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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 | |
|---|---|---|---|---|---|---|
|
QEP
1501
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $1.18M | 0.01% |
83,900
+58,900
| +236% | +$682K |
|
1502
Ross Stores
ROST
$80.8B
| $1.18M | 0.01% |
+20,412
| New | +$1.13M |
|
|
BBG
1503
DELISTED
Bill Barrett Corp
BBG
| $1.18M | 0.01% |
189,813
-21,754
| -10% | -$87.2K |
|
1504
Harmony Gold Mining
HMY
$10.7B
| $1.18M | 0.01% |
323,056
+125,527
| +64% | +$329K |
|
1505
First Financial Bancorp
FFBC
$3.64B
| $1.18M | 0.01% |
64,608
-146,259
| -69% | -$2.48M |
|
1506
PUT
TJX Companies
TJX
$175B
| $1.18M | 0.01% |
30,000
+6,000
| +25% | +$218K |
|
|
ASNA
1507
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.17M | 0.01% |
5,309
-534
| -9% | -$94.2K |
|
|
MIC
1508
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $1.17M | 0.01% |
+17,386
| New | +$1.1M |
|
|
XIN
1509
DELISTED
Xinyuan Real Estate
XIN
| $1.16M | 0.01% |
26,211
+18,715
| +250% | +$702K |
|
1510
CALL
UnitedHealth
UNH
$373B
| $1.16M | 0.01% |
9,000
-50,000
| -85% | -$5.91M |
|
1511
Tennant Co
TNC
$1.49B
| $1.16M | 0.01% |
22,495
+14,827
| +193% | +$769K |
|
1512
LeMaitre Vascular
LMAT
$2.4B
| $1.15M | 0.01% |
74,254
-4,764
| -6% | -$68.3K |
|
1513
Nelnet
NNI
$4.91B
| $1.15M | 0.01% |
29,143
-597
| -2% | -$20.9K |
|
1514
Harmonic Inc
HLIT
$1.35B
| $1.14M | 0.01% |
349,753
+104,246
| +42% | +$341K |
|
|
DCOM
1515
DELISTED
Dime Community Bancshares
DCOM
| $1.14M | 0.01% |
64,821
-21,040
| -25% | -$356K |
|
1516
PUT
FedEx
FDX
$74.4B
| $1.14M | 0.01% |
7,000
+4,000
| +133% | +$556K |
|
1517
GATX Corp
GATX
$6.39B
| $1.14M | 0.01% |
23,921
+15,534
| +185% | +$662K |
|
|
UNVR
1518
DELISTED
Univar Solutions Inc.
UNVR
| $1.14M | 0.01% |
+66,137
| New | +$967K |
|
1519
CALL
Mondelez International
MDLZ
$79B
| $1.14M | 0.01% |
28,300
+13,300
| +89% | +$542K |
|
1520
Builders FirstSource
BLDR
$8.06B
| $1.13M | 0.01% |
100,260
-250,245
| -71% | -$2.17M |
|
1521
State Street SPDR S&P Metals & Mining ETF
XME
$4.14B
| $1.13M | 0.01% |
55,125
-180,564
| -77% | -$2.92M |
|
|
AVTA
1522
DELISTED
Avantax, Inc. Common Stock
AVTA
| $1.13M | 0.01% |
+219,014
| New | +$1.54M |
|
1523
Super Micro Computer
SMCI
$20.5B
| $1.13M | 0.01% |
331,160
-434,380
| -57% | -$1.3M |
|
1524
Bio-Techne
TECH
$11.2B
| $1.13M | 0.01% |
+47,676
| New | +$1.05M |
|
1525
Employers Holdings
EIG
$901M
| $1.12M | 0.01% |
39,860
-54,065
| -58% | -$1.42M |
|
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.