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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 | |
|---|---|---|---|---|---|---|
1526
H.B. Fuller
FUL
$3.09B
| $1.11M | 0.01% |
+26,275
| New | +$983K |
|
|
BKCC
1527
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $1.11M | 0.01% |
118,488
-181,219
| -60% | -$1.62M |
|
1528
T-Mobile US
TMUS
$188B
| $1.11M | 0.01% |
+29,073
| New | +$1.1M |
|
1529
Electronic Arts
EA
$53B
| $1.11M | 0.01% |
+16,814
| New | +$1.07M |
|
1530
Enbridge
ENB
$116B
| $1.11M | 0.01% |
28,544
+19,707
| +223% | +$673K |
|
1531
CALL
Parker-Hannifin
PH
$124B
| $1.11M | 0.01% |
+10,000
| New | +$1M |
|
|
CXO
1532
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.11M | 0.01% |
+11,000
| New | +$1.01M |
|
|
ANW
1533
DELISTED
Aegean Marine Petroleum Network
ANW
| $1.11M | 0.01% |
146,608
-22,931
| -14% | -$162K |
|
1534
Chefs' Warehouse
CHEF
$4.51B
| $1.11M | 0.01% |
54,561
-39,249
| -42% | -$647K |
|
1535
Foster
FSTR
$434M
| $1.11M | 0.01% |
60,885
-40,557
| -40% | -$540K |
|
|
HES
1536
CALL
DELISTED
Hess
HES
| $1.11M | 0.01% |
21,000
+16,000
| +320% | +$707K |
|
1537
PUT
Public Storage
PSA
$60.3B
| $1.1M | 0.01% |
+4,000
| New | +$1.01M |
|
|
MFRM
1538
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $1.1M | 0.01% |
+25,967
| New | +$1.06M |
|
|
P
1539
Everpure Inc
P
$27.9B
| $1.1M | 0.01% |
+80,300
| New | +$1.07M |
|
1540
IDT Corp
IDT
$1.67B
| $1.1M | 0.01% |
99,617
-56,865
| -36% | -$514K |
|
1541
Wintrust Financial
WTFC
$11B
| $1.1M | 0.01% |
24,731
+4,167
| +20% | +$179K |
|
|
PX
1542
DELISTED
Praxair Inc
PX
| $1.1M | 0.01% |
+9,588
| New | +$1M |
|
|
AFSI
1543
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $1.1M | 0.01% |
42,364
-246,948
| -85% | -$6.56M |
|
|
ITG
1544
DELISTED
Investment Technology Group Inc
ITG
| $1.09M | 0.01% |
49,562
+6,139
| +14% | +$112K |
|
1545
CALL
Edison International
EIX
$27.4B
| $1.09M | 0.01% |
15,200
+8,200
| +117% | +$532K |
|
1546
FIVE9
FIVN
$2.27B
| $1.09M | 0.01% |
122,828
+61,860
| +101% | +$486K |
|
1547
CALL
Skyworks Solutions
SWKS
$9.73B
| $1.09M | 0.01% |
14,000
| – | – |
|
|
1548
PUT
Skyworks Solutions
SWKS
$9.73B
| $1.09M | 0.01% |
14,000
-1,000
| -7% | -$67.8K |
|
|
NPTN
1549
DELISTED
NEOPHOTONICS CORP
NPTN
| $1.09M | 0.01% |
77,643
+18,526
| +31% | +$192K |
|
1550
CALL
Emerson Electric
EMR
$85.6B
| $1.09M | 0.01% |
20,000
-39,000
| -66% | -$1.88M |
|
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.