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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 | |
|---|---|---|---|---|---|---|
2001
CALL
O'Reilly Automotive
ORLY
$76.3B
| $547K | ﹤0.01% |
30,000
+15,000
| +100% | +$256K |
|
|
CLR
2002
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $546K | ﹤0.01% |
+18,000
| New | +$407K |
|
|
TWTR
2003
CALL
DELISTED
Twitter, Inc.
TWTR
| $546K | ﹤0.01% |
33,000
-3,000
| -8% | -$52.6K |
|
|
FSP
2004
Franklin Street Properties
FSP
$48M
| $542K | ﹤0.01% |
51,115
-8,025
| -14% | -$78K |
|
2005
Leggett & Platt
LEG
$1.4B
| $542K | ﹤0.01% |
+11,200
| New | +$485K |
|
2006
PUT
Whirlpool
WHR
$2.93B
| $541K | ﹤0.01% |
3,000
-2,000
| -40% | -$298K |
|
2007
PUT
Liberty Global Class A
LBTYA
$3.61B
| $539K | ﹤0.01% |
+16,044
| New | +$505K |
|
|
VWTR
2008
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $539K | ﹤0.01% |
+52,726
| New | +$482K |
|
2009
PUT
Workday
WDAY
$42.1B
| $538K | ﹤0.01% |
7,000
+4,000
| +133% | +$265K |
|
2010
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $538K | ﹤0.01% |
+21,680
| New | +$500K |
|
2011
PUT
APA Corp
APA
$12.3B
| $537K | ﹤0.01% |
11,000
-2,000
| -15% | -$83.1K |
|
2012
PUT
Conagra Brands
CAG
$7.18B
| $535K | ﹤0.01% |
+15,420
| New | +$500K |
|
|
WPX
2013
CALL
DELISTED
WPX Energy, Inc.
WPX
| $535K | ﹤0.01% |
76,600
-38,400
| -33% | -$196K |
|
2014
Haverty Furniture Companies
HVT
$465M
| $534K | ﹤0.01% |
+25,217
| New | +$495K |
|
2015
PNC Financial Services
PNC
$102B
| $533K | ﹤0.01% |
6,307
+1,707
| +37% | +$145K |
|
2016
CALL
Zions Bancorporation
ZION
$10.5B
| $533K | ﹤0.01% |
+22,000
| New | +$506K |
|
|
WRK
2017
DELISTED
WestRock Company
WRK
| $533K | ﹤0.01% |
+15,161
| New | +$494K |
|
2018
Matsons
MATX
$6.22B
| $532K | ﹤0.01% |
13,240
-69,828
| -84% | -$2.73M |
|
|
ANDV
2019
DELISTED
Andeavor
ANDV
| $532K | ﹤0.01% |
6,181
-326,726
| -98% | -$28.1M |
|
2020
CNA Financial
CNA
$14.2B
| $531K | ﹤0.01% |
16,495
| – | – |
|
2021
CALL
Toll Brothers
TOL
$14.5B
| $531K | ﹤0.01% |
18,000
+1,000
| +6% | +$28K |
|
2022
Clear Channel Outdoor Holdings
CCO
$1.23B
| $530K | ﹤0.01% |
112,836
-17,948
| -14% | -$79.4K |
|
2023
Harte-Hanks
HHS
$16.8M
| $530K | ﹤0.01% |
20,952
-3,585
| -15% | -$110K |
|
2024
CNX Resources
CNX
$5.11B
| $529K | ﹤0.01% |
56,200
-1,038,534
| -95% | -$7.55M |
|
|
IBTX
2025
DELISTED
Independent Bank Group, Inc.
IBTX
| $528K | ﹤0.01% |
19,254
+10,176
| +112% | +$296K |
|
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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.