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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 | |
|---|---|---|---|---|---|---|
|
ATW
1101
DELISTED
Atwood Oceanics
ATW
| $2.33M | 0.01% |
254,076
-862,300
| -77% | -$6.51M |
|
|
OPB
1102
DELISTED
Opus Bank Common Stock
OPB
| $2.33M | 0.01% |
68,430
-165,678
| -71% | -$5.46M |
|
1103
Costamare
CMRE
$1.86B
| $2.33M | 0.01% |
261,386
-4,203
| -2% | -$32.9K |
|
|
ANDV
1104
CALL
DELISTED
Andeavor
ANDV
| $2.32M | 0.01% |
27,000
+23,000
| +575% | +$1.97M |
|
1105
CALL
PPG Industries
PPG
$25.3B
| $2.32M | 0.01% |
20,800
-200
| -1% | -$19.7K |
|
|
CZR
1106
DELISTED
Caesars Entertainment Corporation
CZR
| $2.32M | 0.01% |
340,866
+144,125
| +73% | +$1.01M |
|
1107
CALL
Accenture
ACN
$103B
| $2.31M | 0.01% |
20,000
+15,000
| +300% | +$1.54M |
|
|
ANH
1108
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $2.3M | 0.01% |
493,454
-128,291
| -21% | -$574K |
|
1109
PUT
Ford
F
$57.9B
| $2.29M | 0.01% |
170,000
-44,500
| -21% | -$560K |
|
|
DFRG
1110
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $2.29M | 0.01% |
138,370
+74,206
| +116% | +$1.17M |
|
|
SPTN
1111
DELISTED
SpartanNash
SPTN
| $2.29M | 0.01% |
75,537
+44,473
| +143% | +$1.05M |
|
1112
Radware
RDWR
$1.15B
| $2.29M | 0.01% |
193,425
+81,457
| +73% | +$983K |
|
1113
Edgewell Personal Care
EPC
$1.28B
| $2.29M | 0.01% |
+28,378
| New | +$2.18M |
|
1114
Banco Santander Chile
BSAC
$16.3B
| $2.27M | 0.01% |
117,305
-71,726
| -38% | -$1.27M |
|
1115
Jack in the Box
JACK
$322M
| $2.27M | 0.01% |
35,492
-59,591
| -63% | -$4.19M |
|
1116
CALL
Tractor Supply
TSCO
$16.8B
| $2.26M | 0.01% |
125,000
+65,000
| +108% | +$1.11M |
|
|
SCG
1117
CALL
DELISTED
Scana
SCG
| $2.26M | 0.01% |
+32,200
| New | +$2.08M |
|
|
CVG
1118
DELISTED
Convergys
CVG
| $2.25M | 0.01% |
+81,100
| New | +$2.03M |
|
1119
Campbell Soup
CPB
$6.66B
| $2.23M | 0.01% |
+35,010
| New | +$2.06M |
|
1120
PUT
Martin Marietta Materials
MLM
$32.6B
| $2.23M | 0.01% |
14,000
+4,000
| +40% | +$550K |
|
|
ASRT
1121
DELISTED
Assertio
ASRT
| $2.23M | 0.01% |
2,670
-3,698
| -58% | -$3.43M |
|
1122
VanEck Oil Services ETF
OIH
$1.89B
| $2.23M | 0.01% |
4,191
-42,016
| -91% | -$20.6M |
|
|
UNT
1123
DELISTED
UNIT Corporation
UNT
| $2.23M | 0.01% |
+253,116
| New | +$2.17M |
|
|
ESV
1124
DELISTED
Ensco Rowan plc
ESV
| $2.23M | 0.01% |
53,740
+32,396
| +152% | +$1.32M |
|
1125
CALL
Kinder Morgan
KMI
$70B
| $2.21M | 0.01% |
+124,000
| New | +$2.03M |
|
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.