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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 | |
|---|---|---|---|---|---|---|
2401
PUT
AB InBev
BUD
$170B
| $395K | ﹤0.01% |
+3,000
| New | +$378K |
|
2402
PUT
Nucor
NUE
$58.6B
| $395K | ﹤0.01% |
8,000
| – | – |
|
2403
PUT
Fluor
FLR
$7.01B
| $394K | ﹤0.01% |
8,000
+3,000
| +60% | +$156K |
|
|
PBCT
2404
PUT
DELISTED
People's United Financial Inc
PBCT
| $394K | ﹤0.01% |
26,900
-84,000
| -76% | -$1.3M |
|
2405
Bristol-Myers Squibb
BMY
$133B
| $393K | ﹤0.01% |
5,343
-2,841
| -35% | -$201K |
|
|
ERF
2406
DELISTED
Enerplus Corporation
ERF
| $393K | ﹤0.01% |
+59,765
| New | +$321K |
|
2407
CALL
Bread Financial
BFH
$4.37B
| $392K | ﹤0.01% |
2,506
| – | – |
|
|
2408
PUT
Bread Financial
BFH
$4.37B
| $392K | ﹤0.01% |
+2,506
| New | +$417K |
|
|
BRS
2409
DELISTED
Bristow Group, Inc.
BRS
| $392K | ﹤0.01% |
+34,344
| New | +$579K |
|
|
AMRI
2410
DELISTED
Albany Molecular Research Inc
AMRI
| $392K | ﹤0.01% |
29,191
-126,115
| -81% | -$1.84M |
|
2411
CALL
Labcorp
LH
$25B
| $391K | ﹤0.01% |
3,492
+1,164
| +50% | +$125K |
|
2412
CALL
CME Group
CME
$96.3B
| $390K | ﹤0.01% |
4,000
-11,000
| -73% | -$1.04M |
|
|
WUBA
2413
PUT
DELISTED
58.com Inc
WUBA
| $390K | ﹤0.01% |
+8,500
| New | +$438K |
|
2414
German American Bancorp
GABC
$1.91B
| $389K | ﹤0.01% |
+18,249
| New | +$392K |
|
2415
China Yuchai International
CYD
$1.77B
| $387K | ﹤0.01% |
35,806
-138
| -0.4% | -$1.46K |
|
|
SGI
2416
CALL
Somnigroup International
SGI
$13.7B
| $387K | ﹤0.01% |
+28,000
| New | +$413K |
|
|
PPP
2417
DELISTED
Primero Mining Corp
PPP
| $387K | ﹤0.01% |
186,123
+52,646
| +39% | +$96.8K |
|
2418
CALL
Archer Daniels Midland
ADM
$38.2B
| $386K | ﹤0.01% |
+9,000
| New | +$359K |
|
2419
PUT
NetEase
NTES
$85.3B
| $386K | ﹤0.01% |
+10,000
| New | +$311K |
|
|
BNY
2420
CALL
Bank of New York Mellon
BNY
$106B
| $385K | ﹤0.01% |
+9,900
| New | +$394K |
|
|
SEE
2421
DELISTED
Sealed Air
SEE
| $385K | ﹤0.01% |
8,369
-857,468
| -99% | -$41M |
|
|
MODN
2422
DELISTED
MODEL N, INC.
MODN
| $385K | ﹤0.01% |
28,819
-45,985
| -61% | -$540K |
|
2423
Stellus Capital Investment Corp
SCM
$217M
| $383K | ﹤0.01% |
37,448
-1,351
| -3% | -$13.7K |
|
2424
Destination XL Group
DXLG
$31.2M
| $382K | ﹤0.01% |
83,608
+58,125
| +228% | +$289K |
|
2425
PUT
Markel Group
MKL
$23.3B
| $381K | ﹤0.01% |
400
-800
| -67% | -$745K |
|
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.