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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 | |
|---|---|---|---|---|---|---|
126
Canadian National Railway
CNI
$78.1B
| $42.9M | 0.2% |
743,881
-148,517
| -17% | -$9.3M |
|
127
AutoZone
AZO
$51.4B
| $42.7M | 0.2% |
+64,024
| New | +$43.8M |
|
128
Verisk Analytics
VRSK
$28.9B
| $42.5M | 0.2% |
584,695
+519,248
| +793% | +$38.2M |
|
129
Nucor
NUE
$58.4B
| $42.1M | 0.2% |
955,482
+358,624
| +60% | +$17.2M |
|
130
Marathon Petroleum
MPC
$90.9B
| $42.1M | 0.2% |
804,309
-1,550,269
| -66% | -$78.9M |
|
131
Goodyear
GT
$2.08B
| $42.1M | 0.2% |
1,395,205
-219,157
| -14% | -$6.51M |
|
132
Carnival Corporation Ltd
CCL
$38B
| $41.4M | 0.19% |
838,778
-189,674
| -18% | -$8.95M |
|
133
Principal Financial Group
PFG
$24.4B
| $41.3M | 0.19% |
804,778
+541,871
| +206% | +$28.1M |
|
134
Western Digital
WDC
$161B
| $41.2M | 0.19% |
694,949
+170,479
| +33% | +$12.2M |
|
135
Nike
NKE
$63.2B
| $41.1M | 0.19% |
760,952
+747,272
| +5,463% | +$38.3M |
|
136
AXIS Capital
AXS
$7.73B
| $40.9M | 0.19% |
766,553
+9,064
| +1% | +$488K |
|
137
Aramark
ARMK
$15B
| $40.7M | 0.19% |
1,820,040
+1,756,053
| +2,744% | +$39.7M |
|
138
Sabre
SABR
$727M
| $40.6M | 0.19% |
1,706,853
+1,511,670
| +774% | +$38.1M |
|
139
Molina Healthcare
MOH
$10.5B
| $40.5M | 0.19% |
575,410
+176,073
| +44% | +$11.8M |
|
140
Quanta Services
PWR
$83.7B
| $40.3M | 0.19% |
1,398,109
+845,961
| +153% | +$24.7M |
|
|
EVHC
141
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $38.5M | 0.18% |
325,335
-53,136
| -14% | -$6.04M |
|
|
PPLI
142
People Inc
PPLI
$3.13B
| $38.4M | 0.18% |
2,695,862
-992,323
| -27% | -$13.2M |
|
143
Take-Two Interactive
TTWO
$46.4B
| $38.2M | 0.18% |
1,386,148
+908,447
| +190% | +$23.9M |
|
|
TMX
144
DELISTED
Terminix Global Holdings, Inc.
TMX
| $38.1M | 0.18% |
1,574,697
+447,952
| +40% | +$10.4M |
|
145
Southwest Airlines
LUV
$21.9B
| $37.9M | 0.18% |
1,146,141
+1,111,437
| +3,203% | +$43.5M |
|
146
Coty
COTY
$2.4B
| $37.7M | 0.18% |
1,177,730
+94,993
| +9% | +$2.46M |
|
147
Edison International
EIX
$30.6B
| $37.6M | 0.18% |
676,980
+179,906
| +36% | +$10.8M |
|
148
Intercontinental Exchange
ICE
$87.3B
| $37.6M | 0.18% |
840,290
+627,625
| +295% | +$29.1M |
|
149
Intel
INTC
$418B
| $37.6M | 0.18% |
1,235,104
-3,849,339
| -76% | -$124M |
|
|
MON
150
DELISTED
Monsanto Co
MON
| $37.4M | 0.17% |
350,418
+331,057
| +1,710% | +$38.4M |
|
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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.