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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 | |
|---|---|---|---|---|---|---|
|
BRCM
1
DELISTED
BROADCOM CORP CL-A
BRCM
| $179M | 0.86% |
3,103,280
+738,972
| +31% | +$39.8M |
|
2
Home Depot
HD
$332B
| $174M | 0.83% |
1,313,804
-117,755
| -8% | -$15M |
|
|
TWC
3
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $170M | 0.81% |
913,464
-6,900
| -0.7% | -$1.28M |
|
4
AbbVie
ABBV
$458B
| $169M | 0.81% |
2,846,135
-247,013
| -8% | -$14.2M |
|
5
Amazon
AMZN
$2.5T
| $167M | 0.8% |
4,935,980
-1,511,440
| -23% | -$47.6M |
|
|
DD
6
DELISTED
Du Pont De Nemours E I
DD
| $167M | 0.8% |
2,500,726
-862,301
| -26% | -$54.8M |
|
7
DuPont de Nemours
DD
$18.6B
| $164M | 0.79% |
1,261,492
+746,505
| +145% | +$95.8M |
|
|
AGN
8
DELISTED
Allergan plc
AGN
| $163M | 0.78% |
521,088
+514,188
| +7,452% | +$153M |
|
9
Regeneron Pharmaceuticals
REGN
$68.8B
| $155M | 0.75% |
286,430
+69,600
| +32% | +$37.7M |
|
10
PepsiCo
PEP
$186B
| $154M | 0.74% |
1,542,567
+71,523
| +5% | +$7.14M |
|
|
HOT
11
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $149M | 0.72% |
2,154,356
+1,043,959
| +94% | +$74.5M |
|
12
Charter Communications
CHTR
$14.7B
| $143M | 0.69% |
781,881
+380,669
| +95% | +$70.5M |
|
|
PCP
13
DELISTED
PRECISION CASTPARTS CORP
PCP
| $142M | 0.68% |
612,564
+89,229
| +17% | +$20.6M |
|
14
Halliburton
HAL
$27.9B
| $138M | 0.66% |
4,060,314
-54,849
| -1% | -$2.07M |
|
15
US Bancorp
USB
$99.6B
| $138M | 0.66% |
3,232,851
+1,536,019
| +91% | +$65.7M |
|
|
EMC
16
DELISTED
EMC CORPORATION
EMC
| $136M | 0.65% |
5,280,122
+2,508,506
| +91% | +$65.1M |
|
17
Union Pacific
UNP
$183B
| $134M | 0.64% |
1,710,927
+241,351
| +16% | +$20.7M |
|
18
LyondellBasell Industries
LYB
$19.5B
| $134M | 0.64% |
1,539,551
+1,050,779
| +215% | +$96.7M |
|
|
BHI
19
DELISTED
Baker Hughes
BHI
| $131M | 0.63% |
2,846,486
+224,936
| +9% | +$11.5M |
|
|
LNKD
20
DELISTED
LinkedIn Corporation
LNKD
| $130M | 0.62% |
575,505
+573,805
| +33,753% | +$130M |
|
|
21
Cummins
CMI
$91.7B
| $127M | 0.61% |
1,441,298
+1,212,858
| +531% | +$121M |
|
22
Valero Energy
VLO
$89.8B
| $125M | 0.6% |
1,764,944
+1,366,234
| +343% | +$93.1M |
|
|
23
Lowe's Companies
LOW
$116B
| $122M | 0.58% |
1,597,920
+1,400,180
| +708% | +$104M |
|
24
Eaton
ETN
$157B
| $120M | 0.58% |
2,312,060
-629,023
| -21% | -$34.1M |
|
25
Comcast
CMCSA
$79.1B
| $120M | 0.58% |
4,263,094
-1,382,406
| -24% | -$41.6M |
|
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.