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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
-8.22%
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
$19.5B
AUM Growth
-$1.91B
(-8.9%)
Cap. Flow
-$8.32M
Cap. Flow
% of AUM
-0.04%
Top 10 Holdings %
Top 10 Hldgs %
9.85%
Holding
3,252
New
501
Increased
639
Reduced
966
Closed
1,130
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$406M |
| 2 |
AbbVie
ABBV
|
+$196M |
| 3 |
PARA
Paramount Global Class B
PARA
|
+$180M |
| 4 |
Oracle
ORCL
|
+$171M |
| 5 |
Verizon
VZ
|
+$168M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
DTV
DIRECTV COM STK (DE)
DTV
|
+$160M |
| 2 |
Meta Platforms (Facebook)
META
|
+$141M |
| 3 |
FDO
FAMILY DOLLAR STORES
FDO
|
+$108M |
| 4 |
iShares US Real Estate ETF
IYR
|
+$92.9M |
| 5 |
Hershey
HSY
|
+$89.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 13.39% |
| 2 | Industrials | 13.09% |
| 3 | Technology | 11.98% |
| 4 | Financials | 9.74% |
| 5 | Consumer Discretionary | 9.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2526
CALL
Merck
MRK
$318B
| – | – |
-100,608
| Closed | -$5.46M |
|
|
2527
PUT
Merck
MRK
$318B
| – | – |
-45,064
| Closed | -$2.45M |
|
2528
PUT
Morgan Stanley
MS
$345B
| – | – |
-69,000
| Closed | -$2.68M |
|
|
MSB
2529
Mesabi Trust
MSB
$302M
| – | – |
-23,296
| Closed | -$317K |
|
2530
MSCI
MSCI
$41.4B
| – | – |
-294,998
| Closed | -$18.2M |
|
2531
Madison Square Garden
MSGS
$9.4B
| – | – |
-487,680
| Closed | -$29M |
|
2532
Motorola Solutions
MSI
$73B
| – | – |
-367,180
| Closed | -$21.1M |
|
2533
MSC Industrial Direct
MSM
$7.07B
| – | – |
-59,342
| Closed | -$4.14M |
|
2534
CALL
M&T Bank
MTB
$36.5B
| – | – |
-23,000
| Closed | -$2.87M |
|
|
2535
M&T Bank
MTB
$36.5B
| – | – |
-26,154
| Closed | -$3.27M |
|
|
2536
PUT
M&T Bank
MTB
$36.5B
| – | – |
-33,000
| Closed | -$4.12M |
|
2537
Vail Resorts
MTN
$5.36B
| – | – |
-9,477
| Closed | -$1.03M |
|
2538
MasTec
MTZ
$21.8B
| – | – |
-289,302
| Closed | -$5.75M |
|
2539
PUT
Murphy Oil
MUR
$5.3B
| – | – |
-7,000
| Closed | -$291K |
|
2540
Nordic American Tanker
NAT
$1.31B
| – | – |
-72,413
| Closed | -$1.02M |
|
2541
National Bank Holdings
NBHC
$1.94B
| – | – |
-15,800
| Closed | -$329K |
|
2542
NBT Bancorp
NBTB
$2.77B
| – | – |
-19,584
| Closed | -$513K |
|
2543
Norwegian Cruise Line
NCLH
$9.35B
| – | – |
-200,920
| Closed | -$11.3M |
|
2544
Nasdaq
NDAQ
$52.9B
| – | – |
-317,100
| Closed | -$5.16M |
|
2545
NextEra Energy
NEE
$179B
| – | – |
-421,132
| Closed | -$10.7M |
|
|
NFBK
2546
DELISTED
Northfield Bancorp
NFBK
| – | – |
-10,103
| Closed | -$152K |
|
2547
National Grid
NGG
$80.4B
| – | – |
-58,186
| Closed | -$3.63M |
|
2548
Natural Health Trends
NHTC
$14.4M
| – | – |
-6,200
| Closed | -$257K |
|
2549
Annaly Capital Management
NLY
$17B
| – | – |
-5,325
| Closed | -$196K |
|
2550
Nomura Holdings
NMR
$29.1B
| – | – |
-87,337
| Closed | -$590K |
|
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Two Sigma Investments's Q3 2015 Portfolio in Review
As of Q3 2015, Two Sigma Investments held 3,252 positions worth $19.5B, down 8.9% from $21.4B the previous quarter. Its ten largest holdings account for 9.9% of the portfolio.
Two Sigma Investments's Q3 2015 filing shows 501 new, 639 increased, 966 reduced and 1,130 closed positions. Its largest new stake was Paramount Global Class B: 3,710,502 shares worth $148M. The largest sale was DIRECTV COM STK (DE), an estimated $160M.
By sector, the portfolio is most concentrated in Healthcare at 13% of assets, up from 12% a quarter earlier, followed by Industrials and Technology.
- Two Sigma Investments's largest Q3 2015 buy was Paramount Global Class B: 3,710,502 shares worth $148M.
- Two Sigma Investments added most to State Street SPDR S&P 500 ETF Trust in Q3 2015, an estimated $406M increase.
- Two Sigma Investments's biggest Q3 2015 reduction was Meta Platforms (Facebook), cutting an estimated $141M.
- Two Sigma Investments fully exited DIRECTV COM STK (DE) in Q3 2015, selling an estimated $160M.
- Two Sigma Investments's ten largest holdings make up 9.9% of its $19.5B portfolio in Q3 2015.
- Two Sigma Investments opened 501 new positions and closed 1,130 in Q3 2015.
- Two Sigma Investments's portfolio value fell 8.9% quarter-over-quarter to $19.5B.
Based on Two Sigma Investments's 13F filing for Q3 2015, filed 16 Nov 2015.