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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
+1.75%
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
$21B
AUM Growth
+$144M
(+0.69%)
Cap. Flow
-$667K
Cap. Flow
% of AUM
-0%
Top 10 Holdings %
Top 10 Hldgs %
8.27%
Holding
3,420
New
785
Increased
1,001
Reduced
942
Closed
675
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
McDonald's
MCD
|
+$129M |
| 2 |
AutoZone
AZO
|
+$111M |
| 3 |
Eli Lilly
LLY
|
+$107M |
| 4 |
Motorola Solutions
MSI
|
+$100M |
| 5 |
Johnson Controls International
JCI
|
+$97.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
BRCM
BROADCOM CORP CL-A
BRCM
|
+$179M |
| 2 |
PCP
PRECISION CASTPARTS CORP
PCP
|
+$142M |
| 3 |
Union Pacific
UNP
|
+$131M |
| 4 |
Valero Energy
VLO
|
+$112M |
| 5 |
US Bancorp
USB
|
+$109M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.08% |
| 2 | Healthcare | 12.73% |
| 3 | Consumer Discretionary | 11.85% |
| 4 | Industrials | 10.53% |
| 5 | Financials | 7.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $12.6M | 0.06% |
61,400
-192,100
| -76% | -$37.5M |
|
377
PUT
Pfizer
PFE
$143B
| $12.6M | 0.06% |
447,212
+112,462
| +34% | +$3.21M |
|
378
Moody's
MCO
$82.8B
| $12.6M | 0.06% |
130,088
+124,788
| +2,354% | +$11.2M |
|
|
SAVE
379
DELISTED
Spirit Airlines, Inc.
SAVE
| $12.5M | 0.06% |
261,485
-423,475
| -62% | -$18.9M |
|
|
NUAN
380
DELISTED
Nuance Communications, Inc.
NUAN
| $12.5M | 0.06% |
773,275
-501,396
| -39% | -$8.1M |
|
381
Black Hills Corp
BKH
$5.42B
| $12.4M | 0.06% |
206,798
+181,280
| +710% | +$9.68M |
|
|
KATE
382
DELISTED
Kate Spade & Company
KATE
| $12.4M | 0.06% |
484,549
-30,948
| -6% | -$608K |
|
383
Myriad Genetics
MYGN
$270M
| $12.4M | 0.06% |
330,286
-131,707
| -29% | -$4.96M |
|
384
AGNC Investment
AGNC
$12.4B
| $12.3M | 0.06% |
+658,366
| New | +$11.7M |
|
385
Restaurant Brands International
QSR
$25.7B
| $12.2M | 0.06% |
315,036
-523,000
| -62% | -$18.2M |
|
386
Cooper-Standard Automotive
CPS
$523M
| $12.2M | 0.06% |
170,255
+100,163
| +143% | +$7.11M |
|
|
ENIA
387
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $12.2M | 0.06% |
1,628,020
+106,446
| +7% | +$713K |
|
388
PUT
Netflix
NFLX
$299B
| $12.2M | 0.06% |
1,190,000
+730,000
| +159% | +$7.17M |
|
|
ATML
389
DELISTED
ATMEL CORP
ATML
| $12.1M | 0.06% |
1,492,310
+1,258,601
| +539% | +$10.2M |
|
|
SINA
390
DELISTED
Sina Corp
SINA
| $12.1M | 0.06% |
255,801
-59,390
| -19% | -$2.67M |
|
391
PUT
Consolidated Edison
ED
$40.1B
| $11.9M | 0.06% |
155,500
+123,500
| +386% | +$8.77M |
|
392
Canadian National Railway
CNI
$76.9B
| $11.8M | 0.06% |
189,264
+179,064
| +1,756% | +$10M |
|
393
Robert Half
RHI
$3.87B
| $11.8M | 0.06% |
253,969
-233,376
| -48% | -$9.77M |
|
|
INFO
394
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $11.8M | 0.06% |
333,651
+236,888
| +245% | +$6.88M |
|
395
Bank OZK
OZK
$5.6B
| $11.7M | 0.06% |
279,056
+231,535
| +487% | +$9.75M |
|
396
Liberty Media Series A
FWONA
$22.5B
| $11.7M | 0.06% |
450,039
-235,911
| -34% | -$5.73M |
|
397
JetBlue
JBLU
$2.28B
| $11.6M | 0.06% |
550,254
+102,528
| +23% | +$2.16M |
|
398
Toro Company
TTC
$8.75B
| $11.6M | 0.06% |
269,706
+112,652
| +72% | +$4.33M |
|
|
VGR
399
DELISTED
Vector Group Ltd.
VGR
| $11.6M | 0.06% |
867,554
+30,925
| +4% | +$412K |
|
400
PUT
AbbVie
ABBV
$443B
| $11.5M | 0.06% |
202,000
+132,000
| +189% | +$7.36M |
|
Similar funds
VAM
Two Sigma Investments's Q1 2016 Portfolio in Review
As of Q1 2016, Two Sigma Investments held 3,420 positions worth $21B, up 0.69% from $20.9B the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.
Two Sigma Investments's Q1 2016 filing shows 785 new, 1,001 increased, 942 reduced and 675 closed positions. Its largest new stake was Eli Lilly: 1,407,632 shares worth $101M. The largest sale was BROADCOM CORP CL-A, an estimated $179M.
By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 13% a quarter earlier, followed by Healthcare and Consumer Discretionary.
- Two Sigma Investments's largest Q1 2016 buy was Eli Lilly: 1,407,632 shares worth $101M.
- Two Sigma Investments added most to McDonald's in Q1 2016, an estimated $129M increase.
- Two Sigma Investments's biggest Q1 2016 reduction was Union Pacific, cutting an estimated $131M.
- Two Sigma Investments fully exited BROADCOM CORP CL-A in Q1 2016, selling an estimated $179M.
- Two Sigma Investments's ten largest holdings make up 8.3% of its $21B portfolio in Q1 2016.
- Two Sigma Investments opened 785 new positions and closed 675 in Q1 2016.
- Two Sigma Investments's portfolio value rose 0.69% quarter-over-quarter to $21B.
Based on Two Sigma Investments's 13F filing for Q1 2016, filed 16 May 2016.