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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 | |
|---|---|---|---|---|---|---|
|
JWN
1126
PUT
DELISTED
Nordstrom
JWN
| $2.21M | 0.01% |
+38,700
| New | +$2M |
|
1127
Rio Tinto
RIO
$156B
| $2.21M | 0.01% |
78,152
-167,676
| -68% | -$4.46M |
|
1128
CALL
Costco
COST
$423B
| $2.21M | 0.01% |
14,000
+11,000
| +367% | +$1.67M |
|
|
MORE
1129
DELISTED
Monogram Residential Trust, Inc.
MORE
| $2.21M | 0.01% |
223,606
-228,742
| -51% | -$2.09M |
|
|
CRC
1130
DELISTED
California Resources Corporation
CRC
| $2.2M | 0.01% |
213,495
+176,660
| +480% | +$2.08M |
|
1131
CALL
HCA Healthcare
HCA
$88B
| $2.19M | 0.01% |
28,000
+25,000
| +833% | +$1.75M |
|
|
FCB
1132
DELISTED
FCB Financial Holdings, Inc.
FCB
| $2.19M | 0.01% |
65,683
-42,012
| -39% | -$1.34M |
|
|
MRO
1133
DELISTED
Marathon Oil Corporation
MRO
| $2.18M | 0.01% |
196,050
-523,103
| -73% | -$4.89M |
|
1134
BlackBerry
BB
$4.99B
| $2.18M | 0.01% |
268,621
-1,101,435
| -80% | -$8.26M |
|
|
1135
CALL
Valero Energy
VLO
$88.5B
| $2.18M | 0.01% |
34,000
-21,000
| -38% | -$1.34M |
|
|
FLIR
1136
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $2.18M | 0.01% |
66,099
-203,167
| -75% | -$6.27M |
|
1137
First Solar
FSLR
$25B
| $2.18M | 0.01% |
31,778
-545,095
| -94% | -$36.5M |
|
1138
Moelis & Co
MC
$5.08B
| $2.17M | 0.01% |
77,006
+16,444
| +27% | +$421K |
|
|
RAI
1139
PUT
DELISTED
Reynolds American Inc
RAI
| $2.16M | 0.01% |
43,000
+15,000
| +54% | +$736K |
|
1140
CALL
Boeing
BA
$185B
| $2.16M | 0.01% |
+17,000
| New | +$2.11M |
|
1141
Infosys
INFY
$49.6B
| $2.15M | 0.01% |
+226,600
| New | +$1.97M |
|
1142
CALL
Kimberly-Clark
KMB
$35.7B
| $2.15M | 0.01% |
16,000
+2,000
| +14% | +$260K |
|
1143
PUT
PepsiCo
PEP
$191B
| $2.15M | 0.01% |
21,000
-1,000
| -5% | -$98.8K |
|
1144
CALL
RH
RH
$3.29B
| $2.14M | 0.01% |
+51,000
| New | +$2.61M |
|
|
LION
1145
DELISTED
Fidelity Southern Corporation
LION
| $2.14M | 0.01% |
133,163
+90,649
| +213% | +$1.48M |
|
|
CBF
1146
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $2.13M | 0.01% |
69,202
+22,614
| +49% | +$675K |
|
1147
CALL
Alibaba
BABA
$305B
| $2.13M | 0.01% |
27,000
+16,000
| +145% | +$1.13M |
|
|
FNGN
1148
DELISTED
Financial Engines, Inc.
FNGN
| $2.13M | 0.01% |
67,800
-93,838
| -58% | -$2.6M |
|
1149
Gray Television
GTN
$434M
| $2.12M | 0.01% |
181,016
-48,464
| -21% | -$597K |
|
|
HTS
1150
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $2.12M | 0.01% |
+148,415
| New | +$1.95M |
|
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.