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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 | |
|---|---|---|---|---|---|---|
201
Valero Energy
VLO
$89.5B
| $24M | 0.12% |
398,710
+324,867
| +440% | +$20.6M |
|
202
Centene
CNC
$30.5B
| $24M | 0.12% |
883,556
+583,050
| +194% | +$19.5M |
|
203
Mastercard
MA
$498B
| $23.8M | 0.12% |
+264,554
| New | +$24.9M |
|
|
RTN
204
DELISTED
Raytheon Company
RTN
| $23.8M | 0.12% |
217,780
-590,368
| -73% | -$61.7M |
|
|
HUB.B
205
DELISTED
HUBBELL INC CL-B
HUB.B
| $23.8M | 0.12% |
280,010
+130,128
| +87% | +$13M |
|
206
Kohl's
KSS
$2.16B
| $23.7M | 0.12% |
512,621
+383,300
| +296% | +$21.6M |
|
207
Coty
COTY
$2.4B
| $23.7M | 0.12% |
875,858
-301,872
| -26% | -$8.59M |
|
|
SIVB
208
DELISTED
SVB Financial Group
SIVB
| $23.5M | 0.12% |
203,562
+107,793
| +113% | +$14.4M |
|
209
Autodesk
ADSK
$51.8B
| $23.2M | 0.12% |
526,183
-1,314,854
| -71% | -$66M |
|
210
Lincoln National
LNC
$7.92B
| $22.9M | 0.12% |
482,484
+374,033
| +345% | +$20.1M |
|
211
HP
HPQ
$26B
| $22.8M | 0.12% |
1,962,334
-112,503
| -5% | -$1.46M |
|
212
Starwood Property Trust
STWD
$6.12B
| $22.4M | 0.11% |
1,090,124
-66,606
| -6% | -$1.44M |
|
213
United Parcel Service
UPS
$88.9B
| $22.3M | 0.11% |
+226,236
| New | +$22.3M |
|
214
Cracker Barrel
CBRL
$1.26B
| $22.3M | 0.11% |
151,387
+10,346
| +7% | +$1.55M |
|
215
Signet Jewelers
SIG
$3.84B
| $22.2M | 0.11% |
+163,428
| New | +$21M |
|
216
Canadian Imperial Bank of Commerce
CM
$106B
| $22.2M | 0.11% |
618,500
+595,556
| +2,596% | +$21.1M |
|
217
Simon Property Group
SPG
$76.4B
| $22.1M | 0.11% |
120,411
+106,850
| +788% | +$19.6M |
|
218
Boeing
BA
$169B
| $21.8M | 0.11% |
166,803
+113,494
| +213% | +$15.7M |
|
|
IDTI
219
DELISTED
Integrated Device Technology I
IDTI
| $21.7M | 0.11% |
1,067,443
-212,608
| -17% | -$4.16M |
|
220
Republic Services
RSG
$67.4B
| $21.2M | 0.11% |
514,770
-12,521
| -2% | -$516K |
|
|
ODP
221
DELISTED
ODP
ODP
| $20.9M | 0.11% |
326,081
+37,362
| +13% | +$2.91M |
|
|
WBA
222
DELISTED
Walgreens Boots Alliance
WBA
| $20.9M | 0.11% |
251,547
+236,324
| +1,552% | +$21.4M |
|
|
GNC
223
DELISTED
GNC Holdings, Inc.
GNC
| $20.6M | 0.11% |
+510,425
| New | +$23.3M |
|
224
Macy's
M
$6.51B
| $20M | 0.1% |
+390,547
| New | +$24.5M |
|
225
Eli Lilly
LLY
$1.08T
| $19.8M | 0.1% |
236,798
+220,070
| +1,316% | +$18.6M |
|
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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.