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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
ZTS icon
76
Zoetis
ZTS
$31.9B
$68M 0.35%
1,651,940
-593,786
-26% -$27.5M
KO icon
77
Coca-Cola
KO
$381B
$67.8M 0.35%
1,690,813
-1,200,100
-42% -$48.1M
SKX
78
DELISTED
Skechers
SKX
$67.3M 0.34%
1,506,228
+119,487
+9% +$5.43M
EMC
79
DELISTED
EMC CORPORATION
EMC
$67M 0.34%
2,771,616
+2,017,862
+268% +$51M
CB
80
DELISTED
CHUBB CORPORATION
CB
$66.9M 0.34%
545,536
+514,552
+1,661% +$63M
XOM icon
81
ExxonMobil
XOM
$651B
$66.4M 0.34%
893,251
+704,949
+374% +$54.3M
GD icon
82
General Dynamics
GD
$103B
$66.2M 0.34%
479,852
-218,526
-31% -$31.6M
AMP icon
83
Ameriprise Financial
AMP
$48.1B
$66M 0.34%
605,049
+38,781
+7% +$4.57M
DAL icon
84
Delta Air Lines
DAL
$58.3B
$64.9M 0.33%
1,445,491
+614,833
+74% +$27.6M
NSC icon
85
Norfolk Southern
NSC
$75B
$64.8M 0.33%
847,707
-79,851
-9% -$6.49M
DISH
86
DELISTED
DISH Network Corp.
DISH
$64.7M 0.33%
1,108,498
+31,060
+3% +$1.97M
WM icon
87
Waste Management
WM
$90.9B
$64.5M 0.33%
1,295,622
+1,246,737
+2,550% +$62.1M
HLT icon
88
Hilton Worldwide
HLT
$72.5B
$63M 0.32%
914,936
-553,016
-38% -$42.7M
GEN icon
89
Gen Digital
GEN
$16.3B
$60.9M 0.31%
3,128,570
+2,337,126
+295% +$50.3M
PM icon
90
Philip Morris
PM
$299B
$59.6M 0.31%
750,899
+674,184
+879% +$55.5M
NUE icon
91
Nucor
NUE
$58.5B
$59.2M 0.3%
1,577,544
+622,062
+65% +$26.7M
JBLU icon
92
JetBlue
JBLU
$2.29B
$58.7M 0.3%
2,276,406
+669,497
+42% +$15.8M
BBBY
93
DELISTED
Bed Bath & Beyond Inc
BBBY
$58.1M 0.3%
+1,019,060
New +$65M
BCE icon
94
BCE
BCE
$20.2B
$57.6M 0.3%
1,408,009
+77,573
+6% +$3.18M
RDS.A
95
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$57.6M 0.3%
1,214,900
-652,128
-35% -$35M
ALXN
96
DELISTED
Alexion Pharmaceuticals
ALXN
$56.9M 0.29%
363,912
+312,175
+603% +$56.9M
MFC icon
97
Manulife Financial
MFC
$74B
$56.8M 0.29%
3,672,439
+443,839
+14% +$7.44M
FDX icon
98
FedEx
FDX
$73B
$56.7M 0.29%
394,074
+392,274
+21,793% +$62.6M
WY icon
99
Weyerhaeuser
WY
$16.9B
$56M 0.29%
2,049,009
+1,875,551
+1,081% +$55.3M
NXPI icon
100
NXP Semiconductors
NXPI
$61.8B
$55.4M 0.28%
636,561
-71,041
-10% -$6.4M
2 3
4
5 6

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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.