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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 | |
|---|---|---|---|---|---|---|
851
PUT
Simon Property Group
SPG
$74.4B
| $3.81M | 0.02% |
+22,000
| New | +$4.04M |
|
|
AVG
852
DELISTED
AVG Technologies N.V.
AVG
| $3.79M | 0.02% |
139,340
-120,404
| -46% | -$2.93M |
|
|
DFT
853
DELISTED
DuPont Fabros Technology Inc.
DFT
| $3.78M | 0.02% |
+128,265
| New | +$4.08M |
|
854
PUT
Honeywell
HON
$77B
| $3.77M | 0.02% |
41,177
+38,951
| +1,750% | +$3.63M |
|
855
Avery Dennison
AVY
$13B
| $3.77M | 0.02% |
61,833
-95,615
| -61% | -$5.56M |
|
856
PUT
Walt Disney
DIS
$167B
| $3.77M | 0.02% |
+33,000
| New | +$3.62M |
|
857
Lattice Semiconductor
LSCC
$17.6B
| $3.76M | 0.02% |
638,235
-21,035
| -3% | -$132K |
|
|
PMT
858
PennyMac Mortgage Investment
PMT
$822M
| $3.75M | 0.02% |
215,409
+156,510
| +266% | +$3.05M |
|
859
Cigna
CI
$73.8B
| $3.75M | 0.02% |
+23,144
| New | +$3.2M |
|
860
PUT
DuPont de Nemours
DD
$18.5B
| $3.73M | 0.02% |
28,826
+789
| +3% | +$102K |
|
861
PUT
JPMorgan Chase
JPM
$935B
| $3.73M | 0.02% |
55,000
-86,000
| -61% | -$5.61M |
|
862
PUT
NextEra Energy
NEE
$181B
| $3.73M | 0.02% |
152,000
+128,000
| +533% | +$3.25M |
|
|
RAD
863
DELISTED
Rite Aid Corporation
RAD
| $3.71M | 0.02% |
22,242
-164,502
| -88% | -$27.6M |
|
864
Unum
UNM
$13.6B
| $3.71M | 0.02% |
103,771
-465,732
| -82% | -$16.3M |
|
|
HMIN
865
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
| $3.7M | 0.02% |
+119,637
| New | +$3.33M |
|
866
Expedia Group
EXPE
$35.4B
| $3.69M | 0.02% |
33,778
-12,631
| -27% | -$1.31M |
|
867
CALL
Southern Company
SO
$109B
| $3.69M | 0.02% |
88,000
-23,000
| -21% | -$1M |
|
868
PUT
JD.com
JD
$44.6B
| $3.68M | 0.02% |
+108,000
| New | +$3.67M |
|
|
IXYS
869
DELISTED
IXYS Corp
IXYS
| $3.67M | 0.02% |
239,677
+192,679
| +410% | +$2.45M |
|
|
DNR
870
DELISTED
Denbury Resources, Inc.
DNR
| $3.65M | 0.02% |
573,206
-451,281
| -44% | -$3.44M |
|
|
BFX
871
DELISTED
BowFlex Inc.
BFX
| $3.64M | 0.02% |
169,342
+42,541
| +34% | +$844K |
|
|
CNW
872
DELISTED
CON-WAY INC.
CNW
| $3.64M | 0.02% |
94,877
-354,355
| -79% | -$14.7M |
|
|
PMCS
873
DELISTED
P M C SIERRA INC
PMCS
| $3.64M | 0.02% |
425,041
-22,082
| -5% | -$197K |
|
874
Kulicke & Soffa
KLIC
$4.67B
| $3.63M | 0.02% |
310,179
-16,235
| -5% | -$226K |
|
|
KCG
875
DELISTED
KCG Holdings, Inc.
KCG
| $3.63M | 0.02% |
294,585
+278,164
| +1,694% | +$3.62M |
|
Similar funds
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.