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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 | |
|---|---|---|---|---|---|---|
|
NPBC
676
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $5.33M | 0.03% |
501,338
+30,488
| +6% | +$347K |
|
|
CMBT
677
CMB.TECH NV
CMBT
$4.69B
| $5.29M | 0.03% |
516,749
+202,455
| +64% | +$2.18M |
|
678
Alnylam Pharmaceuticals
ALNY
$27.5B
| $5.28M | 0.03% |
+84,077
| New | +$5.59M |
|
679
Benchmark Electronics
BHE
$2.87B
| $5.26M | 0.03% |
228,407
+3,343
| +1% | +$70.6K |
|
680
Penske Automotive Group
PAG
$14.3B
| $5.24M | 0.02% |
138,174
-20,146
| -13% | -$717K |
|
681
PUT
Intel
INTC
$455B
| $5.23M | 0.02% |
161,700
-13,300
| -8% | -$408K |
|
682
Helmerich & Payne
HP
$3.45B
| $5.22M | 0.02% |
88,856
-221,594
| -71% | -$11.7M |
|
683
Capital One
COF
$128B
| $5.21M | 0.02% |
75,244
-31,056
| -29% | -$2.05M |
|
|
AGR
684
DELISTED
Avangrid, Inc.
AGR
| $5.21M | 0.02% |
+129,976
| New | +$5.09M |
|
|
WIBC
685
DELISTED
WILSHIRE BANCORP INC
WIBC
| $5.19M | 0.02% |
504,276
-13,654
| -3% | -$140K |
|
|
MNK
686
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $5.19M | 0.02% |
+84,700
| New | +$5.41M |
|
|
KKD
687
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $5.18M | 0.02% |
332,493
-22,247
| -6% | -$323K |
|
688
CALL
Dominion Energy
D
$60.8B
| $5.18M | 0.02% |
69,000
+62,000
| +886% | +$4.39M |
|
689
Group 1 Automotive
GPI
$3.42B
| $5.17M | 0.02% |
+88,073
| New | +$5.03M |
|
690
Viavi Solutions
VIAV
$9.12B
| $5.17M | 0.02% |
753,040
+239,385
| +47% | +$1.44M |
|
691
Insperity
NSP
$1.93B
| $5.16M | 0.02% |
199,622
+31,772
| +19% | +$747K |
|
692
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $5.16M | 0.02% |
+150,720
| New | +$4.67M |
|
693
Prudential
PUK
$37.6B
| $5.16M | 0.02% |
142,982
+87,346
| +157% | +$3.16M |
|
694
Manhattan Associates
MANH
$11.2B
| $5.15M | 0.02% |
+90,549
| New | +$5.04M |
|
|
ORBK
695
DELISTED
Orbotech Ltd
ORBK
| $5.15M | 0.02% |
216,468
+28,174
| +15% | +$612K |
|
696
Vodafone
VOD
$36.3B
| $5.14M | 0.02% |
160,504
-969,523
| -86% | -$30.2M |
|
697
News Corp Class A
NWSA
$14.9B
| $5.13M | 0.02% |
401,902
-84,053
| -17% | -$995K |
|
698
PENN Entertainment
PENN
$2.75B
| $5.12M | 0.02% |
306,655
-38,394
| -11% | -$550K |
|
699
PUT
Blackrock
BLK
$169B
| $5.11M | 0.02% |
15,000
+10,000
| +200% | +$3.17M |
|
|
KANG
700
DELISTED
iKang Healthcare Group, Inc.
KANG
| $5.11M | 0.02% |
233,533
+203,472
| +677% | +$4.24M |
|
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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.