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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 | |
|---|---|---|---|---|---|---|
1901
PUT
Royal Bank of Canada
RY
$293B
| $633K | ﹤0.01% |
+11,000
| New | +$570K |
|
|
GG
1902
PUT
DELISTED
Goldcorp Inc
GG
| $633K | ﹤0.01% |
39,000
+10,000
| +34% | +$139K |
|
1903
PUT
Mattel
MAT
$4.24B
| $632K | ﹤0.01% |
+18,800
| New | +$571K |
|
1904
CALL
Marathon Petroleum
MPC
$88.4B
| $632K | ﹤0.01% |
17,000
-8,000
| -32% | -$304K |
|
|
CHFN
1905
DELISTED
Charter Financial Corp
CHFN
| $632K | ﹤0.01% |
46,835
-9,930
| -17% | -$132K |
|
1906
CALL
McKesson
MCK
$99.4B
| $629K | ﹤0.01% |
4,000
-48,000
| -92% | -$7.76M |
|
|
PGEM
1907
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $629K | ﹤0.01% |
+44,766
| New | +$479K |
|
1908
PUT
Goldman Sachs
GS
$317B
| $628K | ﹤0.01% |
4,000
-5,000
| -56% | -$773K |
|
|
1909
CALL
McDonald's
MCD
$194B
| $628K | ﹤0.01% |
+5,000
| New | +$597K |
|
|
STI
1910
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $628K | ﹤0.01% |
17,400
+3,400
| +24% | +$122K |
|
1911
Deluxe
DLX
$1.22B
| $627K | ﹤0.01% |
+10,037
| New | +$559K |
|
1912
Spok Holdings
SPOK
$233M
| $627K | ﹤0.01% |
35,825
+16,053
| +81% | +$273K |
|
|
EXAC
1913
DELISTED
Exactech Inc
EXAC
| $627K | ﹤0.01% |
30,944
-11,807
| -28% | -$222K |
|
|
SSRI
1914
DELISTED
Silver Standard Resources
SSRI
| $627K | ﹤0.01% |
113,013
+58,513
| +107% | +$309K |
|
1915
PUT
Universal Health Services
UHS
$10.5B
| $624K | ﹤0.01% |
+5,000
| New | +$562K |
|
|
AEPI
1916
DELISTED
AEP Industries Inc
AEPI
| $623K | ﹤0.01% |
9,441
-24,205
| -72% | -$1.83M |
|
|
OKSB
1917
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $623K | ﹤0.01% |
41,418
+4,609
| +13% | +$72.6K |
|
|
GARS
1918
DELISTED
Garrison Capital Inc.
GARS
| $622K | ﹤0.01% |
57,970
+4,919
| +9% | +$54.9K |
|
1919
PUT
Zoetis
ZTS
$31B
| $621K | ﹤0.01% |
14,000
-26,000
| -65% | -$1.1M |
|
1920
Zumiez
ZUMZ
$335M
| $619K | ﹤0.01% |
31,066
-87,543
| -74% | -$1.64M |
|
1921
CALL
Broadcom
AVGO
$2T
| $618K | ﹤0.01% |
40,000
-80,000
| -67% | -$1.08M |
|
1922
Rush Enterprises Class A
RUSHA
$6.42B
| $618K | ﹤0.01% |
+76,192
| New | +$614K |
|
|
WSTC
1923
DELISTED
West Corporation
WSTC
| $616K | ﹤0.01% |
26,985
-172,695
| -86% | -$3.6M |
|
1924
Barnes & Noble Education
BNED
$435M
| $615K | ﹤0.01% |
+628
| New | +$629K |
|
1925
PUT
AES
AES
$10.5B
| $614K | ﹤0.01% |
+52,000
| New | +$518K |
|
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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.