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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
KKD
701
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$2.86M 0.01%
195,488
-140,426
-42% -$2.46M
PATK icon
702
Patrick Industries
PATK
$2.74B
$2.85M 0.01%
162,630
+23,188
+17% +$409K
WFC icon
703
PUT
Wells Fargo
WFC
$261B
$2.85M 0.01%
55,500
-122,500
-69% -$6.74M
META icon
704
Meta Platforms (Facebook)
META
$1.42T
$2.84M 0.01%
31,603
-1,531,705
-98% -$141M
PNRA
705
DELISTED
Panera Bread Co
PNRA
$2.84M 0.01%
14,683
+12,683
+634% +$2.36M
SYNT
706
DELISTED
Syntel Inc
SYNT
$2.84M 0.01%
62,668
+45,189
+259% +$1.98M
SCSC icon
707
Scansource
SCSC
$1.15B
$2.83M 0.01%
79,916
+73,612
+1,168% +$2.7M
HOLI
708
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$2.83M 0.01%
161,975
+107,736
+199% +$2.09M
HALO icon
709
Halozyme
HALO
$9.79B
$2.83M 0.01%
210,719
+201,836
+2,272% +$4.05M
SLB icon
710
PUT
SLB Ltd
SLB
$73.6B
$2.83M 0.01%
41,000
-163,000
-80% -$12.9M
KRC icon
711
Kilroy Realty
KRC
$4.52B
$2.81M 0.01%
43,041
-59,009
-58% -$4.04M
MCHP icon
712
Microchip Technology
MCHP
$40.3B
$2.79M 0.01%
129,534
+119,934
+1,249% +$2.59M
VUG icon
713
Vanguard Morningstar Growth ETF
VUG
$220B
$2.79M 0.01%
166,590
+62,742
+60% +$1.11M
WNS
714
DELISTED
WNS Holdings
WNS
$2.78M 0.01%
99,570
-24,613
-20% -$721K
CUK
715
DELISTED
Carnival PLC
CUK
$2.78M 0.01%
53,781
-45,581
-46% -$2.41M
ROG icon
716
Rogers Corp
ROG
$2.21B
$2.78M 0.01%
52,253
+18,479
+55% +$1.04M
PPL
717
PUT
PPL Corp
PPL
$26.5B
$2.76M 0.01%
84,000
+48,000
+133% +$1.5M
LKQ icon
718
LKQ Corp
LKQ
$5.68B
$2.75M 0.01%
+96,950
New +$2.95M
IPHS
719
DELISTED
Innophos Holdings, Inc.
IPHS
$2.75M 0.01%
69,315
+49,988
+259% +$2.42M
AZN icon
720
AstraZeneca
AZN
$263B
$2.74M 0.01%
43,003
-158,313
-79% -$10.4M
NAVI icon
721
Navient
NAVI
$789M
$2.73M 0.01%
+243,047
New +$3.56M
VFC icon
722
CALL
VF Corp
VFC
$5.63B
$2.73M 0.01%
42,480
+33,984
+400% +$2.33M
VFC icon
723
PUT
VF Corp
VFC
$5.63B
$2.73M 0.01%
42,480
+32,922
+344% +$2.26M
GRP.U
724
DELISTED
Granite Real Estate Investment Trust
GRP.U
$2.72M 0.01%
96,700
+73,000
+308% +$2.21M
TUP
725
DELISTED
Tupperware Brands Corporation
TUP
$2.72M 0.01%
+54,927
New +$3.08M
27 28
29
30 31

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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.