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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 | |
|---|---|---|---|---|---|---|
1951
CMS Energy
CMS
$22.6B
| $645K | ﹤0.01% |
20,270
-297,824
| -94% | -$10M |
|
|
STI
1952
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $645K | ﹤0.01% |
+15,000
| New | +$638K |
|
|
VEDL
1953
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $645K | ﹤0.01% |
+59,715
| New | +$749K |
|
1954
Cathay General Bancorp
CATY
$4.22B
| $644K | ﹤0.01% |
+19,842
| New | +$600K |
|
1955
PennantPark Floating Rate Capital
PFLT
$689M
| $644K | ﹤0.01% |
46,393
-970
| -2% | -$13.7K |
|
1956
Texas Pacific Land
TPL
$27.8B
| $644K | ﹤0.01% |
38,511
-315
| -0.8% | -$5.35K |
|
1957
CALL
CF Industries
CF
$19.2B
| $643K | ﹤0.01% |
10,000
-15,000
| -60% | -$913K |
|
1958
PUT
Canadian Pacific Kansas City
CP
$78.1B
| $641K | ﹤0.01% |
20,000
-50,000
| -71% | -$1.79M |
|
1959
Enterprise Financial Services Corp
EFSC
$2.4B
| $641K | ﹤0.01% |
28,141
+2,181
| +8% | +$46.7K |
|
1960
PUT
Micron Technology
MU
$930B
| $641K | ﹤0.01% |
+34,000
| New | +$906K |
|
1961
Fresenius Medical Care
FMS
$13.8B
| $640K | ﹤0.01% |
15,383
-3,411
| -18% | -$146K |
|
|
CUNB
1962
DELISTED
CU Bancorp
CUNB
| $639K | ﹤0.01% |
28,832
+11,400
| +65% | +$246K |
|
|
OKSB
1963
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $639K | ﹤0.01% |
34,335
-3,614
| -10% | -$64.3K |
|
1964
CALL
Advance Auto Parts
AAP
$3.35B
| $637K | ﹤0.01% |
4,000
+2,000
| +100% | +$305K |
|
|
SHOE
1965
Shoe Station Group
SHOE
$413M
| $635K | ﹤0.01% |
44,014
-124,270
| -74% | -$1.74M |
|
1966
Franklin Covey
FC
$242M
| $634K | ﹤0.01% |
+31,258
| New | +$610K |
|
|
LBAI
1967
DELISTED
Lakeland Bancorp Inc
LBAI
| $634K | ﹤0.01% |
+53,284
| New | +$620K |
|
1968
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
| $633K | ﹤0.01% |
28,800
-20,400
| -41% | -$475K |
|
1969
Washington Trust Bancorp
WASH
$743M
| $633K | ﹤0.01% |
+16,042
| New | +$610K |
|
|
NPTN
1970
DELISTED
NEOPHOTONICS CORP
NPTN
| $632K | ﹤0.01% |
69,270
-66,785
| -49% | -$506K |
|
1971
CNA Financial
CNA
$14.2B
| $630K | ﹤0.01% |
16,495
-37,851
| -70% | -$1.5M |
|
|
VTLE
1972
CALL
DELISTED
Vital Energy
VTLE
| $629K | ﹤0.01% |
2,500
+1,700
| +213% | +$485K |
|
1973
PUT
VF Corp
VFC
$5.63B
| $628K | ﹤0.01% |
9,558
+5,310
| +125% | +$359K |
|
1974
CALL
Kohl's
KSS
$2.17B
| $626K | ﹤0.01% |
+10,000
| New | +$694K |
|
1975
PUT
Qualcomm
QCOM
$155B
| $626K | ﹤0.01% |
+10,000
| New | +$682K |
|
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.