We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
751
PUT
Cisco
CSCO
$457B
| $2.53M | 0.01% |
96,500
+7,200
| +8% | +$194K |
|
|
PRMW
752
DELISTED
Primo Water Corporation
PRMW
| $2.53M | 0.01% |
233,877
-265,397
| -53% | -$2.87M |
|
|
KYTH
753
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
| $2.53M | 0.01% |
33,684
-1,484
| -4% | -$111K |
|
754
PUT
Marathon Petroleum
MPC
$92.4B
| $2.5M | 0.01% |
54,000
-27,000
| -33% | -$1.39M |
|
755
Mativ Holdings
MATV
$481M
| $2.49M | 0.01% |
+72,300
| New | +$2.64M |
|
756
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $2.48M | 0.01% |
52,565
-518,135
| -91% | -$25.2M |
|
|
SFLY
757
DELISTED
Shutterfly, Inc.
SFLY
| $2.48M | 0.01% |
69,397
-104,772
| -60% | -$4.37M |
|
758
LXP Industrial Trust
LXP
$3.57B
| $2.47M | 0.01% |
61,044
-222,095
| -78% | -$9.38M |
|
759
Pitney Bowes
PBI
$2.4B
| $2.47M | 0.01% |
124,455
-970,437
| -89% | -$19.9M |
|
760
PUT
Gilead Sciences
GILD
$162B
| $2.46M | 0.01% |
25,000
+7,000
| +39% | +$777K |
|
761
CALL
Walt Disney
DIS
$167B
| $2.45M | 0.01% |
24,000
+12,000
| +100% | +$1.31M |
|
|
AGN
762
PUT
DELISTED
Allergan plc
AGN
| $2.45M | 0.01% |
9,000
-9,000
| -50% | -$2.76M |
|
763
Vince Holding Corp
VNCE
$81.3M
| $2.42M | 0.01% |
70,672
+28,281
| +67% | +$2.33M |
|
764
Edgewell Personal Care
EPC
$1.25B
| $2.42M | 0.01% |
+29,676
| New | +$2.69M |
|
765
PUT
3M
MMM
$90.9B
| $2.41M | 0.01% |
20,332
+17,940
| +750% | +$2.21M |
|
766
John B. Sanfilippo & Son
JBSS
$967M
| $2.41M | 0.01% |
46,994
-15,313
| -25% | -$792K |
|
|
PINC
767
DELISTED
Premier
PINC
| $2.4M | 0.01% |
69,865
+5,570
| +9% | +$201K |
|
|
STR
768
DELISTED
QUESTAR CORP
STR
| $2.4M | 0.01% |
123,621
-441,904
| -78% | -$9.02M |
|
769
CALL
Southwest Airlines
LUV
$22B
| $2.4M | 0.01% |
+63,000
| New | +$2.32M |
|
770
STMicroelectronics
STM
$46.7B
| $2.39M | 0.01% |
350,947
-284,754
| -45% | -$2.11M |
|
771
ProShares Ultra S&P500
SSO
$7.81B
| $2.38M | 0.01% |
343,200
+192,000
| +127% | +$1.5M |
|
772
Hain Celestial
HAIN
$45M
| $2.38M | 0.01% |
+46,173
| New | +$2.92M |
|
773
ASE Group
ASX
$77.3B
| $2.38M | 0.01% |
433,168
-515,613
| -54% | -$2.84M |
|
|
MNTA
774
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $2.37M | 0.01% |
144,409
-127,115
| -47% | -$2.6M |
|
|
PPS
775
DELISTED
Post Properties
PPS
| $2.37M | 0.01% |
40,666
-226,995
| -85% | -$13M |
|
Similar funds
VAM
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.