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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 | |
|---|---|---|---|---|---|---|
501
F5
FFIV
$22B
| $9.04M | 0.04% |
79,449
-442,317
| -85% | -$47.6M |
|
502
Hershey
HSY
$37.3B
| $9M | 0.04% |
79,311
-141,477
| -64% | -$13.2M |
|
503
Ollie's Bargain Outlet
OLLI
$4.31B
| $9M | 0.04% |
361,530
+336,178
| +1,326% | +$8.37M |
|
504
PUT
Netflix
NFLX
$307B
| $8.96M | 0.04% |
980,000
-210,000
| -18% | -$2.02M |
|
505
PUT
Kraft Heinz
KHC
$32.8B
| $8.94M | 0.04% |
101,000
+41,100
| +69% | +$3.38M |
|
|
AMSG
506
DELISTED
Amsurg Corp
AMSG
| $8.93M | 0.04% |
+115,126
| New | +$8.9M |
|
507
PUT
Intel
INTC
$413B
| $8.9M | 0.04% |
271,400
+109,700
| +68% | +$3.44M |
|
|
FCE.A
508
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $8.9M | 0.04% |
398,986
-1,043,336
| -72% | -$22.7M |
|
|
CBI
509
DELISTED
Chicago Bridge & Iron Nv
CBI
| $8.88M | 0.04% |
256,510
+101,948
| +66% | +$3.76M |
|
510
PUT
AvalonBay Communities
AVB
$27.5B
| $8.88M | 0.04% |
49,200
+41,200
| +515% | +$7.42M |
|
511
Royal Caribbean
RCL
$86.8B
| $8.85M | 0.04% |
+131,791
| New | +$10.1M |
|
512
MSC Industrial Direct
MSM
$6.76B
| $8.77M | 0.04% |
124,319
+118,813
| +2,158% | +$8.82M |
|
513
Unifirst Corp
UNF
$5.45B
| $8.77M | 0.04% |
75,807
+18,164
| +32% | +$2.03M |
|
514
Nabors Industries
NBR
$1.17B
| $8.76M | 0.04% |
17,436
+9,309
| +115% | +$4.4M |
|
|
SOHU
515
Sohu.com
SOHU
$352M
| $8.75M | 0.04% |
231,202
-63,509
| -22% | -$2.7M |
|
516
Adeia
ADEA
$2.55B
| $8.68M | 0.04% |
1,070,504
+56,417
| +6% | +$458K |
|
517
CALL
Exelon
EXC
$48.1B
| $8.62M | 0.04% |
332,414
+49,210
| +17% | +$1.22M |
|
|
CTRA
518
PUT
DELISTED
Coterra Energy
CTRA
| $8.61M | 0.04% |
334,600
+274,600
| +458% | +$6.59M |
|
|
RGC
519
DELISTED
Regal Entertainment Group
RGC
| $8.6M | 0.04% |
390,385
-130,243
| -25% | -$2.7M |
|
520
KBR
KBR
$4.56B
| $8.59M | 0.04% |
648,785
+533,509
| +463% | +$7.7M |
|
521
Essex Property Trust
ESS
$19.1B
| $8.54M | 0.04% |
37,455
+33,065
| +753% | +$7.38M |
|
522
PUT
Edison International
EIX
$30.3B
| $8.5M | 0.04% |
109,400
+54,400
| +99% | +$3.91M |
|
523
Nordson
NDSN
$16.4B
| $8.49M | 0.04% |
101,505
+9,542
| +10% | +$769K |
|
524
Wabtec
WAB
$49.3B
| $8.45M | 0.04% |
+120,362
| New | +$9.35M |
|
|
ROIC
525
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $8.45M | 0.04% |
389,696
+375,226
| +2,593% | +$7.59M |
|
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.