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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 | |
|---|---|---|---|---|---|---|
2051
CALL
Vertex Pharmaceuticals
VRTX
$121B
| $662K | ﹤0.01% |
+7,700
| New | +$665K |
|
2052
Brink's
BCO
$4.88B
| $661K | ﹤0.01% |
23,217
-54,856
| -70% | -$1.69M |
|
2053
PUT
Vale
VALE
$64.1B
| $660K | ﹤0.01% |
+130,500
| New | +$611K |
|
2054
Independent Bank Corp
IBCP
$787M
| $659K | ﹤0.01% |
45,443
-16,712
| -27% | -$247K |
|
|
SAFM
2055
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $658K | ﹤0.01% |
+7,600
| New | +$670K |
|
2056
Gerdau
GGB
$9.74B
| $657K | ﹤0.01% |
454,738
-912,255
| -67% | -$1.34M |
|
2057
iShares Russell 1000 ETF
IWB
$48.2B
| $657K | ﹤0.01% |
+5,621
| New | +$648K |
|
|
PMT
2058
PennyMac Mortgage Investment
PMT
$822M
| $656K | ﹤0.01% |
40,404
-25,281
| -38% | -$370K |
|
|
SLCA
2059
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $655K | ﹤0.01% |
+19,000
| New | +$526K |
|
2060
PUT
PACCAR
PCAR
$69.8B
| $654K | ﹤0.01% |
18,900
+11,400
| +152% | +$419K |
|
2061
CALL
Community Health Systems
CYH
$393M
| $653K | ﹤0.01% |
+54,200
| New | +$794K |
|
|
BBRG
2062
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $653K | ﹤0.01% |
79,741
+45,689
| +134% | +$345K |
|
2063
CALL
Realty Income
O
$59.6B
| $652K | ﹤0.01% |
9,701
-2,683
| -22% | -$163K |
|
2064
PUT
AngloGold Ashanti
AU
$40.1B
| $650K | ﹤0.01% |
+36,000
| New | +$548K |
|
2065
Liberty Media Series A
FWONA
$22.5B
| $648K | ﹤0.01% |
35,386
-414,653
| -92% | -$8.08M |
|
2066
Teekay
TK
$1.01B
| $646K | ﹤0.01% |
90,585
-258,278
| -74% | -$2.42M |
|
|
WIN
2067
DELISTED
Windstream Holdings Inc
WIN
| $646K | ﹤0.01% |
13,940
+7,491
| +116% | +$319K |
|
|
CERN
2068
CALL
DELISTED
Cerner Corp
CERN
| $645K | ﹤0.01% |
+11,000
| New | +$613K |
|
2069
Home BancShares
HOMB
$6.23B
| $644K | ﹤0.01% |
+32,529
| New | +$682K |
|
|
THR
2070
DELISTED
Thermon Group Holdings
THR
| $643K | ﹤0.01% |
+33,463
| New | +$642K |
|
2071
PUT
TripAdvisor
TRIP
$1.65B
| $643K | ﹤0.01% |
10,000
+4,000
| +67% | +$259K |
|
|
SPNC
2072
DELISTED
Spectranetics Corp
SPNC
| $642K | ﹤0.01% |
+34,324
| New | +$604K |
|
2073
InterContinental Hotels
IHG
$23.9B
| $641K | ﹤0.01% |
15,538
-27,640
| -64% | -$1.29M |
|
2074
1st Source
SRCE
$2.16B
| $641K | ﹤0.01% |
+19,801
| New | +$655K |
|
|
ZVO
2075
DELISTED
Zovio Inc. Common Stock
ZVO
| $640K | ﹤0.01% |
88,415
-6,207
| -7% | -$53.1K |
|
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.