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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 | |
|---|---|---|---|---|---|---|
|
DD
1
DELISTED
Du Pont De Nemours E I
DD
| $190M | 0.81% |
2,927,828
-90,642
| -3% | -$5.95M |
|
2
Home Depot
HD
$324B
| $178M | 0.76% |
1,391,060
+50,616
| +4% | +$6.69M |
|
3
Meta Platforms (Facebook)
META
$1.54T
| $174M | 0.74% |
1,518,354
+887,347
| +141% | +$102M |
|
4
Wells Fargo
WFC
$261B
| $173M | 0.74% |
3,658,628
+2,184,881
| +148% | +$107M |
|
5
DuPont de Nemours
DD
$18.6B
| $173M | 0.74% |
1,374,187
-54,423
| -4% | -$7.16M |
|
|
6
Nike
NKE
$60.8B
| $171M | 0.73% |
3,093,838
+3,070,048
| +12,905% | +$175M |
|
7
Baxter International
BAX
$11.2B
| $170M | 0.73% |
3,770,221
+1,902,541
| +102% | +$83.4M |
|
8
Amazon
AMZN
$2.51T
| $168M | 0.72% |
4,689,100
+1,893,660
| +68% | +$64M |
|
9
McDonald's
MCD
$187B
| $167M | 0.72% |
1,385,351
+89,680
| +7% | +$11.2M |
|
|
EMC
10
DELISTED
EMC CORPORATION
EMC
| $165M | 0.71% |
6,073,549
+1,085,784
| +22% | +$29.3M |
|
11
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $157M | 0.67% |
749,700
+472,200
| +170% | +$98M |
|
|
12
Elevance Health
ELV
$82.3B
| $157M | 0.67% |
1,192,186
+888,462
| +293% | +$122M |
|
|
HOT
13
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $152M | 0.65% |
2,058,092
-115,134
| -5% | -$8.84M |
|
14
Alphabet (Google) Class A
GOOGL
$3.89T
| $152M | 0.65% |
4,320,040
+2,337,240
| +118% | +$85.8M |
|
|
15
Kroger
KR
$34.2B
| $151M | 0.65% |
+4,100,027
| New | +$148M |
|
16
General Dynamics
GD
$103B
| $149M | 0.64% |
1,067,461
+297,526
| +39% | +$41.5M |
|
17
Johnson Controls International
JCI
$87.4B
| $144M | 0.62% |
3,115,172
+559,593
| +22% | +$24.7M |
|
18
Lam Research
LRCX
$400B
| $143M | 0.62% |
17,061,890
+1,205,430
| +8% | +$9.68M |
|
19
Constellation Brands
STZ
$22.1B
| $143M | 0.61% |
865,652
+254,710
| +42% | +$39.9M |
|
20
PepsiCo
PEP
$184B
| $135M | 0.58% |
1,276,907
-367,064
| -22% | -$37.9M |
|
21
Cigna
CI
$75.7B
| $135M | 0.58% |
1,054,357
+213,917
| +25% | +$28.2M |
|
22
Qualcomm
QCOM
$180B
| $131M | 0.56% |
2,442,822
+147,754
| +6% | +$7.79M |
|
|
23
Electronic Arts
EA
$52.4B
| $130M | 0.56% |
1,716,735
+1,699,921
| +10,110% | +$120M |
|
24
Gen Digital
GEN
$15.1B
| $127M | 0.55% |
6,201,175
+680,536
| +12% | +$12.3M |
|
25
Humana
HUM
$47.4B
| $126M | 0.54% |
697,717
+3,088
| +0.4% | +$549K |
|
Similar funds
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.