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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 | |
|---|---|---|---|---|---|---|
|
BKCC
1301
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $1.87M | 0.01% |
240,521
+122,033
| +103% | +$1.01M |
|
1302
PUT
Alcoa
AA
$11.9B
| $1.87M | 0.01% |
83,937
+76,446
| +1,021% | +$1.79M |
|
1303
Teradata
TDC
$2.88B
| $1.87M | 0.01% |
74,583
+52,355
| +236% | +$1.39M |
|
1304
PUT
Tyson Foods
TSN
$21.4B
| $1.87M | 0.01% |
28,000
-2,000
| -7% | -$130K |
|
1305
Horace Mann Educators
HMN
$2.1B
| $1.87M | 0.01% |
55,249
+41,629
| +306% | +$1.35M |
|
|
CMRX
1306
DELISTED
Chimerix, Inc.
CMRX
| $1.86M | 0.01% |
474,323
+133,532
| +39% | +$660K |
|
1307
DigitalBridge
DBRG
$2.93B
| $1.86M | 0.01% |
45,621
-51,922
| -53% | -$2.47M |
|
1308
Varonis Systems
VRNS
$4.59B
| $1.86M | 0.01% |
232,401
+166,518
| +253% | +$1.22M |
|
1309
CALL
Ventas
VTR
$47.1B
| $1.86M | 0.01% |
25,500
+19,400
| +318% | +$1.28M |
|
1310
ArcBest
ARCB
$3.17B
| $1.85M | 0.01% |
+114,138
| New | +$2.07M |
|
1311
PUT
WEC Energy
WEC
$35.9B
| $1.85M | 0.01% |
28,400
-12,600
| -31% | -$758K |
|
1312
MidCap Financial Investment
MFIC
$796M
| $1.85M | 0.01% |
111,536
+8,714
| +8% | +$146K |
|
|
INOV
1313
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $1.85M | 0.01% |
102,821
+4,444
| +5% | +$79.5K |
|
1314
CALL
Oneok
OKE
$56.1B
| $1.85M | 0.01% |
+39,000
| New | +$1.55M |
|
1315
CALL
Harley-Davidson
HOG
$2.59B
| $1.85M | 0.01% |
+40,800
| New | +$1.88M |
|
1316
Ennis
EBF
$548M
| $1.85M | 0.01% |
96,271
+70,538
| +274% | +$1.34M |
|
1317
Aon
AON
$77.8B
| $1.84M | 0.01% |
16,895
+11,992
| +245% | +$1.27M |
|
|
BNK
1318
DELISTED
C1 FINL INC COM STK (FL)
BNK
| $1.84M | 0.01% |
78,962
-7,675
| -9% | -$182K |
|
1319
Royal Gold
RGLD
$17.2B
| $1.84M | 0.01% |
25,500
-128,746
| -83% | -$7.66M |
|
|
VRTU
1320
DELISTED
Virtusa Corporation
VRTU
| $1.83M | 0.01% |
63,533
-37,906
| -37% | -$1.32M |
|
1321
CALL
Baxter International
BAX
$13.8B
| $1.83M | 0.01% |
40,500
+23,600
| +140% | +$1.04M |
|
|
HTO
1322
H2O America
HTO
$2.59B
| $1.83M | 0.01% |
46,503
-36,679
| -44% | -$1.31M |
|
|
ORBC
1323
DELISTED
ORBCOMM, Inc.
ORBC
| $1.83M | 0.01% |
184,033
+80,734
| +78% | +$779K |
|
1324
RBC Bearings
RBC
$17.8B
| $1.83M | 0.01% |
25,224
+19,761
| +362% | +$1.45M |
|
1325
PUT
General Motors
GM
$80B
| $1.83M | 0.01% |
64,600
+15,200
| +31% | +$461K |
|
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.