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 | |
|---|---|---|---|---|---|---|
751
CALL
Oracle
ORCL
$339B
| $5.31M | 0.02% |
129,700
+105,700
| +440% | +$4.22M |
|
752
AMN Healthcare
AMN
$1.35B
| $5.29M | 0.02% |
132,286
+85,993
| +186% | +$3.18M |
|
753
Allegiant Air
ALGT
$2.57B
| $5.28M | 0.02% |
34,817
-10,405
| -23% | -$1.61M |
|
754
Rogers Corp
ROG
$2.09B
| $5.25M | 0.02% |
85,991
+5,533
| +7% | +$341K |
|
|
MGLN
755
DELISTED
Magellan Health Services, Inc.
MGLN
| $5.24M | 0.02% |
79,709
-53,672
| -40% | -$3.61M |
|
756
CALL
Bristol-Myers Squibb
BMY
$129B
| $5.22M | 0.02% |
71,000
+26,200
| +58% | +$1.85M |
|
757
Ralph Lauren
RL
$22.4B
| $5.22M | 0.02% |
58,211
+39,323
| +208% | +$3.65M |
|
758
Churchill Downs
CHDN
$6.17B
| $5.17M | 0.02% |
245,232
-30,198
| -11% | -$665K |
|
759
PUT
Phillips 66
PSX
$82.9B
| $5.16M | 0.02% |
65,000
+11,000
| +20% | +$898K |
|
760
CALL
Caterpillar
CAT
$361B
| $5.16M | 0.02% |
68,000
+64,000
| +1,600% | +$4.79M |
|
|
WIBC
761
DELISTED
WILSHIRE BANCORP INC
WIBC
| $5.14M | 0.02% |
493,159
-11,117
| -2% | -$120K |
|
|
XL
762
DELISTED
XL Group Ltd.
XL
| $5.14M | 0.02% |
+154,217
| New | +$5.26M |
|
763
Trinity Industries
TRN
$2.92B
| $5.13M | 0.02% |
384,015
+347,648
| +956% | +$4.6M |
|
|
NSU
764
DELISTED
Nevsun Resources Ltd.
NSU
| $5.13M | 0.02% |
1,753,976
+1,207,797
| +221% | +$3.99M |
|
765
PUT
Occidental Petroleum
OXY
$55.7B
| $5.06M | 0.02% |
67,000
-32,000
| -32% | -$2.39M |
|
|
CHMT
766
DELISTED
Chemtura Corporation
CHMT
| $5.01M | 0.02% |
190,125
-1,505
| -0.8% | -$40.6K |
|
767
PTC
PTC
$15.3B
| $5M | 0.02% |
133,148
+29,673
| +29% | +$1.06M |
|
768
Allstate
ALL
$70.6B
| $5M | 0.02% |
71,470
-603,769
| -89% | -$40.4M |
|
769
CALL
Booking.com
BKNG
$156B
| $4.99M | 0.02% |
+100,000
| New | +$5.19M |
|
|
770
PUT
Booking.com
BKNG
$156B
| $4.99M | 0.02% |
+100,000
| New | +$5.19M |
|
771
Sociedad Química y Minera de Chile
SQM
$19.3B
| $4.99M | 0.02% |
201,977
+29,117
| +17% | +$639K |
|
|
PPL
772
PUT
PPL Corp
PPL
$26.9B
| $4.97M | 0.02% |
131,800
+34,800
| +36% | +$1.33M |
|
773
Match Group
MTCH
$9.19B
| $4.97M | 0.02% |
329,641
+22,521
| +7% | +$296K |
|
|
UNT
774
DELISTED
UNIT Corporation
UNT
| $4.96M | 0.02% |
319,075
+65,959
| +26% | +$874K |
|
775
Brady Corp
BRC
$4.46B
| $4.93M | 0.02% |
161,289
-11,643
| -7% | -$337K |
|
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.