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 | |
|---|---|---|---|---|---|---|
|
MRSH
1701
Marsh
MRSH
$91.4B
| $747K | ﹤0.01% |
13,478
-67,129
| -83% | -$3.7M |
|
1702
PUT
Stanley Black & Decker
SWK
$15.6B
| $747K | ﹤0.01% |
+7,000
| New | +$738K |
|
1703
La-Z-Boy
LZB
$1.66B
| $746K | ﹤0.01% |
30,561
-33,873
| -53% | -$909K |
|
1704
Adobe
ADBE
$103B
| $745K | ﹤0.01% |
7,930
-117,942
| -94% | -$10.6M |
|
1705
CALL
Cheniere Energy
LNG
$53.4B
| $745K | ﹤0.01% |
+20,000
| New | +$911K |
|
|
CVSA
1706
Covista Inc
CVSA
$4.39B
| $743K | ﹤0.01% |
+29,339
| New | +$735K |
|
1707
CALL
AutoZone
AZO
$50.1B
| $742K | ﹤0.01% |
+1,000
| New | +$763K |
|
1708
LSI Industries
LYTS
$918M
| $742K | ﹤0.01% |
60,858
-3,828
| -6% | -$41.6K |
|
1709
National Healthcare
NHC
$3.46B
| $740K | ﹤0.01% |
11,997
+4,398
| +58% | +$285K |
|
1710
Pegasystems
PEGA
$5.23B
| $739K | ﹤0.01% |
+53,768
| New | +$745K |
|
|
ITG
1711
DELISTED
Investment Technology Group Inc
ITG
| $739K | ﹤0.01% |
+43,423
| New | +$755K |
|
1712
CALL
Marriott International
MAR
$94.2B
| $737K | ﹤0.01% |
+11,000
| New | +$796K |
|
|
AUTO
1713
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $735K | ﹤0.01% |
+32,589
| New | +$699K |
|
1714
PUT
Ventas
VTR
$47.5B
| $734K | ﹤0.01% |
13,000
| – | – |
|
1715
PUT
Whirlpool
WHR
$2.93B
| $734K | ﹤0.01% |
+5,000
| New | +$776K |
|
1716
Clear Channel Outdoor Holdings
CCO
$1.23B
| $731K | ﹤0.01% |
130,784
+14,218
| +12% | +$87.9K |
|
|
RUTH
1717
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $731K | ﹤0.01% |
45,894
+26,194
| +133% | +$428K |
|
1718
DTE Energy
DTE
$29.1B
| $730K | ﹤0.01% |
10,696
-38,979
| -78% | -$2.68M |
|
|
NRF
1719
DELISTED
NorthStar Realty Finance Corp.
NRF
| $728K | ﹤0.01% |
+42,775
| New | +$861K |
|
1720
CALL
Under Armour
UAA
$2.88B
| $725K | ﹤0.01% |
18,000
+10,000
| +125% | +$456K |
|
|
QEP
1721
CALL
DELISTED
QEP RESOURCES, INC.
QEP
| $724K | ﹤0.01% |
54,000
+37,000
| +218% | +$539K |
|
1722
Ardmore Shipping
ASC
$671M
| $722K | ﹤0.01% |
+56,763
| New | +$716K |
|
1723
OneMain Financial
OMF
$7.54B
| $722K | ﹤0.01% |
+17,389
| New | +$799K |
|
1724
PUT
Suncor Energy
SU
$74.2B
| $722K | ﹤0.01% |
28,000
+20,000
| +250% | +$552K |
|
1725
PUT
Louisiana-Pacific
LPX
$5.4B
| $720K | ﹤0.01% |
+40,000
| New | +$693K |
|
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.