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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 | |
|---|---|---|---|---|---|---|
|
SBY
1076
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $2.4M | 0.01% |
+161,654
| New | +$2.27M |
|
1077
ICF International
ICFI
$1.52B
| $2.4M | 0.01% |
69,804
-530
| -0.8% | -$17.7K |
|
1078
Banco Bilbao Vizcaya Argentaria
BBVA
$157B
| $2.4M | 0.01% |
374,162
-545,374
| -59% | -$3.46M |
|
1079
ProShares Ultra QQQ
QLD
$13.2B
| $2.39M | 0.01% |
+518,400
| New | +$2.17M |
|
1080
Arcos Dorados Holdings
ARCO
$1.73B
| $2.39M | 0.01% |
+655,195
| New | +$1.81M |
|
|
1081
PUT
AutoZone
AZO
$49.1B
| $2.39M | 0.01% |
+3,000
| New | +$2.27M |
|
1082
PUT
Visteon
VC
$2.81B
| $2.39M | 0.01% |
30,000
+18,000
| +150% | +$1.42M |
|
1083
Cavco Industries
CVCO
$4.2B
| $2.38M | 0.01% |
25,507
-27,042
| -51% | -$2.23M |
|
1084
PUT
Macy's
M
$6.86B
| $2.38M | 0.01% |
54,000
-33,000
| -38% | -$1.36M |
|
|
AMRI
1085
DELISTED
Albany Molecular Research Inc
AMRI
| $2.38M | 0.01% |
155,306
-21,732
| -12% | -$341K |
|
|
BSFT
1086
DELISTED
BroadSoft, Inc.
BSFT
| $2.37M | 0.01% |
58,798
-17,254
| -23% | -$584K |
|
1087
FS KKR Capital
FSK
$3.11B
| $2.37M | 0.01% |
64,605
-62,985
| -49% | -$2.13M |
|
|
PPL
1088
CALL
PPL Corp
PPL
$26.4B
| $2.36M | 0.01% |
62,000
+28,000
| +82% | +$995K |
|
|
TWX
1089
DELISTED
Time Warner Inc
TWX
| $2.36M | 0.01% |
32,476
-210,281
| -87% | -$14.5M |
|
|
TVTY
1090
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $2.35M | 0.01% |
233,287
-23,284
| -9% | -$262K |
|
1091
InterContinental Hotels
IHG
$23.3B
| $2.35M | 0.01% |
43,178
+4,685
| +12% | +$225K |
|
|
YELL
1092
DELISTED
Yellow Corporation Common Stock
YELL
| $2.35M | 0.01% |
251,958
+3,639
| +1% | +$34.5K |
|
|
NCI
1093
DELISTED
Navigant Consulting, Inc.
NCI
| $2.35M | 0.01% |
148,455
+10,451
| +8% | +$160K |
|
|
SEMG
1094
DELISTED
SEMGROUP CORPORATION
SEMG
| $2.35M | 0.01% |
104,689
+41,828
| +67% | +$863K |
|
1095
Principal Financial Group
PFG
$24.6B
| $2.34M | 0.01% |
59,291
+38,712
| +188% | +$1.49M |
|
1096
Stepan Co
SCL
$1.44B
| $2.34M | 0.01% |
42,311
-18,620
| -31% | -$896K |
|
|
MNR
1097
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $2.34M | 0.01% |
196,596
+115,019
| +141% | +$1.24M |
|
1098
CF Industries
CF
$18.1B
| $2.34M | 0.01% |
+74,574
| New | +$2.43M |
|
1099
Buckle
BKE
$2.36B
| $2.33M | 0.01% |
+68,858
| New | +$2.09M |
|
1100
MACOM Technology Solutions
MTSI
$19.5B
| $2.33M | 0.01% |
+53,198
| New | +$2.08M |
|
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.