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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 | |
|---|---|---|---|---|---|---|
1626
Elbit Systems
ESLT
$40.1B
| $843K | ﹤0.01% |
9,546
+6,538
| +217% | +$542K |
|
|
SJR
1627
DELISTED
Shaw Communications Inc.
SJR
| $842K | ﹤0.01% |
48,985
-204,138
| -81% | -$4.04M |
|
1628
Camden National
CAC
$1.01B
| $841K | ﹤0.01% |
+28,598
| New | +$814K |
|
1629
PUT
Elevance Health
ELV
$83.7B
| $837K | ﹤0.01% |
+6,000
| New | +$827K |
|
1630
CALL
NOV
NOV
$6.95B
| $837K | ﹤0.01% |
25,000
+15,000
| +150% | +$558K |
|
1631
PUT
Accenture
ACN
$103B
| $836K | ﹤0.01% |
8,000
-10,000
| -56% | -$1.06M |
|
1632
CALL
Stryker
SYK
$127B
| $836K | ﹤0.01% |
+9,000
| New | +$861K |
|
1633
TIM SA
TIMB
$8.83B
| $836K | ﹤0.01% |
+98,543
| New | +$987K |
|
1634
CALL
Illinois Tool Works
ITW
$85B
| $834K | ﹤0.01% |
+9,000
| New | +$817K |
|
1635
PUT
D.R. Horton
DHI
$42.3B
| $833K | ﹤0.01% |
+26,000
| New | +$811K |
|
1636
PUT
Eaton
ETN
$176B
| $833K | ﹤0.01% |
+16,000
| New | +$866K |
|
|
TWTR
1637
CALL
DELISTED
Twitter, Inc.
TWTR
| $833K | ﹤0.01% |
36,000
-20,000
| -36% | -$533K |
|
1638
PUT
Digital Realty Trust
DLR
$71.2B
| $832K | ﹤0.01% |
11,000
+3,000
| +38% | +$216K |
|
1639
Mine Safety
MSA
$7.49B
| $832K | ﹤0.01% |
19,149
-81,145
| -81% | -$3.56M |
|
|
YHOO
1640
CALL
DELISTED
Yahoo Inc
YHOO
| $832K | ﹤0.01% |
+25,000
| New | +$834K |
|
|
TRST
1641
Trustco Bank Corp NY
TRST
$985M
| $831K | ﹤0.01% |
27,069
-25,426
| -48% | -$793K |
|
|
BBG
1642
DELISTED
Bill Barrett Corp
BBG
| $831K | ﹤0.01% |
211,567
+131,814
| +165% | +$677K |
|
|
ATSG
1643
DELISTED
Air Transport Services Group
ATSG
| $829K | ﹤0.01% |
82,284
+19,784
| +32% | +$187K |
|
|
VEDL
1644
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $829K | ﹤0.01% |
149,146
+116,332
| +355% | +$664K |
|
|
CLMS
1645
DELISTED
Calamos Asset Management, Inc.
CLMS
| $827K | ﹤0.01% |
85,422
+45,700
| +115% | +$430K |
|
|
ATCO
1646
DELISTED
Atlas Corp.
ATCO
| $825K | ﹤0.01% |
+52,183
| New | +$817K |
|
|
TSYS
1647
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $824K | ﹤0.01% |
165,834
+129,154
| +352% | +$573K |
|
1648
PUT
Texas Instruments
TXN
$254B
| $822K | ﹤0.01% |
15,000
-5,000
| -25% | -$279K |
|
|
BT
1649
DELISTED
BT Group plc (ADR)
BT
| $822K | ﹤0.01% |
+23,742
| New | +$833K |
|
1650
CALL
BorgWarner
BWA
$13.9B
| $821K | ﹤0.01% |
+21,584
| New | +$810K |
|
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.