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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 | |
|---|---|---|---|---|---|---|
1301
CALL
Phillips 66
PSX
$82.7B
| $1.65M | 0.01% |
19,000
+9,000
| +90% | +$731K |
|
1302
PUT
O'Reilly Automotive
ORLY
$73.3B
| $1.64M | 0.01% |
90,000
+45,000
| +100% | +$768K |
|
|
CFNL
1303
DELISTED
Cardinal Financial Corp
CFNL
| $1.64M | 0.01% |
80,675
+69,115
| +598% | +$1.35M |
|
1304
Comtech Telecommunications
CMTL
$49.7M
| $1.64M | 0.01% |
70,196
-17,861
| -20% | -$366K |
|
1305
PUT
CME Group
CME
$95.7B
| $1.63M | 0.01% |
+17,000
| New | +$1.55M |
|
|
RTEC
1306
DELISTED
Rudolph Technologies Inc
RTEC
| $1.63M | 0.01% |
119,294
-96,698
| -45% | -$1.22M |
|
|
SQI
1307
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
| $1.63M | 0.01% |
117,284
-13,618
| -10% | -$172K |
|
1308
CALL
Salesforce
CRM
$152B
| $1.62M | 0.01% |
22,000
-23,000
| -51% | -$1.58M |
|
1309
Orion
OEC
$385M
| $1.62M | 0.01% |
114,903
-14,861
| -11% | -$187K |
|
1310
Wolfspeed
WOLF
$1.27B
| $1.62M | 0.01% |
55,712
+15,007
| +37% | +$430K |
|
|
FNBC
1311
DELISTED
First NBC Bank Holding Company
FNBC
| $1.62M | 0.01% |
+78,680
| New | +$2.09M |
|
1312
CorVel
CRVL
$3.09B
| $1.62M | 0.01% |
123,012
+14,352
| +13% | +$202K |
|
|
RRTS
1313
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $1.61M | 0.01% |
5,186
+932
| +22% | +$243K |
|
1314
PUT
Caterpillar
CAT
$382B
| $1.61M | 0.01% |
21,000
-1,000
| -5% | -$67.1K |
|
|
HI
1315
DELISTED
Hillenbrand
HI
| $1.61M | 0.01% |
53,650
+21,119
| +65% | +$583K |
|
1316
LSB Industries
LXU
$707M
| $1.6M | 0.01% |
163,375
-351,958
| -68% | -$2.04M |
|
1317
SLR Investment Corp
SLRC
$709M
| $1.6M | 0.01% |
92,635
-103,396
| -53% | -$1.73M |
|
1318
Powell Industries
POWL
$8B
| $1.6M | 0.01% |
160,671
+117,879
| +275% | +$1.04M |
|
|
1319
CALL
AutoZone
AZO
$48.8B
| $1.59M | 0.01% |
2,000
+1,000
| +100% | +$756K |
|
|
MAGN
1320
Magnera Corp
MAGN
$489M
| $1.59M | 0.01% |
5,910
+3,468
| +142% | +$786K |
|
1321
ITT
ITT
$17.7B
| $1.59M | 0.01% |
43,139
+8,314
| +24% | +$283K |
|
|
ISLE
1322
DELISTED
Isle of Capri Casinos Inc
ISLE
| $1.59M | 0.01% |
113,611
+6,558
| +6% | +$80.8K |
|
1323
PRA Group
PRAA
$666M
| $1.59M | 0.01% |
+54,065
| New | +$1.56M |
|
1324
Compass Diversified
CODI
$795M
| $1.59M | 0.01% |
101,337
+50,169
| +98% | +$743K |
|
1325
Mistras Group
MG
$500M
| $1.58M | 0.01% |
63,956
-10,391
| -14% | -$230K |
|
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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.