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Two Sigma Investments

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
Cap. Flow
-$8.32M
Cap. Flow %
-0.04%
Top 10 Hldgs %
9.85%
Holding
3,252
New
501
Increased
639
Reduced
966
Closed
1,130

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$406M
2
ABBV icon
AbbVie
ABBV
+$196M
3
PARA
Paramount Global Class B
PARA
+$180M
4
ORCL icon
Oracle
ORCL
+$171M
5
VZ icon
Verizon
VZ
+$168M

Top Sells

Rank Stock Value
1
DTV
DIRECTV COM STK (DE)
DTV
+$160M
2
META icon
Meta Platforms (Facebook)
META
+$141M
3
FDO
FAMILY DOLLAR STORES
FDO
+$108M
4
IYR icon
iShares US Real Estate ETF
IYR
+$92.9M
5
HSY icon
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
CFNL
3226
DELISTED
Cardinal Financial Corp
CFNL
– –
-48,504
Closed -$1.06M
QUNR
3227
DELISTED
Qunar Cayman Islands Limited
QUNR
– –
-74,971
Closed -$3.21M
EDE
3228
DELISTED
Empire District Electric
EDE
– –
-20,213
Closed -$441K
CKEC
3229
DELISTED
Carmike Cinemas Inc
CKEC
– –
-61,028
Closed -$1.62M
MWW
3230
DELISTED
Monster Worldwide Inc
MWW
– –
-60,666
Closed -$397K
PNY
3231
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
– –
-35,524
Closed -$1.25M
KKD
3232
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-26,000
Closed -$501K
QIHU
3233
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-3,000
Closed -$203K
LNCO
3234
CALL
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
– –
-16,000
Closed -$151K
LNCO
3235
PUT
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
– –
-10,000
Closed -$94K
NWLIA
3236
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
– –
-3,601
Closed -$862K
HAWK
3237
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-19,435
Closed -$801K
GOLD
3238
CALL
DELISTED
Randgold Resources Ltd
GOLD
– –
-10,066
Closed -$670K
GOLD
3239
PUT
DELISTED
Randgold Resources Ltd
GOLD
– –
-9,060
Closed -$603K
ENV
3240
DELISTED
ENVESTNET, INC.
ENV
– –
-36,333
Closed -$1.47M
RHT
3241
PUT
DELISTED
Red Hat Inc
RHT
– –
-9,000
Closed -$683K
CIT
3242
DELISTED
CIT Group Inc.
CIT
– –
-10,700
Closed -$497K
CB
3243
PUT
DELISTED
CHUBB CORPORATION
CB
– –
-4,000
Closed -$381K
VXX
3244
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-3,531
Closed -$1.17M
FGL
3245
DELISTED
Fidelity & Guaranty Life
FGL
– –
-68,821
Closed -$1.63M
SPN
3246
DELISTED
Superior Energy Services, Inc.
SPN
– –
-45,489
Closed -$9.57M
POM
3247
DELISTED
PEPCO HOLDINGS, INC.
POM
– –
-39,179
Closed -$1.05M
RTI
3248
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
– –
-169,399
Closed -$5.34M
TCF
3249
DELISTED
TCF Financial Corporation
TCF
– –
-425,237
Closed -$7.06M
AAN.A
3250
DELISTED
The Aaron's Company Inc Class A
AAN.A
– –
-167,311
Closed -$6.06M
127 128 129
130
131

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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.