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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 | |
|---|---|---|---|---|---|---|
976
Atmos Energy
ATO
$28.8B
| $2.99M | 0.01% |
58,283
-217,085
| -79% | -$11.6M |
|
977
PUT
EOG Resources
EOG
$79.2B
| $2.98M | 0.01% |
34,000
-16,000
| -32% | -$1.48M |
|
978
CALL
Caterpillar
CAT
$375B
| $2.97M | 0.01% |
+35,000
| New | +$3.01M |
|
|
MENT
979
DELISTED
Mentor Graphics Corp
MENT
| $2.96M | 0.01% |
+112,074
| New | +$2.85M |
|
980
PUT
Warner Bros
WBD
$65.9B
| $2.96M | 0.01% |
89,000
+81,000
| +1,013% | +$2.67M |
|
981
Agree Realty
ADC
$9.34B
| $2.96M | 0.01% |
101,346
-17,378
| -15% | -$538K |
|
|
CB
982
DELISTED
CHUBB CORPORATION
CB
| $2.95M | 0.01% |
30,984
-151,276
| -83% | -$14.9M |
|
983
CALL
McDonald's
MCD
$192B
| $2.95M | 0.01% |
31,000
+25,000
| +417% | +$2.42M |
|
|
HR
984
DELISTED
Healthcare Realty Trust Incorporated
HR
| $2.95M | 0.01% |
126,713
-109,426
| -46% | -$2.74M |
|
985
Omega Healthcare
OHI
$15.1B
| $2.94M | 0.01% |
85,539
-276,074
| -76% | -$10.1M |
|
|
BDBD
986
DELISTED
BOULDER BRANDS INC
BDBD
| $2.93M | 0.01% |
421,819
+348,591
| +476% | +$3.14M |
|
|
NORD
987
DELISTED
Nord Anglia Education, Inc.
NORD
| $2.92M | 0.01% |
+119,080
| New | +$2.99M |
|
|
GTI
988
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $2.92M | 0.01% |
587,923
+488,395
| +491% | +$2.31M |
|
989
Affiliated Managers Group
AMG
$9.69B
| $2.91M | 0.01% |
+13,316
| New | +$2.96M |
|
|
PCH
990
DELISTED
PotlatchDeltic
PCH
| $2.9M | 0.01% |
82,207
-101,863
| -55% | -$3.76M |
|
991
FormFactor
FORM
$8.28B
| $2.9M | 0.01% |
315,448
-34,022
| -10% | -$309K |
|
|
SJI
992
DELISTED
South Jersey Industries, Inc.
SJI
| $2.89M | 0.01% |
116,965
-59,577
| -34% | -$1.56M |
|
|
RPT
993
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $2.89M | 0.01% |
177,100
-17,701
| -9% | -$310K |
|
994
Empire State Realty Trust
ESRT
$872M
| $2.89M | 0.01% |
169,361
-232,958
| -58% | -$4.2M |
|
|
CUB
995
DELISTED
Cubic Corporation
CUB
| $2.89M | 0.01% |
60,723
-51,330
| -46% | -$2.52M |
|
996
Scholastic
SCHL
$767M
| $2.89M | 0.01% |
+65,410
| New | +$2.81M |
|
997
Delek US
DK
$4.16B
| $2.88M | 0.01% |
78,239
-688,843
| -90% | -$25.9M |
|
998
Selective Insurance
SIGI
$5.65B
| $2.88M | 0.01% |
102,572
-43,898
| -30% | -$1.22M |
|
999
CALL
M&T Bank
MTB
$35.7B
| $2.87M | 0.01% |
+23,000
| New | +$2.83M |
|
|
LBY
1000
DELISTED
Libbey, Inc.
LBY
| $2.87M | 0.01% |
69,407
-45,554
| -40% | -$1.84M |
|
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.