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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 | |
|---|---|---|---|---|---|---|
1301
LCI Industries
LCII
$2.6B
| $816K | ﹤0.01% |
14,947
-16,730
| -53% | -$944K |
|
|
ATTU
1302
DELISTED
Attunity Ltd
ATTU
| $816K | ﹤0.01% |
59,721
+980
| +2% | +$13.8K |
|
1303
CALL
American Express
AXP
$234B
| $815K | ﹤0.01% |
11,000
+7,000
| +175% | +$539K |
|
|
BBOX
1304
DELISTED
Black Box Corp
BBOX
| $814K | ﹤0.01% |
55,206
+8,618
| +18% | +$141K |
|
1305
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $813K | ﹤0.01% |
+5,000
| New | +$853K |
|
1306
PUT
Paychex
PAYX
$42.2B
| $810K | ﹤0.01% |
17,000
+1,000
| +6% | +$46.6K |
|
|
ESRX
1307
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $810K | ﹤0.01% |
+10,000
| New | +$871K |
|
1308
Corcept Therapeutics
CORT
$11.9B
| $809K | ﹤0.01% |
215,197
+53,558
| +33% | +$272K |
|
|
STKL
1309
DELISTED
SunOpta
STKL
| $809K | ﹤0.01% |
+166,434
| New | +$1.51M |
|
|
LLTC
1310
CALL
DELISTED
Linear Technology Corp
LLTC
| $807K | ﹤0.01% |
+20,000
| New | +$820K |
|
|
EMKR
1311
DELISTED
Emcore Corp
EMKR
| $805K | ﹤0.01% |
11,836
-5,848
| -33% | -$387K |
|
1312
CALL
Coca-Cola
KO
$372B
| $802K | ﹤0.01% |
20,000
-162,000
| -89% | -$6.49M |
|
1313
Otter Tail
OTTR
$3.9B
| $802K | ﹤0.01% |
+30,764
| New | +$813K |
|
1314
RPM International
RPM
$14.7B
| $799K | ﹤0.01% |
+19,085
| New | +$869K |
|
1315
Westamerica Bancorp
WABC
$1.39B
| $799K | ﹤0.01% |
+17,983
| New | +$853K |
|
|
XXIA
1316
DELISTED
Ixia
XXIA
| $799K | ﹤0.01% |
+55,143
| New | +$786K |
|
1317
Charles River Laboratories
CRL
$11.3B
| $797K | ﹤0.01% |
12,549
+4,588
| +58% | +$329K |
|
1318
MaxLinear
MXL
$6.6B
| $797K | ﹤0.01% |
64,096
-413,484
| -87% | -$4.56M |
|
1319
Ashland
ASH
$3.31B
| $794K | ﹤0.01% |
16,131
-725,213
| -98% | -$39.4M |
|
1320
CRA International
CRAI
$1.17B
| $794K | ﹤0.01% |
36,816
-10,517
| -22% | -$248K |
|
|
FARM
1321
DELISTED
Farmer Brothers
FARM
| $792K | ﹤0.01% |
29,072
+20,017
| +221% | +$474K |
|
|
NFX
1322
PUT
DELISTED
Newfield Exploration
NFX
| $790K | ﹤0.01% |
24,000
-18,000
| -43% | -$604K |
|
1323
Curtiss-Wright
CW
$28B
| $786K | ﹤0.01% |
12,592
-10,771
| -46% | -$725K |
|
1324
CALL
Gilead Sciences
GILD
$168B
| $786K | ﹤0.01% |
8,000
+2,000
| +33% | +$222K |
|
1325
Marcus Corp
MCS
$959M
| $785K | ﹤0.01% |
40,583
+2,115
| +5% | +$41.4K |
|
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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.