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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
+538.88%
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 | |
|---|---|---|---|---|---|---|
|
AEL
1951
DELISTED
American Equity Investment Life Holding Company
AEL
| $510K | ﹤0.01% |
21,242
-267,521
| -93% | -$6.83M |
|
|
TUES
1952
DELISTED
Tuesday Morning Corp
TUES
| $510K | ﹤0.01% |
+78,469
| New | +$485K |
|
|
BCIC
1953
BCP Investment Corp
BCIC
$90.6M
| $509K | ﹤0.01% |
12,504
+3,510
| +39% | +$162K |
|
1954
PUT
American Airlines Group
AAL
$11B
| $508K | ﹤0.01% |
12,000
-90,000
| -88% | -$3.9M |
|
1955
PUT
United Rentals
URI
$72.3B
| $508K | ﹤0.01% |
7,000
-5,000
| -42% | -$361K |
|
|
COL
1956
DELISTED
Rockwell Collins
COL
| $508K | ﹤0.01% |
+5,501
| New | +$487K |
|
1957
CALL
Cracker Barrel
CBRL
$1.31B
| $507K | ﹤0.01% |
4,000
+1,800
| +82% | +$243K |
|
1958
Herc Holdings
HRI
$5.64B
| $507K | ﹤0.01% |
+11,884
| New | +$597K |
|
1959
Acacia Research
ACTG
$439M
| $506K | ﹤0.01% |
+118,023
| New | +$782K |
|
1960
CALL
KB Home
KBH
$3.61B
| $506K | ﹤0.01% |
41,000
+29,000
| +242% | +$390K |
|
|
VRE
1961
DELISTED
Veris Residential
VRE
| $504K | ﹤0.01% |
+21,604
| New | +$482K |
|
1962
American Coastal Insurance
ACIC
$531M
| $503K | ﹤0.01% |
29,400
+16,200
| +123% | +$279K |
|
1963
PUT
Jacobs Solutions
J
$16.9B
| $503K | ﹤0.01% |
+14,508
| New | +$497K |
|
1964
First Merchants
FRME
$2.72B
| $502K | ﹤0.01% |
+19,750
| New | +$520K |
|
|
SPA
1965
DELISTED
Sparton
SPA
| $502K | ﹤0.01% |
+25,091
| New | +$558K |
|
1966
PDF Solutions
PDFS
$2.14B
| $501K | ﹤0.01% |
46,233
-39,227
| -46% | -$425K |
|
|
SWC
1967
DELISTED
Stillwater Mining Co
SWC
| $500K | ﹤0.01% |
58,380
+23,600
| +68% | +$225K |
|
1968
Spectrum Brands
SPB
$2.09B
| $499K | ﹤0.01% |
+4,905
| New | +$469K |
|
1969
1-800-Flowers.com
FLWS
$265M
| $498K | ﹤0.01% |
+68,398
| New | +$589K |
|
|
SEMI
1970
DELISTED
SunEdison Semiconductor Limited
SEMI
| $498K | ﹤0.01% |
+63,521
| New | +$610K |
|
|
MRD
1971
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $496K | ﹤0.01% |
30,700
-7,200
| -19% | -$120K |
|
1972
PUT
Labcorp
LH
$25.4B
| $495K | ﹤0.01% |
+4,656
| New | +$480K |
|
1973
Markel Group
MKL
$23.3B
| $495K | ﹤0.01% |
560
| – | – |
|
1974
CALL
Public Storage
PSA
$61.1B
| $495K | ﹤0.01% |
2,000
+1,000
| +100% | +$234K |
|
|
NFX
1975
PUT
DELISTED
Newfield Exploration
NFX
| $495K | ﹤0.01% |
15,200
-8,800
| -37% | -$328K |
|
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.