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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 | |
|---|---|---|---|---|---|---|
826
Ironwood Pharmaceuticals
IRWD
$614M
| $4.41M | 0.02% |
402,275
+264,146
| +191% | +$2.58M |
|
827
CALL
ConocoPhillips
COP
$145B
| $4.4M | 0.02% |
100,900
+58,900
| +140% | +$2.6M |
|
|
SE
828
CALL
DELISTED
Spectra Energy Corp Wi
SE
| $4.4M | 0.02% |
120,000
+90,000
| +300% | +$2.87M |
|
829
PUT
Paychex
PAYX
$41.4B
| $4.37M | 0.02% |
73,400
+59,400
| +424% | +$3.18M |
|
|
APC
830
PUT
DELISTED
Anadarko Petroleum
APC
| $4.37M | 0.02% |
82,000
+70,000
| +583% | +$3.55M |
|
831
Madison Square Garden
MSGS
$9.75B
| $4.36M | 0.02% |
35,410
-87,805
| -71% | -$10.3M |
|
832
Advanced Energy
AEIS
$11B
| $4.35M | 0.02% |
114,707
-45,743
| -29% | -$1.64M |
|
833
Antero Resources
AR
$10.9B
| $4.34M | 0.02% |
+167,225
| New | +$4.56M |
|
834
PUT
Public Storage
PSA
$59.3B
| $4.34M | 0.02% |
17,000
+13,000
| +325% | +$3.34M |
|
835
CALL
O'Reilly Automotive
ORLY
$72.4B
| $4.34M | 0.02% |
240,000
+210,000
| +700% | +$3.71M |
|
836
CALL
AbbVie
ABBV
$455B
| $4.33M | 0.02% |
70,000
-43,000
| -38% | -$2.62M |
|
837
PUT
Sempra
SRE
$58.6B
| $4.32M | 0.02% |
75,800
+1,800
| +2% | +$95.4K |
|
838
Devon Energy
DVN
$50.9B
| $4.32M | 0.02% |
+119,042
| New | +$4.04M |
|
|
AEL
839
DELISTED
American Equity Investment Life Holding Company
AEL
| $4.3M | 0.02% |
302,016
-95,043
| -24% | -$1.44M |
|
|
840
CALL
Nike
NKE
$62.7B
| $4.29M | 0.02% |
77,700
+52,700
| +211% | +$3M |
|
|
N
841
DELISTED
Netsuite Inc
N
| $4.26M | 0.02% |
+58,538
| New | +$4.49M |
|
842
CALL
Citigroup
C
$222B
| $4.26M | 0.02% |
100,400
+23,400
| +30% | +$1.03M |
|
843
Valero Energy
VLO
$92.6B
| $4.22M | 0.02% |
82,688
+73,787
| +829% | +$4.18M |
|
|
844
PUT
AbbVie
ABBV
$455B
| $4.21M | 0.02% |
68,000
-134,000
| -66% | -$8.17M |
|
845
Cable One
CABO
$224M
| $4.2M | 0.02% |
8,214
-2,663
| -24% | -$1.27M |
|
846
PUT
Eli Lilly
LLY
$1.03T
| $4.17M | 0.02% |
53,000
+49,000
| +1,225% | +$3.69M |
|
|
SSRI
847
DELISTED
Silver Standard Resources
SSRI
| $4.16M | 0.02% |
321,496
+208,483
| +184% | +$1.94M |
|
848
Aegon
AEG
$14B
| $4.15M | 0.02% |
1,392,219
+1,056,345
| +315% | +$3.97M |
|
849
PUT
Southern Company
SO
$106B
| $4.14M | 0.02% |
77,200
-43,800
| -36% | -$2.2M |
|
850
Colliers International
CIGI
$5.08B
| $4.13M | 0.02% |
121,106
-9,115
| -7% | -$348K |
|
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.