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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 | |
|---|---|---|---|---|---|---|
826
Citigroup
C
$222B
| $3.91M | 0.02% |
93,636
-435,082
| -82% | -$18.2M |
|
827
Kinross Gold
KGC
$27.4B
| $3.91M | 0.02% |
1,149,584
+122,906
| +12% | +$305K |
|
|
GWB
828
DELISTED
Great Western Bancorp, Inc.
GWB
| $3.9M | 0.02% |
143,075
-289,712
| -67% | -$7.43M |
|
829
Saic
SAIC
$4.95B
| $3.87M | 0.02% |
72,539
+27,793
| +62% | +$1.24M |
|
830
PUT
Sempra
SRE
$57.9B
| $3.85M | 0.02% |
+74,000
| New | +$3.57M |
|
831
Goldman Sachs
GS
$300B
| $3.83M | 0.02% |
+24,420
| New | +$3.78M |
|
|
KG
832
Kestrel Group
KG
$69.4M
| $3.82M | 0.02% |
14,754
+8,733
| +145% | +$2.27M |
|
833
Williams Companies
WMB
$87.5B
| $3.82M | 0.02% |
237,547
-269,177
| -53% | -$4.63M |
|
834
Micron Technology
MU
$930B
| $3.8M | 0.02% |
363,082
-1,045,879
| -74% | -$11.7M |
|
|
PXD
835
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.8M | 0.02% |
27,000
+19,000
| +238% | +$2.35M |
|
|
VRTU
836
DELISTED
Virtusa Corporation
VRTU
| $3.8M | 0.02% |
101,439
-29,009
| -22% | -$1.1M |
|
837
Red Robin
RRGB
$145M
| $3.79M | 0.02% |
+58,759
| New | +$3.66M |
|
838
PUT
Exelon
EXC
$47.2B
| $3.79M | 0.02% |
148,051
+77,951
| +111% | +$1.75M |
|
839
Northrop Grumman
NOC
$77.1B
| $3.78M | 0.02% |
+19,086
| New | +$3.61M |
|
840
CALL
Chipotle Mexican Grill
CMG
$47.2B
| $3.77M | 0.02% |
+400,000
| New | +$3.81M |
|
|
DENN
841
DELISTED
Denny's
DENN
| $3.77M | 0.02% |
363,573
+28,824
| +9% | +$281K |
|
842
PUT
Lockheed Martin
LMT
$134B
| $3.77M | 0.02% |
+17,000
| New | +$3.66M |
|
|
ABCW
843
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
| $3.76M | 0.02% |
83,480
+63,705
| +322% | +$2.71M |
|
844
TransUnion
TRU
$15.1B
| $3.76M | 0.02% |
+136,181
| New | +$3.45M |
|
|
TAHO
845
DELISTED
Tahoe Resources Inc
TAHO
| $3.74M | 0.02% |
372,697
+200,901
| +117% | +$1.79M |
|
|
RATE
846
DELISTED
Bankrate Inc
RATE
| $3.74M | 0.02% |
407,850
+175,342
| +75% | +$1.83M |
|
847
Nabors Industries
NBR
$1.27B
| $3.74M | 0.02% |
8,127
-7,535
| -48% | -$2.8M |
|
|
BNCL
848
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $3.73M | 0.02% |
272,674
+174,802
| +179% | +$2.26M |
|
849
United Airlines
UAL
$39.4B
| $3.73M | 0.02% |
62,263
-1,235,773
| -95% | -$65.6M |
|
850
Affiliated Managers Group
AMG
$9.69B
| $3.72M | 0.02% |
22,922
-92,626
| -80% | -$12.9M |
|
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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.