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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 | |
|---|---|---|---|---|---|---|
|
CUTR
2201
DELISTED
Cutera, Inc.
CUTR
| $536K | ﹤0.01% |
47,818
-9,444
| -16% | -$104K |
|
|
CMA
2202
CALL
DELISTED
Comerica
CMA
| $535K | ﹤0.01% |
13,000
+2,000
| +18% | +$85.3K |
|
|
STB
2203
DELISTED
Student Transportation Inc
STB
| $535K | ﹤0.01% |
104,036
+34,807
| +50% | +$172K |
|
2204
CALL
AngloGold Ashanti
AU
$40.1B
| $533K | ﹤0.01% |
+29,500
| New | +$449K |
|
2205
CALL
Franco-Nevada
FNV
$41.1B
| $532K | ﹤0.01% |
+7,000
| New | +$473K |
|
2206
Sony
SONY
$137B
| $532K | ﹤0.01% |
+90,705
| New | +$487K |
|
|
AAMI
2207
Acadian Asset Management
AAMI
$3.08B
| $531K | ﹤0.01% |
+39,745
| New | +$554K |
|
|
CHFN
2208
DELISTED
Charter Financial Corp
CHFN
| $530K | ﹤0.01% |
39,881
-6,954
| -15% | -$91.1K |
|
2209
HF Sinclair
DINO
$16.3B
| $529K | ﹤0.01% |
22,259
-120,663
| -84% | -$3.59M |
|
2210
CALL
Boston Properties
BXP
$11.2B
| $528K | ﹤0.01% |
+4,000
| New | +$514K |
|
|
CERN
2211
PUT
DELISTED
Cerner Corp
CERN
| $527K | ﹤0.01% |
9,000
-4,000
| -31% | -$223K |
|
2212
CALL
Domino's
DPZ
$11.5B
| $526K | ﹤0.01% |
4,000
-1,000
| -20% | -$127K |
|
2213
CALL
Alaska Air
ALK
$5.29B
| $525K | ﹤0.01% |
+9,000
| New | +$622K |
|
2214
Kratos Defense & Security Solutions
KTOS
$8.74B
| $525K | ﹤0.01% |
128,057
-91,384
| -42% | -$413K |
|
|
DCT
2215
DELISTED
DCT Industrial Trust Inc.
DCT
| $525K | ﹤0.01% |
+10,930
| New | +$465K |
|
|
NATL
2216
DELISTED
National Interstate Corporation
NATL
| $524K | ﹤0.01% |
17,319
-2,535
| -13% | -$77.7K |
|
2217
Northrim BanCorp
NRIM
$590M
| $522K | ﹤0.01% |
79,472
+10,064
| +14% | +$64.6K |
|
2218
PUT
Labcorp
LH
$25B
| $521K | ﹤0.01% |
4,656
+1,164
| +33% | +$125K |
|
|
MRCC
2219
DELISTED
Monroe Capital Corp
MRCC
| $519K | ﹤0.01% |
+34,996
| New | +$491K |
|
2220
LifeVantage
LFVN
$81.1M
| $518K | ﹤0.01% |
+38,110
| New | +$433K |
|
|
SLCA
2221
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $517K | ﹤0.01% |
+15,000
| New | +$415K |
|
2222
PUT
eBay
EBAY
$50.6B
| $515K | ﹤0.01% |
+22,000
| New | +$531K |
|
2223
PUT
Steel Dynamics
STLD
$36B
| $515K | ﹤0.01% |
+21,000
| New | +$513K |
|
|
TWX
2224
CALL
DELISTED
Time Warner Inc
TWX
| $515K | ﹤0.01% |
7,000
-4,000
| -36% | -$296K |
|
2225
CALL
AES
AES
$10.5B
| $514K | ﹤0.01% |
41,200
+30,200
| +275% | +$340K |
|
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.