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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 | |
|---|---|---|---|---|---|---|
|
MTSC
976
DELISTED
MTS Systems Corp
MTSC
| $2.79M | 0.01% |
45,909
-6,420
| -12% | -$353K |
|
977
Enviri
NVRI
$637M
| $2.76M | 0.01% |
506,272
+269,648
| +114% | +$1.56M |
|
|
BRFS
978
DELISTED
BRF SA
BRFS
| $2.75M | 0.01% |
193,228
-580,716
| -75% | -$7.68M |
|
979
PUT
United Parcel Service
UPS
$89.7B
| $2.74M | 0.01% |
+26,000
| New | +$2.53M |
|
|
NATI
980
DELISTED
National Instruments Corp
NATI
| $2.74M | 0.01% |
90,998
+59,478
| +189% | +$1.71M |
|
|
LMNX
981
DELISTED
Luminex Corp
LMNX
| $2.74M | 0.01% |
141,181
+6,486
| +5% | +$124K |
|
|
SRCL
982
DELISTED
Stericycle Inc
SRCL
| $2.74M | 0.01% |
+21,692
| New | +$2.53M |
|
983
Alpha and Omega Semiconductor
AOSL
$954M
| $2.73M | 0.01% |
230,809
+173,965
| +306% | +$1.83M |
|
984
BGC Group
BGC
$5.42B
| $2.73M | 0.01% |
469,630
-1,468,583
| -76% | -$8.43M |
|
985
McGrath RentCorp
MGRC
$2.91B
| $2.72M | 0.01% |
108,494
+36,170
| +50% | +$888K |
|
|
VA
986
DELISTED
Virgin America Inc.
VA
| $2.72M | 0.01% |
70,495
+57,095
| +426% | +$1.78M |
|
|
FLY
987
DELISTED
Fly Leasing Limited
FLY
| $2.72M | 0.01% |
213,697
+64,993
| +44% | +$801K |
|
|
OSB
988
DELISTED
Norbord Inc.
OSB
| $2.71M | 0.01% |
+136,078
| New | +$2.49M |
|
989
CALL
Southern Company
SO
$109B
| $2.71M | 0.01% |
52,300
+33,300
| +175% | +$1.62M |
|
990
EnerSys
ENS
$6.84B
| $2.7M | 0.01% |
48,500
+29,200
| +151% | +$1.51M |
|
|
DFS
991
DELISTED
Discover Financial Services
DFS
| $2.7M | 0.01% |
53,002
-36,720
| -41% | -$1.77M |
|
992
PUT
Texas Instruments
TXN
$244B
| $2.7M | 0.01% |
47,000
+32,000
| +213% | +$1.7M |
|
993
SPS Commerce
SPSC
$2.77B
| $2.7M | 0.01% |
+125,594
| New | +$3.15M |
|
994
PUT
Eversource Energy
ES
$27.3B
| $2.69M | 0.01% |
+46,200
| New | +$2.52M |
|
995
PUT
EOG Resources
EOG
$77.7B
| $2.69M | 0.01% |
37,000
+3,000
| +9% | +$207K |
|
996
Korea Electric Power
KEP
$15.5B
| $2.68M | 0.01% |
104,076
-34,713
| -25% | -$792K |
|
997
Travelers Companies
TRV
$78.4B
| $2.68M | 0.01% |
+22,961
| New | +$2.51M |
|
998
Alaska Air
ALK
$5.6B
| $2.67M | 0.01% |
32,525
+28,141
| +642% | +$2.08M |
|
|
WNS
999
DELISTED
WNS Holdings
WNS
| $2.67M | 0.01% |
87,072
-1,807
| -2% | -$51.6K |
|
|
RWT
1000
Redwood Trust
RWT
$580M
| $2.66M | 0.01% |
+203,403
| New | +$2.38M |
|
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.