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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 | |
|---|---|---|---|---|---|---|
76
Invesco
IVZ
$13B
| $65.7M | 0.32% |
1,961,861
-475,889
| -20% | -$15.6M |
|
|
VMW
77
DELISTED
VMware, Inc
VMW
| $63.9M | 0.31% |
1,128,866
+518,032
| +85% | +$32.2M |
|
78
Aramark
ARMK
$15.1B
| $63.6M | 0.31% |
2,732,566
+2,357,785
| +629% | +$53.9M |
|
|
CAM
79
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $62.7M | 0.3% |
992,721
+480,031
| +94% | +$31.8M |
|
80
CSX Corp
CSX
$93B
| $62.5M | 0.3% |
7,230,234
-1,120,371
| -13% | -$10.2M |
|
81
Edwards Lifesciences
EW
$50B
| $62.5M | 0.3% |
+2,372,727
| New | +$61.6M |
|
82
Agilent Technologies
A
$39.2B
| $62.3M | 0.3% |
1,491,061
-608,885
| -29% | -$23.6M |
|
|
AET
83
DELISTED
Aetna Inc
AET
| $62.3M | 0.3% |
+576,127
| New | +$62.3M |
|
84
Waste Management
WM
$90.9B
| $62.1M | 0.3% |
1,163,482
-132,140
| -10% | -$7.02M |
|
85
General Motors
GM
$80B
| $62M | 0.3% |
1,821,910
+1,570,610
| +625% | +$54.6M |
|
|
STJ
86
DELISTED
St Jude Medical
STJ
| $61.1M | 0.29% |
989,126
+786,461
| +388% | +$49.6M |
|
|
GMCR
87
DELISTED
KEURIG GREEN MTN INC
GMCR
| $61M | 0.29% |
+677,592
| New | +$42.1M |
|
88
BCE
BCE
$20.2B
| $60.9M | 0.29% |
1,576,048
+168,039
| +12% | +$7.08M |
|
89
Allstate
ALL
$68.3B
| $60.9M | 0.29% |
980,338
+477,000
| +95% | +$29.7M |
|
|
HOLX
90
DELISTED
Hologic
HOLX
| $60.2M | 0.29% |
1,556,546
+523,431
| +51% | +$20.4M |
|
91
Perrigo
PRGO
$1.43B
| $60M | 0.29% |
414,633
+374,734
| +939% | +$57.6M |
|
92
Archer Daniels Midland
ADM
$38.9B
| $58.8M | 0.28% |
1,603,608
+1,355,014
| +545% | +$54.3M |
|
93
Baidu
BIDU
$36.5B
| $57.7M | 0.28% |
+305,360
| New | +$56.3M |
|
94
Kinder Morgan
KMI
$70.5B
| $55.8M | 0.27% |
3,737,090
+2,641,050
| +241% | +$62.9M |
|
|
WP
95
DELISTED
Worldpay, Inc.
WP
| $54M | 0.26% |
1,138,952
+1,065,471
| +1,450% | +$52.5M |
|
96
Magna International
MGA
$19B
| $53.6M | 0.26% |
1,321,681
+1,307,101
| +8,965% | +$60.8M |
|
97
Willis Towers Watson
WTW
$31.7B
| $53.3M | 0.26% |
413,945
+40,346
| +11% | +$4.78M |
|
98
Incyte
INCY
$24.9B
| $53.2M | 0.26% |
490,651
-310,634
| -39% | -$34.6M |
|
|
99
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $51.7M | 0.25% |
253,500
+80,700
| +47% | +$16.6M |
|
100
DaVita
DVA
$15.3B
| $51.2M | 0.25% |
735,055
+511,181
| +228% | +$37.4M |
|
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.