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.