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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 | |
|---|---|---|---|---|---|---|
1826
Expro Ltd
XPRO
$1.88B
| $701K | ﹤0.01% |
7,094
+5,344
| +305% | +$465K |
|
1827
Culp Inc
CULP
$43.7M
| $698K | ﹤0.01% |
26,614
-8,106
| -23% | -$201K |
|
|
CVSA
1828
Covista Inc
CVSA
$4.42B
| $697K | ﹤0.01% |
40,367
+11,028
| +38% | +$218K |
|
1829
PUT
General Mills
GIS
$19.3B
| $697K | ﹤0.01% |
11,000
+7,000
| +175% | +$407K |
|
1830
CALL
Aflac
AFL
$63.7B
| $695K | ﹤0.01% |
+22,000
| New | +$654K |
|
1831
Monarch Casino & Resort
MCRI
$2.25B
| $695K | ﹤0.01% |
35,690
-11,661
| -25% | -$233K |
|
1832
PUT
Viatris
VTRS
$20.6B
| $695K | ﹤0.01% |
15,000
-4,000
| -21% | -$193K |
|
1833
CALL
Baxter International
BAX
$14.7B
| $694K | ﹤0.01% |
16,900
-20,100
| -54% | -$766K |
|
1834
Omnicell
OMCL
$1.69B
| $694K | ﹤0.01% |
+24,904
| New | +$684K |
|
1835
PUT
Goodyear
GT
$2.07B
| $693K | ﹤0.01% |
+21,000
| New | +$633K |
|
1836
Capital Southwest
CSWC
$1.54B
| $692K | ﹤0.01% |
49,921
+621
| +1% | +$8.71K |
|
1837
Kelly Services Class A
KELYA
$528M
| $692K | ﹤0.01% |
+36,182
| New | +$602K |
|
1838
Qualys
QLYS
$5.67B
| $691K | ﹤0.01% |
27,286
-116,677
| -81% | -$3.03M |
|
|
NBL
1839
CALL
DELISTED
Noble Energy, Inc.
NBL
| $691K | ﹤0.01% |
22,000
-24,200
| -52% | -$740K |
|
|
DEG
1840
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $690K | ﹤0.01% |
26,557
-636
| -2% | -$16.1K |
|
|
SHOE
1841
Shoe Station Group
SHOE
$422M
| $689K | ﹤0.01% |
51,118
-28,376
| -36% | -$337K |
|
1842
PUT
Eaton
ETN
$173B
| $688K | ﹤0.01% |
11,000
-5,000
| -31% | -$276K |
|
|
CERN
1843
PUT
DELISTED
Cerner Corp
CERN
| $688K | ﹤0.01% |
13,000
+7,000
| +117% | +$381K |
|
1844
Barings BDC
BBDC
$897M
| $683K | ﹤0.01% |
33,179
-60,673
| -65% | -$1.11M |
|
1845
Artivion
AORT
$1.31B
| $681K | ﹤0.01% |
63,319
+13,760
| +28% | +$140K |
|
1846
CALL
Burlington
BURL
$23.2B
| $681K | ﹤0.01% |
+12,100
| New | +$632K |
|
1847
Oxford Square Capital
OXSQ
$158M
| $681K | ﹤0.01% |
141,789
-177,050
| -56% | -$890K |
|
1848
Graham Corp
GHM
$1.23B
| $680K | ﹤0.01% |
34,155
-5,757
| -14% | -$101K |
|
1849
CALL
Herbalife
HLF
$1.33B
| $677K | ﹤0.01% |
22,000
+12,000
| +120% | +$310K |
|
|
1850
PUT
Herbalife
HLF
$1.33B
| $677K | ﹤0.01% |
22,000
+14,000
| +175% | +$361K |
|
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.