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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 | |
|---|---|---|---|---|---|---|
151
Exelon
EXC
$48.1B
| $35.7M | 0.17% |
1,800,705
+1,045,557
| +138% | +$21.2M |
|
|
PCL
152
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $35.2M | 0.17% |
+738,392
| New | +$33.5M |
|
|
ANDV
153
DELISTED
Andeavor
ANDV
| $35.1M | 0.17% |
+332,907
| New | +$35.9M |
|
154
Phillips 66
PSX
$82.9B
| $35M | 0.17% |
427,929
+408,276
| +2,077% | +$35.2M |
|
155
Acuity Brands
AYI
$9.99B
| $33.5M | 0.16% |
143,450
-87,349
| -38% | -$19M |
|
|
SPLS
156
DELISTED
Staples Inc
SPLS
| $33.5M | 0.16% |
3,537,108
+1,901,299
| +116% | +$22.3M |
|
157
Sempra
SRE
$58.1B
| $33.1M | 0.16% |
704,218
+691,984
| +5,656% | +$34.2M |
|
158
Amgen
AMGN
$209B
| $32.7M | 0.16% |
201,283
-611,999
| -75% | -$96.2M |
|
159
Sally Beauty Holdings
SBH
$1.47B
| $32.5M | 0.16% |
1,166,821
+536,704
| +85% | +$13.5M |
|
|
BEAV
160
DELISTED
B/E Aerospace Inc
BEAV
| $32.5M | 0.16% |
767,065
+521,241
| +212% | +$23.3M |
|
|
BXLT
161
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $32M | 0.15% |
818,920
+5,607
| +0.7% | +$195K |
|
|
SIX
162
DELISTED
Six Flags Entertainment Corp.
SIX
| $31.9M | 0.15% |
580,561
+225,924
| +64% | +$11.7M |
|
163
Restaurant Brands International
QSR
$26.2B
| $31.3M | 0.15% |
838,036
+821,216
| +4,882% | +$30.2M |
|
164
VeriSign
VRSN
$26.3B
| $31.3M | 0.15% |
358,077
+109,007
| +44% | +$9.09M |
|
165
Lazard
LAZ
$3.96B
| $30.9M | 0.15% |
687,417
+62,576
| +10% | +$2.87M |
|
166
Credicorp
BAP
$30.5B
| $30.6M | 0.15% |
314,917
+1,839
| +0.6% | +$200K |
|
167
Ford
F
$60.9B
| $30.6M | 0.15% |
2,168,970
+2,107,770
| +3,444% | +$30.5M |
|
168
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $30.5M | 0.15% |
1,005,800
+412,012
| +69% | +$13.6M |
|
169
Owens Corning
OC
$11B
| $30.4M | 0.15% |
645,513
+634,790
| +5,920% | +$29.1M |
|
170
Oracle
ORCL
$339B
| $30.2M | 0.15% |
827,643
-3,617,740
| -81% | -$138M |
|
171
Armstrong World Industries
AWI
$7.37B
| $29.6M | 0.14% |
647,797
+270,340
| +72% | +$13.1M |
|
172
Starwood Property Trust
STWD
$6.12B
| $29.6M | 0.14% |
1,437,599
+347,475
| +32% | +$7.14M |
|
173
NXP Semiconductors
NXPI
$60.8B
| $29.6M | 0.14% |
350,766
-285,795
| -45% | -$24.5M |
|
174
Universal Health Services
UHS
$10.2B
| $29.5M | 0.14% |
246,979
+142,859
| +137% | +$17.5M |
|
175
Prologis
PLD
$136B
| $29.5M | 0.14% |
687,441
+657,540
| +2,199% | +$27.7M |
|
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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.