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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 | |
|---|---|---|---|---|---|---|
1351
PUT
RH
RH
$3.56B
| $746K | ﹤0.01% |
8,000
+1,000
| +14% | +$98.5K |
|
1352
CALL
Welltower
WELL
$167B
| $745K | ﹤0.01% |
11,000
+2,000
| +22% | +$134K |
|
|
CCMP
1353
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $745K | ﹤0.01% |
19,232
-72,091
| -79% | -$3.15M |
|
1354
First Industrial Realty Trust
FR
$8.5B
| $737K | ﹤0.01% |
35,159
-54,664
| -61% | -$1.1M |
|
1355
Stock Yards Bancorp
SYBT
$2.65B
| $735K | ﹤0.01% |
30,338
+6,177
| +26% | +$150K |
|
1356
Costco
COST
$420B
| $732K | ﹤0.01% |
5,060
-131,820
| -96% | -$18.8M |
|
1357
PUT
Ventas
VTR
$46.6B
| $729K | ﹤0.01% |
13,000
-22,028
| -63% | -$1.45M |
|
|
ESRX
1358
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $729K | ﹤0.01% |
+9,000
| New | +$784K |
|
|
K
1359
DELISTED
Kellanova
K
| $728K | ﹤0.01% |
11,645
+6,749
| +138% | +$421K |
|
|
SCS
1360
DELISTED
Steelcase
SCS
| $727K | ﹤0.01% |
39,479
-179,907
| -82% | -$3.23M |
|
1361
CALL
CSX Corp
CSX
$94.5B
| $726K | ﹤0.01% |
81,000
+54,000
| +200% | +$530K |
|
1362
PUT
United Rentals
URI
$71.6B
| $721K | ﹤0.01% |
+12,000
| New | +$833K |
|
|
DEG
1363
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $721K | ﹤0.01% |
32,599
-24,573
| -43% | -$539K |
|
1364
CALL
Chipotle Mexican Grill
CMG
$42.8B
| $720K | ﹤0.01% |
50,000
-200,000
| -80% | -$2.84M |
|
|
1365
PUT
Chipotle Mexican Grill
CMG
$42.8B
| $720K | ﹤0.01% |
50,000
-400,000
| -89% | -$5.69M |
|
|
AEPI
1366
DELISTED
AEP Industries Inc
AEPI
| $720K | ﹤0.01% |
+12,567
| New | +$711K |
|
|
ESV
1367
PUT
DELISTED
Ensco Rowan plc
ESV
| $718K | ﹤0.01% |
12,750
-9,500
| -43% | -$654K |
|
1368
Barings BDC
BBDC
$897M
| $716K | ﹤0.01% |
+43,444
| New | +$878K |
|
1369
CALL
Mattel
MAT
$4.32B
| $716K | ﹤0.01% |
34,000
-34,000
| -50% | -$796K |
|
|
BFS
1370
Saul Centers
BFS
$838M
| $713K | ﹤0.01% |
13,782
-6,597
| -32% | -$336K |
|
1371
CALL
CarMax
KMX
$8.16B
| $712K | ﹤0.01% |
12,000
+4,000
| +50% | +$251K |
|
1372
Donaldson
DCI
$11.4B
| $710K | ﹤0.01% |
+25,291
| New | +$812K |
|
|
SAVE
1373
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $710K | ﹤0.01% |
15,000
+9,000
| +150% | +$504K |
|
1374
PUT
Petrobras
PBR
$121B
| $709K | ﹤0.01% |
163,000
+45,000
| +38% | +$275K |
|
1375
CALL
Ralph Lauren
RL
$22.5B
| $709K | ﹤0.01% |
+6,000
| New | +$712K |
|
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.