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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 | |
|---|---|---|---|---|---|---|
|
GPOR
1101
DELISTED
Gulfport Energy Corp.
GPOR
| $2.6M | 0.01% |
83,162
+11,382
| +16% | +$345K |
|
|
GCP
1102
DELISTED
GCP Applied Technologies Inc.
GCP
| $2.58M | 0.01% |
+99,289
| New | +$2.33M |
|
|
SYNT
1103
DELISTED
Syntel Inc
SYNT
| $2.58M | 0.01% |
57,106
+52,277
| +1,083% | +$2.36M |
|
|
CHSP
1104
DELISTED
Chesapeake Lodging Trust
CHSP
| $2.58M | 0.01% |
110,907
+16,585
| +18% | +$401K |
|
1105
Avis
CAR
$5.37B
| $2.58M | 0.01% |
79,963
-99,597
| -55% | -$2.75M |
|
1106
PUT
M&T Bank
MTB
$35.8B
| $2.58M | 0.01% |
21,800
+16,800
| +336% | +$1.95M |
|
1107
PUT
Monster Beverage
MNST
$95.5B
| $2.57M | 0.01% |
96,000
+42,000
| +78% | +$1.01M |
|
|
PXD
1108
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.57M | 0.01% |
17,000
-12,000
| -41% | -$1.88M |
|
1109
Verisk Analytics
VRSK
$26.1B
| $2.57M | 0.01% |
+31,683
| New | +$2.49M |
|
1110
Macerich
MAC
$7.22B
| $2.56M | 0.01% |
29,971
-91,705
| -75% | -$7.18M |
|
1111
Walt Disney
DIS
$167B
| $2.55M | 0.01% |
+26,107
| New | +$2.61M |
|
1112
American Financial Group
AFG
$11.8B
| $2.54M | 0.01% |
34,407
+28,849
| +519% | +$2.04M |
|
1113
PUT
Morgan Stanley
MS
$330B
| $2.54M | 0.01% |
97,800
-8,200
| -8% | -$214K |
|
1114
PUT
Dollar General
DG
$28.1B
| $2.54M | 0.01% |
+27,000
| New | +$2.33M |
|
|
CLR
1115
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.54M | 0.01% |
56,000
+38,000
| +211% | +$1.49M |
|
1116
Globus Medical
GMED
$10.9B
| $2.53M | 0.01% |
106,320
+22,804
| +27% | +$547K |
|
1117
CALL
CVS Health
CVS
$134B
| $2.53M | 0.01% |
26,400
-50,600
| -66% | -$5.04M |
|
|
PBPB
1118
DELISTED
Potbelly
PBPB
| $2.52M | 0.01% |
201,268
-17,486
| -8% | -$233K |
|
|
CZR
1119
DELISTED
Caesars Entertainment Corporation
CZR
| $2.52M | 0.01% |
327,577
-13,289
| -4% | -$98.6K |
|
|
WSR
1120
DELISTED
Whitestone REIT
WSR
| $2.51M | 0.01% |
166,719
+62,437
| +60% | +$853K |
|
1121
TETRA Technologies
TTI
$1.13B
| $2.5M | 0.01% |
393,228
+176,712
| +82% | +$1.09M |
|
1122
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $2.5M | 0.01% |
+124,623
| New | +$2.52M |
|
|
MZTI
1123
The Marzetti Company
MZTI
$2.95B
| $2.5M | 0.01% |
+19,552
| New | +$2.32M |
|
|
RIC
1124
DELISTED
Richmont Mines Inc.
RIC
| $2.49M | 0.01% |
269,572
+110,694
| +70% | +$863K |
|
|
CLR
1125
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.49M | 0.01% |
55,000
+22,000
| +67% | +$864K |
|
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.