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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 | |
|---|---|---|---|---|---|---|
|
LBY
1476
DELISTED
Libbey, Inc.
LBY
| $1.25M | 0.01% |
67,052
+41,838
| +166% | +$735K |
|
|
STOR
1477
DELISTED
STORE Capital Corporation
STOR
| $1.25M | 0.01% |
48,101
+22,343
| +87% | +$548K |
|
1478
Modine Manufacturing
MOD
$10.4B
| $1.24M | 0.01% |
112,971
-11,200
| -9% | -$95K |
|
1479
Chunghwa Telecom
CHT
$32.9B
| $1.24M | 0.01% |
36,756
-36,468
| -50% | -$1.15M |
|
1480
ATI
ATI
$26.4B
| $1.23M | 0.01% |
75,666
-495,063
| -87% | -$6.03M |
|
|
FISV
1481
PUT
Fiserv Inc
FISV
$29B
| $1.23M | 0.01% |
+24,000
| New | +$1.14M |
|
|
ESIO
1482
DELISTED
Electro Scientific Industries
ESIO
| $1.23M | 0.01% |
171,702
+57,815
| +51% | +$375K |
|
1483
Old National Bancorp
ONB
$10.3B
| $1.22M | 0.01% |
+100,364
| New | +$1.18M |
|
1484
PUT
Expeditors International
EXPD
$22.3B
| $1.22M | 0.01% |
+25,000
| New | +$1.15M |
|
|
FLIR
1485
PUT
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $1.22M | 0.01% |
37,000
+28,000
| +311% | +$865K |
|
|
1486
CALL
US Bancorp
USB
$99.6B
| $1.22M | 0.01% |
30,000
-26,000
| -46% | -$1.04M |
|
|
PERY
1487
DELISTED
Perry Ellis International Inc
PERY
| $1.22M | 0.01% |
65,970
-20,986
| -24% | -$383K |
|
1488
CALL
Abbott
ABT
$185B
| $1.21M | 0.01% |
29,000
+3,000
| +12% | +$119K |
|
1489
CALL
IBM
IBM
$213B
| $1.21M | 0.01% |
8,368
-2,092
| -20% | -$267K |
|
1490
STAG Industrial
STAG
$7.44B
| $1.21M | 0.01% |
59,480
+13,519
| +29% | +$239K |
|
1491
OceanFirst Financial
OCFC
$1.71B
| $1.21M | 0.01% |
68,390
+45,127
| +194% | +$792K |
|
|
STKL
1492
DELISTED
SunOpta
STKL
| $1.21M | 0.01% |
270,609
-177,949
| -40% | -$972K |
|
|
HRG
1493
DELISTED
HRG Group, Inc.
HRG
| $1.21M | 0.01% |
+86,600
| New | +$1.05M |
|
1494
CRA International
CRAI
$1.16B
| $1.2M | 0.01% |
61,147
+19,295
| +46% | +$363K |
|
1495
CALL
RTX Corp
RTX
$292B
| $1.2M | 0.01% |
19,068
-36,547
| -66% | -$2.12M |
|
1496
TransAlta
TAC
$3.9B
| $1.2M | 0.01% |
257,951
+213,425
| +479% | +$826K |
|
1497
PUT
Monster Beverage
MNST
$91.5B
| $1.2M | 0.01% |
+54,000
| New | +$1.2M |
|
1498
LSI Industries
LYTS
$886M
| $1.2M | 0.01% |
101,935
+41,077
| +67% | +$447K |
|
1499
Gogo Inc
GOGO
$606M
| $1.19M | 0.01% |
+108,274
| New | +$1.37M |
|
|
MAG
1500
DELISTED
MAG Silver
MAG
| $1.19M | 0.01% |
125,419
+95,278
| +316% | +$730K |
|
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.