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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 | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $415M | 2.13% |
2,165,431
+2,003,754
| +1,239% | +$406M |
|
2
Invesco QQQ Trust
QQQ
$455B
| $182M | 0.93% |
1,792,653
+1,116,085
| +165% | +$120M |
|
3
Gilead Sciences
GILD
$161B
| $170M | 0.87% |
1,732,491
+364,251
| +27% | +$40.5M |
|
|
4
AbbVie
ABBV
$458B
| $168M | 0.86% |
3,093,148
+3,018,258
| +4,030% | +$196M |
|
5
Home Depot
HD
$332B
| $165M | 0.85% |
1,431,559
+88,579
| +7% | +$10.2M |
|
6
Alphabet (Google) Class C
GOOG
$3.9T
| $165M | 0.85% |
5,178,520
-753,060
| -13% | -$23.1M |
|
|
TWC
7
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $165M | 0.85% |
920,364
+10,846
| +1% | +$2.03M |
|
8
Amazon
AMZN
$2.5T
| $165M | 0.85% |
6,447,420
+1,773,720
| +38% | +$44.8M |
|
9
AT&T
T
$165B
| $165M | 0.85% |
6,704,496
+6,536,412
| +3,889% | +$167M |
|
|
DD
10
DELISTED
Du Pont De Nemours E I
DD
| $162M | 0.83% |
3,363,027
+2,472,532
| +278% | +$132M |
|
|
11
Verizon
VZ
$194B
| $161M | 0.82% |
3,690,598
+3,630,236
| +6,014% | +$168M |
|
|
12
Oracle
ORCL
$331B
| $161M | 0.82% |
+4,445,383
| New | +$171M |
|
13
Comcast
CMCSA
$79.1B
| $161M | 0.82% |
5,645,500
+2,859,894
| +103% | +$85M |
|
14
Eaton
ETN
$157B
| $151M | 0.77% |
2,941,083
+1,954,850
| +198% | +$115M |
|
|
PARA
15
DELISTED
Paramount Global Class B
PARA
| $148M | 0.76% |
+3,710,502
| New | +$180M |
|
16
Halliburton
HAL
$27.9B
| $145M | 0.75% |
4,115,163
+271,047
| +7% | +$10.7M |
|
17
Nike
NKE
$61.9B
| $145M | 0.74% |
2,360,306
+1,599,354
| +210% | +$90.5M |
|
18
SLB Ltd
SLB
$77.8B
| $143M | 0.73% |
2,073,202
+1,119,308
| +117% | +$88.6M |
|
19
Merck
MRK
$324B
| $140M | 0.72% |
+2,977,054
| New | +$158M |
|
20
Qualcomm
QCOM
$176B
| $139M | 0.71% |
2,592,392
+2,586,702
| +45,460% | +$154M |
|
21
PepsiCo
PEP
$186B
| $139M | 0.71% |
1,471,044
+74,304
| +5% | +$7.07M |
|
22
RTX Corp
RTX
$287B
| $137M | 0.7% |
2,447,823
+2,421,700
| +9,270% | +$149M |
|
|
BHI
23
DELISTED
Baker Hughes
BHI
| $136M | 0.7% |
2,621,550
+114,989
| +5% | +$6.42M |
|
24
Abbott
ABT
$180B
| $135M | 0.69% |
+3,364,612
| New | +$159M |
|
|
MJN
25
DELISTED
Mead Johnson Nutrition Company
MJN
| $133M | 0.68% |
1,889,557
+528,700
| +39% | +$43.5M |
|
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.