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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
+0.04%
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
$21.4B
AUM Growth
-$23.4M
(-0.11%)
Cap. Flow
+$279M
Cap. Flow
% of AUM
1.3%
Top 10 Holdings %
Top 10 Hldgs %
7.46%
Holding
3,382
New
786
Increased
986
Reduced
955
Closed
631
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Chevron
CVX
|
+$179M |
| 2 |
Union Pacific
UNP
|
+$175M |
| 3 |
Applied Materials
AMAT
|
+$138M |
| 4 |
Charter Communications
CHTR
|
+$124M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$120M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Philip Morris
PM
|
+$166M |
| 2 |
American Express
AXP
|
+$160M |
| 3 |
Emerson Electric
EMR
|
+$147M |
| 4 |
Microsoft
MSFT
|
+$141M |
| 5 |
Dollar General
DG
|
+$139M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 12.1% |
| 2 | Industrials | 11.56% |
| 3 | Technology | 10.71% |
| 4 | Consumer Discretionary | 10.55% |
| 5 | Financials | 9.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2751
ABM Industries
ABM
$2.81B
| – | – |
-29,642
| Closed | -$944K |
|
2752
CALL
Abbott
ABT
$183B
| – | – |
-41,000
| Closed | -$1.9M |
|
|
2753
Abbott
ABT
$183B
| – | – |
-7,240
| Closed | -$335K |
|
|
2754
PUT
Abbott
ABT
$183B
| – | – |
-48,000
| Closed | -$2.22M |
|
2755
Acco Brands
ACCO
$389M
| – | – |
-156,692
| Closed | -$1.3M |
|
2756
Arch Capital
ACGL
$34.3B
| – | – |
-224,781
| Closed | -$4.62M |
|
2757
Achieve Life Sciences
ACHV
$659M
| – | – |
-11
| Closed | -$52K |
|
2758
ACI Worldwide
ACIW
$5.83B
| – | – |
-100,440
| Closed | -$2.18M |
|
2759
Accenture
ACN
$102B
| – | – |
-5,700
| Closed | -$534K |
|
|
2760
PUT
Accenture
ACN
$102B
| – | – |
-6,000
| Closed | -$562K |
|
|
ACRE
2761
Ares Commercial Real Estate
ACRE
$236M
| – | – |
-16,456
| Closed | -$182K |
|
2762
CALL
Adobe
ADBE
$99.5B
| – | – |
-9,000
| Closed | -$665K |
|
2763
Analog Devices
ADI
$179B
| – | – |
-5,850
| Closed | -$369K |
|
2764
CALL
Archer Daniels Midland
ADM
$38.2B
| – | – |
-44,000
| Closed | -$2.09M |
|
|
2765
PUT
Archer Daniels Midland
ADM
$38.2B
| – | – |
-41,000
| Closed | -$1.94M |
|
2766
PUT
Ameren
AEE
$30.3B
| – | – |
-6,000
| Closed | -$253K |
|
2767
PUT
AES
AES
$10.5B
| – | – |
-35,200
| Closed | -$452K |
|
2768
AGCO
AGCO
$7.15B
| – | – |
-103,641
| Closed | -$4.94M |
|
2769
Assured Guaranty
AGO
$3.66B
| – | – |
-303,241
| Closed | -$8M |
|
2770
American International
AIG
$41.7B
| – | – |
-10,859
| Closed | -$642K |
|
2771
Albemarle
ALB
$13.9B
| – | – |
-120,346
| Closed | -$6.36M |
|
2772
CALL
Alaska Air
ALK
$5.29B
| – | – |
-10,000
| Closed | -$662K |
|
|
2773
PUT
Alaska Air
ALK
$5.29B
| – | – |
-10,500
| Closed | -$695K |
|
2774
Alkermes
ALKS
$8.22B
| – | – |
-3,640
| Closed | -$222K |
|
2775
Ally Financial
ALLY
$13.2B
| – | – |
-31,452
| Closed | -$660K |
|
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VAM
Two Sigma Investments's Q2 2015 Portfolio in Review
As of Q2 2015, Two Sigma Investments held 3,382 positions worth $21.4B, down 0.11% from $21.5B the previous quarter. Its ten largest holdings account for 7.5% of the portfolio.
Two Sigma Investments's Q2 2015 filing shows 786 new, 986 increased, 955 reduced and 631 closed positions. Its largest new stake was Union Pacific: 1,679,616 shares worth $160M. The largest sale was Philip Morris, an estimated $166M.
By sector, the portfolio is most concentrated in Healthcare at 12% of assets, up from 10% a quarter earlier, followed by Industrials and Technology.
- Two Sigma Investments's largest Q2 2015 buy was Union Pacific: 1,679,616 shares worth $160M.
- Two Sigma Investments added most to Chevron in Q2 2015, an estimated $179M increase.
- Two Sigma Investments's biggest Q2 2015 reduction was Philip Morris, cutting an estimated $166M.
- Two Sigma Investments fully exited American Express in Q2 2015, selling an estimated $160M.
- Two Sigma Investments's ten largest holdings make up 7.5% of its $21.4B portfolio in Q2 2015.
- Two Sigma Investments opened 786 new positions and closed 631 in Q2 2015.
- Two Sigma Investments's portfolio value fell 0.11% quarter-over-quarter to $21.4B.
Based on Two Sigma Investments's 13F filing for Q2 2015, filed 14 Aug 2015.