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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 | |
|---|---|---|---|---|---|---|
|
RTN
1001
PUT
DELISTED
Raytheon Company
RTN
| $2.66M | 0.01% |
+21,700
| New | +$2.67M |
|
1002
Choice Hotels
CHH
$5.08B
| $2.66M | 0.01% |
+49,190
| New | +$2.36M |
|
|
PTR
1003
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $2.65M | 0.01% |
40,028
-69,145
| -63% | -$4.37M |
|
1004
PUT
Aflac
AFL
$65B
| $2.65M | 0.01% |
+84,000
| New | +$2.5M |
|
1005
PUT
CSX Corp
CSX
$92.9B
| $2.65M | 0.01% |
+309,000
| New | +$2.51M |
|
1006
Scotiabank
BNS
$108B
| $2.65M | 0.01% |
55,399
-152,147
| -73% | -$6.23M |
|
1007
PUT
Morgan Stanley
MS
$330B
| $2.65M | 0.01% |
106,000
-15,000
| -12% | -$383K |
|
1008
CALL
Mastercard
MA
$505B
| $2.65M | 0.01% |
+28,000
| New | +$2.48M |
|
1009
ICU Medical
ICUI
$4.38B
| $2.64M | 0.01% |
25,401
-50,853
| -67% | -$4.86M |
|
1010
PUT
Nike
NKE
$62.9B
| $2.64M | 0.01% |
+43,000
| New | +$2.6M |
|
1011
PUT
Dollar Tree
DLTR
$25.1B
| $2.64M | 0.01% |
32,000
+22,000
| +220% | +$1.74M |
|
|
SONC
1012
DELISTED
Sonic Corp
SONC
| $2.64M | 0.01% |
75,051
+58,513
| +354% | +$1.75M |
|
1013
Atlantic Union Bankshares
AUB
$6.11B
| $2.64M | 0.01% |
107,068
+98,705
| +1,180% | +$2.28M |
|
1014
Ethan Allen Interiors
ETD
$590M
| $2.64M | 0.01% |
82,856
+73,299
| +767% | +$2.05M |
|
|
LHCG
1015
DELISTED
LHC Group LLC
LHCG
| $2.63M | 0.01% |
+74,079
| New | +$2.73M |
|
|
1016
CALL
CSX Corp
CSX
$92.9B
| $2.63M | 0.01% |
+306,000
| New | +$2.48M |
|
1017
PUT
Realty Income
O
$59.5B
| $2.63M | 0.01% |
+43,344
| New | +$2.41M |
|
|
BT
1018
DELISTED
BT Group plc (ADR)
BT
| $2.62M | 0.01% |
81,765
+58,023
| +244% | +$1.94M |
|
1019
Brink's
BCO
$4.92B
| $2.62M | 0.01% |
+78,073
| New | +$2.3M |
|
1020
CALL
EOG Resources
EOG
$77.7B
| $2.61M | 0.01% |
36,000
+11,000
| +44% | +$760K |
|
1021
Oaktree Specialty Lending
OCSL
$1.04B
| $2.61M | 0.01% |
173,276
-65,995
| -28% | -$1.03M |
|
1022
Pearson
PSO
$10.2B
| $2.61M | 0.01% |
208,036
-387,770
| -65% | -$4.43M |
|
|
GRP.U
1023
DELISTED
Granite Real Estate Investment Trust
GRP.U
| $2.61M | 0.01% |
90,437
+11,637
| +15% | +$319K |
|
1024
IDEX
IEX
$17.2B
| $2.61M | 0.01% |
+31,445
| New | +$2.36M |
|
1025
CALL
NextEra Energy
NEE
$181B
| $2.6M | 0.01% |
88,000
+64,000
| +267% | +$1.8M |
|
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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.