We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
2676
CALL
BioMarin Pharmaceuticals
BMRN
$11.5B
| $233K | ﹤0.01% |
+3,000
| New | +$255K |
|
2677
CALL
Lumen
LUMN
$6.62B
| $232K | ﹤0.01% |
8,000
+1,000
| +14% | +$29.1K |
|
|
2678
PUT
Lumen
LUMN
$6.62B
| $232K | ﹤0.01% |
+8,000
| New | +$233K |
|
|
TUES
2679
DELISTED
Tuesday Morning Corp
TUES
| $232K | ﹤0.01% |
33,018
-22,812
| -41% | -$167K |
|
|
CCEC
2680
Capital Clean Energy Carriers
CCEC
$1.36B
| $228K | ﹤0.01% |
10,928
-104,746
| -91% | -$2.2M |
|
|
SUNS
2681
DELISTED
SLR Senior Investment Corp. Common Stock
SUNS
| $228K | ﹤0.01% |
14,137
-8,767
| -38% | -$135K |
|
|
AMTD
2682
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $228K | ﹤0.01% |
+8,000
| New | +$243K |
|
|
XRM
2683
DELISTED
Xerium Technologies Inc (new)
XRM
| $228K | ﹤0.01% |
35,789
-53,808
| -60% | -$325K |
|
|
LDRH
2684
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
| $228K | ﹤0.01% |
6,178
-12,880
| -68% | -$365K |
|
|
ELRC
2685
DELISTED
ELECTRO RENT CORP
ELRC
| $227K | ﹤0.01% |
14,757
-14,398
| -49% | -$161K |
|
2686
PUT
Pultegroup
PHM
$24.2B
| $226K | ﹤0.01% |
11,600
-71,400
| -86% | -$1.32M |
|
2687
Tilly's
TLYS
$116M
| $226K | ﹤0.01% |
38,962
-1,348
| -3% | -$8.25K |
|
|
REV
2688
DELISTED
Revlon, Inc.
REV
| $226K | ﹤0.01% |
7,031
-33,703
| -83% | -$1.14M |
|
2689
PUT
NRG Energy
NRG
$28B
| $225K | ﹤0.01% |
+15,000
| New | +$222K |
|
2690
PUT
Avery Dennison
AVY
$12.9B
| $224K | ﹤0.01% |
+3,000
| New | +$223K |
|
2691
PUT
Workday
WDAY
$39B
| $224K | ﹤0.01% |
3,000
-4,000
| -57% | -$305K |
|
|
WRK
2692
DELISTED
WestRock Company
WRK
| $224K | ﹤0.01% |
5,760
-9,401
| -62% | -$353K |
|
|
TA
2693
DELISTED
TravelCenters of America LLC
TA
| $224K | ﹤0.01% |
5,481
-7,854
| -59% | -$286K |
|
|
GOLD
2694
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $224K | ﹤0.01% |
+2,000
| New | +$185K |
|
2695
PUT
C.H. Robinson
CHRW
$17.7B
| $223K | ﹤0.01% |
+3,000
| New | +$219K |
|
2696
PUT
LyondellBasell Industries
LYB
$19.9B
| $223K | ﹤0.01% |
+3,000
| New | +$248K |
|
|
LGF
2697
CALL
DELISTED
Lions Gate Entertainment
LGF
| $223K | ﹤0.01% |
+11,000
| New | +$231K |
|
2698
CALL
Northrop Grumman
NOC
$76.5B
| $222K | ﹤0.01% |
+1,000
| New | +$210K |
|
2699
PUT
Qorvo
QRVO
$7.9B
| $221K | ﹤0.01% |
+4,000
| New | +$200K |
|
2700
U-Haul Holding Co
UHAL
$13.7B
| $221K | ﹤0.01% |
+5,900
| New | +$213K |
|
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.