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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 | |
|---|---|---|---|---|---|---|
|
UBNK
1151
DELISTED
United Financial Bancorp, Inc.
UBNK
| $2.12M | 0.01% |
168,502
+71,818
| +74% | +$848K |
|
|
P
1152
DELISTED
Pandora Media Inc
P
| $2.11M | 0.01% |
236,164
+214,650
| +998% | +$2.11M |
|
1153
CALL
Bath & Body Works
BBWI
$4.23B
| $2.11M | 0.01% |
29,688
+17,318
| +140% | +$1.24M |
|
|
AXLL
1154
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $2.11M | 0.01% |
96,453
+50,175
| +108% | +$885K |
|
|
FUR
1155
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
| $2.1M | 0.01% |
160,067
+3,357
| +2% | +$43.4K |
|
|
CELG
1156
CALL
DELISTED
Celgene Corp
CELG
| $2.1M | 0.01% |
21,000
-22,000
| -51% | -$2.27M |
|
|
CELG
1157
PUT
DELISTED
Celgene Corp
CELG
| $2.1M | 0.01% |
21,000
+2,000
| +11% | +$206K |
|
|
BNK
1158
DELISTED
C1 FINL INC COM STK (FL)
BNK
| $2.1M | 0.01% |
86,637
+52,915
| +157% | +$1.25M |
|
|
CHS
1159
DELISTED
Chicos FAS, Inc.
CHS
| $2.09M | 0.01% |
157,468
+119,365
| +313% | +$1.35M |
|
1160
First Interstate BancSystem
FIBK
$3.75B
| $2.09M | 0.01% |
74,226
+14,352
| +24% | +$389K |
|
|
ALXN
1161
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $2.09M | 0.01% |
15,000
+9,000
| +150% | +$1.32M |
|
1162
PUT
Advance Auto Parts
AAP
$3.36B
| $2.08M | 0.01% |
13,000
+10,000
| +333% | +$1.5M |
|
1163
AMERISAFE
AMSF
$564M
| $2.08M | 0.01% |
39,673
-28,032
| -41% | -$1.41M |
|
1164
Houlihan Lokey
HLI
$8.77B
| $2.08M | 0.01% |
+83,712
| New | +$2.03M |
|
1165
PUT
Trip.com Group
TCOM
$29.8B
| $2.08M | 0.01% |
+47,000
| New | +$1.97M |
|
1166
Helios Technologies
HLIO
$2.65B
| $2.08M | 0.01% |
62,557
+16,728
| +37% | +$492K |
|
1167
CALL
Halliburton
HAL
$26.6B
| $2.07M | 0.01% |
58,000
+48,000
| +480% | +$1.57M |
|
|
DST
1168
DELISTED
DST Systems Inc.
DST
| $2.06M | 0.01% |
+36,592
| New | +$1.95M |
|
1169
CALL
Applied Materials
AMAT
$411B
| $2.05M | 0.01% |
97,000
-87,000
| -47% | -$1.59M |
|
1170
Haemonetics
HAE
$3.94B
| $2.05M | 0.01% |
+58,730
| New | +$1.9M |
|
|
AIMC
1171
DELISTED
Altra Industrial Motion Corp
AIMC
| $2.05M | 0.01% |
73,932
+58,254
| +372% | +$1.39M |
|
1172
Baytex Energy
BTE
$3.12B
| $2.05M | 0.01% |
517,447
+330,988
| +178% | +$867K |
|
|
SE
1173
PUT
DELISTED
Spectra Energy Corp Wi
SE
| $2.05M | 0.01% |
67,000
+55,000
| +458% | +$1.55M |
|
1174
PUT
Electronic Arts
EA
$53B
| $2.05M | 0.01% |
+31,000
| New | +$1.98M |
|
1175
Knowles
KN
$3.2B
| $2.04M | 0.01% |
+154,945
| New | +$1.91M |
|
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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.