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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 | |
|---|---|---|---|---|---|---|
|
SIRO
151
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $34.3M | 0.18% |
+367,559
| New | +$36.5M |
|
152
Broadcom
AVGO
$1.76T
| $34.1M | 0.17% |
2,725,230
-2,265,250
| -45% | -$28.6M |
|
153
The Mosaic Company
MOS
$7.19B
| $33.9M | 0.17% |
1,089,279
+121,508
| +13% | +$5.01M |
|
|
MXIM
154
DELISTED
Maxim Integrated Products
MXIM
| $33.7M | 0.17% |
+1,009,442
| New | +$33.4M |
|
155
State Street Technology Select Sector SPDR ETF
XLK
$109B
| $33.7M | 0.17% |
1,704,526
+1,485,698
| +679% | +$30.6M |
|
156
Credicorp
BAP
$30.5B
| $33.3M | 0.17% |
313,078
+161,692
| +107% | +$19.5M |
|
|
KSU
157
DELISTED
Kansas City Southern
KSU
| $33.3M | 0.17% |
366,039
-792,760
| -68% | -$74.8M |
|
|
158
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $33.1M | 0.17% |
172,800
+61,700
| +56% | +$12.5M |
|
159
East-West Bancorp
EWBC
$17.8B
| $32.9M | 0.17% |
856,865
+338,133
| +65% | +$14.3M |
|
160
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $32.4M | 0.17% |
199,142
+182,867
| +1,124% | +$31.2M |
|
161
Biogen
BIIB
$30.9B
| $32.2M | 0.17% |
110,486
-101,300
| -48% | -$33.5M |
|
162
Johnson Controls International
JCI
$85.1B
| $32.1M | 0.16% |
740,336
+481,749
| +186% | +$22.2M |
|
|
LM
163
DELISTED
Legg Mason, Inc.
LM
| $31.9M | 0.16% |
767,133
+136,945
| +22% | +$6.34M |
|
164
Salesforce
CRM
$154B
| $31.7M | 0.16% |
+456,930
| New | +$32.4M |
|
|
CAM
165
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $31.4M | 0.16% |
512,690
+95,261
| +23% | +$5.26M |
|
166
Southwest Airlines
LUV
$21.7B
| $30.9M | 0.16% |
811,475
-334,666
| -29% | -$12.4M |
|
167
Sun Life Financial
SLF
$45.6B
| $30.8M | 0.16% |
955,000
+517,413
| +118% | +$16.8M |
|
168
Automatic Data Processing
ADP
$109B
| $30.8M | 0.16% |
383,018
+101,029
| +36% | +$8.09M |
|
|
ANAC
169
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $30.7M | 0.16% |
260,783
-19,238
| -7% | -$2.51M |
|
170
Kinder Morgan
KMI
$70.9B
| $30.3M | 0.16% |
1,096,040
+1,066,594
| +3,622% | +$35.3M |
|
171
J.M. Smucker
SJM
$13.5B
| $29.8M | 0.15% |
261,217
+256,966
| +6,045% | +$28.7M |
|
172
Affiliated Managers Group
AMG
$9.51B
| $29.7M | 0.15% |
173,529
+160,213
| +1,203% | +$31.5M |
|
173
IBM
IBM
$213B
| $29.4M | 0.15% |
212,345
+100,524
| +90% | +$14.8M |
|
174
Allstate
ALL
$70.6B
| $29.3M | 0.15% |
503,338
-940,154
| -65% | -$58.8M |
|
175
Expedia Group
EXPE
$36.5B
| $29.1M | 0.15% |
247,512
+213,734
| +633% | +$24.6M |
|
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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.