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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 | |
|---|---|---|---|---|---|---|
2651
Bank of Marin Bancorp
BMRC
$467M
| $251K | ﹤0.01% |
10,392
+800
| +8% | +$19.7K |
|
2652
CALL
Zions Bancorporation
ZION
$10.2B
| $251K | ﹤0.01% |
10,000
-12,000
| -55% | -$318K |
|
2653
Booz Allen Hamilton
BAH
$8.24B
| $250K | ﹤0.01% |
+8,425
| New | +$241K |
|
|
SBNY
2654
PUT
DELISTED
Signature Bank
SBNY
| $250K | ﹤0.01% |
+2,000
| New | +$267K |
|
|
VIAB
2655
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $249K | ﹤0.01% |
6,000
-35,000
| -85% | -$1.45M |
|
|
WNR
2656
CALL
DELISTED
Western Refining Inc
WNR
| $248K | ﹤0.01% |
12,000
+2,000
| +20% | +$47K |
|
2657
CALL
Brookdale Senior Living
BKD
$3.45B
| $247K | ﹤0.01% |
+16,000
| New | +$279K |
|
2658
CALL
CF Industries
CF
$19.2B
| $246K | ﹤0.01% |
10,200
+1,200
| +13% | +$35.6K |
|
|
GLDD
2659
DELISTED
Great Lakes Dredge & Dock
GLDD
| $246K | ﹤0.01% |
56,435
+6,294
| +13% | +$28.3K |
|
|
AFH
2660
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $246K | ﹤0.01% |
+14,308
| New | +$252K |
|
2661
PUT
Palo Alto Networks
PANW
$267B
| $245K | ﹤0.01% |
12,000
-42,000
| -78% | -$973K |
|
2662
PUT
FirstEnergy
FE
$28.1B
| $244K | ﹤0.01% |
7,000
-14,000
| -67% | -$474K |
|
2663
CALL
Toll Brothers
TOL
$13.8B
| $242K | ﹤0.01% |
9,000
-9,000
| -50% | -$253K |
|
|
NILE
2664
DELISTED
Blue Nile, Inc.
NILE
| $242K | ﹤0.01% |
8,856
-29,330
| -77% | -$762K |
|
2665
PUT
AES
AES
$10.5B
| $240K | ﹤0.01% |
19,200
-32,800
| -63% | -$370K |
|
2666
Cohen & Steers
CNS
$4.2B
| $240K | ﹤0.01% |
+5,927
| New | +$233K |
|
2667
CALL
Check Point Software Technologies
CHKP
$13B
| $239K | ﹤0.01% |
+3,000
| New | +$251K |
|
2668
CALL
Sinclair Inc
SBGI
$979M
| $239K | ﹤0.01% |
+8,000
| New | +$250K |
|
2669
PUT
Bunge Global
BG
$20.3B
| $237K | ﹤0.01% |
+4,000
| New | +$245K |
|
2670
Mercury Insurance
MCY
$5.94B
| $237K | ﹤0.01% |
+4,451
| New | +$234K |
|
2671
CALL
BorgWarner
BWA
$13B
| $236K | ﹤0.01% |
9,088
-2,272
| -20% | -$68.7K |
|
|
RC
2672
Ready Capital
RC
$258M
| $236K | ﹤0.01% |
17,239
-12,626
| -42% | -$183K |
|
2673
CALL
NXP Semiconductors
NXPI
$61.3B
| $235K | ﹤0.01% |
+3,000
| New | +$257K |
|
|
RST
2674
DELISTED
ROSETTA STONE INC
RST
| $235K | ﹤0.01% |
+30,348
| New | +$231K |
|
2675
PUT
Alaska Air
ALK
$5.28B
| $233K | ﹤0.01% |
+4,000
| New | +$276K |
|
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.