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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 | |
|---|---|---|---|---|---|---|
776
CALL
American Airlines Group
AAL
$10.7B
| $2.37M | 0.01% |
+61,000
| New | +$2.5M |
|
777
Citi Trends
CTRN
$583M
| $2.37M | 0.01% |
101,146
-2,677
| -3% | -$65.9K |
|
|
BRSS
778
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $2.36M | 0.01% |
115,209
+10,458
| +10% | +$193K |
|
779
Edison International
EIX
$28.1B
| $2.35M | 0.01% |
37,173
-639,807
| -95% | -$38M |
|
780
Carpenter Technology
CRS
$26.4B
| $2.32M | 0.01% |
78,053
-6,647
| -8% | -$242K |
|
|
ININ
781
DELISTED
Interactive Intelligence Group, inc.
ININ
| $2.32M | 0.01% |
78,157
+24,626
| +46% | +$940K |
|
782
California Water Service
CWT
$3.13B
| $2.32M | 0.01% |
104,817
-42,568
| -29% | -$931K |
|
783
Orthofix Medical
OFIX
$498M
| $2.31M | 0.01% |
68,569
+5,219
| +8% | +$186K |
|
|
PXD
784
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.31M | 0.01% |
19,000
+10,000
| +111% | +$1.25M |
|
|
CST
785
DELISTED
CST Brands, Inc.
CST
| $2.31M | 0.01% |
68,648
-16,373
| -19% | -$593K |
|
|
BRKL
786
DELISTED
Brookline Bancorp
BRKL
| $2.3M | 0.01% |
227,229
+195,558
| +617% | +$2.13M |
|
|
MTSC
787
DELISTED
MTS Systems Corp
MTSC
| $2.3M | 0.01% |
38,289
+13,774
| +56% | +$851K |
|
788
Expeditors International
EXPD
$22B
| $2.29M | 0.01% |
+48,700
| New | +$2.3M |
|
789
Principal Financial Group
PFG
$24.7B
| $2.29M | 0.01% |
48,352
-756,426
| -94% | -$39.2M |
|
790
Leggett & Platt
LEG
$1.37B
| $2.28M | 0.01% |
+55,180
| New | +$2.58M |
|
|
DF
791
DELISTED
Dean Foods Company
DF
| $2.27M | 0.01% |
137,739
-15,400
| -10% | -$263K |
|
792
PUT
AvalonBay Communities
AVB
$26.8B
| $2.27M | 0.01% |
13,000
-1,000
| -7% | -$169K |
|
793
Corpay
CPAY
$25.2B
| $2.27M | 0.01% |
16,463
-30,990
| -65% | -$4.75M |
|
|
HI
794
DELISTED
Hillenbrand
HI
| $2.25M | 0.01% |
86,701
-47,733
| -36% | -$1.32M |
|
|
SWI
795
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $2.25M | 0.01% |
57,355
-86,182
| -60% | -$3.54M |
|
796
Lands' End
LE
$376M
| $2.25M | 0.01% |
83,200
+74,000
| +804% | +$1.85M |
|
797
Exelixis
EXEL
$13.5B
| $2.24M | 0.01% |
+398,492
| New | +$2.17M |
|
798
CALL
Consolidated Edison
ED
$40.2B
| $2.21M | 0.01% |
33,000
-3,000
| -8% | -$190K |
|
799
Gibraltar Industries
ROCK
$1.32B
| $2.21M | 0.01% |
120,177
+89,660
| +294% | +$1.64M |
|
800
CALL
Simon Property Group
SPG
$74.9B
| $2.21M | 0.01% |
12,000
-8,000
| -40% | -$1.47M |
|
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.