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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 | |
|---|---|---|---|---|---|---|
1576
Kennametal
KMT
$2.76B
| $1.05M | 0.01% |
+46,571
| New | +$904K |
|
1577
iShares China Large-Cap ETF
FXI
$4.33B
| $1.05M | 0.01% |
+30,960
| New | +$971K |
|
|
ORBC
1578
DELISTED
ORBCOMM, Inc.
ORBC
| $1.05M | 0.01% |
+103,299
| New | +$843K |
|
|
BOBE
1579
DELISTED
Bob Evans Farms, Inc.
BOBE
| $1.04M | 0.01% |
22,300
+14,237
| +177% | +$601K |
|
|
NBL
1580
PUT
DELISTED
Noble Energy, Inc.
NBL
| $1.04M | 0.01% |
33,100
-29,900
| -47% | -$914K |
|
1581
AerCap
AER
$24.3B
| $1.04M | ﹤0.01% |
+26,770
| New | +$922K |
|
1582
CALL
Estee Lauder
EL
$31.2B
| $1.04M | ﹤0.01% |
+11,000
| New | +$981K |
|
1583
QuidelOrtho
QDEL
$1.19B
| $1.04M | ﹤0.01% |
60,025
-103,626
| -63% | -$1.73M |
|
1584
MetLife
MET
$61.6B
| $1.03M | ﹤0.01% |
26,385
-81,778
| -76% | -$3.06M |
|
|
ZPIN
1585
DELISTED
Zhaopin Limited
ZPIN
| $1.03M | ﹤0.01% |
+65,050
| New | +$1.01M |
|
|
VIAB
1586
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $1.03M | ﹤0.01% |
25,000
+9,000
| +56% | +$357K |
|
|
NFX
1587
PUT
DELISTED
Newfield Exploration
NFX
| $1.03M | ﹤0.01% |
31,000
+15,800
| +104% | +$446K |
|
1588
AAR Corp
AIR
$5.95B
| $1.03M | ﹤0.01% |
44,258
-66,971
| -60% | -$1.45M |
|
1589
Essex Property Trust
ESS
$18.3B
| $1.03M | ﹤0.01% |
4,390
-29,583
| -87% | -$6.49M |
|
1590
Check Point Software Technologies
CHKP
$12.6B
| $1.03M | ﹤0.01% |
11,735
-433,870
| -97% | -$34.9M |
|
|
PNRA
1591
PUT
DELISTED
Panera Bread Co
PNRA
| $1.02M | ﹤0.01% |
5,000
-5,000
| -50% | -$996K |
|
1592
Andersons Inc
ANDE
$2.56B
| $1.02M | ﹤0.01% |
+32,571
| New | +$926K |
|
1593
CALL
Antero Resources
AR
$11B
| $1.02M | ﹤0.01% |
+41,000
| New | +$985K |
|
|
MANT
1594
DELISTED
Mantech International Corp
MANT
| $1.01M | ﹤0.01% |
31,648
-74,088
| -70% | -$2.16M |
|
1595
National Healthcare
NHC
$3.44B
| $1.01M | ﹤0.01% |
16,223
+4,226
| +35% | +$263K |
|
|
HBI
1596
DELISTED
Hanesbrands
HBI
| $1.01M | ﹤0.01% |
+35,633
| New | +$1.02M |
|
1597
Materion
MTRN
$4.71B
| $1.01M | ﹤0.01% |
+38,157
| New | +$950K |
|
|
CXO
1598
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.01M | ﹤0.01% |
10,000
+7,000
| +233% | +$643K |
|
1599
Howard Hughes
HHH
$3.91B
| $1.01M | ﹤0.01% |
+9,993
| New | +$918K |
|
1600
Immersion
IMMR
$253M
| $1M | ﹤0.01% |
121,666
+77,297
| +174% | +$639K |
|
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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.