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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 | |
|---|---|---|---|---|---|---|
|
PPL
1401
CALL
PPL Corp
PPL
$26.5B
| $1.16M | 0.01% |
34,000
-54,000
| -61% | -$1.82M |
|
|
ANDV
1402
PUT
DELISTED
Andeavor
ANDV
| $1.16M | 0.01% |
11,000
+3,000
| +38% | +$323K |
|
|
MPT
1403
Medical Properties Trust
MPT
$2.78B
| $1.16M | 0.01% |
+100,515
| New | +$1.15M |
|
|
TSE
1404
DELISTED
Trinseo
TSE
| $1.16M | 0.01% |
+41,011
| New | +$1.19M |
|
|
DEA
1405
Easterly Government Properties
DEA
$1.18B
| $1.16M | 0.01% |
+26,902
| New | +$1.16M |
|
1406
ArcBest
ARCB
$3.23B
| $1.15M | 0.01% |
+53,941
| New | +$1.33M |
|
1407
PUT
Skyworks Solutions
SWKS
$10.1B
| $1.15M | 0.01% |
15,000
+7,000
| +88% | +$561K |
|
|
ASNA
1408
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.15M | 0.01% |
5,843
+4,463
| +323% | +$1.05M |
|
|
SASR
1409
DELISTED
Sandy Spring Bancorp Inc
SASR
| $1.15M | 0.01% |
+42,509
| New | +$1.17M |
|
1410
PUT
Alcoa
AA
$12.4B
| $1.15M | 0.01% |
48,273
+42,447
| +729% | +$947K |
|
|
ALXN
1411
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.15M | 0.01% |
+6,000
| New | +$1.05M |
|
1412
iShares US Home Construction ETF
ITB
$2.31B
| $1.14M | 0.01% |
+42,200
| New | +$1.16M |
|
1413
BlackRock TCP Capital
TCPC
$295M
| $1.14M | 0.01% |
+82,140
| New | +$1.2M |
|
|
TIF
1414
PUT
DELISTED
Tiffany & Co.
TIF
| $1.14M | 0.01% |
+15,000
| New | +$1.17M |
|
|
CZZ
1415
DELISTED
Cosan Limited
CZZ
| $1.14M | 0.01% |
309,888
+280,731
| +963% | +$1.01M |
|
|
LXFT
1416
DELISTED
Luxoft Holding, Inc.
LXFT
| $1.14M | 0.01% |
+14,793
| New | +$1.07M |
|
1417
Azenta
AZTA
$1.39B
| $1.14M | 0.01% |
+106,646
| New | +$1.21M |
|
1418
PennantPark Floating Rate Capital
PFLT
$715M
| $1.14M | 0.01% |
100,941
-37,512
| -27% | -$439K |
|
1419
PUT
Baidu
BIDU
$38.2B
| $1.13M | 0.01% |
+6,000
| New | +$1.11M |
|
|
WBA
1420
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $1.13M | 0.01% |
13,300
+8,300
| +166% | +$705K |
|
1421
PUT
Masco
MAS
$15.2B
| $1.13M | 0.01% |
+40,000
| New | +$1.14M |
|
|
SGI
1422
Somnigroup International
SGI
$14.7B
| $1.13M | 0.01% |
+64,256
| New | +$1.22M |
|
|
CEO
1423
DELISTED
CNOOC Limited
CEO
| $1.13M | 0.01% |
10,823
-5,444
| -33% | -$602K |
|
1424
Modine Manufacturing
MOD
$10.7B
| $1.12M | 0.01% |
+124,171
| New | +$1.09M |
|
1425
CALL
ConocoPhillips
COP
$144B
| $1.12M | 0.01% |
24,000
| – | – |
|
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.