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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 | |
|---|---|---|---|---|---|---|
601
ASE Group
ASX
$68.3B
| $7.28M | 0.03% |
1,305,137
+958,962
| +277% | +$5.06M |
|
602
B&G Foods
BGS
$303M
| $7.28M | 0.03% |
+151,069
| New | +$6.16M |
|
603
PUT
Home Depot
HD
$337B
| $7.28M | 0.03% |
57,000
-10,000
| -15% | -$1.32M |
|
604
Thor Industries
THO
$4.06B
| $7.26M | 0.03% |
112,138
+34,452
| +44% | +$2.2M |
|
605
Flowers Foods
FLO
$1.58B
| $7.23M | 0.03% |
+385,833
| New | +$7.18M |
|
606
Western Union
WU
$2.53B
| $7.22M | 0.03% |
+376,291
| New | +$7.31M |
|
|
AMTD
607
DELISTED
TD Ameritrade Holding Corp
AMTD
| $7.21M | 0.03% |
+253,263
| New | +$7.71M |
|
|
DGI
608
DELISTED
DigitalGlobe Inc.
DGI
| $7.2M | 0.03% |
336,467
+76,256
| +29% | +$1.54M |
|
609
PUT
Valero Energy
VLO
$89.5B
| $7.19M | 0.03% |
141,000
+88,000
| +166% | +$4.98M |
|
610
BJ's Restaurants
BJRI
$1.47B
| $7.19M | 0.03% |
164,051
-102,485
| -38% | -$4.54M |
|
|
BIG
611
DELISTED
Big Lots, Inc.
BIG
| $7.19M | 0.03% |
143,434
+128,877
| +885% | +$6.11M |
|
|
AF
612
DELISTED
Astoria Financial Corporation
AF
| $7.17M | 0.03% |
467,824
-90,006
| -16% | -$1.38M |
|
|
TLMR
613
DELISTED
TALMER BANCORP INC (MI)
TLMR
| $7.16M | 0.03% |
373,358
-3,947
| -1% | -$76K |
|
614
Gartner
IT
$11.1B
| $7.16M | 0.03% |
+73,448
| New | +$6.98M |
|
|
PEI
615
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $7.15M | 0.03% |
22,209
+16,982
| +325% | +$5.62M |
|
|
SRG
616
Seritage Growth Properties
SRG
$138M
| $7.12M | 0.03% |
142,848
+29,097
| +26% | +$1.46M |
|
617
Post Holdings
POST
$4.42B
| $7.09M | 0.03% |
131,049
-23,407
| -15% | -$1.13M |
|
618
Caleres
CAL
$432M
| $7.08M | 0.03% |
292,638
+280,123
| +2,238% | +$6.88M |
|
619
Pacira BioSciences
PCRX
$1.04B
| $7.08M | 0.03% |
209,794
+145,780
| +228% | +$7.16M |
|
620
Starwood Property Trust
STWD
$6.12B
| $7.07M | 0.03% |
341,359
-500,235
| -59% | -$9.97M |
|
|
WAGE
621
DELISTED
WageWorks, Inc.
WAGE
| $7.05M | 0.03% |
117,963
+113,863
| +2,777% | +$6.29M |
|
|
LFC
622
DELISTED
China Life Insurance Company Ltd.
LFC
| $7.04M | 0.03% |
654,536
-120,329
| -16% | -$1.35M |
|
623
Medifast
MED
$107M
| $7.03M | 0.03% |
211,413
+106,787
| +102% | +$3.45M |
|
|
BEAV
624
DELISTED
B/E Aerospace Inc
BEAV
| $7.01M | 0.03% |
151,790
-1,107,064
| -88% | -$52.9M |
|
|
SE
625
PUT
DELISTED
Spectra Energy Corp Wi
SE
| $7M | 0.03% |
191,200
+124,200
| +185% | +$3.96M |
|
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.