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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
+538.88%
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 | |
|---|---|---|---|---|---|---|
1876
PUT
O'Reilly Automotive
ORLY
$76.3B
| $250K | ﹤0.01% |
+15,000
| New | +$242K |
|
1877
Seagate
STX
$190B
| $250K | ﹤0.01% |
5,580
-756,924
| -99% | -$36.6M |
|
1878
Village Super Market
VLGEA
$639M
| $250K | ﹤0.01% |
10,602
-16,350
| -61% | -$464K |
|
1879
PUT
Kinder Morgan
KMI
$69.3B
| $249K | ﹤0.01% |
9,000
-15,000
| -63% | -$497K |
|
|
UPL
1880
CALL
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $249K | ﹤0.01% |
39,000
+13,000
| +50% | +$103K |
|
1881
Regional Management Corp
RM
$300M
| $248K | ﹤0.01% |
16,000
-6,700
| -30% | -$114K |
|
1882
Duke Energy
DUK
$96.2B
| $247K | ﹤0.01% |
3,430
-6,560
| -66% | -$475K |
|
|
OB
1883
DELISTED
Onebeacon Insurance Group Ltd
OB
| $247K | ﹤0.01% |
17,600
-88,184
| -83% | -$1.29M |
|
|
COL
1884
CALL
DELISTED
Rockwell Collins
COL
| $246K | ﹤0.01% |
3,000
-3,000
| -50% | -$257K |
|
|
VA
1885
CALL
DELISTED
Virgin America Inc.
VA
| $246K | ﹤0.01% |
+7,200
| New | +$235K |
|
1886
Comstock Resources
CRK
$3.81B
| $245K | ﹤0.01% |
+25,669
| New | +$285K |
|
1887
Under Armour
UAA
$2.88B
| $245K | ﹤0.01% |
+5,064
| New | +$241K |
|
|
PXD
1888
DELISTED
Pioneer Natural Resource Co.
PXD
| $243K | ﹤0.01% |
2,000
-3,500
| -64% | -$436K |
|
1889
Bassett Furniture
BSET
$170M
| $242K | ﹤0.01% |
8,700
-43,631
| -83% | -$1.4M |
|
|
DHIL
1890
DELISTED
Diamond Hill
DHIL
| $242K | ﹤0.01% |
1,300
-100
| -7% | -$19.3K |
|
1891
CALL
Estee Lauder
EL
$31.5B
| $242K | ﹤0.01% |
3,000
-1,000
| -25% | -$83.8K |
|
|
TBHC
1892
DELISTED
The Brand House Collective
TBHC
| $242K | ﹤0.01% |
11,223
-107,463
| -91% | -$2.7M |
|
1893
CALL
Murphy Oil
MUR
$5.17B
| $242K | ﹤0.01% |
10,000
-7,000
| -41% | -$224K |
|
|
SCU
1894
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
| $242K | ﹤0.01% |
2,768
-5,678
| -67% | -$611K |
|
|
EMC
1895
CALL
DELISTED
EMC CORPORATION
EMC
| $242K | ﹤0.01% |
+10,000
| New | +$253K |
|
1896
Assured Guaranty
AGO
$3.66B
| $241K | ﹤0.01% |
+9,649
| New | +$243K |
|
1897
PUT
DTE Energy
DTE
$29.1B
| $241K | ﹤0.01% |
3,525
-7,050
| -67% | -$472K |
|
1898
CALL
NiSource
NI
$20.6B
| $241K | ﹤0.01% |
+13,000
| New | +$222K |
|
|
COHR
1899
DELISTED
Coherent Inc
COHR
| $241K | ﹤0.01% |
4,400
-33,622
| -88% | -$1.96M |
|
|
WWAV
1900
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $241K | ﹤0.01% |
+6,000
| New | +$286K |
|
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.