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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 | |
|---|---|---|---|---|---|---|
276
Bruker
BRKR
$9.4B
| $21M | 0.09% |
922,631
+109,752
| +14% | +$2.93M |
|
277
Sensata Technologies
ST
$6.63B
| $20.9M | 0.09% |
599,738
+61,059
| +11% | +$2.23M |
|
278
Hasbro
HAS
$13.6B
| $20.8M | 0.09% |
248,192
+15,639
| +7% | +$1.32M |
|
279
Insperity
NSP
$2.11B
| $20.8M | 0.09% |
538,296
+338,674
| +170% | +$11M |
|
|
ITC
280
DELISTED
ITC HOLDINGS CORP
ITC
| $20.8M | 0.09% |
443,645
+31,119
| +8% | +$1.38M |
|
|
LM
281
DELISTED
Legg Mason, Inc.
LM
| $20.7M | 0.09% |
700,549
-349,451
| -33% | -$11.3M |
|
|
INFO
282
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $20.6M | 0.09% |
631,063
+297,412
| +89% | +$10.1M |
|
283
Corpay
CPAY
$25.4B
| $20.4M | 0.09% |
+142,748
| New | +$21.2M |
|
284
CGI
GIB
$15.5B
| $20.2M | 0.09% |
474,952
+62,300
| +15% | +$2.88M |
|
285
Outfront Media
OUT
$5.77B
| $20.1M | 0.09% |
843,239
-61,734
| -7% | -$1.35M |
|
286
Walmart Inc
WMT
$901B
| $20M | 0.09% |
822,660
+797,040
| +3,111% | +$18.4M |
|
287
PUT
Duke Energy
DUK
$101B
| $20M | 0.09% |
233,000
+104,000
| +81% | +$8.31M |
|
|
FDC
288
DELISTED
First Data Corporation
FDC
| $19.8M | 0.09% |
1,790,825
+1,739,925
| +3,418% | +$20.9M |
|
289
McKesson
MCK
$106B
| $19.8M | 0.09% |
+106,175
| New | +$18.6M |
|
290
AB InBev
BUD
$162B
| $19.7M | 0.08% |
149,600
-115,090
| -43% | -$14.5M |
|
291
Aramark
ARMK
$15.1B
| $19.7M | 0.08% |
816,071
-338,928
| -29% | -$8.16M |
|
292
Fidelity National Information Services
FIS
$23.8B
| $19.6M | 0.08% |
265,600
-875,329
| -77% | -$61.6M |
|
293
PUT
PepsiCo
PEP
$197B
| $19.5M | 0.08% |
184,500
+163,500
| +779% | +$16.9M |
|
294
Diamondback Energy
FANG
$55.9B
| $19.3M | 0.08% |
+212,141
| New | +$18.3M |
|
|
EMBJ
295
Embraer S.A. ADS
EMBJ
$11.9B
| $19.2M | 0.08% |
+883,976
| New | +$19.9M |
|
|
WNR
296
DELISTED
Western Refining Inc
WNR
| $19.2M | 0.08% |
930,411
+386,027
| +71% | +$9.06M |
|
297
PUT
GE Aerospace
GE
$367B
| $19.1M | 0.08% |
126,491
-61,326
| -33% | -$8.95M |
|
|
MENT
298
DELISTED
Mentor Graphics Corp
MENT
| $18.9M | 0.08% |
888,805
-306,766
| -26% | -$6.38M |
|
|
LSI
299
DELISTED
Life Storage, Inc.
LSI
| $18.8M | 0.08% |
+269,088
| New | +$19.5M |
|
300
Visteon
VC
$2.86B
| $18.6M | 0.08% |
283,276
-2,230
| -0.8% | -$167K |
|
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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.