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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
+3.24%
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
$23.3B
AUM Growth
+$2.3B
(+11%)
Cap. Flow
+$2B
Cap. Flow
% of AUM
8.57%
Top 10 Holdings %
Top 10 Hldgs %
7.42%
Holding
3,523
New
779
Increased
1,113
Reduced
952
Closed
661
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Nike
NKE
|
+$175M |
| 2 |
Kroger
KR
|
+$148M |
| 3 |
Elevance Health
ELV
|
+$122M |
| 4 |
Electronic Arts
EA
|
+$120M |
| 5 |
Abbott
ABT
|
+$119M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$181M |
| 2 |
Halliburton
HAL
|
+$152M |
| 3 |
Pfizer
PFE
|
+$145M |
| 4 |
AGN
Allergan plc
AGN
|
+$124M |
| 5 |
AutoZone
AZO
|
+$113M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 12.82% |
| 2 | Technology | 12.4% |
| 3 | Consumer Discretionary | 10.17% |
| 4 | Industrials | 9.17% |
| 5 | Financials | 9.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
AbbVie
ABBV
$458B
| $122M | 0.53% |
1,977,385
+37,402
| +2% | +$2.28M |
|
27
LyondellBasell Industries
LYB
$19.5B
| $121M | 0.52% |
1,624,075
+970,585
| +149% | +$80.1M |
|
28
Applied Materials
AMAT
$426B
| $119M | 0.51% |
4,955,729
+1,303,025
| +36% | +$28.7M |
|
29
Charter Communications
CHTR
$14.7B
| $118M | 0.51% |
515,053
-257,132
| -33% | -$55.3M |
|
|
30
Abbott
ABT
$180B
| $118M | 0.5% |
+2,989,264
| New | +$119M |
|
31
American Tower
AMT
$77.7B
| $117M | 0.5% |
1,027,527
+572,315
| +126% | +$60.9M |
|
32
Marriott International
MAR
$98.7B
| $115M | 0.49% |
1,729,763
-497,480
| -22% | -$33.4M |
|
|
VMW
33
DELISTED
VMware, Inc
VMW
| $112M | 0.48% |
1,949,894
-123,418
| -6% | -$7.11M |
|
34
Air Products & Chemicals
APD
$66.3B
| $111M | 0.48% |
846,624
+1,246
| +0.1% | +$166K |
|
35
Teva Pharmaceuticals
TEVA
$35.9B
| $108M | 0.46% |
2,148,916
+85,631
| +4% | +$4.56M |
|
|
TFCFA
36
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $107M | 0.46% |
3,953,811
+2,972,817
| +303% | +$86.6M |
|
37
Lowe's Companies
LOW
$116B
| $106M | 0.46% |
1,343,426
+1,247,930
| +1,307% | +$96.5M |
|
38
Philip Morris
PM
$301B
| $106M | 0.46% |
1,044,004
+187,438
| +22% | +$18.7M |
|
39
Procter & Gamble
PG
$343B
| $105M | 0.45% |
1,239,142
+753,668
| +155% | +$61.9M |
|
|
LNKD
40
DELISTED
LinkedIn Corporation
LNKD
| $103M | 0.44% |
+544,469
| New | +$75.5M |
|
41
KLA
KLAC
$275B
| $101M | 0.44% |
13,853,310
-1,000
| -0% | -$7.17K |
|
42
Cognizant
CTSH
$21.5B
| $101M | 0.43% |
1,758,921
+1,261,241
| +253% | +$76.2M |
|
43
Boeing
BA
$165B
| $99.5M | 0.43% |
766,292
+737,502
| +2,562% | +$96.1M |
|
44
PayPal
PYPL
$49.5B
| $97M | 0.42% |
2,658,023
+2,640,503
| +15,071% | +$101M |
|
45
Intuitive Surgical
ISRG
$121B
| $96.8M | 0.42% |
1,316,745
+525,015
| +66% | +$36.9M |
|
|
WR
46
DELISTED
Westar Energy Inc
WR
| $95.9M | 0.41% |
+1,709,663
| New | +$90.5M |
|
47
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $95.8M | 0.41% |
457,100
+395,700
| +644% | +$82.1M |
|
48
KeyCorp
KEY
$24.3B
| $94.5M | 0.41% |
8,552,945
-882,020
| -9% | -$10.5M |
|
49
Amgen
AMGN
$203B
| $94.2M | 0.4% |
619,345
-28,213
| -4% | -$4.39M |
|
50
HP
HPQ
$23.5B
| $94.2M | 0.4% |
7,504,539
+2,417,065
| +48% | +$30.1M |
|
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VAM
Two Sigma Investments's Q2 2016 Portfolio in Review
As of Q2 2016, Two Sigma Investments held 3,523 positions worth $23.3B, up 11% from $21B the previous quarter. Its ten largest holdings account for 7.4% of the portfolio.
Two Sigma Investments deployed $2B of net new capital in Q2 2016, opening 779 new positions and adding to 1,113 existing holdings. Its largest new stake was Kroger: 4,100,027 shares worth $151M.
By sector, the portfolio is most concentrated in Healthcare at 13% of assets, up from 13% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Pfizer, an estimated $145M trimmed.
- Two Sigma Investments's largest Q2 2016 buy was Kroger: 4,100,027 shares worth $151M.
- Two Sigma Investments added most to Nike in Q2 2016, an estimated $175M increase.
- Two Sigma Investments's biggest Q2 2016 reduction was Pfizer, cutting an estimated $145M.
- Two Sigma Investments fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $181M.
- Two Sigma Investments's ten largest holdings make up 7.4% of its $23.3B portfolio in Q2 2016.
- Two Sigma Investments opened 779 new positions and closed 661 in Q2 2016.
- Two Sigma Investments's portfolio value rose 11% quarter-over-quarter to $23.3B.
Based on Two Sigma Investments's 13F filing for Q2 2016, filed 15 Aug 2016.